| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 254.000 | 6.40 | - | AAA | - | - | - | 36.50% | - | Floating | 3mL | - | 118 | 3mL+118 | - | - |
| B-1 | USD | 35.000 | 8.30 | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 175 | 3mL+175 | - | - |
| B-2 | USD | 15.000 | 8.30 | - | AA | - | - | - | 24.00% | - | Fixed | YLD | - | - | 3.23% | - | - |
| C-1 | USD | 20.000 | 9.00 | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 225 | 3mL+225 | - | - |
| C-2 | USD | 4.000 | 9.00 | - | A | - | - | - | 18.00% | - | Fixed | YLD | - | - | 3.70% | - | - |
| D-1 | USD | 17.000 | 9.40 | - | BBB+ | - | - | - | 13.75% | - | Floating | 3mL | - | 335 | 3mL+335 | - | - |
| D-2 | USD | 7.000 | 9.70 | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 505 | 3mL+502 | - | - |
| E | USD | 15.000 | 9.90 | - | BB- | - | - | - | 8.25% | - | Floating | 3mL | - | 735 | 3mL+712 | - | - |
| Sub | USD | 39.400 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2024-01-15;
B-1: Redemption: 2024-01-15;
B-2: Redemption: 2024-01-15;
C-1: Redemption: 2024-01-15;
C-2: Redemption: 2024-01-15;
D-1: Redemption: 2024-01-15;
D-2: Redemption: 2024-01-15;
E: Redemption: 2024-01-15;
Sub: Redemption: 2024-01-15;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 15, 2027
AllReportsSurveillanceOther