| 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 |
|---|
| K | EPO | 13.220 | - | - | - | NN | - | - | 73.50% | - | Pkffhbky | AULM | - | 305 | YMPO+305 | - | - |
| V | FES | 42.910 | - | - | - | S | - | - | 95.60% | - | Hlljaepz | NAFV | - | 400 | KAXF+400 | - | - |
| R | WCF | 634.000 | - | - | - | PPP | - | - | 74.00% | - | Zmvqphwy | IVYZ | - | 215 | YXNY+215 | - | - |
| H | FNM | 70.900 | - | - | - | SSS- | - | - | 43.90% | - | Hrkaumbe | JAVI | - | 600 | TJCC+529 | - | - |
| F | RUN | 9.350 | - | - | - | T- | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
| L | EMB | 64.650 | - | - | - | XX- | - | - | 8.20% | - | Dlmjbsso | COKI | - | 950 | XQJF+700 | - | - |
| Xnt | PHZ | 86.430 | - | - | - | HZ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2023-04-20; Redemption: 2023-11-29;
K: First Pay: 2023-04-20; Redemption: 2023-11-29;
V: First Pay: 2023-04-20; Redemption: 2023-11-29;
H: First Pay: 2023-04-20; Redemption: 2023-11-29;
L: First Pay: 2023-04-20; Redemption: 2023-11-29;
F: First Pay: 2023-04-20; Redemption: 2023-11-29;
Xnt: First Pay: 2023-04-20; Redemption: 2023-11-29;
Deal Comments
Kyu Lzoo Hsbqymx 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | OKI | 45.000 | - | - | - | HHH- | - | - | - | - | Fxsusvmq | ZGCM | - | 490 | JIMT+490 | - | - |
| P | ZCZ | 421.000 | - | - | - | AAA | - | - | - | - | Skqacffp | VHAL | - | 190 | DBAW+190 | - | - |
| U | LMO | 69.000 | - | - | - | II | - | - | - | - | Xdjvuslk | PYGW | - | 270 | ZJHR+270 | - | - |
| Axjrjf | YLP | 60.000 | - | - | - | AQ | - | - | - | - | - | - | - | - | - | - | Retained |
| L | FRC | 98.000 | - | - | - | XX- | - | - | - | - | Dhpxrprq | UYNL | - | 765 | DEEI+765 | - | - |
| Y | JHB | 58.000 | - | - | - | E | - | - | - | - | Wyvkoupt | BIZI | - | 400 | BYDY+400 | - | - |
| C | NBA | 6.000 | - | - | - | A | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Qtz Rvbb Wswptyx 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | LGA | 1.100 | - | - | - | M+ | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
| L | OEM | 53.100 | - | - | - | AA | - | - | 35.68% | - | Cffxezjz | WDEQ | - | 235 | GAEC+235 | - | - |
| Z | ITE | 34.100 | - | - | - | M | - | - | 50.57% | - | Upzmqleq | HSDE | - | 310 | EONS+310 | - | - |
| T | RZT | 642.000 | - | - | - | EEE | - | - | 47.00% | - | Lzvmzymx | QPPT | - | 175 | IDEI+175 | - | - |
| D | EHR | 69.900 | - | - | - | GGG | - | - | 39.73% | - | Kkzqwyjk | XTKV | - | 425 | ZJPD+425 | - | - |
| Vyo | IEH | 15.410 | - | - | - | PY | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | VWS | 83.800 | - | - | - | KK | - | - | 6.20% | - | Bhldeirb | PGPR | - | 750 | YYLW+750 | - | - |
Tranche Comments
T: First Pay: 2023-01-20; Redemption: 2023-07-12;
L: First Pay: 2023-01-20; Redemption: 2023-07-12;
Z: First Pay: 2023-01-20; Redemption: 2023-07-12;
D: First Pay: 2023-01-20; Redemption: 2023-07-12;
Y: First Pay: 2023-01-20; Redemption: 2023-07-12;
L: First Pay: 2023-01-20; Redemption: 2023-07-12;
Vyo: First Pay: 2023-01-20; Redemption: 2023-07-12;
Deal Comments
Yxv Hwcc Tcfixoh 1.00