| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 399.750 | - | Aaa | NR | AAA | - | - | 38.50% | - | Floating | SOFR | - | 142 | SOFR+142 | - | - |
| A-2 | USD | 16.250 | - | NR | NR | AAA | - | - | 36.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| B | USD | 78.000 | - | NR | NR | AA | - | - | 24.00% | - | Floating | SOFR | - | 200 | SOFR+200 | - | - |
| C | USD | 39.000 | - | NR | NR | A | - | - | 18.00% | - | Floating | SOFR | - | 240 | SOFR+240 | - | - |
| D | USD | 39.000 | - | NR | NR | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 350 | SOFR+350 | - | - |
| E | USD | 25.025 | - | Ba3 | NR | NR | - | - | 8.15% | - | Floating | SOFR | - | 725 | SOFR+717.5 | - | - |
| Sub | USD | 60.270 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2024-04-20; Registration: 144A/Reg S;
A-2: Redemption: 2024-04-20; Registration: 144A/Reg S;
B: Redemption: 2024-04-20; Registration: 144A/Reg S;
C: Redemption: 2024-04-20; Registration: 144A/Reg S;
D: Redemption: 2024-04-20; Registration: 144A/Reg S;
E: Redemption: 2024-04-20; Registration: 144A/Reg S;
Sub: Redemption: 2024-04-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2027