Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1 USD 5.339 3.43 - - - AAA AAA - 30.00% 43.8% Fixed SOFR 55a 55 2.10% 2.088% 99.99980 A-2 USD 35.995 4.72 - - - AAA AAA - 30.00% 43.8% Fixed SOFR 95a 95 3.27% 2.575% 102.99970 A-3 USD 29.977 6.52 - - - AAA AAA - 30.00% 43.8% Fixed SOFR 112a 122 2.92% 2.914% 99.99950 A-5 USD 255.394 9.65 - - - AAA AAA - 30.00% 43.8% WAC SOFR 125a 125 - 3.008% 102.87630 A-SB USD 15.783 7.33 - - - AAA AAA - 30.00% 43.8% Fixed SOFR 115a 115 3.27% 2.863% 102.99980 A-S USD 25.686 9.92 - - - AAA AAA - 24.75% 47.1% WAC SOFR 152a 152 - 3.284% 100.61840 B USD 23.852 9.92 - - - AA- AAA - 19.88% 50.2% WAC SOFR 165a 165 - 3.414% 99.53480 C USD 25.687 9.92 - - - A- AA (L) - 14.63% 53.4% WAC SOFR 180a 180 - 3.564% 98.30130 D USD 15.290 9.92 - - - BBB A (L) - 11.50% 55.4% Fixed SOFR 260a 260 2.00% 4.364% 81.19400 E USD 12.843 9.92 - - - BBB- BBB (H) - 8.88% 57.0% Fixed SOFR 350a 350 2.00% 5.264% 75.11390
Tranche Comments
A-1: Registration: 144A/Reg S;
A-2: Registration: 144A/Reg S;
A-3: Registration: 144A/Reg S;
A-5: Registration: 144A/Reg S;
A-SB: Registration: 144A/Reg S;
A-S: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
Risk Retention
An eligible horizontal residual interest will be retained by Arbor Private Label LLC through a majority owned affiliate in order to satisfy US, EU and UK risk retention requirements to the extent described in the preliminray offering circular
Cut-Off Balance ($mm)
489.269
WA Rem. Amrt Term (Months)
360
WA Term to Maturity (Months)
110
WA U/W NOI Debt Yield
7.4%
All Reports Surveillance Other
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