| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 372.000 | - | NR | AAA | AAA | - | - | 38.00% | - | Floating | SOFR | - | 144 | SOFR+144 | - | - |
| A-2 | USD | 12.000 | - | NR | NR | AAA | - | - | 36.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| B | USD | 72.000 | - | NR | AA | NR | - | - | 24.00% | - | Floating | SOFR | - | 200 | SOFR+200 | - | - |
| C | USD | 36.000 | - | NR | A | NR | - | - | 18.00% | - | Floating | SOFR | - | 235 | SOFR+235 | - | - |
| D | USD | 36.000 | - | NR | BBB- | NR | - | - | 12.00% | - | Floating | SOFR | - | 355 | SOFR+355 | - | - |
| E | USD | 24.000 | - | NR | BB- | NR | - | - | 8.00% | - | Floating | SOFR | - | 720 | SOFR+720 | - | - |
| Sub | USD | 58.200 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2024-07-15; Registration: 144A/Reg S;
A-2: Redemption: 2024-07-15; Registration: 144A/Reg S;
B: Redemption: 2024-07-15; Registration: 144A/Reg S;
C: Redemption: 2024-07-15; Registration: 144A/Reg S;
D: Redemption: 2024-07-15; Registration: 144A/Reg S;
E: Redemption: 2024-07-15; Registration: 144A/Reg S;
Sub: Redemption: 2024-07-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2027
AllReportsSurveillanceOther