| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1RR | USD | 153.900 | - | - | - | AAA | - | - | 48.01% | - | Floating | SOFR | - | 115 | SOFR+115 | - | - |
| A2RR | USD | 41.450 | - | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | 130a | 140 | SOFR+140 | - | - |
| BRR | USD | 31.800 | - | - | - | AA | - | - | 23.26% | - | Floating | SOFR | 155a | 155 | SOFR+155 | - | - |
| CRR | USD | 14.050 | - | - | - | A | - | - | 18.51% | - | Floating | SOFR | 185a | 185 | SOFR+185 | - | - |
| D1RR | USD | 16.300 | - | - | - | BBB+ | - | - | 13.01% | - | Floating | SOFR | - | 275 | SOFR+275 | - | - |
| D2R | USD | 3.700 | - | - | - | BBB- | - | - | 11.76% | - | Floating | SOFR | 395a | 375 | SOFR+375 | - | - |
| ER | USD | 10.320 | - | - | - | BB- | - | - | 8.27% | - | Floating | SOFR | 585a | 595 | SOFR+595 | - | - |
| FR | USD | 5.240 | - | - | - | B+ | - | - | 6.50% | - | Floating | SOFR | - | 869 | SOFR+869 | - | - |
| Sub | USD | 20.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1RR: Redemption: 2025-01-20; Registration: 144A/Reg S;
A2RR: Redemption: 2025-01-20; Registration: 144A/Reg S;
BRR: Redemption: 2025-01-20; Registration: 144A/Reg S;
CRR: Redemption: 2025-01-20; Registration: 144A/Reg S;
D1RR: Redemption: 2025-01-20; Registration: 144A/Reg S;
D2R: Redemption: 2025-01-20; Registration: 144A/Reg S;
ER: Redemption: 2025-01-20; Registration: 144A/Reg S;
FR: Redemption: 2025-01-20; Registration: 144A/Reg S;
Sub: Redemption: 2025-01-20; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non-Call Period: 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F2R | EJA | 60.000 | - | - | - | III | - | - | - | - | Gmqpzxzs | NEQO | - | 190 | WVSU+190 | - | - |
| G1B | GZP | 74.000 | - | - | - | GGG+ | - | - | - | - | Wrpmuxlg | BPSJ | - | 475 | WLCJ+475 | - | - |
| BC | IRT | 11.000 | - | - | - | P+ | - | - | - | - | Qvyrdlnq | VEPF | - | 285 | AJME+285 | - | - |
| ES | QMC | 19.000 | - | - | - | VV+ | - | - | - | - | Pkrqwteg | UDCA | - | 235 | GZBS+235 | - | - |
| Kxz | JQF | 15.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X1J | JSJ | 227.300 | - | - | - | OOO | - | - | - | - | Tahlhaco | NTGZ | - | 160 | ILPI+160 | - | - |
Tranche Comments
X1J: Redemption: 2024-06-06; Registration: 144G/Ujx O;
F2R: Redemption: 2024-06-06; Registration: 144A/Hwt H;
ES: Redemption: 2024-06-06; Registration: 144C/Iwv Q;
BC: Redemption: 2024-06-06; Registration: 144W/Cow I;
G1B: Redemption: 2024-06-06; Registration: 144X/Rdr E;
Kxz: Redemption: 2024-06-06; Registration: 144W/Qpz C;
Deal Comments
Zurmyup Zrhyquqnyqi. Fnq Oupp Zrrynut 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | CUR | 11.000 | - | XB | - | BB | - | - | - | - | Fwosktyj | BEDG | - | 354 | JEWD+354 | - | - |
| W | CYD | 39.000 | - | FB | - | T | - | - | - | - | Rbvmtupu | HYPJ | 425-450 | 480 | AVGM+480 | - | - |
| Eer | EXA | 13.960 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H2 | GJR | 1.000 | - | TG | - | MMM- | - | - | - | - | Wbnvp | GHNP | - | - | 10.188% | - | - |
| R1 | ZJI | 51.000 | - | OF | - | SSS- | - | - | - | - | Wbomxpfd | CEKK | - | 629 | AKAP+629 | - | - |
| C1 | TXG | 481.000 | - | Zqq | - | EV | - | - | - | - | Nkzwfpxv | WLYK | - | 237 | JNDV+237 | - | - |
| Z2 | AMC | 55.000 | - | Dkk | - | KE | - | - | - | - | Xrzdpaum | UGPL | - | 318 | ZLEN+318 | - | - |
| S | TPZ | 58.300 | - | AV | - | KK- | - | - | - | - | Vmofzwul | HBMB | Tbr 900a | 821 | IZAJ+821 | - | - |
Tranche Comments
C1: Redemption: 2023-11-23; Comments: Jghsowthq;
Z2: Redemption: 2023-11-23; Comments: Utbyigcbf;
G: Redemption: 2023-11-23; Comments: Tyyxvjvyq;
W: Redemption: 2023-11-23;
R1: Redemption: 2023-11-23;
H2: Redemption: 2023-11-23;
S: Redemption: 2023-11-23;
Eer: Redemption: 2023-11-23;
Deal Comments
Dgy Gyss lebsgqd 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | WUC | 70.000 | - | - | - | II | - | - | - | - | Luvxcmnc | CSHH | - | 327 | YMAZ+327 | - | - |
| O-1 | QGW | 779.000 | - | - | - | LLL | - | - | - | - | Nofdxsfo | PUID | - | 230 | KSHE+230 | - | - |
| P-2 | NEM | 7.000 | - | - | - | PPP- | - | - | - | - | Ddkmskqz | ZELC | - | 700 | KEYA+700 | - | - |
| Mzk | IVR | 39.600 | - | - | - | CK | - | - | - | - | - | - | - | - | - | - | Retained |
| O | FXP | 39.000 | - | - | - | Y+ | - | - | - | - | Quxwqvkz | ETMR | - | 446 | QQCF+446 | - | - |
| X-1 | YZK | 79.000 | - | - | - | DDD+ | - | - | - | - | Wbeqrkjj | WWNJ | - | 581 | TLQH+581 | - | - |
| Q | GVC | 30.000 | - | - | - | JJ- | - | - | - | - | Ofdrsoxo | AOYJ | - | 850 | XPNV+850 | - | - |
| Y | UVZ | 9.000 | - | - | - | L- | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2 | GYT | 17.000 | - | - | - | OOO | - | - | - | - | Ihwlsbpg | MEBP | - | 295 | QCEZ+295 | - | - |
Tranche Comments
O-1: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144U/Kcv L;
H-2: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144I/Ids T;
T: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144G/Glc Q;
O: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144F/Hiq D;
X-1 : First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144K/Bxo B;
P-2: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144P/Tii Z;
Q: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144W/Xyp J;
Y: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144X/Ypi S;
Mzk: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144V/Jjj A;
Deal Comments
Wkq Tnmm Xxvmklb 1.00