| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R | USD | 2.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | - | 105 | SOFR+105 | - | 100.00000 |
| A-1RR | USD | 372.000 | - | - | AAA | AAA | - | - | 38.00% | - | Floating | SOFR | - | 153 | SOFR+153 | - | 100.00000 |
| A-2RR | USD | 30.000 | - | - | - | AAA | - | - | 33.00% | - | Floating | SOFR | - | 173 | SOFR+173 | - | 100.00000 |
| B-1RR | USD | 44.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 195 | SOFR+195 | - | 100.00000 |
| B-2RR | USD | 10.000 | - | - | AA | - | - | - | 24.00% | - | Fixed | - | - | - | 5.993% | 5.993% | 100.00000 |
| C-RR | USD | 36.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 245 | SOFR+245 | - | 100.00000 |
| D-1RR | USD | 36.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 345 | SOFR+345 | - | 100.00000 |
| D-2RR | USD | 4.500 | - | - | - | BBB- | - | - | 11.25% | - | Floating | SOFR | - | 500 | SOFR+500 | - | 100.00000 |
| E-RR | USD | 18.300 | - | - | BB- | - | - | - | 8.20% | - | Floating | SOFR | - | 640 | SOFR+640 | - | 100.00000 |
| New Equity | USD | 12.810 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-R: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
A-1RR: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
A-2RR: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
B-1RR: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
B-2RR: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
C-RR: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
D-1RR: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
D-2RR: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
E-RR: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
New Equity: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2029