| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 352.000 | 4.60 | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | - | 194 | SOFR+194 | - | - |
| B-1 | USD | 43.250 | 6.20 | NR | - | AA | - | - | 24.50% | - | Floating | SOFR | - | 260 | SOFR+260 | - | - |
| B-2 | USD | 20.000 | 6.20 | NR | - | AA | - | - | 24.50% | - | Fixed | SOFR | - | - | 5.92% | - | - |
| C-1 | USD | 27.500 | 6.50 | NR | - | A+ | - | - | 19.50% | - | Floating | SOFR | - | 323 | SOFR+323 | - | - |
| C-2 | USD | 4.125 | 6.60 | NR | - | A | - | - | 18.75% | - | Floating | SOFR | - | 415 | SOFR+415 | - | - |
| D | USD | 34.375 | 6.80 | NR | - | BBB- | - | - | 12.50% | - | Floating | SOFR | - | 446 | SOFR+446 | - | - |
| E | USD | 19.250 | 7.20 | NR | - | BB- | - | - | 9.00% | - | Floating | SOFR | - | 780 | SOFR+780 | - | - |
| F | USD | 1.100 | 7.60 | B3 | - | NR | - | - | 8.80% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 40.000 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2023-08-16; Registration: 144A/Reg S;
B-1: Redemption: 2023-08-16; Registration: 144A/Reg S;
B-2: Redemption: 2023-08-16; Registration: 144A/Reg S;
C-1: Redemption: 2023-08-16; Registration: 144A/Reg S;
C-2: Redemption: 2023-08-16; Registration: 144A/Reg S;
D: Redemption: 2023-08-16; Registration: 144A/Reg S;
E: Redemption: 2023-08-16; Registration: 144A/Reg S;
F: Redemption: 2023-08-16; Registration: 144A/Reg S;
Sub: Redemption: 2023-08-16; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 16, 2025
AllReportsSurveillanceOther