| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 48.000 | 4.07 | - | AAA | - | - | - | 44.12% | - | Floating | SOFR | - | 210 | SOFR+210 | - | 100.00000 |
| A-L1 | USD | 75.000 | 4.07 | - | AAA | - | - | - | 44.12% | - | Floating | SOFR | - | 210 | SOFR+210 | - | 100.00000 |
| A-L2 | USD | 50.000 | 4.07 | - | AAA | - | - | - | 44.12% | - | Floating | SOFR | - | 210 | SOFR+210 | - | 100.00000 |
| A-2 | USD | 24.000 | 4.07 | - | AAA | - | - | - | 44.12% | - | Fixed | - | - | 210 | 5.00% | 5.000% | 100.00000 |
| B-1 | USD | 6.000 | 5.45 | - | AA | - | - | - | 35.00% | - | Floating | SOFR | - | 285 | SOFR+285 | - | 100.00000 |
| B-2 | USD | 26.150 | 5.45 | - | AA | - | - | - | 35.00% | - | Fixed | - | - | 285 | 5.71% | 5.710% | 100.00000 |
| C | USD | 10.000 | 5.99 | - | A | - | - | - | 32.16% | - | Fixed | - | - | 400 | 6.86% | 6.860% | 100.00000 |
| Pref | USD | 111.320 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-01-20; Redemption: 2024-07-26;
A-L1: First Pay: 2023-01-20; Redemption: 2024-07-26;
A-L2: First Pay: 2023-01-20; Redemption: 2024-07-26;
A-2: First Pay: 2023-01-20; Redemption: 2024-07-26;
B-1: First Pay: 2023-01-20; Redemption: 2024-07-26;
B-2: First Pay: 2023-01-20; Redemption: 2024-07-26;
C: First Pay: 2023-01-20; Redemption: 2024-07-26;
Pref: First Pay: 2023-01-20; Redemption: 2024-07-26;
Deal Comments
Non Call Period: 2.00
Risk Retention
US - Yes; EU - Yes
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 20, 2025
AllReportsSurveillanceOther