| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1AR | USD | 291.000 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | - | 120 | 3mL+120 | - | - |
| A1B1 | USD | 19.000 | - | Aaa | - | - | - | - | - | - | Floating | 3mL | 140-145 | 140 | 3mL+140 | - | - |
| A1B2 | USD | 5.250 | - | Aaa | - | - | - | - | - | - | Fixed | YLD | - | - | 2.644% | - | - |
| A2R | USD | 53.350 | - | Aa2 | - | - | - | - | - | - | Floating | 3mL | - | 175 | 3mL+175 | - | - |
| BR | USD | 23.770 | - | A2 | - | - | - | - | - | - | Floating | 3mL | 220-230 | 230 | 3mL+230 | - | - |
| CR | USD | 28.130 | - | Baa3 | - | - | - | - | - | - | Floating | 3mL | 330-350 | 380 | 3mL+380 | - | - |
| DR | USD | 24.500 | - | Ba3 | - | - | - | - | - | - | Floating | 3mL | 700-Low 700s | 720 | 3mL+720 | - | - |
| Sub | USD | 46.850 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1AR: Redemption: 2023-10-20;
A1B1: Redemption: 2023-10-20;
A1B2: Redemption: 2023-10-20;
A2R: Redemption: 2023-10-20;
BR: Redemption: 2023-10-20;
CR: Redemption: 2023-10-20;
DR: Redemption: 2023-10-20;
Sub: Redemption: 2023-10-20;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2026
AllReportsSurveillanceOther