| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 310.000 | 6.40 | Aaa | - | - | - | - | 38.00% | - | Floating | 3mL | - | 121 | 3mL+121 | - | - |
| A-2 | USD | 15.000 | 7.80 | Aaa | - | - | - | - | 35.00% | - | Floating | 3mL | - | 155 | 3mL+155 | - | - |
| B-1 | USD | 40.250 | 8.30 | Aa2 | - | - | - | - | 24.00% | - | Floating | 3mL | - | 185 | 3mL+185 | - | - |
| B-2 | USD | 14.750 | 8.30 | Aa2 | - | - | - | - | 24.00% | - | Fixed | - | - | - | 3.30% | - | - |
| C-1 | USD | 22.500 | 8.90 | A2 | - | - | - | - | 18.50% | - | Floating | 3mL | - | 260 | 3mL+260 | - | - |
| C-2 | USD | 5.000 | 8.90 | A2 | - | - | - | - | 18.50% | - | Fixed | - | - | - | 4.07% | - | - |
| D-1 | USD | 20.000 | 9.40 | Baa2 | - | - | - | - | 14.50% | - | Floating | 3mL | - | 365 | 3mL+365 | - | - |
| D-2 | USD | 17.500 | 9.70 | Ba1 | - | - | - | - | 11.00% | - | Floating | 3mL | - | 575 | 3mL+575 | - | - |
| E | USD | 15.000 | 10.00 | Ba3 | - | - | - | - | 8.00% | - | Floating | 3mL | - | 729 | 3mL+729 | - | - |
| Sub | USD | 48.150 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2023-12-29; Registration: 144A/Reg S;
A-2: Redemption: 2023-12-29; Registration: 144A/Reg S;
B-1: Redemption: 2023-12-29; Registration: 144A/Reg S;
B-2: Redemption: 2023-12-29; Registration: 144A/Reg S;
C-1: Redemption: 2023-12-29; Registration: 144A/Reg S;
C-2: Redemption: 2023-12-29; Registration: 144A/Reg S;
D-1: Redemption: 2023-12-29; Registration: 144A/Reg S;
D-2: Redemption: 2023-12-29; Registration: 144A/Reg S;
E: Redemption: 2023-12-29; Registration: 144A/Reg S;
Sub: Redemption: 2023-12-29; Registration: 144A/Reg S;
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 22, 2027
AllReportsSurveillanceOther