| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 1.625 | - | NR | AAA | NR | - | - | - | - | Floating | 3mL | - | 60 | 3mL+60 | - | - |
| A | USD | 388.050 | - | NR | AAA | NR | - | - | 40.30% | - | Floating | 3mL | - | 113 | 3mL+113 | - | - |
| B1 | USD | 86.450 | - | NR | AA | NR | - | - | 24.00% | - | Floating | 3mL | - | 160 | 3mL+160 | - | - |
| B2 | USD | 19.500 | - | NR | AA | NR | - | - | 24.00% | - | Fixed | Swaps | - | 135 | 2.497% | - | - |
| C | USD | 39.000 | - | NR | A | NR | - | - | 18.00% | - | Floating | 3mL | - | 200 | 3mL+200 | - | - |
| D | USD | 39.000 | - | NR | BBB- | NR | - | - | 12.00% | - | Floating | 3mL | - | 295 | 3mL+295 | - | - |
| E | USD | 23.660 | - | NR | BB- | NR | - | - | 8.36% | - | Floating | 3mL | - | 600 | 3mL+600 | - | - |
| Sub | USD | 64.180 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2023-10-20; Registration: 144A/Reg S;
A: Redemption: 2023-10-20; Registration: 144A/Reg S;
B1: Redemption: 2023-10-20; Registration: 144A/Reg S;
B2: Redemption: 2023-10-20; Registration: 144A/Reg S;
C: Redemption: 2023-10-20; Registration: 144A/Reg S;
D: Redemption: 2023-10-20; Registration: 144A/Reg S;
E: Redemption: 2023-10-20; Registration: 144A/Reg S;
Sub: Redemption: 2023-10-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2026