| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 240.000 | 4.30 | Aaa | - | - | - | - | 40.00% | - | Floating | SOFR | - | 200 | SOFR+200 | - | - |
| A-2 | USD | 14.000 | 5.60 | - | - | AAA | - | - | 36.50% | - | Floating | SOFR | 210-220 | 235 | SOFR+235 | - | - |
| B | USD | 49.000 | 6.10 | - | - | AA | - | - | 24.25% | - | Floating | SOFR | 240-250 | 255 | SOFR+255 | - | - |
| C | USD | 22.600 | 6.60 | - | - | A | - | - | 18.60% | - | Floating | SOFR | 310-320 | 340 | SOFR+340 | - | - |
| D | USD | 25.200 | 7.10 | - | - | BBB- | - | - | 12.30% | - | Floating | SOFR | 525-540 | 540 | SOFR+540 | - | - |
| E | USD | 13.200 | 7.60 | - | - | BB- | - | - | 9.00% | - | Floating | SOFR | 800-825 | 875 | SOFR+825 | - | - |
| F | USD | 0.500 | 7.70 | B3 | - | - | - | - | 8.88% | - | - | - | - | - | - | - | Retained |
| Equity | USD | 34.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-10-26; Redemption: 2024-10-26;
A-2: First Pay: 2023-10-26; Redemption: 2024-10-26;
B: First Pay: 2023-10-26; Redemption: 2024-10-26;
C: First Pay: 2023-10-26; Redemption: 2024-10-26;
D: First Pay: 2023-10-26; Redemption: 2024-10-26;
E: First Pay: 2023-10-26; Redemption: 2024-10-26;
F: First Pay: 2023-10-26; Redemption: 2024-10-26;
Equity: First Pay: 2023-10-26; Redemption: 2024-10-26;
Deal Comments
Non Call Period: 1.50
Risk Retention
EU - Article 7
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 26, 2026
AllReportsSurveillanceOther