| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 2.000 | 1.10 | Aaa | - | - | - | - | - | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| A | USD | 256.000 | 4.40 | Aaa | - | - | - | - | 36.00% | - | Floating | SOFR | - | 213 | SOFR+213 | - | - |
| B | USD | 44.000 | 6.10 | Aa2 | - | - | - | - | 25.00% | - | Floating | SOFR | - | 300 | SOFR+300 | - | - |
| C | USD | 24.000 | 6.50 | - | - | A | - | - | 19.00% | - | Floating | SOFR | - | 395 | SOFR+395 | - | - |
| D | USD | 23.000 | 6.70 | - | - | BBB | - | - | 13.25% | - | Floating | SOFR | - | 496 | SOFR+496 | - | - |
| E | USD | 16.400 | 7.10 | - | - | BB- | - | - | 9.15% | - | - | - | - | - | - | - | Retained |
| F | USD | 0.800 | 7.40 | B3 | - | - | - | - | 8.95% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 23.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2023-07-20; Registration: 144A/Reg S;
A: Redemption: 2023-07-20; Registration: 144A/Reg S;
B: Redemption: 2023-07-20; Registration: 144A/Reg S;
C: Redemption: 2023-07-20; Registration: 144A/Reg S;
D: Redemption: 2023-07-20; Registration: 144A/Reg S;
E: Redemption: 2023-07-20; Registration: 144A/Reg S;
F: Redemption: 2023-07-20; Registration: 144A/Reg S;
Sub: Redemption: 2023-07-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 20, 2025
AllReportsSurveillanceOther