| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 300.000 | 6.40 | Aaa | - | AAA | - | - | 40.00% | - | Floating | SOFR | - | 150 | SOFR+150 | - | - |
| A-2 | USD | 25.000 | 7.90 | - | - | AAA | - | - | 35.00% | - | Floating | SOFR | - | 200 | SOFR+196 | - | - |
| B-1 | USD | 35.000 | 8.50 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 225 | SOFR+225 | - | - |
| B-2 | USD | 20.000 | 8.50 | - | - | AA | - | - | 24.00% | - | Fixed | Swaps | - | 215 | 2.15% | - | - |
| C | USD | 30.000 | 9.20 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 275 | SOFR+275 | - | - |
| D | USD | 30.000 | 9.80 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 435 | SOFR+414 | - | - |
| E | USD | 20.000 | 10.20 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 800 | SOFR+768 | - | - |
| Equity | USD | 41.250 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-01-16; Redemption: 2024-07-16; Registration: 144A/Reg S;
A-2: First Pay: 2023-01-16; Redemption: 2024-07-16; Registration: 144A/Reg S;
B-1: First Pay: 2023-01-16; Redemption: 2024-07-16; Registration: 144A/Reg S;
B-2: First Pay: 2023-01-16; Redemption: 2024-07-16; Registration: 144A/Reg S;
C: First Pay: 2023-01-16; Redemption: 2024-07-16; Registration: 144A/Reg S;
D: First Pay: 2023-01-16; Redemption: 2024-07-16; Registration: 144A/Reg S;
E: First Pay: 2023-01-16; Redemption: 2024-07-16; Registration: 144A/Reg S;
Equity: First Pay: 2023-01-16; Redemption: 2024-07-16; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 16, 2027
AllReportsSurveillanceOther