| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 103.500 | - | NR | AAA | NR | - | - | 37.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | - |
| A-1-L | USD | 150.000 | - | NR | AAA | NR | - | - | 37.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | - |
| A-2-L | USD | 30.000 | - | NR | AAA | NR | - | - | 37.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | - |
| B-1 | USD | 40.500 | - | NR | AA | NR | - | - | 24.00% | - | Floating | SOFR | - | 225 | SOFR+225 | - | - |
| B-2 | USD | 18.000 | - | NR | AA | NR | - | - | 24.00% | - | Fixed | - | - | 225 | 5.715% | - | - |
| C-1 | USD | 18.000 | - | NR | A | NR | - | - | 18.00% | - | Floating | SOFR | - | 290 | SOFR+290 | - | - |
| C-2 | USD | 9.000 | - | NR | A | NR | - | - | 18.00% | - | Fixed | - | - | 290 | 6.346% | - | - |
| D | USD | 23.500 | - | NR | BBB- | NR | - | - | 12.78% | - | Floating | SOFR | - | 520 | SOFR+520 | - | - |
| E | USD | 15.750 | - | NR | BB- | NR | - | - | 9.28% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 40.882 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2025-03-17; Registration: 144A/Reg S;
A-1-L: Redemption: 2025-03-17; Registration: 144A/Reg S;
A-2-L: Redemption: 2025-03-17; Registration: 144A/Reg S;
B-1: Redemption: 2025-03-17; Registration: 144A/Reg S;
B-2: Redemption: 2025-03-17; Registration: 144A/Reg S;
C-1: Redemption: 2025-03-17; Registration: 144A/Reg S;
C-2: Redemption: 2025-03-17; Registration: 144A/Reg S;
D: Redemption: 2025-03-17; Registration: 144A/Reg S;
E: Redemption: 2025-03-17; Registration: 144A/Reg S;
Sub: Redemption: 2025-03-17; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00. The deal was upsized
Risk Retention
EU/UK - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 24, 2028
AllReportsSurveillanceOther