| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1a | USD | 203.000 | 4.54 | Aaa | - | NR | - | - | 38.00% | - | Floating | SOFR | - | 230 | SOFR+230 | - | - |
| A-1a Loans | USD | 30.000 | 4.54 | Aaa | - | NR | - | - | 38.00% | - | Floating | SOFR | - | 230 | SOFR+230 | - | - |
| A-1b | USD | 15.000 | 4.54 | Aaa | - | NR | - | - | 38.00% | - | Fixed | - | - | - | 6.40% | - | - |
| A-2 | USD | 16.000 | 6.12 | NR | - | AAA | - | - | 34.00% | - | Fixed | - | - | - | 6.77% | - | - |
| B-1 | USD | 27.000 | 6.50 | NR | - | AA | - | - | 25.75% | - | Floating | SOFR | - | 310 | SOFR+310 | - | - |
| B-2 | USD | 6.000 | 6.50 | NR | - | AA | - | - | 25.75% | - | Fixed | - | - | - | 7.05% | - | - |
| C | USD | 25.000 | 6.92 | NR | - | A | - | - | 19.50% | - | Floating | SOFR | - | 400 | SOFR+400 | - | - |
| D-1 | USD | 21.000 | 7.45 | NR | - | BBB | - | - | 14.25% | - | Floating | SOFR | - | 543 | SOFR+543 | - | - |
| D-2 | USD | 5.000 | 7.82 | NR | - | BBB- | - | - | 13.00% | - | Floating | SOFR | - | 711 | SOFR+711 | - | - |
| E | USD | 10.550 | 8.02 | NR | - | BB- | - | - | 10.36% | - | Floating | SOFR | - | 883 | SOFR+883 | - | - |
| F | USD | 0.250 | 8.12 | B3 | - | NR | - | - | 10.30% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 32.200 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1a: Redemption: 2023-12-06;
A-1a Loans: Redemption: 2023-12-06;
A-1b: Redemption: 2023-12-06;
A-2: Redemption: 2023-12-06;
B-1: Redemption: 2023-12-06;
B-2: Redemption: 2023-12-06;
C: Redemption: 2023-12-06;
D-1: Redemption: 2023-12-06;
D-2: Redemption: 2023-12-06;
E: Redemption: 2023-12-06;
F: Redemption: 2023-12-06;
Sub: Redemption: 2023-12-06;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
3
AllReportsSurveillanceOther