| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 406.000 | 5.50 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 178 | 3mSOFR+178 | - | - |
| A-2-A | USD | 18.000 | 7.20 | - | AAA | - | - | - | 38.00% | - | Floating | 3mSOFR | - | 200 | 3mSOFR+200 | - | - |
| A-2-B | USD | 10.000 | 7.20 | - | AAA | - | - | - | 38.00% | - | Fixed | - | - | 200 | 5.23% | - | - |
| B-R L | USD | 22.500 | 7.50 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | - | 210 | 3mSOFR+210 | - | - |
| B-R | USD | 19.500 | 7.50 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | - | 210 | 3mSOFR+210 | - | - |
| C-R | USD | 56.000 | 8.00 | - | A | - | - | - | 24.00% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 194.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R: First Pay: 2025-01-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
A-2-A: First Pay: 2025-01-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
A-2-B: First Pay: 2025-01-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
B-R L: First Pay: 2025-01-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-15; Redemption: 2026-08-22; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 15, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | VXO | 80.000 | - | - | - | NN+ | - | - | 10.40% | - | Adzdtnrn | DWOB | - | 375 | 3gEMMO+375 | - | - |
| Xlz | EJE | 819.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| ZW | LCB | 48.000 | - | - | - | CCC | - | - | 68.00% | - | Vwtcaubt | EPOE | - | 235 | 3xBVJL+235 | - | - |
| D | EYW | 653.000 | - | - | - | WWW | - | - | 57.00% | - | Lbhvwhct | BXKP | - | 235 | 3vQMDA+235 | - | - |
| CR | KYV | 98.600 | - | - | - | AA+ | - | - | 38.70% | - | Rljjbrwk | CDLJ | - | 375 | 3wDIZX+375 | - | - |
Tranche Comments
D: First Pay: 2023-01-15; Redemption: 2023-11-03;
ZW: First Pay: 2023-01-15; Redemption: 2023-11-03;
S: First Pay: 2023-07-15; Redemption: 2024-04-15; Comments: Kbprpxk Jhcxn 3/20/2023. Pxccbxbxxc Jhcxn 4/17/2023;
CR: First Pay: 2023-07-15; Redemption: 2024-04-15; Comments: Xuqqqvo Oxgkd 3/20/2023. Mkgguknkvg Oxgkd 4/17/2023;
Xlz: First Pay: 2023-01-15; Redemption: 2023-11-03;
Deal Comments
Ayw Feyy Vjgxyem 1.00. Xyxwi Zyyhgrwwjgim IBH(Z&Y)v Q, QA, Vrgm HHU, AOY