| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 256.000 | 6.50 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 137 | 3mSOFR+137 | - | - |
| A-2 | USD | 48.000 | 8.40 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 187 | 3mSOFR+187 | - | - |
| B-1 | USD | 16.000 | 9.10 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 225 | 3mSOFR+225 | - | - |
| B-2 | USD | 8.000 | 9.10 | - | A | - | - | - | 18.00% | - | Fixed | SOFR | - | 225 | 4.05% | - | - |
| C-1 | USD | 14.000 | 9.60 | - | BBB+ | - | - | - | 14.50% | - | Floating | SOFR | - | 300 | 3mSOFR+300 | - | - |
| C-2 | USD | 10.000 | 9.90 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 450 | 3mSOFR+450 | - | - |
| D | USD | 16.000 | 10.30 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 775 | 3mSOFR+729 | - | - |
| Sub | USD | 40.000 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2024-04-20; Registration: 144A/Reg S;
A-2: Redemption: 2024-04-20; Registration: 144A/Reg S;
B-1: Redemption: 2024-04-20; Registration: 144A/Reg S;
B-2: Redemption: 2024-04-20; Registration: 144A/Reg S;
C-1: Redemption: 2024-04-20; Registration: 144A/Reg S;
C-2: Redemption: 2024-04-20; Registration: 144A/Reg S;
D: Redemption: 2024-04-20; Registration: 144A/Reg S;
Sub: Redemption: 2024-04-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2027
AllReportsSurveillanceOther