| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1N | USD | 186.000 | 6.40 | - | AAA | - | - | - | 38.50% | - | Floating | SOFR | - | 207 | SOFR+207 | - | 100.00000 |
| A1L | USD | 35.000 | 6.40 | - | AAA | - | - | - | 38.50% | - | Floating | SOFR | - | 207 | SOFR+207 | - | 100.00000 |
| A1F | USD | 25.000 | 6.40 | - | AAA | - | - | - | 38.50% | - | Fixed | - | - | 207 | 5.35% | 5.353% | 100.00000 |
| A2 | USD | 10.000 | 8.10 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 260 | SOFR+260 | - | 100.00000 |
| B1 | USD | 29.500 | 8.60 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 280 | SOFR+280 | - | 100.00000 |
| BF | USD | 18.500 | 8.60 | - | AA | - | - | - | 24.00% | - | Fixed | - | - | 270 | 5.91% | 5.911% | 100.00000 |
| C | USD | 24.000 | 9.40 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 350 | SOFR+350 | - | 100.00000 |
| D | USD | 22.000 | 9.90 | - | BBB- | - | - | - | 12.50% | - | Floating | SOFR | - | 555 | SOFR+555 | - | 100.00000 |
| E | USD | 10.000 | 10.30 | - | BB- | - | - | - | 10.00% | - | Floating | SOFR | - | 900 | SOFR+797 | - | 94.00000 |
| Sub | USD | 37.700 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | 100.00000 |
Tranche Comments
A1N: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144A/Reg S;
A1L: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144A/Reg S;
A1F: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144A/Reg S;
A2: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144A/Reg S;
B1: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144A/Reg S;
BF: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144A/Reg S;
C: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144A/Reg S;
D: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144A/Reg S;
E: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144A/Reg S;
Sub: First Pay: 2023-07-28; Redemption: 2025-04-28; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.1
Reinvestment Period (YRS)
5.1
Reinvestment Period End Date
Apr 28, 2028
WAL Test Period End Date
Apr 28, 2032
AllReportsSurveillanceOther