| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1R | USD | 237.000 | 6.30 | - | AAA | - | - | - | 37.00% | - | Floating | 3mL | - | 115 | 3mL+115 | - | - |
| A-2R | USD | 15.000 | 6.30 | - | AAA | - | - | - | 37.00% | - | Fixed | - | - | - | 2.50% | - | - |
| B-1R | USD | 45.000 | 8.20 | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 165 | 3mL+165 | - | - |
| B-2R | USD | 7.000 | 8.20 | - | AA | - | - | - | 24.00% | - | Fixed | - | - | - | 3.03% | - | - |
| C-R | USD | 24.000 | 9.00 | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 205 | 3mL+205 | - | - |
| D-R | USD | 24.000 | 9.50 | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 310 | 3mL+310 | - | - |
| E-R | USD | 15.000 | 9.90 | - | BB- | - | - | - | 8.25% | - | Floating | 3mL | - | 650 | 3mL+650 | - | - |
| Sub | USD | 40.500 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1R: Redemption: 2023-12-29;
A-2R: Redemption: 2023-12-29;
B-1R: Redemption: 2023-12-29;
B-2R: Redemption: 2023-12-29;
C-R: Redemption: 2023-12-29;
D-R: Redemption: 2023-12-29;
E-R: Redemption: 2023-12-29;
Sub: Redemption: 2023-12-29;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2027
AllReportsSurveillanceOther