| 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 |
|---|
| T-1g | JCF | 66.000 | - | Bvv | - | - | - | - | 22.00% | - | Hzhal | BPCF | 210 | 210 | 6.034% | 6.034% | 944.00000 |
| Q | GPP | 34.400 | - | - | CC- | - | - | - | 41.90% | - | Gzrzseqj | PDYV | 925-950 | 950 | KSNZ+875 | - | 94.00000 |
| W | UMW | 39.600 | - | - | A | - | - | - | 96.30% | - | Hrxawqhn | QNQT | 390-400 | 395 | PTTZ+395 | - | 434.00000 |
| K | CTB | 71.800 | - | - | CCC- | - | - | - | 95.50% | - | Slsvtrvf | VCSY | 535-550 | 550 | WBVN+533 | - | 51.00000 |
| P-1f | VAB | 618.000 | - | Vff | - | - | - | - | 77.00% | - | Ujrdwozo | XKSF | 210 | 210 | ZTMX+210 | - | 640.00000 |
| A | WON | 37.000 | - | - | EE | - | - | - | 45.00% | - | Gkoplwdj | SKSP | 290-300 | 295 | VWCA+295 | - | 172.00000 |
| Znv | UQZ | 48.850 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2 | JWT | 21.000 | - | - | EE+ | - | - | - | 90.00% | - | Tqdfuwdt | VOEO | 275 | 275 | IXGS+275 | - | 331.00000 |
Tranche Comments
P-1f: First Pay: 2023-04-21; Registration: 144Y/Nmh F;
T-1g: First Pay: 2023-04-21; Registration: 144E/Wwn G;
G-2: First Pay: 2023-04-21; Registration: 144X/Obp S;
A: First Pay: 2023-04-21; Registration: 144B/Aij G;
W: First Pay: 2023-04-21; Registration: 144L/Fue I;
K: First Pay: 2023-04-21; Registration: 144W/Xsy B;
Q: First Pay: 2023-04-21; Registration: 144O/Azu S;
Znv: First Pay: 2023-04-21; Registration: 144Q/Okv Z;
Deal Comments
Gsh Xqxx Dmsyskc 2.00
Reinvestment Period (YRS)
4