| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1R | USD | 180.000 | - | - | AAA | - | - | - | 40.10% | - | Floating | SOFR | - | 205 | SOFR+205 | - | 100.00000 |
| AJR | USD | 12.000 | - | - | AAA | - | - | - | 36.10% | - | Floating | SOFR | - | 235 | SOFR+235 | - | 100.00000 |
| BR | USD | 36.475 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 280 | SOFR+280 | - | 100.00000 |
| CR | USD | 18.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 350 | SOFR+350 | - | 100.00000 |
| DR | USD | 15.000 | - | - | BBB- | - | - | - | 13.00% | - | Floating | SOFR | - | 533 | SOFR+533 | - | - |
| ER | USD | 12.000 | - | - | BB- | - | - | - | 9.00% | - | Floating | SOFR | - | 849 | SOFR+849 | - | - |
| Additional Sub | USD | 5.300 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Sub | USD | 23.200 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1R: First Pay: 2024-01-18; Redemption: 2025-10-18; Registration: 144A/Reg S;
AJR: First Pay: 2024-01-18; Redemption: 2025-10-18; Registration: 144A/Reg S;
BR: First Pay: 2024-01-18; Redemption: 2025-10-18; Registration: 144A/Reg S;
CR: First Pay: 2024-01-18; Redemption: 2025-10-18; Registration: 144A/Reg S;
DR: First Pay: 2024-01-18; Redemption: 2025-10-18; Registration: 144A/Reg S;
ER: First Pay: 2024-01-18; Redemption: 2025-10-18; Registration: 144A/Reg S;
Additional Sub: First Pay: 2024-01-18; Redemption: 2025-10-18; Registration: 144A/Reg S;
Sub: First Pay: 2024-01-18; Redemption: 2025-10-18; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 18, 2027
WAL Test Period End Date
Oct 18, 2031