| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 240.000 | 6.40 | Aaa | - | AAA | - | - | 40.00% | - | Floating | SOFR | - | 178 | SOFR+178 | - | 100.00000 |
| A-2 | USD | 16.000 | 8.00 | Aaa | - | - | - | - | 36.00% | - | Floating | SOFR | 220-225 | 225 | SOFR+225 | - | 100.00000 |
| B | USD | 44.800 | 8.60 | - | - | AA | - | - | 24.80% | - | Floating | SOFR | 255-260 | 265 | SOFR+265 | - | 100.00000 |
| C | USD | 22.000 | 9.30 | - | - | A | - | - | 19.30% | - | Floating | SOFR | 300-310 | 300 | SOFR+300 | - | 100.00000 |
| D-1 | USD | 20.200 | 9.80 | - | - | BBB- | - | - | 13.50% | - | Floating | SOFR | - | 500 | SOFR+500 | - | 100.00000 |
| D-2 | USD | 3.000 | 9.80 | - | - | BBB- | - | - | 13.50% | - | Fixed | - | - | - | 8.46% | 8.460% | 100.00000 |
| E | USD | 15.000 | 10.30 | - | - | BB- | - | - | 9.75% | - | Floating | SOFR | 850 | 850 | SOFR+817 | - | 98.00000 |
| Sub | USD | 32.050 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-01-20; Registration: 144A/Reg S;
A-2: First Pay: 2024-01-20; Registration: 144A/Reg S;
B: First Pay: 2024-01-20; Registration: 144A/Reg S;
C: First Pay: 2024-01-20; Registration: 144A/Reg S;
D-1: First Pay: 2024-01-20; Registration: 144A/Reg S;
D-2: First Pay: 2024-01-20; Registration: 144A/Reg S;
E: First Pay: 2024-01-20; Registration: 144A/Reg S;
Sub: First Pay: 2024-01-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
AllReportsSurveillanceOther