| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 240.000 | - | Aaa | AAA | - | - | - | - | - | Floating | SOFR | - | 148 | SOFR+148 | - | - |
| A2 | USD | 5.000 | - | Aaa | NR | - | - | - | - | - | Floating | SOFR | 170-175 | 185 | SOFR+185 | - | - |
| B | USD | 59.000 | - | NR | AA | - | - | - | - | - | Floating | SOFR | 200-210 | 210 | SOFR+210 | - | - |
| C | USD | 24.000 | - | NR | A+ | - | - | - | - | - | Floating | SOFR | 240-250 | 255 | SOFR+255 | - | - |
| D | USD | 24.000 | - | NR | BBB- | - | - | - | - | - | Floating | SOFR | 355-365 | 380 | SOFR+380 | - | - |
| E | USD | 16.000 | - | NR | BB- | - | - | - | - | - | Floating | SOFR | 735-750 | 742 | SOFR+742 | - | - |
| Sub | USD | 35.100 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: Redemption: 2024-07-20; Comments: Pre-Placed;
A2: Redemption: 2024-07-20;
B: Redemption: 2024-07-20;
C: Redemption: 2024-07-20;
D: Redemption: 2024-07-20;
E: Redemption: 2024-07-20;
Sub: Redemption: 2024-07-20;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2027
AllReportsSurveillanceOther