| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 320.000 | - | - | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 220 | SOFR+220 | - | - |
| B | USD | 52.500 | - | - | - | AA | - | - | 25.50% | - | Floating | SOFR | 300-310 | 310 | SOFR+310 | - | - |
| C | USD | 28.750 | - | - | - | A | - | - | 19.75% | - | Floating | SOFR | 400-410 | 405 | SOFR+405 | - | - |
| D | USD | 32.000 | - | - | - | BBB- | - | - | 13.35% | - | Floating | SOFR | 535-550 | 550 | SOFR+534 | - | - |
| E | USD | 18.250 | - | - | - | BB- | - | - | 9.70% | - | Floating | SOFR | Low to Mid 900s | 900 | SOFR+846 | - | - |
| Sub | USD | 43.950 | - | - | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Sub: First Pay: 2023-01-15; Redemption: 2024-09-16; Registration: 144A/Reg S;
C: First Pay: 2023-01-15; Redemption: 2024-09-16; Registration: 144A/Reg S;
B: First Pay: 2023-01-15; Redemption: 2024-09-16; Registration: 144A/Reg S;
A: First Pay: 2023-01-15; Redemption: 2024-09-16; Registration: 144A/Reg S;
D: First Pay: 2023-01-15; Redemption: 2024-09-16; Registration: 144A/Reg S;
E: First Pay: 2023-01-15; Redemption: 2024-09-16; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 15, 2026
AllReportsSurveillanceOther