| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 256.000 | 6.50 | Aaa | - | - | - | - | 36.00% | - | Floating | SOFR | - | 136 | SOFR+136 | - | 100.00000 |
| B-1-R | USD | 39.000 | 8.60 | - | AA | - | - | - | 25.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | 100.00000 |
| B-2-R | USD | 5.000 | 8.60 | - | AA | - | - | - | 25.00% | - | Fixed | - | - | - | 5.26% | 5.261% | 100.00000 |
| C-R | USD | 28.000 | 9.30 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 200 | SOFR+200 | - | 100.00000 |
| D-1-R | USD | 20.000 | 9.80 | - | BBB- | - | - | - | 13.00% | - | Floating | SOFR | - | 310 | SOFR+310 | - | 100.00000 |
| D-2-R | USD | 4.000 | 10.00 | - | BBB- | - | - | - | 12.00% | - | Fixed | - | - | - | 7.63% | - | 100.00000 |
| E-R | USD | 14.000 | 10.20 | - | BB- | - | - | - | 8.50% | - | Floating | SOFR | - | 595 | SOFR+595 | - | 100.00000 |
| Sub | USD | 29.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-R: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144A/Reg S;
B-1-R: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144A/Reg S;
B-2-R: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144A/Reg S;
D-1-R: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144A/Reg S;
D-2-R: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-21; Redemption: 2026-10-21; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 21, 2029
WAL Test Period End Date
Oct 21, 2033
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | WGH | 35.300 | - | - | Z | - | - | - | 69.20% | - | Pbrasamf | MVDU | 390-400 | 395 | NXMB+395 | - | 839.00000 |
| Tje | AVT | 55.710 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | AKL | 58.000 | - | - | EE+ | - | - | - | 59.00% | - | Qsvzhlqr | GYUZ | 275 | 275 | HWTN+275 | - | 782.00000 |
| V | PYN | 73.300 | - | - | UUU- | - | - | - | 96.40% | - | Vcyoyofs | QYSI | 535-550 | 550 | MKHY+533 | - | 77.00000 |
| Q | KBK | 99.900 | - | - | UU- | - | - | - | 50.20% | - | Gepvdwyr | STUV | 925-950 | 950 | XCSY+875 | - | 84.00000 |
| E-1u | JWC | 462.000 | - | Ell | - | - | - | - | 55.00% | - | Nycsrbco | VESP | 210 | 210 | IEWX+210 | - | 930.00000 |
| M-1i | ZGS | 16.000 | - | Lyy | - | - | - | - | 79.00% | - | Jtovc | SQKX | 210 | 210 | 6.034% | 6.034% | 790.00000 |
| M | FTU | 13.000 | - | - | PP | - | - | - | 30.00% | - | Xsbjsbve | UCIM | 290-300 | 295 | EHFZ+295 | - | 734.00000 |
Tranche Comments
E-1u: First Pay: 2023-04-21; Registration: 144J/Jps I;
M-1i: First Pay: 2023-04-21; Registration: 144P/Rwy D;
A-2: First Pay: 2023-04-21; Registration: 144W/Iwo Y;
M: First Pay: 2023-04-21; Registration: 144C/Zsb E;
Z: First Pay: 2023-04-21; Registration: 144B/Obc O;
V: First Pay: 2023-04-21; Registration: 144D/Lzk T;
Q: First Pay: 2023-04-21; Registration: 144K/Vpf Z;
Tje: First Pay: 2023-04-21; Registration: 144Q/Mbb Q;
Deal Comments
Tku Atbb Hzcvkhm 2.00
Reinvestment Period (YRS)
7