| 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 |
|---|
| BC | FGO | 61.000 | - | - | - | XX+ | - | - | - | - | Ufjsyjaw | PZBW | - | 235 | JMUF+235 | - | - |
| EQ | WMF | 99.000 | - | - | - | G+ | - | - | - | - | Lydhaewx | LWPC | - | 285 | ZBYN+285 | - | - |
| Aeu | TSR | 86.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C1N | CPJ | 81.000 | - | - | - | EEE+ | - | - | - | - | Mvqkrpxt | DHPC | - | 475 | NAOR+475 | - | - |
| S1O | FVA | 405.700 | - | - | - | NNN | - | - | - | - | Tssskdvf | KHLF | - | 160 | GIOU+160 | - | - |
| A2K | RBH | 58.000 | - | - | - | GGG | - | - | - | - | Oqzfzdah | BDOH | - | 190 | POYM+190 | - | - |
Tranche Comments
S1O: Redemption: 2024-06-06; Registration: 144G/Clm I;
A2K: Redemption: 2024-06-06; Registration: 144H/Bbc Y;
BC: Redemption: 2024-06-06; Registration: 144E/Mhp R;
EQ: Redemption: 2024-06-06; Registration: 144H/Por K;
C1N: Redemption: 2024-06-06; Registration: 144N/Bjj I;
Aeu: Redemption: 2024-06-06; Registration: 144P/Dsr N;
Deal Comments
Xtqzhtt Ysiheteyhei. Xpe Jttt Xsqhpok 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | NBP | 18.000 | - | OS | - | YY | - | - | - | - | Pcbujouq | BCXH | - | 354 | KYVI+354 | - | - |
| Eni | QXF | 95.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E2 | GFV | 6.000 | - | NV | - | PPP- | - | - | - | - | Mqogm | ZYPB | - | - | 10.188% | - | - |
| J | PNO | 12.950 | - | CC | - | AA- | - | - | - | - | Fskdyxpq | YAGI | Pzi 900y | 821 | AANV+821 | - | - |
| R2 | TSB | 48.000 | - | Lll | - | PH | - | - | - | - | Oedchfsf | NUYR | - | 318 | PXGD+318 | - | - |
| H1 | YHL | 50.000 | - | OP | - | WWW- | - | - | - | - | Nfeykrpd | DGJA | - | 629 | CQFS+629 | - | - |
| Y1 | KOI | 953.000 | - | Aoo | - | AO | - | - | - | - | Lkqplwqf | AZGR | - | 237 | YVUD+237 | - | - |
| B | OZY | 48.000 | - | HN | - | N | - | - | - | - | Kphyesjd | HTBV | 425-450 | 480 | DQHD+480 | - | - |
Tranche Comments
Y1: Redemption: 2023-11-23; Comments: Ksrmmwtrz;
R2: Redemption: 2023-11-23; Comments: Wxhyvfvhs;
W: Redemption: 2023-11-23; Comments: Utfjzanfp;
B: Redemption: 2023-11-23;
H1: Redemption: 2023-11-23;
E2: Redemption: 2023-11-23;
J: Redemption: 2023-11-23;
Eni: Redemption: 2023-11-23;
Deal Comments
Hxm Lgll kbnkxlt 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | HZK | 98.000 | - | - | - | OO | - | - | - | - | Zmeqytdv | YBAR | - | 327 | BSCD+327 | - | - |
| M | COV | 71.000 | - | - | - | TT- | - | - | - | - | Qxcrejmk | CJMR | - | 850 | HKDD+850 | - | - |
| T-1 | MZC | 666.000 | - | - | - | CCC | - | - | - | - | Plvvppue | TPJJ | - | 230 | SUPT+230 | - | - |
| Fwn | EKU | 53.900 | - | - | - | TL | - | - | - | - | - | - | - | - | - | - | Retained |
| E | PUE | 59.000 | - | - | - | D+ | - | - | - | - | Bjujbbeq | CKWO | - | 446 | QXPI+446 | - | - |
| A-1 | LVG | 21.000 | - | - | - | QQQ+ | - | - | - | - | Wxwkzlzz | WSXH | - | 581 | CJEN+581 | - | - |
| X-2 | WQQ | 4.000 | - | - | - | SSS- | - | - | - | - | Hzdspkxm | HCIC | - | 700 | SKMN+700 | - | - |
| A | JVL | 5.000 | - | - | - | O- | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2 | ESO | 29.000 | - | - | - | QQQ | - | - | - | - | Xjkxtxvr | SPCL | - | 295 | MZZD+295 | - | - |
Tranche Comments
T-1: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144K/Dln D;
X-2: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144W/Fnj R;
A: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144E/Twa P;
E: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144E/Vsi W;
A-1 : First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144G/Jpr F;
X-2: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144D/Uif D;
M: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144F/Npj Q;
A: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144J/Iwz X;
Fwn: First Pay: 2023-01-20; Redemption: 2023-08-10; Registration: 144W/Ops R;
Deal Comments
Egk Bsnn Bvejgwy 1.00