| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 358.800 | - | - | AAA | - | - | - | 40.20% | - | Floating | 3mL | - | 110 | 3mL+110 | - | - |
| B | USD | 97.200 | - | - | AA | - | - | - | 24.00% | - | Floating | 3mL | - | 160 | 3mL+160 | - | - |
| C | USD | 36.000 | - | - | A | - | - | - | 18.00% | - | Floating | 3mL | - | 190 | 3mL+190 | - | - |
| D | USD | 36.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | 3mL | - | 295 | 3mL+295 | - | - |
| E | USD | 22.500 | - | - | BB- | - | - | - | 8.25% | - | Floating | 3mL | - | 625 | 3mL+625 | - | - |
| Sub | USD | 59.275 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2023-07-15; Registration: 144A/Reg S;
B: Redemption: 2023-07-15; Registration: 144A/Reg S;
C: Redemption: 2023-07-15; Registration: 144A/Reg S;
D: Redemption: 2023-07-15; Registration: 144A/Reg S;
E: Redemption: 2023-07-15; Registration: 144A/Reg S;
Sub: Redemption: 2023-07-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2026