| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 359.100 | 6.50 | Aaa | - | - | - | - | 37.00% | - | Floating | 3mL | - | 119 | 3mL+119 | - | - |
| B-R | USD | 68.400 | 8.50 | Aa2 | - | - | - | - | 25.00% | - | Floating | 3mL | - | 185 | 3mL+185 | - | - |
| C-1-R | USD | 29.200 | 9.20 | A2 | - | - | - | - | 19.00% | - | Floating | 3mL | - | 235 | 3mL+234 | - | - |
| C-2-R | USD | 5.000 | 9.20 | A2 | - | - | - | - | 19.00% | - | Fixed | - | - | - | 3.89% | - | - |
| D-R | USD | 34.200 | 9.80 | Baa3 | - | - | - | - | 13.00% | - | Floating | 3mL | - | 350 | 3mL+344 | - | - |
| E-R | USD | 23.215 | 10.30 | Ba3 | - | - | - | - | 8.90% | - | Floating | 3mL | - | 700 | 3mL+686 | - | - |
| Sub | USD | 57.500 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-R: Redemption: 2024-01-20; Registration: 144A/Reg S;
B-R: Redemption: 2024-01-20; Registration: 144A/Reg S;
C-1-R: Redemption: 2024-01-20; Registration: 144A/Reg S;
C-2-R: Redemption: 2024-01-20; Registration: 144A/Reg S;
D-R: Redemption: 2024-01-20; Registration: 144A/Reg S;
E-R: Redemption: 2024-01-20; Registration: 144A/Reg S;
Sub: Redemption: 2024-01-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 3.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 20, 2027
AllReportsSurveillanceOther