| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 256.000 | - | Aaa | - | - | - | - | 36.00% | - | Floating | SOFR | 225 | 225 | SOFR+225 | - | 100.00000 |
| B-1 | USD | 35.400 | - | - | - | AA | - | - | 25.90% | - | Floating | SOFR | 300a | 300 | SOFR+300 | - | 100.00000 |
| B-2 | USD | 5.000 | - | - | - | AA | - | - | 25.90% | - | Fixed | SOFR | 300 | 300 | 6.808% | 6.808% | 100.00000 |
| C | USD | 24.400 | - | - | - | A | - | - | 19.80% | - | Floating | SOFR | 400a | 400 | SOFR+400 | - | 100.00000 |
| D | USD | 25.600 | - | - | - | BBB- | - | - | 13.40% | - | Floating | SOFR | 560a | 600 | SOFR+570 | - | 98.50000 |
| E | USD | 13.600 | - | - | - | BB- | - | - | 10.00% | - | Floating | SOFR | 950-960 | 975 | SOFR+863 | - | 95.00000 |
| Sub | USD | 28.750 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-07-25; Redemption: 2023-10-25; Registration: 144A Only;
B-1: First Pay: 2023-07-25; Redemption: 2023-10-25; Registration: 144A Only;
B-2: First Pay: 2023-07-25; Redemption: 2023-10-25; Registration: 144A Only;
C: First Pay: 2023-07-25; Redemption: 2023-10-25; Registration: 144A Only;
D: First Pay: 2023-07-25; Redemption: 2023-10-25; Registration: 144A Only;
E: First Pay: 2023-07-25; Redemption: 2023-10-25; Registration: 144A Only;
Sub: First Pay: 2023-07-25; Redemption: 2023-10-25; Registration: 144A Only;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 25, 2025
WAL Test Period End Date
Oct 25, 2030
AllReportsSurveillanceOther