| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| XRR | USD | 4.000 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 95 | 3mL+95 | - | - |
| ARR | USD | 256.000 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 114 | 3mL+114 | - | - |
| BRR | USD | 42.200 | - | Aa2 | - | - | - | - | - | - | Floating | 3mL | - | 160 | 3mL+160 | - | - |
| CRR | USD | 20.200 | - | A2 | - | - | - | - | - | - | Floating | 3mL | - | 200 | 3mL+200 | - | - |
| DRR | USD | 25.600 | - | Baa3 | - | - | - | - | - | - | Floating | 3mL | - | 305 | 3mL+305 | - | - |
| ERR | USD | 23.200 | - | Ba3 | - | - | - | - | - | - | Floating | 3mL | - | 660 | 3mL+660 | - | - |
| Sub | USD | 36.280 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
XRR: Redemption: 2023-10-17;
ARR: Redemption: 2023-10-17;
BRR: Redemption: 2023-10-17;
CRR: Redemption: 2023-10-17;
DRR: Redemption: 2023-10-17;
ERR: Redemption: 2023-10-17;
Sub: Redemption: 2023-10-17;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 17, 2026
AllReportsSurveillanceOther