Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 374.000 | - | Aaa | - | - | - | - | - | - | Floating | SOFR | - | 210 | SOFR+156 | - | - |
A-2 | USD | 66.000 | - | Aa2 | - | - | - | - | - | - | Floating | SOFR | - | 290 | SOFR+265 | - | - |
B | USD | 26.125 | - | A2 | - | - | - | - | - | - | Floating | SOFR | - | 400 | SOFR+378 | - | - |
C | USD | 23.100 | - | Baa3 | - | - | - | - | - | - | Floating | SOFR | - | 500 | SOFR+391 | - | - |
D | USD | 22.275 | - | Ba3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Sub | USD | 23.750 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-01-15; Redemption: 2023-08-26;
A-2: First Pay: 2023-01-15; Redemption: 2023-08-26;
B: First Pay: 2023-01-15; Redemption: 2023-08-26;
C: First Pay: 2023-01-15; Redemption: 2023-08-26;
D: First Pay: 2023-01-15; Redemption: 2023-08-26;
Sub: First Pay: 2023-01-15; Redemption: 2023-08-26;
Deal Comments
Non Call Period: 1.00
AllReportsSurveillanceOther