| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-T | USD | 152.000 | 5.32 | - | AAA | - | - | - | 43.00% | - | Floating | SOFR | - | 250 | 3mSOFR+250 | - | - |
| A-L | USD | 30.000 | 5.32 | - | AAA | - | - | - | 43.00% | - | Floating | SOFR | - | 250 | 3mSOFR+250 | - | - |
| A-F | USD | 46.000 | 5.32 | - | AAA | - | - | - | 43.00% | - | Fixed | - | - | 250 | 6.02% | - | - |
| B | USD | 32.000 | 6.63 | - | AA | - | - | - | 35.00% | - | Floating | SOFR | - | 350 | 3mSOFR+350 | - | - |
| C | USD | 30.000 | 7.10 | - | A | - | - | - | 27.50% | - | Floating | SOFR | - | 490 | 3mSOFR+490 | - | - |
| Equity | USD | 109.920 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-T: First Pay: 2023-02-20; Redemption: 2024-11-20;
A-L: First Pay: 2023-02-20; Redemption: 2024-11-20;
A-F: First Pay: 2023-02-20; Redemption: 2024-11-20;
B: First Pay: 2023-02-20; Redemption: 2024-11-20;
C: First Pay: 2023-02-20; Redemption: 2024-11-20;
Equity: First Pay: 2023-02-20; Redemption: 2024-11-20;
Deal Comments
Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 20, 2026
AllReportsSurveillanceOther