| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 195.000 | 4.30 | - | AAA | - | - | - | 35.00% | - | Floating | SOFR | 145a | 146 | SOFR+146 | - | - |
| A-2 | USD | 6.000 | 6.00 | - | AAA | - | - | - | 33.00% | - | Floating | SOFR | 165-170 | 180 | SOFR+180 | - | - |
| B | USD | 27.000 | 6.30 | - | AA+ | - | - | - | 24.00% | - | Floating | SOFR | 200-205 | 220 | SOFR+220 | - | - |
| C | USD | 18.000 | 6.80 | - | A+ | - | - | - | 18.00% | - | Floating | SOFR | 270 | 270 | SOFR+270 | - | - |
| D-1 | USD | 18.000 | 7.20 | - | BBB+ | - | - | - | 12.00% | - | Floating | SOFR | 400-415 | 455 | SOFR+455 | - | - |
| D-2 | USD | 4.500 | 7.60 | - | BBB- | - | - | - | 10.50% | - | Floating | SOFR | 500-525 | 556 | SOFR+556 | - | - |
| E | USD | 6.000 | 7.80 | - | BB+ | - | - | - | 8.50% | - | Floating | SOFR | 675-700 | 755 | SOFR+755 | - | - |
| Equity | USD | 28.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144A/Reg S;
A-2: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144A/Reg S;
B: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144A/Reg S;
C: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144A/Reg S;
D-1: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144A/Reg S;
D-2: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144A/Reg S;
E: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144A/Reg S;
Equity: First Pay: 2024-07-15; Redemption: 2025-04-09; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 15, 2027