| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-N | USD | 222.000 | 5.10 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 245 | 3mSOFR+245 | - | - |
| A-F | USD | 10.000 | 5.10 | - | AAA | - | - | - | 42.00% | - | Fixed | - | - | 245 | 6.58% | - | - |
| B | USD | 36.000 | 6.90 | - | AA | - | - | - | 33.00% | - | Floating | 3mSOFR | - | 345 | 3mSOFR+345 | - | - |
| C | USD | 36.000 | 7.50 | - | A | - | - | - | 24.00% | - | Floating | 3mSOFR | - | 450 | 3mSOFR+450 | - | - |
| D | USD | 24.000 | 8.10 | - | BBB- | - | - | - | 18.00% | - | Floating | 3mSOFR | - | 675 | 3mSOFR+675 | - | - |
| E | USD | 24.000 | 8.70 | - | BB- | - | - | - | 12.00% | - | Floating | 3mSOFR | - | 950 | 3mSOFR+950 | - | - |
| Sub | USD | 44.350 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-N: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144A/Reg S;
A-F: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144A/Reg S;
B: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144A/Reg S;
C: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144A/Reg S;
D: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144A/Reg S;
E: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144A/Reg S;
Sub: First Pay: 2024-07-22; Redemption: 2025-10-22; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 22, 2027