| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 320.000 | - | Aaa | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 150 | SOFR+150 | - | - |
| B-1 | USD | 42.000 | - | NR | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 200 | SOFR+200 | - | - |
| B-2 | USD | 18.000 | - | NR | AA | - | - | - | 24.00% | - | Fixed | - | - | - | 5.897% | - | - |
| C | USD | 30.000 | - | NR | A | - | - | - | 18.00% | - | Floating | SOFR | - | 245 | SOFR+245 | - | - |
| D | USD | 30.000 | - | NR | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 360 | SOFR+360 | - | - |
| E | USD | 20.000 | - | NR | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 650 | SOFR+650 | - | - |
| Sub | USD | 43.850 | - | NR | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-10-19; Redemption: 2026-04-19; Registration: 144A/Reg S;
B-1: First Pay: 2024-10-19; Redemption: 2026-04-19; Registration: 144A/Reg S;
B-2: First Pay: 2024-10-19; Redemption: 2026-04-19; Registration: 144A/Reg S;
C: First Pay: 2024-10-19; Redemption: 2026-04-19; Registration: 144A/Reg S;
D: First Pay: 2024-10-19; Redemption: 2026-04-19; Registration: 144A/Reg S;
E: First Pay: 2024-10-19; Redemption: 2026-04-19; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-19; Redemption: 2026-04-19; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 19, 2029