| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 220.000 | - | Aaa | NR | NR | - | - | 36.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | - |
| A-F | USD | 36.000 | - | Aaa | NR | NR | - | - | 36.00% | - | Fixed | SOFR | - | - | 5.050% | - | - |
| B | USD | 44.000 | - | NR | NR | AA | - | - | 25.00% | - | Floating | SOFR | - | 295 | SOFR+295 | - | - |
| C | USD | 25.600 | - | NR | NR | A | - | - | 18.60% | - | Floating | SOFR | - | 380 | SOFR+380 | - | - |
| D | USD | 24.400 | - | NR | NR | BBB- | - | - | 12.50% | - | Floating | SOFR | - | 490 | SOFR+490 | - | - |
| E | USD | 13.200 | - | NR | NR | BB- | - | - | 9.20% | - | Floating | SOFR | - | 836 | SOFR+836 | - | - |
| F | USD | 1.000 | - | B3 | NR | NR | - | - | 8.95% | - | Floating | SOFR | - | 1050 | SOFR+1050 | - | - |
| Sub | USD | 27.760 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2024-07-20; Registration: 144A/Reg S;
A-F: Redemption: 2024-07-20; Registration: 144A/Reg S;
B: Redemption: 2024-07-20; Registration: 144A/Reg S;
C: Redemption: 2024-07-20; Registration: 144A/Reg S;
D: Redemption: 2024-07-20; Registration: 144A/Reg S;
E: Redemption: 2024-07-20; Registration: 144A/Reg S;
F: Redemption: 2024-07-20; Registration: 144A/Reg S;
Sub: Redemption: 2024-07-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU/UK - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2027
AllReportsSurveillanceOther