| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 3.000 | - | Aaa | - | NR | - | - | - | - | Floating | 3mL | - | 70 | 3mL+70 | - | - |
| A-1-R | USD | 310.000 | - | Aaa | - | AAA | - | - | - | - | Floating | 3mL | - | 116 | 3mL+116 | - | - |
| A-2-R | USD | 10.000 | - | NR | - | AAA | - | - | - | - | Floating | 3mL | - | 145 | 3mL+145 | - | - |
| B-1-R | USD | 51.200 | - | Aa2 | - | NR | - | - | - | - | Floating | 3mL | - | 170 | 3mL+170 | - | - |
| B-2-R | USD | 6.200 | - | Aa2 | - | NR | - | - | - | - | Fixed | Swaps | - | - | 1.550% | - | - |
| C-R | USD | 23.400 | - | A2 | - | NR | - | - | - | - | Floating | 3mL | - | 215 | 3mL+215 | - | - |
| D-R | USD | 31.200 | - | Baa3 | - | NR | - | - | - | - | Floating | 3mL | - | 320 | 3mL+320 | - | - |
| E-R | USD | 28.000 | - | Ba3 | - | NR | - | - | - | - | Floating | 3mL | - | 713 | 3mL+713 | - | - |
| Sub | USD | 48.750 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2023-10-15;
A-1-R: Redemption: 2023-10-15;
A-2-R: Redemption: 2023-10-15;
B-1-R: Redemption: 2023-10-15;
B-2-R: Redemption: 2023-10-15;
C-R: Redemption: 2023-10-15;
D-R: Redemption: 2023-10-15;
E-R: Redemption: 2023-10-15;
Sub: Redemption: 2023-10-15;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2026
AllReportsSurveillanceOther