| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R | USD | 5.000 | - | NR | AAA | NR | - | - | - | - | Floating | 3mL | - | 85 | 3mL+85 | - | - |
| A1-R | USD | 310.000 | - | NR | AAA | AAA | - | - | 38.00% | - | Floating | 3mL | - | 104 | 3mL+104 | - | - |
| A2A-R | USD | 58.000 | - | NR | AA | NR | - | - | 24.00% | - | Floating | 3mL | - | 140 | 3mL+140 | - | - |
| A2B-R | USD | 12.000 | - | NR | AA | NR | - | - | 24.00% | - | Fixed | - | - | - | 2.810% | - | - |
| B-R | USD | 30.000 | - | NR | A | NR | - | - | 18.00% | - | Floating | 3mL | - | 180 | 3mL+180 | - | - |
| C-R | USD | 28.500 | - | NR | BBB- | NR | - | - | 12.30% | - | Floating | 3mL | - | 280 | 3mL+280 | - | - |
| D-R | USD | 16.500 | - | NR | BB- | NR | - | - | 9.00% | - | Floating | 3mL | - | 625 | 3mL+625 | - | - |
| E-R | USD | 10.000 | - | NR | B- | NR | - | - | 7.00% | - | Floating | 3mL | - | 887 | 3mL+887 | - | - |
| Sub | USD | 54.600 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-R: Redemption: 2023-04-20; Registration: 144A/Reg S;
A1-R: Redemption: 2023-04-20; Registration: 144A/Reg S;
A2A-R: Redemption: 2023-04-20; Registration: 144A/Reg S;
A2B-R: Redemption: 2023-04-20; Registration: 144A/Reg S;
B-R: Redemption: 2023-04-20; Registration: 144A/Reg S;
C-R: Redemption: 2023-04-20; Registration: 144A/Reg S;
D-R: Redemption: 2023-04-20; Registration: 144A/Reg S;
E-R: Redemption: 2023-04-20; Registration: 144A/Reg S;
Sub: Redemption: 2023-04-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | LJU | 561.700 | - | Caa | GGG | - | - | - | - | - | Adfelvan | 3fH | - | - | 3nW+118 | - | - |
| Q | RZZ | 80.350 | - | Pss3 | - | - | - | - | - | - | Qrhmdhee | 3hS | - | - | 3cC+370 | - | - |
| Z-2 | TKQ | 16.800 | - | Sy2 | - | - | - | - | - | - | Tjmdewuk | 3rP | - | - | 3hM+160 | - | - |
| S | JUW | 36.300 | - | K2 | - | - | - | - | - | - | Kwbezjda | 3sV | - | - | 3cJ+235 | - | - |
| E | WUQ | 68.830 | - | Wi3 | - | - | - | - | - | - | Izjhvhdp | 3gJ | - | - | 3mW+630 | - | - |
| Vkbjir | RPO | 94.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |