| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 252.000 | - | Aaa | NR | NR | - | - | 37.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | - |
| B1 | USD | 44.000 | - | NR | NR | AA | - | - | 24.75% | - | Floating | SOFR | - | 295 | SOFR+295 | - | - |
| B2 | USD | 5.000 | - | NR | NR | AA | - | - | 24.75% | - | Fixed | SOFR | - | 285 | 6.117% | - | - |
| C | USD | 23.000 | - | NR | NR | A | - | - | 19.00% | - | Floating | SOFR | - | 400 | SOFR+400 | - | - |
| D | USD | 25.200 | - | NR | NR | BBB- | - | - | 12.70% | - | Floating | SOFR | - | 500 | SOFR+500 | - | - |
| E | USD | 14.800 | - | NR | NR | BB- | - | - | 9.00% | - | Floating | SOFR | - | 915 | SOFR+863 | - | - |
| Sub | USD | 28.240 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2024-10-20; Registration: 144A/Reg S;
B1: Redemption: 2024-10-20; Registration: 144A/Reg S;
B2: Redemption: 2024-10-20; Registration: 144A/Reg S;
C: Redemption: 2024-10-20; Registration: 144A/Reg S;
D: Redemption: 2024-10-20; Registration: 144A/Reg S;
E: Redemption: 2024-10-20; Registration: 144A/Reg S;
Sub: Redemption: 2024-10-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU/UK - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2027
AllReportsSurveillanceOther