| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 248.000 | 6.40 | Aaa | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 144 | SOFR+144 | - | - |
| A2 | USD | 12.000 | 7.80 | Aaa | NR | - | - | - | 35.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| B | USD | 44.000 | 8.40 | NR | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 215 | SOFR+215 | - | - |
| C | USD | 24.000 | 9.10 | NR | A | - | - | - | 18.00% | - | Floating | SOFR | - | 240 | SOFR+240 | - | - |
| D | USD | 24.000 | 9.70 | NR | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 375 | SOFR+375 | - | - |
| E | USD | 13.000 | 10.20 | NR | BB- | - | - | - | 8.75% | - | Floating | SOFR | - | 745 | SOFR+745 | - | - |
| Sub | USD | 39.500 | - | NR | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: Redemption: 2024-07-20; Registration: 144A/Reg S;
A2: Redemption: 2024-07-20; Registration: 144A/Reg S;
B: Redemption: 2024-07-20; Registration: 144A/Reg S;
C: Redemption: 2024-07-20; Registration: 144A/Reg S;
D: Redemption: 2024-07-20; Registration: 144A/Reg S;
E: Redemption: 2024-07-20; Registration: 144A/Reg S;
Sub: Redemption: 2024-07-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2027
AllReportsSurveillanceOther