| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XR | USD | 4.000 | - | Aaa | NR | - | - | - | - | - | Floating | 3mL | 100a | 100 | 3mL+100 | - | - |
| AR | USD | 256.000 | - | Aaa | NR | - | - | - | - | - | Floating | 3mL | 113a | 115 | 3mL+115 | - | - |
| BR | USD | 48.000 | - | NR | AA | - | - | - | - | - | Floating | 3mL | 160-165 | 165 | 3mL+165 | - | - |
| CR | USD | 22.000 | - | NR | A | - | - | - | - | - | Floating | 3mL | 200-205 | 205 | 3mL+205 | - | - |
| DR | USD | 24.000 | - | NR | BBB- | - | - | - | - | - | Floating | 3mL | 300-310 | 320 | 3mL+320 | - | - |
| ER | USD | 18.000 | - | Ba3 | NR | - | - | - | - | - | Floating | 3mL | 625-650 | 627 | 3mL+627 | - | - |
Tranche Comments
XR: Redemption: 2023-12-20;
AR: Redemption: 2023-12-20;
BR: Redemption: 2023-12-20;
CR: Redemption: 2023-12-20;
DR: Redemption: 2023-12-20;
ER: Redemption: 2023-12-20;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 25, 2027
AllReportsSurveillanceOther