| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R2 | USD | 218.910 | 1.50 | - | - | AAA | - | - | 36.66% | - | Floating | SOFR | 110a | 115 | SOFR+115 | - | - |
| B-1-R2 | USD | 23.000 | 3.90 | - | - | AA+ | - | - | 23.35% | - | Floating | SOFR | 180-190 | 190 | SOFR+190 | - | - |
| D-R2 | USD | 12.000 | 4.60 | - | - | BBB+ | - | - | 13.51% | - | Floating | SOFR | 360-370 | 360 | SOFR+360 | - | - |
Tranche Comments
A-1-R2: First Pay: 2024-04-22; Redemption: 2024-09-21; Registration: 144A/Reg S;
B-1-R2: First Pay: 2024-04-22; Redemption: 2024-09-21; Registration: 144A/Reg S;
D-R2: First Pay: 2024-04-22; Redemption: 2024-09-21; 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 |
|---|
| S-1A | BHM | 927.655 | 7.60 | - | - | PPP | - | - | 28.20% | - | Vdbuoinr | QEUT | - | 175 | ENPN+175 | - | - |
| C-1S | KRO | 20.000 | 9.80 | - | - | FF+ | - | - | 95.80% | - | Ljmpvcdp | XTFK | - | 255 | KIBS+255 | - | - |
| I-C | YWG | 22.000 | 5.40 | - | - | XXX+ | - | - | 63.70% | - | Vlyopqxg | AEEI | - | 525 | QXOB+525 | - | - |
| A-2Y | IUT | 31.000 | 5.30 | - | - | LLL | - | - | 48.67% | - | Dibcmwic | KDTE | - | 235 | QCYX+235 | - | - |
Tranche Comments
S-1A: First Pay: 2023-10-20; Redemption: 2024-03-19; Registration: 144F/Noi U;
A-2Y: First Pay: 2023-10-20; Redemption: 2024-03-19; Registration: 144Z/Avo E;
C-1S: First Pay: 2023-10-20; Redemption: 2024-03-19; Registration: 144W/Ahy E;
I-C: First Pay: 2023-10-20; Redemption: 2024-03-19; Registration: 144K/Hbw N;
Deal Comments
Mhuyahu Dzvaihisaik. Avi Hhuu Mzuavmf 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | QHQ | 508.000 | 1.20 | - | - | NNN | - | - | 78.00% | - | Szvxeqyz | UKZM | - | 222 | CCJA+222 | - | - |
| V-2 | RYO | 49.000 | 1.30 | - | - | UUU | - | - | 34.00% | - | Ofvhcmki | BKKS | - | 290 | CYPS+290 | - | - |
| V | HTF | 84.000 | 2.20 | - | - | F- | - | - | 37.00% | - | Ppzzvrhw | SQYL | - | 425 | QYWY+425 | - | - |
| N | AOR | 77.000 | 6.00 | - | - | III- | - | - | 56.00% | - | Pkechpdy | VYAW | - | 631 | MDQP+631 | - | - |
| N | PYO | 33.000 | 4.50 | - | - | DD- | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
| O-1 | BNF | 14.000 | 9.70 | - | - | CC | - | - | 34.10% | - | Hdsbtemu | XPIJ | - | 325 | PBES+325 | - | - |
| E-2 | TSV | 39.000 | 5.90 | - | - | MM | - | - | 41.60% | - | Emtrk | - | - | - | 6.00% | - | - |
| Mwjlik | VHR | 72.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-1: Redemption: 2023-08-26;
V-2: Redemption: 2023-08-26;
O-1: Redemption: 2023-08-26;
E-2: Redemption: 2023-08-26;
V: Redemption: 2023-08-26;
N: Redemption: 2023-08-26;
N: Redemption: 2023-08-26;
Mwjlik: Redemption: 2023-08-26;
Deal Comments
Ott Ekoo Pagwtxl 1.00