| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 372.000 | - | Aaa | - | AAA | - | - | 38.00% | - | Floating | SOFR | - | 200 | 3mSOFR+200 | - | - |
| A-2 | USD | 18.000 | - | Aaa | - | - | - | - | 35.00% | - | Floating | SOFR | - | 250 | 3mSOFR+250 | - | - |
| B | USD | 60.600 | - | - | - | AA | - | - | 24.90% | - | Floating | SOFR | - | 275 | 3mSOFR+275 | - | - |
| C | USD | 37.500 | - | - | - | A | - | - | 18.65% | - | Floating | SOFR | - | 365 | 3mSOFR+365 | - | - |
| D | USD | 35.400 | - | - | - | BBB- | - | - | 12.75% | - | Floating | SOFR | - | 550 | 3mSOFR+550 | - | - |
| E | USD | 18.000 | - | - | - | BB | - | - | 9.75% | - | Floating | SOFR | - | 875 | 3mSOFR+836 | - | - |
| F | USD | 1.200 | - | B3 | - | - | - | - | 9.55% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 53.450 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-10-22; Redemption: 2024-02-22;
A-2: First Pay: 2023-10-22; Redemption: 2024-02-22;
B: First Pay: 2023-10-22; Redemption: 2024-02-22;
C: First Pay: 2023-10-22; Redemption: 2024-02-22;
D: First Pay: 2023-10-22; Redemption: 2024-02-22;
E: First Pay: 2023-10-22; Redemption: 2024-02-22;
F: First Pay: 2023-10-22; Redemption: 2024-02-22;
Sub: First Pay: 2023-10-22; Redemption: 2024-02-22;
Deal Comments
Non Call Period: 1.00
Risk Retention
EU/UK - Yes
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 22, 2026
AllReportsSurveillanceOther