| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 246.400 | - | Aaa | - | - | - | - | - | - | Floating | SOFR | - | 140 | 3mSOFR+140 | - | - |
| B | USD | 46.200 | - | Aa2 | - | - | - | - | - | - | Floating | SOFR | - | 200 | 3mSOFR+200 | - | - |
| C | USD | 18.480 | - | A2 | - | - | - | - | - | - | Floating | SOFR | - | 250 | 3mSOFR+250 | - | - |
| D | USD | 23.100 | - | Baa3 | - | - | - | - | - | - | Floating | SOFR | - | 375 | 3mSOFR+375 | - | - |
| E | USD | 20.020 | - | Ba3 | - | - | - | - | - | - | Floating | SOFR | - | 750 | 3mSOFR+750 | - | - |
| Sub | USD | 38.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2024-04-14;
B: Redemption: 2024-04-14;
C: Redemption: 2024-04-14;
D: Redemption: 2024-04-14;
E: Redemption: 2024-04-14;
Sub: Redemption: 2024-04-14;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 14, 2027