| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 395.500 | 5.32 | - | AAA | AAA | - | - | 43.50% | - | Floating | SOFR | - | 240 | SOFR+240 | - | 100.00000 |
| A-2 | USD | 38.500 | 6.91 | - | AAA | NR | - | - | 38.00% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 259.620 | - | - | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-01-26; Redemption: 2025-09-21; Registration: 144A/Reg S;
A-2: First Pay: 2024-01-26; Redemption: 2025-09-21; Registration: 144A/Reg S;
Sub: First Pay: 2024-01-26; Redemption: 2025-09-21; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
US - Yes; EU - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 26, 2027