| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 252.000 | - | - | AAA | - | - | - | 37.00% | - | Floating | 3mL | - | 116 | 3mL+116 | - | - |
| A-2 | USD | 8.000 | - | - | AAA | - | - | - | 35.00% | - | Floating | 3mL | - | 145 | 3mL+145 | - | - |
| B | USD | 44.000 | - | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 170 | 3mL+170 | - | - |
| C | USD | 24.000 | - | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 195 | 3mL+195 | - | - |
| D | USD | 24.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 325 | 3mL+325 | - | - |
| E | USD | 15.000 | - | - | BB- | - | - | - | 8.25% | - | Floating | 3mL | - | 660 | 3mL+642 | - | - |
| F | USD | 5.000 | - | - | B- | - | - | - | 7.00% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 35.300 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2023-07-15; Registration: 144A/Reg S;
A-2: Redemption: 2023-07-15; Registration: 144A/Reg S;
B: Redemption: 2023-07-15; Registration: 144A/Reg S;
C: Redemption: 2023-07-15; Registration: 144A/Reg S;
D: Redemption: 2023-07-15; Registration: 144A/Reg S;
E: Redemption: 2023-07-15; Registration: 144A/Reg S;
F: Redemption: 2023-07-15; Registration: 144A/Reg S;
Sub: Redemption: 2023-07-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2026
AllReportsSurveillanceOther