| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 217.800 | - | - | AAA | - | - | - | - | - | Floating | SOFR | - | 235 | SOFR+235 | - | - |
| B | USD | 45.000 | - | - | AA | - | - | - | - | - | Floating | SOFR | - | 310 | SOFR+310 | - | - |
| C-1 | USD | 18.000 | - | - | A | - | - | - | - | - | Floating | SOFR | - | 415 | SOFR+415 | - | - |
| C-2 | USD | 9.000 | - | - | A | - | - | - | - | - | Floating | SOFR | - | 425 | SOFR+425 | - | - |
| D | USD | 20.700 | - | - | BBB- | - | - | - | - | - | Floating | SOFR | - | 550 | SOFR+533 | - | - |
| E-1 | USD | 6.300 | - | - | BB+ | - | - | - | - | - | Floating | SOFR | - | 700 | SOFR+615 | - | - |
| E-2 | USD | 4.950 | - | - | BB- | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1 | USD | 3.150 | - | - | B+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2 | USD | 4.500 | - | - | B- | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Pref | USD | 35.500 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-07-20; Redemption: 2024-07-20; Registration: 144A/Reg S;
B: First Pay: 2023-07-20; Redemption: 2024-07-20; Registration: 144A/Reg S;
C-1: First Pay: 2023-07-20; Redemption: 2024-07-20; Registration: 144A/Reg S;
C-2: First Pay: 2023-07-20; Redemption: 2024-07-20; Registration: 144A/Reg S;
D: First Pay: 2023-07-20; Redemption: 2024-07-20; Registration: 144A/Reg S;
E-1: First Pay: 2023-07-20; Redemption: 2024-07-20; Registration: 144A/Reg S;
E-2: First Pay: 2023-07-20; Redemption: 2024-07-20; Registration: 144A/Reg S;
F-1: First Pay: 2023-07-20; Redemption: 2024-07-20; Registration: 144A/Reg S;
F-2: First Pay: 2023-07-20; Redemption: 2024-07-20; Registration: 144A/Reg S;
Pref: First Pay: 2023-07-20; Redemption: 2024-07-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 20, 2026
AllReportsSurveillanceOther