| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 244.000 | - | Aaa | - | - | - | - | 39.00% | - | Floating | SOFR | - | 220 | SOFR+220 | - | - |
| B | USD | 57.000 | - | - | AA | - | - | - | 24.75% | - | Floating | SOFR | - | 295 | SOFR+295 | - | - |
| C | USD | 23.600 | - | - | A | - | - | - | 18.85% | - | Floating | SOFR | - | 365 | SOFR+365 | - | - |
| D | USD | 21.000 | - | - | BBB- | - | - | - | 13.60% | - | Floating | SOFR | - | 575 | SOFR+575 | - | - |
| E | USD | 12.800 | - | - | BB- | - | - | - | 10.40% | - | Floating | SOFR | - | 897 | SOFR+897 | - | - |
| F | USD | 8.000 | - | - | B- | - | - | - | 8.40% | - | - | - | - | - | - | - | Retained |
| Equity | USD | 43.670 | - | NR | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Reg S;
B: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Reg S;
C: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Reg S;
D: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Reg S;
E: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Reg S;
F: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Reg S;
Equity: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2028
AllReportsSurveillanceOther