| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 198.000 | - | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 195 | SOFR+195 | - | - |
| B | USD | 46.200 | - | - | AA | - | - | - | 26.00% | - | Floating | SOFR | - | 275 | SOFR+275 | - | - |
| C | USD | 19.800 | - | - | A | - | - | - | 20.00% | - | Floating | SOFR | - | 365 | SOFR+365 | - | - |
| D | USD | 19.800 | - | - | BBB- | - | - | - | 14.00% | - | Floating | SOFR | - | 550 | SOFR+550 | - | - |
| E | USD | 9.900 | - | - | BB- | - | - | - | 11.00% | - | Floating | SOFR | - | 895 | SOFR+735 | - | - |
| Sub | USD | 37.600 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-07-16; Redemption: 2026-08-29; Registration: 144A/Reg S;
B: First Pay: 2024-07-16; Redemption: 2026-08-29; Registration: 144A/Reg S;
C: First Pay: 2024-07-16; Redemption: 2026-08-29; Registration: 144A/Reg S;
D: First Pay: 2024-07-16; Redemption: 2026-08-29; Registration: 144A/Reg S;
E: First Pay: 2024-07-16; Redemption: 2026-08-29; Registration: 144A/Reg S;
Sub: First Pay: 2024-07-16; Redemption: 2026-08-29; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.5
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 29, 2028