| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 115.620 | 0.28 | P-1 | - | - | R-1 H | - | 84.14% | - | Fixed | I-Curve | 30-35 | 30 | 5.742% | 5.742% | 100.00000 |
| A-2 | USD | 207.030 | 1.20 | Aaa | - | - | AAA | - | 53.04% | - | Fixed | I-Curve | 100a | 100 | 6.09% | 6.171% | 99.99643 |
| A-3 | USD | 175.790 | 2.52 | Aaa | - | - | AAA | - | 26.64% | - | Fixed | I-Curve | 125-135 | 125 | 5.74% | 5.811% | 99.99566 |
| A-4 | USD | 51.560 | 3.49 | Aaa | - | - | AAA | - | 18.90% | - | Fixed | I-Curve | 150-160 | 150 | 5.75% | 5.829% | 99.97023 |
| B | USD | 26.641 | 3.88 | Aa2 | - | - | AA | - | 14.90% | - | - | - | - | - | - | - | Retained |
| C | USD | 23.972 | 4.00 | A1 | - | - | A | - | 11.30% | - | - | - | - | - | - | - | Retained |
| D | USD | 23.971 | 4.00 | Baa1 | - | - | BBB | - | 7.70% | - | - | - | - | - | - | - | Retained |
| E | USD | 13.317 | 4.00 | Ba1 | - | - | BB | - | 5.70% | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-09-15; Registration: 144A Only;
A-2: First Pay: 2023-09-15; Registration: 144A Only;
A-3: First Pay: 2023-09-15; Registration: 144A Only;
A-4: First Pay: 2023-09-15; Registration: 144A Only;
B: First Pay: 2023-09-15; Registration: 144A Only;
C: First Pay: 2023-09-15; Registration: 144A Only;
D: First Pay: 2023-09-15; Registration: 144A Only;
E: First Pay: 2023-09-15; Registration: 144A Only;
Deal Comments
Active Bookrunner: ATL(B&D). Passive Bookrunner: BAM