| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 240.000 | 1.70 | Aaa | - | - | - | - | 40.00% | - | Floating | SOFR | - | 260 | SOFR+260 | - | - |
| B | USD | 60.000 | 3.70 | Aa2 | - | - | - | - | 25.00% | - | Floating | SOFR | - | 340 | SOFR+340 | - | - |
| C | USD | 22.000 | 4.50 | A2 | - | - | - | - | 19.50% | - | Floating | SOFR | - | 449 | SOFR+449 | - | - |
| D | USD | 20.000 | 5.10 | Baa3 | - | - | - | - | 14.50% | - | Floating | SOFR | - | 551 | SOFR+551 | - | - |
| E | USD | 18.000 | 5.60 | Ba3 | - | - | - | - | 10.00% | - | Floating | SOFR | - | 851 | SOFR+851 | - | - |
| Sub | USD | 35.430 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2023-07-15; Registration: 144A/Reg S;
B: Redemption: 2023-07-15; Registration: 144A/Reg S;
C: Redemption: 2023-07-15; Registration: 144A/Reg S;
D: Redemption: 2023-07-15; Registration: 144A/Reg S;
E: Redemption: 2023-07-15; Registration: 144A/Reg S;
Sub: Redemption: 2023-07-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00