| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 199.500 | 1.60 | - | AAA | - | - | - | 43.00% | - | Floating | SOFR | - | 137 | SOFR+137 | - | - |
| B | USD | 36.750 | 3.40 | - | AA | - | - | - | 32.50% | - | Floating | SOFR | - | 195 | SOFR+195 | - | - |
| C | USD | 28.000 | 3.80 | - | A | - | - | - | 24.50% | - | Floating | SOFR | - | 265 | SOFR+265 | - | - |
| D | USD | 21.000 | 4.20 | - | BBB- | - | - | - | 18.50% | - | Floating | SOFR | - | 390 | SOFR+390 | - | - |
| Sub | USD | 63.700 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2023-01-15;
B: Redemption: 2023-01-15;
C: Redemption: 2023-01-15;
D: Redemption: 2023-01-15;
Sub: Redemption: 2023-01-15;
Deal Comments
Non Call Period: 1.00
AllReportsSurveillanceOther