| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 256.000 | - | Aaa | - | NR | - | - | 36.00% | - | Floating | SOFR | - | 220 | SOFR+220 | - | - |
| B-1 | USD | 34.250 | - | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 300 | SOFR+300 | - | - |
| B-2 | USD | 13.750 | - | NR | - | AA | - | - | 24.00% | - | Fixed | - | - | - | 6.957% | - | - |
| C | USD | 21.000 | - | NR | - | A | - | - | 18.75% | - | Floating | SOFR | - | 400 | SOFR+400 | - | - |
| D-1 | USD | 17.000 | - | NR | - | BBB+ | - | - | 14.50% | - | Floating | SOFR | - | 584 | SOFR+584 | - | - |
| D-2 | USD | 7.000 | - | NR | - | BBB- | - | - | 12.75% | - | Floating | SOFR | - | 694 | SOFR+694 | - | - |
| E | USD | 11.000 | - | NR | - | BB- | - | - | 10.00% | - | Floating | SOFR | - | 815 | SOFR+815 | - | - |
| Sub | USD | 29.450 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-04-15; Redemption: 2024-12-16;
B-1: First Pay: 2023-04-15; Redemption: 2024-12-16;
B-2: First Pay: 2023-04-15; Redemption: 2024-12-16;
C: First Pay: 2023-04-15; Redemption: 2024-12-16;
D-1: First Pay: 2023-04-15; Redemption: 2024-12-16;
D-2: First Pay: 2023-04-15; Redemption: 2024-12-16;
E: First Pay: 2023-04-15; Redemption: 2024-12-16;
Sub: First Pay: 2023-04-15; Redemption: 2024-12-16;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2028
AllReportsSurveillanceOther