| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 17.500 | 2.20 | - | AAA | - | - | - | - | - | Fixed | - | - | 195 | 4.90% | - | - |
| A | USD | 131.750 | 5.30 | - | AAA | - | - | - | 43.50% | - | Floating | SOFR | - | 245 | 3mSOFR+245 | - | - |
| A-L | USD | 40.000 | 5.30 | - | AAA | - | - | - | 43.50% | - | Floating | SOFR | - | 245 | 3mSOFR+245 | - | - |
| A-F | USD | 26.000 | 5.30 | - | AAA | - | - | - | 43.50% | - | Fixed | - | - | - | 5.00% | - | - |
| B | USD | 27.000 | 6.70 | - | AA | - | - | - | 33.50% | - | Floating | SOFR | - | 350 | 3mSOFR+350 | - | - |
| B-F | USD | 8.000 | 6.70 | - | AA | - | - | - | 33.50% | - | Fixed | - | - | 350 | 5.98% | - | - |
| C | USD | 32.375 | 7.30 | - | A- | - | - | - | 24.25% | - | Floating | SOFR | - | 475 | 3mSOFR+475 | - | - |
| D | USD | 19.250 | 7.90 | - | BBB- | - | - | - | 18.75% | - | Floating | SOFR | - | 660 | 3mSOFR+642 | - | - |
| E | USD | 24.000 | 3.50 | - | BB- | - | - | - | 11.89% | - | Floating | SOFR | - | 950 | 3mSOFR+950 | - | - |
| Equity | USD | 53.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2023-01-15; Redemption: 2024-10-15;
A: First Pay: 2023-01-15; Redemption: 2024-10-15;
A-L: First Pay: 2023-01-15; Redemption: 2024-10-15;
A-F: First Pay: 2023-01-15; Redemption: 2024-10-15;
B: First Pay: 2023-01-15; Redemption: 2024-10-15;
B-F: First Pay: 2023-01-15; Redemption: 2024-10-15;
C: First Pay: 2023-01-15; Redemption: 2024-10-15;
D: First Pay: 2023-01-15; Redemption: 2024-10-15;
E: First Pay: 2023-01-15; Redemption: 2024-10-15;
Equity: First Pay: 2023-01-15; Redemption: 2024-10-15;
Deal Comments
Non Call Period: 2.00
Risk Retention
US/EU/UK - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 15, 2026