| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 248.000 | 6.30 | - | AAA | - | - | - | 38.00% | - | Floating | 3mL | - | 120 | 3mL+120 | - | - |
| B-1 | USD | 36.000 | 8.10 | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 180 | 3mL+180 | - | - |
| B-2 | USD | 20.000 | 8.10 | - | AA | - | - | - | 24.00% | - | Fixed | - | - | - | 3.38% | - | - |
| C | USD | 24.000 | 8.90 | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 240 | 3mL+240 | - | - |
| D-1 | USD | 16.000 | 9.40 | - | BBB | - | - | - | 14.00% | - | Floating | 3mL | - | 325 | 3mL+325 | - | - |
| D-2 | USD | 8.000 | 9.70 | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 475 | 3mL+475 | - | - |
| E | USD | 16.000 | 10.00 | - | BB- | - | - | - | 8.00% | - | Floating | 3mL | - | 705 | 3mL+705 | - | - |
| Sub A | USD | 16.500 | 2.40 | - | NR | - | - | - | 3.90% | - | Floating | 3mL | - | 607 | 3mL+607 | - | - |
| Sub B | USD | 23.150 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2024-01-20;
B-1: Redemption: 2024-01-20;
B-2: Redemption: 2024-01-20;
C: Redemption: 2024-01-20;
D-1: Redemption: 2024-01-20;
D-2: Redemption: 2024-01-20;
E: Redemption: 2024-01-20;
Sub A: Redemption: 2024-01-20;
Sub B: Redemption: 2024-01-20;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2027
AllReportsSurveillanceOther