| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AR1 | USD | 316.000 | - | Aaa | - | NR | - | - | - | - | Floating | SOFR | 137 | 137 | 3mSOFR+137 | - | - |
| AR2 | USD | 25.000 | - | Aaa | - | NR | - | - | - | - | Fixed | - | - | - | 3.017% | - | - |
| AJ | USD | 16.500 | - | NR | - | AAA | - | - | - | - | Floating | SOFR | 160-165 | 160 | 3mSOFR+160 | - | - |
| BR | USD | 55.000 | - | NR | - | AA | - | - | - | - | Floating | SOFR | 185-195 | 195 | 3mSOFR+195 | - | - |
| CR | USD | 38.500 | - | NR | - | A | - | - | - | - | Floating | SOFR | 225-235 | 235 | 3mSOFR+235 | - | - |
| DR | USD | 33.000 | - | NR | - | BBB- | - | - | - | - | Floating | SOFR | 335-345 | 345 | 3mSOFR+345 | - | - |
| ER | USD | 22.000 | - | Ba3 | - | NR | - | - | - | - | Floating | SOFR | 650-700 | 710 | 3mSOFR+710 | - | - |
| Sub | USD | 50.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
CR: Redemption: 2024-04-20;
AJ: Redemption: 2024-04-20;
Sub: Redemption: 2024-04-20;
ER: Redemption: 2024-04-20;
BR: Redemption: 2024-04-20;
DR: Redemption: 2024-04-20;
AR2: Redemption: 2024-04-20;
AR1: Redemption: 2024-04-20;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2027
AllReportsSurveillanceOther