| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 308.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | - | 205 | SOFR+205 | - | - |
| A2 | USD | 12.000 | - | - | AAA | - | - | - | - | - | Fixed | - | - | - | 4.518% | - | - |
| B1 | USD | 52.000 | - | - | AA | - | - | - | - | - | Floating | SOFR | - | 295 | SOFR+295 | - | - |
| B2 | USD | 8.000 | - | - | AA | - | - | - | - | - | Fixed | - | - | - | 5.358% | - | - |
| C | USD | 30.000 | - | - | A | - | - | - | - | - | Floating | SOFR | 390a | 390 | SOFR+390 | - | - |
| D | USD | 27.350 | - | - | BBB- | - | - | - | - | - | Floating | SOFR | 500a | 485 | SOFR+485 | - | - |
| E | USD | 15.000 | - | - | BB- | - | - | - | - | - | Floating | SOFR | 875-900 | 865 | SOFR+865 | - | - |
| Sub | USD | 40.280 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: Redemption: 2024-07-20;
A2: Redemption: 2024-07-20;
B1: Redemption: 2024-07-20;
B2: 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