| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 283.500 | - | Aaa | NR | - | - | - | 36.00% | - | Floating | SOFR | - | 205 | SOFR+205 | - | - |
| A-2 | USD | 36.500 | - | Aaa | NR | - | - | - | 36.00% | - | Fixed | - | - | - | 4.715% | - | - |
| B | USD | 54.750 | - | NR | AA | - | - | - | 25.10% | - | Floating | SOFR | - | 285 | SOFR+285 | - | - |
| C | USD | 31.350 | - | NR | A | - | - | - | 18.80% | - | Floating | SOFR | - | 385 | SOFR+385 | - | - |
| D | USD | 28.400 | - | NR | BBB- | - | - | - | 13.10% | - | Floating | SOFR | - | 525 | SOFR+525 | - | - |
| E | USD | 16.000 | - | NR | BB- | - | - | - | 9.90% | - | Floating | SOFR | - | 850 | SOFR+817 | - | - |
| Sub | USD | 43.680 | - | NR | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-04-15; Redemption: 2024-09-22;
A-2: First Pay: 2023-04-15; Redemption: 2024-09-22;
B: First Pay: 2023-04-15; Redemption: 2024-09-22;
C: First Pay: 2023-04-15; Redemption: 2024-09-22;
D: First Pay: 2023-04-15; Redemption: 2024-09-22;
E: First Pay: 2023-04-15; Redemption: 2024-09-22;
Sub: First Pay: 2023-04-15; Redemption: 2024-09-22;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2027