| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 380.000 | 1.60 | - | AAA | - | - | - | 41.94% | - | Floating | SOFR | - | 200 | SOFR+200 | - | - |
| A-2 | EUR | 70.000 | 1.60 | - | AAA | - | - | - | 41.94% | - | Floating | 3mEu | - | 200 | 3mEu+200 | - | - |
| B-1 | USD | 54.000 | 3.70 | - | AA | - | - | - | 32.00% | - | Floating | SOFR | - | 350 | SOFR+350 | - | - |
| B-2 | USD | 23.000 | 3.70 | - | AA | - | - | - | 32.00% | - | Fixed | - | - | - | 7.31% | - | - |
| C | USD | 52.000 | 4.40 | - | A | - | - | - | 25.29% | - | Floating | SOFR | - | 460 | SOFR+460 | - | - |
| D-1 | USD | 23.000 | 4.70 | - | BBB+ | - | - | - | 22.32% | - | Floating | SOFR | - | 525 | SOFR+525 | - | - |
| D-2 | USD | 21.000 | 4.90 | - | BBB- | - | - | - | 19.61% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 153.500 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2023-10-25; Registration: 144A/Reg S;
A-2: Redemption: 2023-10-25; Registration: 144A/Reg S;
B-1: Redemption: 2023-10-25; Registration: 144A/Reg S;
B-2: Redemption: 2023-10-25; Registration: 144A/Reg S;
C: Redemption: 2023-10-25; Registration: 144A/Reg S;
D-1: Redemption: 2023-10-25; Registration: 144A/Reg S;
D-2: Redemption: 2023-10-25; Registration: 144A/Reg S;
Sub: Redemption: 2023-10-25; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00