| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 300.000 | - | NR | AAA | NR | - | - | 40.00% | - | Floating | SOFR | - | 240 | SOFR+240 | - | - |
| A-2 | USD | 55.000 | - | NR | AA | NR | - | - | 29.00% | - | Floating | SOFR | - | 335 | SOFR+335 | - | - |
| B | USD | 25.000 | - | NR | A | NR | - | - | 24.00% | - | Floating | SOFR | - | 410 | SOFR+410 | - | - |
| C | USD | 22.500 | - | NR | BBB | NR | - | - | 19.50% | - | Floating | SOFR | - | 635 | SOFR+635 | - | - |
| Sub | USD | 94.000 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2024-07-15; Registration: 144A/Reg S;
A-2: Redemption: 2024-07-15; Registration: 144A/Reg S;
B: Redemption: 2024-07-15; Registration: 144A/Reg S;
C: Redemption: 2024-07-15; Registration: 144A/Reg S;
Sub: Redemption: 2024-07-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Risk Retention
US - Yes; EU/UK - Yes