| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 316.457 | 1.77 | 3.66 | Aaa | - | AAA | - | - | 46.00% | - | Floating | SOFR | 245a | 245 | 1mSOFR+237 | - | 99.75000 |
| A-S | USD | 60.801 | 2.21 | 4.21 | NR | - | AAA | - | - | 35.63% | - | Floating | SOFR | 295a | 295 | 1mSOFR+288 | - | 99.75000 |
| B | USD | 41.022 | 2.30 | 4.26 | NR | - | AA- | - | - | 28.63% | - | Floating | SOFR | 360a | 360 | 1mSOFR+353 | - | 99.75000 |
| C | USD | 33.697 | 2.38 | 4.38 | NR | - | A- | - | - | 22.88% | - | Floating | SOFR | 435a | 435 | 1mSOFR+428 | - | 99.75000 |
| D | USD | 20.511 | 2.49 | 4.41 | NR | - | BBB | - | - | 19.38% | - | Floating | SOFR | 535a | 535 | 1mSOFR+528 | - | 99.75000 |
| E | USD | 10.988 | 2.55 | 4.53 | NR | - | BBB- | - | - | 17.50% | - | Floating | SOFR | 610a | 610 | 1mSOFR+603 | - | 99.75000 |
| F | USD | 21.243 | 2.55 | 4.55 | NR | - | BB- | - | - | 13.88% | - | - | - | - | - | - | - | Retained |
| G | USD | 13.919 | 2.66 | 4.57 | NR | - | B- | - | - | 11.50% | - | - | - | - | - | - | - | Retained |
| H | USD | 67.394 | - | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-02-25; Registration: 144A/Reg S;
A-S: First Pay: 2023-02-25; Registration: 144A/Reg S;
B: First Pay: 2023-02-25; Registration: 144A/Reg S;
C: First Pay: 2023-02-25; Registration: 144A/Reg S;
D: First Pay: 2023-02-25; Registration: 144A/Reg S;
E: First Pay: 2023-02-25; Registration: 144A/Reg S;
F: First Pay: 2023-02-25; Registration: 144A/Reg S;
G: First Pay: 2023-02-25; Registration: 144A/Reg S;
H: First Pay: 2023-02-25; Registration: 144A/Reg S;
Cut-Off Balance ($mm)
586.031864
AllReportsSurveillanceOther