| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1a | USD | 227.000 | - | Aaa | - | - | - | - | 37.00% | - | Floating | SOFR | 210 | 210 | SOFR+210 | - | 100.00000 |
| A-1b | USD | 25.000 | - | Aaa | - | - | - | - | 37.00% | - | Fixed | SOFR | 210 | 210 | 6.034% | 6.034% | 100.00000 |
| A-2 | USD | 12.000 | - | - | AA+ | - | - | - | 34.00% | - | Floating | SOFR | 275 | 275 | SOFR+275 | - | 100.00000 |
| B | USD | 36.000 | - | - | AA | - | - | - | 25.00% | - | Floating | SOFR | 290-300 | 295 | SOFR+295 | - | 100.00000 |
| C | USD | 24.400 | - | - | A | - | - | - | 18.90% | - | Floating | SOFR | 390-400 | 395 | SOFR+395 | - | 100.00000 |
| D | USD | 22.800 | - | - | BBB- | - | - | - | 13.20% | - | Floating | SOFR | 535-550 | 550 | SOFR+533 | - | 99.00000 |
| E | USD | 12.400 | - | - | BB- | - | - | - | 10.10% | - | Floating | SOFR | 925-950 | 950 | SOFR+875 | - | 96.00000 |
| Sub | USD | 29.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1a: First Pay: 2023-04-21; Registration: 144A/Reg S;
A-1b: First Pay: 2023-04-21; Registration: 144A/Reg S;
A-2: First Pay: 2023-04-21; Registration: 144A/Reg S;
B: First Pay: 2023-04-21; Registration: 144A/Reg S;
C: First Pay: 2023-04-21; Registration: 144A/Reg S;
D: First Pay: 2023-04-21; Registration: 144A/Reg S;
E: First Pay: 2023-04-21; Registration: 144A/Reg S;
Sub: First Pay: 2023-04-21; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5