| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 149.000 | 6.50 | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | 160a | 160 | SOFR+160 | - | - |
| A Loan | USD | 75.000 | 6.50 | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | 210-215 | 160 | SOFR+160 | - | - |
| B | USD | 42.000 | 8.60 | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | 250-260 | 215 | SOFR+215 | - | - |
| C | USD | 21.000 | 9.40 | NR | - | A | - | - | 18.00% | - | Floating | SOFR | 395-405 | 275 | SOFR+275 | - | - |
| D | USD | 21.000 | 10.00 | NR | - | BBB- | - | - | 12.00% | - | Floating | SOFR | 690-710 | 425 | SOFR+425 | - | - |
| E | USD | 12.250 | 10.40 | NR | - | BB- | - | - | 8.50% | - | Floating | SOFR | - | 715 | SOFR+699 | - | - |
| Equity | USD | 34.450 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
A Loan: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
B: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
C: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
D: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
E: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
Equity: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | YAX | 6.384 | 3.50 | Nkk | - | - | - | - | 30.14% | - | Lajsafzq | LYLN | 280u | 295 | AANS+295 | - | - |
| E | PNZ | 50.826 | 2.90 | - | - | MM- | - | - | 66.00% | - | Hjrejufg | DNMM | 975-1000 | 1000 | EWYQ+804 | - | - |
| D | HKG | 53.700 | 1.40 | K3 | - | - | - | - | 74.70% | - | Gqfsrmif | PTPT | - | 425 | DJZV+406 | - | - |
| Q Boit | NGH | 700.000 | 2.60 | Fvv | - | - | - | - | 83.00% | - | Zcqudbkb | ESTM | - | 230 | PIMF+230 | - | - |
| K | YKF | 42.000 | 8.90 | Udd | - | - | - | - | 50.00% | - | Fosdzuoe | VPMG | 230x | 230 | SAJJ+230 | - | - |
| O | HVK | 14.703 | 8.60 | - | - | NNN | - | - | 19.61% | - | Isyvqecy | CVQU | 625-650 | 725 | IWPQ+660 | - | - |
| P | CCQ | 15.276 | 3.00 | - | - | AA | - | - | 21.90% | - | Yxffcltq | LSJR | 315-325 | 340 | MQHH+340 | - | - |
| Jpi | PSD | 30.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q Boit: First Pay: 2023-07-20; Registration: 144L/Eww Z; Comments: Ask-Axoikn;
K: First Pay: 2023-07-20; Registration: 144D/Aip X;
V-2: First Pay: 2023-07-20; Registration: 144F/Puc Y;
P: First Pay: 2023-07-20; Registration: 144T/Pfq V;
D: First Pay: 2023-07-20; Registration: 144M/Ajt P;
O: First Pay: 2023-07-20; Registration: 144T/End U;
E: First Pay: 2023-07-20; Registration: 144O/Pct F;
Jpi: First Pay: 2023-07-20; Registration: 144U/Lwd X;
Deal Comments
Izq Usmm Epqgztn 2.00
Reinvestment Period (YRS)
1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | WHP | 20.490 | - | Bc2 | - | - | - | - | - | - | Mufxbbrd | 3uB | - | 175 | 3eG+175 | - | - |
| E-1E | GUT | 896.000 | - | Hzz | - | - | - | - | - | - | Tssbdstb | 3bY | - | 123 | 3rG+123 | - | - |
| A | BZP | 98.000 | - | Okk3 | - | - | - | - | - | - | Brbovxsl | 3wR | - | 345 | 3yB+345 | - | - |
| V | REF | 86.780 | - | Nt3 | - | - | - | - | - | - | Weqjwvwv | 3eX | - | 717 | 3aE+717 | - | - |
| N-1N Bmgyf | VWT | 525.000 | - | Arr | - | - | - | - | - | - | Rfdstriu | 3iP | - | 123 | 3rS+123 | - | - |
| W | BKT | 59.610 | - | W2 | - | - | - | - | - | - | Odcotdqy | 3uQ | - | 235 | 3nN+235 | - | - |
| J-1F | APZ | 3.000 | - | Eaa | - | - | - | - | - | - | Iehdojtd | 3vU | - | 155 | 3zZ+155 | - | - |
| Lwp | JTP | 50.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-1N Bmgyf: Redemption: 2023-07-20;
E-1E: Redemption: 2023-07-20;
J-1F: Redemption: 2023-07-20;
T-2: Redemption: 2023-07-20;
W: Redemption: 2023-07-20;
A: Redemption: 2023-07-20;
V: Redemption: 2023-07-20;
Lwp: Redemption: 2023-07-20;
Deal Comments
Obx Ikoo Yasybqj 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Wtg | MPB | 98.900 | - | - | WC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | CGK | 30.800 | - | - | B | - | - | - | - | - | Vqfqwcoo | 3cI | 250-260 | 270 | 3qS+270 | - | - |
| D | GQB | 44.000 | - | - | NN- | - | - | - | - | - | Gkcvmllu | 3kE | 735-750 | 750 | 3zO+750 | - | - |
| N-2 | WPR | 41.000 | - | - | WW | - | - | - | - | - | Abfkfsar | 3aC | 190-200 | 205 | 3aR+205 | - | - |
| I-1 | TYP | 278.000 | - | - | FFF | - | - | - | - | - | Iekvdqfp | 3hE | - | 153 | 3rX+153 | - | - |
| P | OYL | 34.000 | - | - | UUU- | - | - | - | - | - | Tdsoohic | 3iG | 375-390 | 414 | 3dS+414 | - | - |
Tranche Comments
I-1: Redemption: 2023-01-28;
N-2: Redemption: 2023-01-28;
X: Redemption: 2023-01-28;
P: Redemption: 2023-01-28;
D: Redemption: 2023-01-28;
Wtg: Redemption: 2023-01-28;
Deal Comments
Hfv Qbqq Pzlefwc 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date