| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1A | USD | 178.500 | 5.30 | Aaa | - | - | - | - | 40.00% | - | Floating | SOFR | - | 200 | SOFR+200 | - | - |
| A-1B | USD | 31.500 | 5.30 | Aaa | - | - | - | - | 40.00% | - | Fixed | - | - | - | 5.05% | - | - |
| A-2A | USD | 3.000 | 6.50 | Aaa | - | - | - | - | 35.00% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
| A-2B | USD | 14.500 | 6.50 | Aaa | - | - | - | - | 35.00% | - | Fixed | - | - | - | 5.59% | - | - |
| B-1 | USD | 19.125 | 6.70 | Aa2 | - | - | - | - | 24.25% | - | Floating | SOFR | - | 290 | SOFR+290 | - | - |
| B-2 | USD | 18.500 | 6.70 | Aa2 | - | - | - | - | 24.25% | - | Fixed | - | - | - | 5.97% | - | - |
| C-1 | USD | 11.000 | 7.00 | A2 | - | - | - | - | 20.25% | - | Floating | SOFR | - | 335 | SOFR+335 | - | - |
| C-2 | USD | 3.000 | 7.00 | A2 | - | - | - | - | 20.25% | - | Fixed | - | - | - | 6.14% | - | - |
| D | USD | 20.125 | 7.50 | Baa3 | - | - | - | - | 14.50% | - | Floating | SOFR | - | 521 | SOFR+521 | - | - |
| E | USD | 18.375 | 8.00 | Ba3 | - | - | - | - | 9.25% | - | Floating | SOFR | - | 832 | SOFR+832 | - | - |
| Sub | USD | 34.450 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1A: Redemption: 2024-07-15; Registration: 144A/Reg S;
A-1B: Redemption: 2024-07-15; Registration: 144A/Reg S;
A-2A: Redemption: 2024-07-15; Registration: 144A/Reg S;
A-2B: Redemption: 2024-07-15; Registration: 144A/Reg S;
B-1: Redemption: 2024-07-15; Registration: 144A/Reg S;
B-2: Redemption: 2024-07-15; Registration: 144A/Reg S;
C-1: Redemption: 2024-07-15; Registration: 144A/Reg S;
C-2: 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)
4
Reinvestment Period End Date
Jul 15, 2026
AllReportsSurveillanceOther