| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 315.000 | - | Aaa | NR | - | - | - | 37.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | - |
| B | USD | 60.750 | - | NR | AA | - | - | - | 24.85% | - | Floating | SOFR | - | 300 | SOFR+300 | - | - |
| C | USD | 30.750 | - | NR | A | - | - | - | 18.70% | - | Floating | SOFR | - | 400 | SOFR+400 | - | - |
| D | USD | 29.250 | - | NR | BBB- | - | - | - | 12.85% | - | Floating | SOFR | - | 535 | SOFR+520 | - | - |
| E | USD | 15.750 | - | NR | BB- | - | - | - | 9.70% | - | Floating | SOFR | - | 900 | SOFR+832 | - | - |
| Sub | USD | 39.150 | - | NR | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-01-15; Redemption: 2024-07-15;
B: First Pay: 2023-01-15; Redemption: 2024-07-15;
C: First Pay: 2023-01-15; Redemption: 2024-07-15;
D: First Pay: 2023-01-15; Redemption: 2024-07-15;
E: First Pay: 2023-01-15; Redemption: 2024-07-15;
Sub: First Pay: 2023-01-15; Redemption: 2024-07-15;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2027