| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 7.000 | - | - | AAA | - | - | - | - | - | Floating | 3mL | - | 73 | 3mL+73 | - | - |
| A-1R | USD | 255.150 | - | - | AAA | - | - | - | - | - | Floating | 3mL | - | 124 | 3mL+124 | - | - |
| A-2R | USD | 52.650 | - | - | AA | - | - | - | - | - | Floating | 3mL | - | 155 | 3mL+155 | - | - |
| B-1R | USD | 14.000 | - | - | A | - | - | - | - | - | Floating | 3mL | - | 220 | 3mL+220 | - | - |
| B-2R | USD | 10.300 | - | - | A | - | - | - | - | - | Fixed | - | - | - | 3.220% | - | - |
| C-1R | USD | 14.000 | - | - | BBB- | - | - | - | - | - | Floating | 3mL | - | 360 | 3mL+360 | - | - |
| C-2R | USD | 10.300 | - | - | BBB- | - | - | - | - | - | Fixed | - | - | - | 4.560% | - | - |
| DR | USD | 14.175 | - | - | BB- | - | - | - | - | - | Floating | 3mL | - | 681 | 3mL+681 | - | - |
| Sub | USD | 41.900 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2023-02-14;
A-1R: Redemption: 2023-02-14;
A-2R: Redemption: 2023-02-14;
B-1R: Redemption: 2023-02-14;
B-2R: Redemption: 2023-02-14;
C-1R: Redemption: 2023-02-14;
C-2R: Redemption: 2023-02-14;
DR: Redemption: 2023-02-14;
Sub: Redemption: 2023-02-14;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 14, 2026
AllReportsSurveillanceOther