| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1R | USD | 378.000 | - | NR | AAA | NR | - | - | 37.00% | - | Floating | 3mL | - | 117 | 3mL+117 | - | - |
| A2R | USD | 12.000 | - | NR | AAA | NR | - | - | 35.00% | - | Floating | 3mL | - | 140 | 3mL+140 | - | - |
| BR | USD | 66.000 | - | NR | AA | NR | - | - | 24.00% | - | Floating | 3mL | - | 170 | 3mL+170 | - | - |
| C1R | USD | 29.000 | - | NR | A | NR | - | - | 18.00% | - | Floating | 3mL | - | 215 | 3mL+215 | - | - |
| C2R | USD | 7.000 | - | NR | A | NR | - | - | 18.00% | - | Fixed | - | - | - | 3.500% | - | - |
| DR | USD | 36.000 | - | NR | BBB- | NR | - | - | 12.00% | - | Floating | 3mL | - | 335 | 3mL+335 | - | - |
| ER | USD | 24.000 | - | NR | BB- | NR | - | - | 8.00% | - | Floating | 3mL | - | 700 | 3mL+700 | - | - |
| Sub | USD | 61.420 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1R: Redemption: 2023-12-15; Registration: 144A/Reg S;
A2R: Redemption: 2023-12-15; Registration: 144A/Reg S;
BR: Redemption: 2023-12-15; Registration: 144A/Reg S;
C1R: Redemption: 2023-12-15; Registration: 144A/Reg S;
C2R: Redemption: 2023-12-15; Registration: 144A/Reg S;
DR: Redemption: 2023-12-15; Registration: 144A/Reg S;
ER: Redemption: 2023-12-15; Registration: 144A/Reg S;
Sub: Redemption: 2023-12-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2027
AllReportsSurveillanceOther