| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 310.000 | 6.30 | Aaa | - | - | - | - | 38.00% | - | Floating | SOFR | - | 135 | SOFR+135 | - | - |
| A-2 | USD | 10.000 | 7.60 | Aaa | - | - | - | - | 36.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | - |
| B | USD | 60.000 | 8.00 | Aa2 | - | - | - | - | 24.00% | - | Floating | SOFR | - | 195 | SOFR+195 | - | - |
| C | USD | 26.500 | 8.70 | A2 | - | - | - | - | 18.70% | - | Floating | SOFR | - | 255 | SOFR+255 | - | - |
| D | USD | 30.000 | 9.30 | Baa3 | - | - | - | - | 12.70% | - | Floating | SOFR | - | 370 | SOFR+370 | - | - |
| E | USD | 23.500 | 9.80 | Ba3 | - | - | - | - | 8.00% | - | Floating | SOFR | - | 760 | SOFR+760 | - | - |
| Sub | USD | 48.700 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2024-05-15; Registration: 144A/Reg S;
A-2: Redemption: 2024-05-15; Registration: 144A/Reg S;
B: Redemption: 2024-05-15; Registration: 144A/Reg S;
C: Redemption: 2024-05-15; Registration: 144A/Reg S;
D: Redemption: 2024-05-15; Registration: 144A/Reg S;
E: Redemption: 2024-05-15; Registration: 144A/Reg S;
Sub: Redemption: 2024-05-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 15, 2027
AllReportsSurveillanceOther