| 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 |
|---|
| WQ | IJD | 78.000 | - | - | - | A+ | - | - | - | - | Aabdakiu | EYDJ | - | 285 | AXCT+285 | - | - |
| K1F | WNR | 247.700 | - | - | - | SSS | - | - | - | - | Bserymot | SIZJ | - | 160 | DUPX+160 | - | - |
| X1X | FXA | 24.000 | - | - | - | OOO+ | - | - | - | - | Wpjpeirl | GWZV | - | 475 | MAWA+475 | - | - |
| NS | LLI | 59.000 | - | - | - | VV+ | - | - | - | - | Adfrdecy | TYWM | - | 235 | HMVL+235 | - | - |
| B2Z | KHN | 63.000 | - | - | - | RRR | - | - | - | - | Xauekuay | CGVE | - | 190 | VZYT+190 | - | - |
| Hna | VIQ | 21.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K1F: Redemption: 2024-06-06; Registration: 144E/Lsz W;
B2Z: Redemption: 2024-06-06; Registration: 144Z/Nmo F;
NS: Redemption: 2024-06-06; Registration: 144M/Hoa A;
WQ: Redemption: 2024-06-06; Registration: 144B/Hah R;
X1X: Redemption: 2024-06-06; Registration: 144I/Wiq Z;
Hna: Redemption: 2024-06-06; Registration: 144Q/Gox D;
Deal Comments
Ezksizy Zefinznqinl. Jwn Xzyy Eekiwmp 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R2 | NFG | 5.000 | - | KH | - | XXX- | - | - | - | - | Efhci | KYOB | - | - | 10.188% | - | - |
| M | EKC | 36.390 | - | TF | - | OO- | - | - | - | - | Nfzohais | SOOA | Rgl 900h | 821 | DNNK+821 | - | - |
| D | HHP | 44.000 | - | BY | - | D | - | - | - | - | Rbzoxfcc | BIIV | 425-450 | 480 | HGOL+480 | - | - |
| E1 | VWN | 590.000 | - | Mss | - | LO | - | - | - | - | Idcstmwz | PPCY | - | 237 | SXPR+237 | - | - |
| W2 | LQI | 39.000 | - | Ljj | - | WM | - | - | - | - | Jzyohyat | WHUL | - | 318 | YXSE+318 | - | - |
| Tho | AMN | 27.830 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | IGW | 45.000 | - | HA | - | NN | - | - | - | - | Tdvxacmo | EBJN | - | 354 | SKAL+354 | - | - |
| E1 | RQP | 54.000 | - | OL | - | YYY- | - | - | - | - | Hfdxvmpq | NIGY | - | 629 | BTUS+629 | - | - |
Tranche Comments
E1: Redemption: 2023-11-23; Comments: Ojzhwmwzw;
W2: Redemption: 2023-11-23; Comments: Dtxbbapxv;
E: Redemption: 2023-11-23; Comments: Nfsphmjso;
D: Redemption: 2023-11-23;
E1: Redemption: 2023-11-23;
R2: Redemption: 2023-11-23;
M: Redemption: 2023-11-23;
Tho: Redemption: 2023-11-23;
Deal Comments
Hxw Lbff mpraxhd 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | TKB | 130.000 | - | - | - | XXX | - | - | - | - | Veskyiqw | UPNN | - | 230 | TOPZ+230 | - | - |
| B-2 | RLL | 51.000 | - | - | - | FFF | - | - | - | - | Usddolwy | ITKZ | - | 295 | JTUH+295 | - | - |
| E | MPK | 9.000 | - | - | - | M- | - | - | - | - | - | - | - | - | - | - | Retained |
| W | LNQ | 35.000 | - | - | - | WW | - | - | - | - | Mwrwpzde | EXJW | - | 327 | DTHG+327 | - | - |
| I | QAB | 21.000 | - | - | - | I+ | - | - | - | - | Tqlubyin | LQBH | - | 446 | CETQ+446 | - | - |
| M-1 | YUQ | 69.000 | - | - | - | MMM+ | - | - | - | - | Yhdylrrh | ZBHT | - | 581 | ZVUV+581 | - | - |
| Lua | ZVJ | 73.200 | - | - | - | IC | - | - | - | - | - | - | - | - | - | - | Retained |
| B-2 | HGJ | 9.000 | - | - | - | QQQ- | - | - | - | - | Yjxyarwh | XEII | - | 700 | DYQQ+700 | - | - |
| H | XXJ | 29.000 | - | - | - | GG- | - | - | - | - | Smfjltzd | PTXP | - | 850 | GBYT+850 | - | - |
Tranche Comments
M-1: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144X/Nqr L;
B-2: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144P/Ino F;
W: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144G/Zjb E;
I: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144K/Nwu F;
M-1 : First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144R/Dhf R;
B-2: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144Y/Kyj I;
H: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144X/Rsz J;
E: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144Y/Bpl S;
Lua: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144I/Ccs V;
Deal Comments
Kfw Nkxx Efrpffb 1.00