| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 372.000 | 6.30 | Aaa | - | AAA | - | - | 38.00% | - | Floating | 3mL | - | 113 | 3mL+113 | - | - |
| B | USD | 84.000 | 8.00 | NR | - | AA | - | - | 24.00% | - | Floating | 3mL | - | 165 | 3mL+165 | - | - |
| C | USD | 36.000 | 8.80 | NR | - | A | - | - | 18.00% | - | Floating | 3mL | - | 195 | 3mL+195 | - | - |
| D | USD | 36.000 | 9.30 | NR | - | BBB- | - | - | 12.00% | - | Floating | 3mL | - | 300 | 3mL+300 | - | - |
| E | USD | 24.000 | 9.80 | Ba3 | - | NR | - | - | 8.00% | - | Floating | 3mL | - | 625 | 3mL+625 | - | - |
| Sub | USD | 60.000 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2024-01-20; Registration: 144A/Reg S;
B: Redemption: 2024-01-20; Registration: 144A/Reg S;
C: Redemption: 2024-01-20; Registration: 144A/Reg S;
D: Redemption: 2024-01-20; Registration: 144A/Reg S;
E: Redemption: 2024-01-20; Registration: 144A/Reg S;
Sub: Redemption: 2024-01-20; Registration: 144A/Reg S;
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2027
AllReportsSurveillanceOther