| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 2.500 | 1.70 | Aaa | - | - | - | - | - | - | Floating | SOFR | 125a | 125 | SOFR+125 | - | - |
| A | USD | 320.000 | 6.30 | Aaa | - | - | - | - | 36.00% | - | Floating | SOFR | 175-178 | 175 | SOFR+175 | - | - |
| B | USD | 60.000 | 8.30 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | 250a | 245 | SOFR+245 | - | - |
| C | USD | 28.750 | 9.00 | - | - | A | - | - | 18.25% | - | Floating | SOFR | 300-310 | 295 | SOFR+295 | - | - |
| D | USD | 30.000 | 9.50 | - | - | BBB- | - | - | 12.25% | - | Floating | SOFR | 490-500 | 500 | SOFR+500 | - | - |
| E | USD | 18.750 | 10.00 | - | - | BB- | - | - | 8.50% | - | - | - | - | - | - | - | Retained |
| F | USD | 6.250 | 10.20 | - | - | B- | - | - | 7.25% | - | - | - | - | - | - | - | Retained |
| Equity | USD | 27.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2024-01-20; Redemption: 2025-06-22;
A: First Pay: 2024-01-20; Redemption: 2025-06-22;
B: First Pay: 2024-01-20; Redemption: 2025-06-22;
C: First Pay: 2024-01-20; Redemption: 2025-06-22;
D: First Pay: 2024-01-20; Redemption: 2025-06-22;
E: First Pay: 2024-01-20; Redemption: 2025-06-22;
F: First Pay: 2024-01-20; Redemption: 2025-06-22;
Equity: First Pay: 2024-01-20; Redemption: 2025-06-22;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU - Article 7
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2028
AllReportsSurveillanceOther