| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 480.000 | - | Aaa | - | AAA | - | - | - | - | Floating | 3mL | - | 115 | 3mL+115 | - | 100.00000 |
| A2 | USD | 32.000 | - | NR | - | AAA | - | - | - | - | Floating | 3mL | 140 | 140 | 3mL+140 | - | 100.00000 |
| B | USD | 96.000 | - | Aa2 | - | NR | - | - | - | - | Floating | 3mL | 165 | 165 | 3mL+165 | - | 100.00000 |
| C | USD | 44.000 | - | A2 | - | NR | - | - | - | - | Floating | 3mL | - | 195 | 3mL+195 | - | 100.00000 |
| D | USD | 48.000 | - | Baa3 | - | NR | - | - | - | - | Floating | 3mL | - | 295 | 3mL+295 | - | 100.00000 |
| E | USD | 36.000 | - | Ba3 | - | NR | - | - | - | - | Floating | 3mL | - | 615 | 3mL+615 | - | 100.00000 |
| F | USD | 16.000 | - | B3 | - | NR | - | - | - | - | Floating | 3mL | 825-850 | 875 | 3mL+844 | - | 98.00000 |
| Sub | USD | 55.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: Redemption: 2023-12-09;
A2: Redemption: 2023-12-09;
B: Redemption: 2023-12-09;
C: Redemption: 2023-12-09;
D: Redemption: 2023-12-09;
E: Redemption: 2023-12-09;
F: Redemption: 2023-12-09;
Sub: Redemption: 2023-12-09;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 15, 2027
AllReportsSurveillanceOther