| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 216.000 | - | Aaa | - | NR | - | - | - | - | Floating | SOFR | 205-215 | 215 | SOFR+215 | - | - |
| A2 | USD | 40.000 | - | Aaa | - | NR | - | - | - | - | Fixed | - | - | - | 5.046% | - | - |
| B | USD | 40.200 | - | NR | - | AA | - | - | - | - | Floating | SOFR | 300-310 | 300 | SOFR+300 | - | - |
| C | USD | 25.000 | - | NR | - | A | - | - | - | - | Floating | SOFR | 400-410 | 410 | SOFR+410 | - | - |
| D | USD | 26.400 | - | NR | - | BBB- | - | - | - | - | Floating | SOFR | 550 | 535 | SOFR+535 | - | - |
| E | USD | 11.000 | - | NR | - | BB- | - | - | - | - | Floating | SOFR | 950a | 862 | SOFR+862 | - | - |
| F | USD | 1.000 | - | B3 | - | NR | - | - | - | - | Floating | SOFR | - | 1053 | SOFR+1053 | - | - |
| Sub | USD | 30.420 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: Redemption: 2024-07-27; Registration: 144A/Reg S;
A2: Redemption: 2024-07-27; Registration: 144A/Reg S; Comments: Pre-placed;
B: Redemption: 2024-07-27; Registration: 144A/Reg S;
C: Redemption: 2024-07-27; Registration: 144A/Reg S;
D: Redemption: 2024-07-27; Registration: 144A/Reg S;
E: Redemption: 2024-07-27; Registration: 144A/Reg S;
F: Redemption: 2024-07-27; Registration: 144A/Reg S;
Sub: Redemption: 2024-07-27; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 27, 2027
AllReportsSurveillanceOther