| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 4.000 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 80 | 3mL+80 | - | - |
| A-R | USD | 256.000 | - | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 109 | 3mL+109 | - | - |
| B-R | USD | 48.000 | - | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 155 | 3mL+155 | - | - |
| C-R | USD | 21.000 | - | A2 | - | - | - | - | 18.75% | - | Floating | 3mL | - | 195 | 3mL+195 | - | - |
| D-R | USD | 23.000 | - | Baa3 | - | - | - | - | 13.00% | - | Floating | 3mL | - | 310 | 3mL+310 | - | - |
| E-R | USD | 20.000 | - | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 675 | 3mL+661 | - | - |
| Sub | USD | 36.750 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2023-04-17; Registration: 144A/Reg S;
A-R: Redemption: 2023-04-17; Registration: 144A/Reg S;
B-R: Redemption: 2023-04-17; Registration: 144A/Reg S;
C-R: Redemption: 2023-04-17; Registration: 144A/Reg S;
D-R: Redemption: 2023-04-17; Registration: 144A/Reg S;
E-R: Redemption: 2023-04-17; Registration: 144A/Reg S;
Sub: Redemption: 2023-04-17; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 17, 2026
AllReportsSurveillanceOther