| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-RR | USD | 380.250 | 5.30 | - | AAA | - | - | - | 41.50% | - | Floating | 3mL | - | 152 | 3mL+152 | - | - |
| A-2-RR | USD | 9.750 | 6.80 | - | AAA | - | - | - | 40.00% | - | Floating | 3mL | - | 180 | 3mL+180 | - | - |
| B-RR | USD | 52.000 | 7.00 | - | AA | - | - | - | 32.00% | - | Floating | 3mL | - | 193 | 3mL+193 | - | - |
| C-RR | USD | 52.000 | 7.60 | - | A | - | - | - | 24.00% | - | Floating | 3mL | - | 265 | 3mL+265 | - | - |
| D-RR | USD | 32.500 | 8.10 | - | BBB- | - | - | - | 19.00% | - | Floating | 3mL | - | 385 | 3mL+385 | - | - |
| E-RR | USD | 45.500 | 8.40 | - | BB- | - | - | - | 12.00% | - | Floating | 3mL | - | 840 | 3mL+840 | - | - |
| Sub | USD | 86.325 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-RR: Redemption: 2023-10-18;
A-2-RR: Redemption: 2023-10-18;
B-RR: Redemption: 2023-10-18;
C-RR: Redemption: 2023-10-18;
D-RR: Redemption: 2023-10-18;
E-RR: Redemption: 2023-10-18;
Sub: Redemption: 2023-10-18;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 18, 2025
AllReportsSurveillanceOther