| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 464.000 | 1.60 | - | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 123 | SOFR+123 | - | - |
| A-2 | USD | 34.450 | 3.40 | - | - | AAA | - | - | 31.25% | - | Floating | SOFR | - | 155 | SOFR+155 | - | - |
| B-1 | USD | 55.700 | 3.80 | - | - | AA+ | - | - | 21.50% | - | Floating | SOFR | - | 190 | SOFR+190 | - | - |
| B-2 | USD | 15.000 | 3.80 | - | - | AA+ | - | - | 21.50% | - | Fixed | - | - | - | 5.98% | - | - |
| C | USD | 45.300 | 4.20 | - | - | A+ | - | - | 15.25% | - | Floating | SOFR | - | 230 | SOFR+230 | - | - |
| D | USD | 34.450 | 4.40 | - | - | BBB+ | - | - | 10.50% | - | Floating | SOFR | - | 350 | SOFR+350 | - | - |
| E | USD | 25.300 | 4.70 | - | - | BB+ | - | - | 7.01% | - | Floating | SOFR | - | 650 | SOFR+650 | - | - |
| Sub | USD | 49.450 | - | - | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-07-20; Redemption: 2025-04-18; Registration: 144A/Reg S;
A-2: First Pay: 2024-07-20; Redemption: 2025-04-18; Registration: 144A/Reg S;
B-1: First Pay: 2024-07-20; Redemption: 2025-04-18; Registration: 144A/Reg S;
B-2: First Pay: 2024-07-20; Redemption: 2025-04-18; Registration: 144A/Reg S;
C: First Pay: 2024-07-20; Redemption: 2025-04-18; Registration: 144A/Reg S;
D: First Pay: 2024-07-20; Redemption: 2025-04-18; Registration: 144A/Reg S;
E: First Pay: 2024-07-20; Redemption: 2025-04-18; Registration: 144A/Reg S;
Sub: First Pay: 2024-07-20; Redemption: 2025-04-18; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Risk Retention
US - Yes; EU - Yes