| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XR | USD | 3.400 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 80 | 3mL+80 | - | - |
| A1A2 | USD | 173.000 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 120 | 3mL+120 | - | - |
| A1B2 | USD | 51.000 | - | Aaa | - | - | - | - | - | - | Fixed | - | - | - | 2.125% | - | - |
| A2A2 | USD | 29.750 | - | Aa2 | - | - | - | - | - | - | Floating | 3mL | - | 185 | 3mL+185 | - | - |
| A2B2 | USD | 7.000 | - | Aa2 | - | - | - | - | - | - | Fixed | - | - | - | 2.927% | - | - |
| BR2 | USD | 16.500 | - | A2 | - | - | - | - | - | - | Floating | 3mL | - | 245 | 3mL+245 | - | - |
| CR2 | USD | 23.000 | - | Baa3 | - | - | - | - | - | - | Floating | 3mL | - | 363 | 3mL+363 | - | - |
| DR2 | USD | 20.000 | - | Ba3 | - | - | - | - | - | - | Floating | 3mL | - | 835 | 3mL+835 | - | - |
| Sub | USD | 76.890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
XR: Redemption: 2023-09-14;
A1A2: Redemption: 2023-09-14;
A1B2: Redemption: 2023-09-14;
A2A2: Redemption: 2023-09-14;
A2B2: Redemption: 2023-09-14;
BR2: Redemption: 2023-09-14;
CR2: Redemption: 2023-09-14;
DR2: Redemption: 2023-09-14;
Sub: Redemption: 2023-09-14;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2026
AllReportsSurveillanceOther