| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 315.000 | - | Aaa | NR | - | - | - | - | - | Floating | SOFR | - | 156 | SOFR+156 | - | - |
| A2 | USD | 10.000 | - | Aaa | NR | - | - | - | - | - | Floating | SOFR | 175-180 | 195 | SOFR+195 | - | - |
| B1 | USD | 42.500 | - | NR | AA | - | - | - | - | - | Floating | SOFR | - | 235 | SOFR+235 | - | - |
| B2 | USD | 10.000 | - | NR | AA | - | - | - | - | - | Fixed | - | - | - | 4.775% | - | - |
| C | USD | 30.000 | - | NR | A | - | - | - | - | - | Floating | SOFR | 255-265 | 285 | SOFR+285 | - | - |
| D | USD | 31.250 | - | NR | BBB- | - | - | - | - | - | Floating | SOFR | 375-385 | 414 | SOFR+414 | - | - |
| E | USD | 20.000 | - | Ba3 | NR | - | - | - | - | - | Floating | SOFR | 775-800 | 786 | SOFR+786 | - | - |
| Sub | USD | 44.850 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: Redemption: 2023-12-28;
A2: Redemption: 2023-12-28;
B1: Redemption: 2023-12-28;
B2: Redemption: 2023-12-28;
C: Redemption: 2023-12-28;
D: Redemption: 2023-12-28;
E: Redemption: 2023-12-28;
Sub: Redemption: 2023-12-28;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 15, 2025
AllReportsSurveillanceOther