| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R2 | USD | 4.000 | 1.40 | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 75 | 3mL+75 | - | - |
| A-R2 | USD | 224.000 | 3.40 | Aaa | - | - | - | - | 36.00% | - | Floating | 3mL | - | 107 | 3mL+107 | - | - |
| B-R2 | USD | 38.500 | 5.30 | Aa2 | - | - | - | - | 25.00% | - | Floating | 3mL | - | 163 | 3mL+163 | - | - |
| C-R2 | USD | 17.150 | 6.00 | A2 | - | - | - | - | 20.10% | - | Floating | 3mL | - | 200 | 3mL+200 | - | - |
| D-R2 | USD | 22.400 | 6.10 | Baa3 | - | - | - | - | 13.70% | - | Floating | 3mL | - | 315 | 3mL+315 | - | - |
| E-R2 | USD | 18.200 | 6.70 | Ba3 | - | - | - | - | 8.50% | - | Floating | 3mL | - | 650 | 3mL+650 | - | - |
| Sub | USD | 40.950 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-R2: Redemption: 2023-01-20; Registration: 144A/Reg S;
A-R2: Redemption: 2023-01-20; Registration: 144A/Reg S;
B-R2: Redemption: 2023-01-20; Registration: 144A/Reg S;
C-R2: Redemption: 2023-01-20; Registration: 144A/Reg S;
D-R2: Redemption: 2023-01-20; Registration: 144A/Reg S;
E-R2: Redemption: 2023-01-20; Registration: 144A/Reg S;
Sub: Redemption: 2023-01-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 20, 2024
AllReportsSurveillanceOther