| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 3.100 | 1.80 | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 80 | 3mL+80 | - | - |
| A | USD | 194.000 | 6.30 | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 120 | 3mL+120 | - | - |
| A-L | USD | 62.000 | 6.30 | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 120 | 3mL+120 | - | - |
| B-1 | USD | 37.250 | 7.70 | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 175 | 3mL+175 | - | - |
| B-2 | USD | 10.750 | 7.70 | Aa2 | - | - | - | - | 24.00% | - | Fixed | - | - | - | 3.13% | - | - |
| C | USD | 22.000 | 8.40 | A2 | - | - | - | - | 18.50% | - | Floating | 3mL | - | 225 | 3mL+225 | - | - |
| D | USD | 24.000 | 9.00 | Baa3 | - | - | - | - | 12.50% | - | Floating | 3mL | - | 365 | 3mL+352 | - | - |
| E | USD | 15.000 | 9.50 | Ba3 | - | - | - | - | 8.75% | - | Floating | 3mL | - | 750 | 3mL+720 | - | - |
| Sub | USD | 38.500 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2023-10-15; Registration: 144A/Reg S;
A: Redemption: 2023-10-15; Registration: 144A/Reg S;
A-L: Redemption: 2023-10-15; Registration: 144A/Reg S;
B-1: Redemption: 2023-10-15; Registration: 144A/Reg S;
B-2: Redemption: 2023-10-15; Registration: 144A/Reg S;
C: Redemption: 2023-10-15; Registration: 144A/Reg S;
D: Redemption: 2023-10-15; Registration: 144A/Reg S;
E: Redemption: 2023-10-15; Registration: 144A/Reg S;
Sub: Redemption: 2023-10-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2026
AllReportsSurveillanceOther