| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 580.000 | 5.30 | - | AAA | AAA | - | - | 42.00% | - | Floating | SOFR | - | 167 | SOFR+167 | - | - |
| A-2-R | USD | 25.000 | 6.60 | - | AAA | NR | - | - | 39.50% | - | Floating | SOFR | - | 195 | SOFR+195 | - | - |
| B-R | USD | 75.000 | 6.90 | - | AA | NR | - | - | 32.00% | - | Floating | SOFR | - | 215 | SOFR+215 | - | - |
| C-R | USD | 80.000 | 7.40 | - | A | NR | - | - | 24.00% | - | Floating | SOFR | - | 285 | SOFR+285 | - | - |
| D-R | USD | 60.000 | 7.90 | - | BBB- | NR | - | - | 18.00% | - | Floating | SOFR | - | 405 | SOFR+405 | - | - |
| E-R | USD | 70.000 | 8.40 | - | BB- | NR | - | - | 11.00% | - | Floating | SOFR | - | 840 | SOFR+840 | - | - |
| Sub | USD | 110.270 | - | - | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R: Redemption: 2024-04-20;
A-2-R : Redemption: 2024-04-20;
B-R: Redemption: 2024-04-20;
C-R: Redemption: 2024-04-20;
D-R: Redemption: 2024-04-20;
E-R: Redemption: 2024-04-20;
Sub: Redemption: 2024-04-20;
Deal Comments
Reset.Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 20, 2026
AllReportsSurveillanceOther