| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 1.000 | - | Aaa | NR | NR | - | - | - | - | Floating | SOFR | - | 90 | SOFR+90 | - | - |
| A | USD | 256.000 | - | Aaa | NR | NR | - | - | 36.00% | - | Floating | SOFR | - | 142 | SOFR+142 | - | - |
| B | USD | 47.000 | - | Aa2 | NR | NR | - | - | 24.25% | - | Floating | SOFR | - | 205 | SOFR+205 | - | - |
| C | USD | 24.000 | - | NR | NR | A | - | - | 18.25% | - | Floating | SOFR | - | 245 | SOFR+245 | - | - |
| D | USD | 25.000 | - | NR | NR | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 370 | SOFR+370 | - | - |
| E | USD | 15.000 | - | Ba3 | NR | NR | - | - | 8.25% | - | Floating | SOFR | - | 710 | SOFR+710 | - | - |
| Sub | USD | 35.600 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2024-04-24; Registration: 144A/Reg S;
A: Redemption: 2024-04-24; Registration: 144A/Reg S;
B: Redemption: 2024-04-24; Registration: 144A/Reg S;
C: Redemption: 2024-04-24; Registration: 144A/Reg S;
D: Redemption: 2024-04-24; Registration: 144A/Reg S;
E: Redemption: 2024-04-24; Registration: 144A/Reg S;
Sub: Redemption: 2024-04-24; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 24, 2027
AllReportsSurveillanceOther