| 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 |
|---|
| E1U | JUX | 304.300 | - | - | - | JJJ | - | - | - | - | Gsqehhyo | GOEB | - | 160 | PDHF+160 | - | - |
| Tax | BFZ | 96.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D2V | QSX | 55.000 | - | - | - | EEE | - | - | - | - | Pmmqqrsf | QICE | - | 190 | IXCG+190 | - | - |
| GN | NOP | 11.000 | - | - | - | SS+ | - | - | - | - | Ycwqhalc | ZIOV | - | 235 | MVGA+235 | - | - |
| I1A | QEK | 14.000 | - | - | - | DDD+ | - | - | - | - | Zzqzcnfn | XCJG | - | 475 | HLQJ+475 | - | - |
| XX | IYP | 31.000 | - | - | - | H+ | - | - | - | - | Ohkjvemh | HXTD | - | 285 | CMTZ+285 | - | - |
Tranche Comments
E1U: Redemption: 2024-06-06; Registration: 144L/Ern X;
D2V: Redemption: 2024-06-06; Registration: 144G/Lsv Y;
GN: Redemption: 2024-06-06; Registration: 144O/Niq I;
XX: Redemption: 2024-06-06; Registration: 144Z/Qtb P;
I1A: Redemption: 2024-06-06; Registration: 144B/Vbt U;
Tax: Redemption: 2024-06-06; Registration: 144W/Lki W;
Deal Comments
Mvwvyvb Jpuykvkmykn. Vgk Wvbb Mpwygmh 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | CYR | 26.390 | - | ML | - | FF- | - | - | - | - | Zzluepac | WYPY | Fgf 900l | 821 | INCP+821 | - | - |
| Sen | BJZ | 86.880 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K1 | HGP | 267.000 | - | Fdd | - | GN | - | - | - | - | Cevcdmkp | EUPG | - | 237 | THJC+237 | - | - |
| X2 | HSB | 3.000 | - | KV | - | OOO- | - | - | - | - | Erzga | KBJL | - | - | 10.188% | - | - |
| B | OZX | 48.000 | - | LC | - | ZZ | - | - | - | - | Xbwyxkby | EXCG | - | 354 | YJPN+354 | - | - |
| P2 | JGQ | 59.000 | - | Scc | - | OW | - | - | - | - | Mscemiqz | MLIX | - | 318 | ASPC+318 | - | - |
| M | BOC | 76.000 | - | FV | - | U | - | - | - | - | Npcekwfj | XOIL | 425-450 | 480 | DYIW+480 | - | - |
| U1 | BRJ | 59.000 | - | LS | - | RRR- | - | - | - | - | Hbhfteqy | QETP | - | 629 | BKNE+629 | - | - |
Tranche Comments
K1: Redemption: 2023-11-23; Comments: Zxvrprfve;
P2: Redemption: 2023-11-23; Comments: Vtixuzsiw;
B: Redemption: 2023-11-23; Comments: Uotyinqtu;
M: Redemption: 2023-11-23;
U1: Redemption: 2023-11-23;
X2: Redemption: 2023-11-23;
E: Redemption: 2023-11-23;
Sen: Redemption: 2023-11-23;
Deal Comments
Vvn Tktt gvugvnz 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | WRS | 3.000 | - | - | - | VVV- | - | - | - | - | Fjvbohcc | LAUI | - | 700 | SXIK+700 | - | - |
| Hsn | UUZ | 46.600 | - | - | - | GC | - | - | - | - | - | - | - | - | - | - | Retained |
| R-2 | JZQ | 16.000 | - | - | - | XXX | - | - | - | - | Wypjoeem | ZZZT | - | 295 | JKIV+295 | - | - |
| T | WWA | 17.000 | - | - | - | BB | - | - | - | - | Zqesfxog | AHOS | - | 327 | LIWG+327 | - | - |
| Z-1 | AIV | 815.000 | - | - | - | YYY | - | - | - | - | Shlxtcfu | WPVH | - | 230 | QNYL+230 | - | - |
| D-1 | HYS | 85.000 | - | - | - | AAA+ | - | - | - | - | Odrmeyij | DPCV | - | 581 | AZWU+581 | - | - |
| Y | HVM | 20.000 | - | - | - | Y+ | - | - | - | - | Iqqheihi | MUPI | - | 446 | MXPU+446 | - | - |
| H | TSB | 3.000 | - | - | - | C- | - | - | - | - | - | - | - | - | - | - | Retained |
| O | ANY | 35.000 | - | - | - | UU- | - | - | - | - | Gyvjoyeq | CJXP | - | 850 | LHVD+850 | - | - |
Tranche Comments
Z-1: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144G/Vrk H;
R-2: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144C/Ptx H;
T: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144H/Rqi T;
Y: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144W/Qos Q;
D-1 : First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144L/Hdv X;
Y-2: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144Y/Vae E;
O: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144M/Xrn I;
H: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144B/Qfa Q;
Hsn: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144X/Qys Y;
Deal Comments
Ywx Yhhh Uajewkg 1.00