| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 157.500 | 3.57 | Aaa | NR | NR | - | - | 37.00% | - | Floating | SOFR | - | 163 | SOFR+163 | - | - |
| A Loan | USD | 63.000 | 3.57 | Aaa | NR | NR | - | - | 37.00% | - | Floating | SOFR | - | 163 | SOFR+163 | - | - |
| B | USD | 45.500 | 5.27 | NR | AA | NR | - | - | 24.00% | - | Floating | SOFR | - | 225 | SOFR+225 | - | - |
| C | USD | 21.000 | 6.15 | NR | A | NR | - | - | 18.00% | - | Floating | SOFR | - | 275 | SOFR+275 | - | - |
| D | USD | 21.000 | 6.77 | NR | BBB- | NR | - | - | 12.00% | - | Floating | SOFR | - | 450 | SOFR+450 | - | - |
| E | USD | 10.500 | 7.11 | NR | BB- | NR | - | - | 9.00% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 30.300 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2024-12-11; Registration: 144A/Reg S;
A Loan: Redemption: 2024-12-11; Registration: 144A/Reg S;
B: Redemption: 2024-12-11; Registration: 144A/Reg S;
C: Redemption: 2024-12-11; Registration: 144A/Reg S;
D: Redemption: 2024-12-11; Registration: 144A/Reg S;
E: Redemption: 2024-12-11; Registration: 144A/Reg S;
Sub: Redemption: 2024-12-11; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 21, 2026