| 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 |
|---|
| L | NVL | 263.000 | - | - | - | HHH | - | - | 82.00% | - | Czrmhtpl | LOCH | - | 235 | 3vGWTM+235 | - | - |
| TU | LRR | 79.000 | - | - | - | QQQ | - | - | 41.00% | - | Idvcchrz | WQBX | - | 235 | 3nCLTL+235 | - | - |
| KO | PRW | 30.800 | - | - | - | XX+ | - | - | 35.30% | - | Msmumapi | TBTD | - | 375 | 3fNBKJ+375 | - | - |
| Z | QBQ | 39.000 | - | - | - | BB+ | - | - | 65.50% | - | Tfbatkwm | MSEO | - | 375 | 3aZDFI+375 | - | - |
| Klb | GLD | 511.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: First Pay: 2023-01-15; Redemption: 2023-11-03;
TU: First Pay: 2023-01-15; Redemption: 2023-11-03;
Z: First Pay: 2023-07-15; Redemption: 2024-04-15; Comments: Nrfkfct Azdhi 3/20/2023. Mhddthkhcd Azdhi 4/17/2023;
KO: First Pay: 2023-07-15; Redemption: 2024-04-15; Comments: Bphwhyn Mwnsf 3/20/2023. Dsnnwsfsyn Mwnsf 4/17/2023;
Klb: First Pay: 2023-01-15; Redemption: 2023-11-03;
Deal Comments
Xiz Ogmm Orcoirn 1.00. Giozw Miiicmzzrcen NJQ(M&F)t G, GL, Xmyn CQV, XKT