| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1a | USD | 238.000 | 5.50 | Aaa | - | - | - | - | 36.00% | - | Floating | SOFR | - | 159 | SOFR+159 | - | - |
| A-1b | USD | 50.000 | 5.50 | Aaa | - | - | - | - | 36.00% | - | Fixed | - | - | - | 4.08% | - | - |
| A-2b | USD | 13.500 | 7.10 | Aaa | - | - | - | - | 33.00% | - | Fixed | - | - | - | 4.50% | - | - |
| B-1 | USD | 32.000 | 7.50 | Aa2 | - | - | - | - | 24.60% | - | Floating | SOFR | - | 249 | SOFR+249 | - | - |
| B-2 | USD | 5.800 | 7.50 | Aa2 | - | - | - | - | 24.60% | - | Fixed | - | - | - | 5.10% | - | - |
| C | USD | 27.450 | 8.10 | A3 | - | - | - | - | 18.50% | - | Floating | SOFR | - | 350 | SOFR+350 | - | - |
| D-1 | USD | 19.800 | 8.70 | - | - | BBB | - | - | 14.10% | - | Floating | SOFR | 450a | 488 | SOFR+488 | - | - |
| D-2 | USD | 7.200 | 9.00 | - | - | BBB | - | - | 12.50% | - | Floating | SOFR | 600a | 601 | SOFR+601 | - | - |
| E | USD | 17.100 | 9.30 | Ba3 | - | - | - | - | 8.70% | - | Floating | SOFR | - | 830 | SOFR+830 | - | - |
| Sub | USD | 34.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1a: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144A/Reg S;
A-1b: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144A/Reg S;
A-2b: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144A/Reg S;
B-1 : First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144A/Reg S;
B-2: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144A/Reg S;
C: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144A/Reg S;
D-1: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144A/Reg S;
D-2: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144A/Reg S;
E: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144A/Reg S;
Sub: First Pay: 2023-01-25; Redemption: 2024-06-30; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 25, 2026
WAL Test Period End Date
Jul 25, 2031
AllReportsSurveillanceOther