| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 310.000 | - | Aaa | - | AAA | - | - | 38.00% | - | Floating | SOFR | 190 | 190 | SOFR+190 | - | 100.00000 |
| A-2 | USD | 10.000 | - | - | - | AAA | - | - | 36.00% | - | Floating | SOFR | 225 | 225 | SOFR+225 | - | 100.00000 |
| B | USD | 55.000 | - | - | - | AA | - | - | 25.00% | - | Floating | SOFR | 260 | 260 | SOFR+260 | - | 100.00000 |
| C | USD | 28.750 | - | - | - | A | - | - | 19.25% | - | Floating | SOFR | 325 | 325 | SOFR+325 | - | 100.00000 |
| D | USD | 30.000 | - | - | - | BBB- | - | - | 13.25% | - | Floating | SOFR | 510 | 510 | SOFR+510 | - | 100.00000 |
| E | USD | 18.750 | - | - | - | BB- | - | - | 9.50% | - | Floating | SOFR | 880 | 880 | SOFR+846 | - | 98.00000 |
| Sub | USD | 43.075 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-01-20; Redemption: 2025-06-02; Registration: 144A/Reg S;
A-2: First Pay: 2024-01-20; Redemption: 2025-06-02; Registration: 144A/Reg S;
B: First Pay: 2024-01-20; Redemption: 2025-06-02; Registration: 144A/Reg S;
C: First Pay: 2024-01-20; Redemption: 2025-06-02; Registration: 144A/Reg S;
D: First Pay: 2024-01-20; Redemption: 2025-06-02; Registration: 144A/Reg S;
E: First Pay: 2024-01-20; Redemption: 2025-06-02; Registration: 144A/Reg S;
Sub: First Pay: 2024-01-20; Redemption: 2025-06-02; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5.1
Reinvestment Period End Date
Jul 20, 2028
WAL Test Period End Date
Jul 20, 2032
AllReportsSurveillanceOther