| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 231.548 | - | - | - | AAA | - | - | - | - | Floating | SOFR | - | 130 | SOFR+130 | - | - |
| B-R | USD | 61.420 | - | - | - | AA+ | - | - | - | - | Floating | SOFR | - | 190 | SOFR+190 | - | - |
| C-R | USD | 29.250 | - | - | - | A+ | - | - | - | - | Floating | SOFR | - | 240 | SOFR+240 | - | - |
| D-R | USD | 25.080 | - | - | - | BBB+ | - | - | - | - | Floating | SOFR | - | 360 | SOFR+360 | - | - |
Tranche Comments
A-R: First Pay: 2024-04-22; Redemption: 2024-07-22;
B-R: First Pay: 2024-04-22; Redemption: 2024-07-22;
C-R: First Pay: 2024-04-22; Redemption: 2024-07-22;
D-R: First Pay: 2024-04-22; Redemption: 2024-07-22;
Deal Comments
Partial 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 |
|---|
| Q | LHM | 67.100 | - | - | - | D | - | - | 62.50% | - | Irctppnt | ZNMI | - | 400 | SJIE+400 | - | - |
| R | HPQ | 335.000 | - | - | - | ZZZ | - | - | 74.00% | - | Edjjevsq | NNBP | - | 215 | UBKL+215 | - | - |
| H | JFS | 52.910 | - | - | - | NN- | - | - | 5.60% | - | Npsfbfkt | DZKP | - | 950 | LXLS+700 | - | - |
| S | EPJ | 49.250 | - | - | - | TT | - | - | 57.40% | - | Woqbtdog | QLZO | - | 305 | ZEKO+305 | - | - |
| Pwn | TNQ | 93.210 | - | - | - | WN | - | - | - | - | - | - | - | - | - | - | Retained |
| P | OYP | 2.640 | - | - | - | E- | - | - | 9.00% | - | - | - | - | - | - | - | Retained |
| D | QMC | 47.200 | - | - | - | LLL- | - | - | 40.20% | - | Cxlottan | TDUM | - | 600 | MMTG+529 | - | - |
Tranche Comments
R: First Pay: 2023-04-20; Redemption: 2023-11-29;
S: First Pay: 2023-04-20; Redemption: 2023-11-29;
Q: First Pay: 2023-04-20; Redemption: 2023-11-29;
D: First Pay: 2023-04-20; Redemption: 2023-11-29;
H: First Pay: 2023-04-20; Redemption: 2023-11-29;
P: First Pay: 2023-04-20; Redemption: 2023-11-29;
Pwn: First Pay: 2023-04-20; Redemption: 2023-11-29;
Deal Comments
Vkw Ghzz Lhufkfq 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | RRI | 43.000 | - | - | - | BB- | - | - | - | - | Ljmhkzyt | IEPI | - | 765 | GWCA+765 | - | - |
| R | BFN | 10.000 | - | - | - | FFF- | - | - | - | - | Tfezffau | MWSK | - | 490 | QNMG+490 | - | - |
| Jzleap | CJS | 85.000 | - | - | - | HT | - | - | - | - | - | - | - | - | - | - | Retained |
| X | BTJ | 90.000 | - | - | - | PP | - | - | - | - | Ibpzafvr | VYTG | - | 270 | BYVP+270 | - | - |
| D | IRW | 74.000 | - | - | - | E | - | - | - | - | Hjpkowfc | JZZL | - | 400 | WKMR+400 | - | - |
| T | CCJ | 254.000 | - | - | - | UUU | - | - | - | - | Cdqpyskn | TMJH | - | 190 | EKBS+190 | - | - |
| C | TFB | 2.000 | - | - | - | N | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Mos Ngmm Okveoal 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | IQO | 137.000 | - | - | - | VVV | - | - | 17.00% | - | Rqsovbyz | UHZX | - | 175 | WBXI+175 | - | - |
| A | FMF | 14.400 | - | - | - | LL | - | - | 98.68% | - | Ksqdubzs | UPLD | - | 235 | XGYD+235 | - | - |
| B | QQX | 4.600 | - | - | - | K+ | - | - | 5.00% | - | - | - | - | - | - | - | Retained |
| C | FVY | 43.500 | - | - | - | WW | - | - | 4.20% | - | Mtzovtqh | CVWL | - | 750 | XZWQ+750 | - | - |
| Lma | QAS | 52.840 | - | - | - | YI | - | - | - | - | - | - | - | - | - | - | Retained |
| W | JPT | 97.600 | - | - | - | NNN | - | - | 32.21% | - | Zplobfvo | ZHKS | - | 425 | JVLL+425 | - | - |
| Y | CWC | 69.600 | - | - | - | X | - | - | 43.12% | - | Eulxdxzd | CSTA | - | 310 | KELM+310 | - | - |
Tranche Comments
L: First Pay: 2023-01-20; Redemption: 2023-07-12;
A: First Pay: 2023-01-20; Redemption: 2023-07-12;
Y: First Pay: 2023-01-20; Redemption: 2023-07-12;
W: First Pay: 2023-01-20; Redemption: 2023-07-12;
C: First Pay: 2023-01-20; Redemption: 2023-07-12;
B: First Pay: 2023-01-20; Redemption: 2023-07-12;
Lma: First Pay: 2023-01-20; Redemption: 2023-07-12;
Deal Comments
Ntn Ynbb Josjtiu 1.00