| 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 |
|---|
| G | QXU | 25.000 | - | - | OO | - | - | - | 73.00% | - | Heylzzvk | BSCJ | 290-300 | 295 | XNYL+295 | - | 702.00000 |
| Htq | MVO | 14.620 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1m | EKQ | 84.000 | - | Acc | - | - | - | - | 86.00% | - | Ahfop | IMVB | 210 | 210 | 6.034% | 6.034% | 462.00000 |
| I | CLW | 99.500 | - | - | UUU- | - | - | - | 44.40% | - | Yhhwesxp | IJQU | 535-550 | 550 | TTTD+533 | - | 35.00000 |
| J-1q | UYS | 762.000 | - | Iff | - | - | - | - | 60.00% | - | Smlksyik | SCNS | 210 | 210 | EVXW+210 | - | 517.00000 |
| N | KZM | 59.200 | - | - | M | - | - | - | 75.50% | - | Xoujbrwo | HAHM | 390-400 | 395 | ZPVR+395 | - | 894.00000 |
| E | LFL | 66.700 | - | - | MM- | - | - | - | 26.80% | - | Vwpcsjoh | PDSG | 925-950 | 950 | MVBQ+875 | - | 11.00000 |
| K-2 | NQM | 56.000 | - | - | EE+ | - | - | - | 60.00% | - | Kjwwqbue | GTPR | 275 | 275 | HPGB+275 | - | 320.00000 |
Tranche Comments
J-1q: First Pay: 2023-04-21; Registration: 144H/Zrc K;
U-1m: First Pay: 2023-04-21; Registration: 144N/Oqr V;
K-2: First Pay: 2023-04-21; Registration: 144O/Dwb R;
G: First Pay: 2023-04-21; Registration: 144H/Mhp R;
N: First Pay: 2023-04-21; Registration: 144P/Wdn L;
I: First Pay: 2023-04-21; Registration: 144Q/Tsi N;
E: First Pay: 2023-04-21; Registration: 144Q/Tcg R;
Htq: First Pay: 2023-04-21; Registration: 144D/Zma C;
Deal Comments
Jvs Yypp Jkmtvwf 2.00
Reinvestment Period (YRS)
9