| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 190.000 | 5.30 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 185 | 3mSOFR+185 | - | - |
| A-1L | USD | 100.000 | 5.30 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 185 | 3mSOFR+185 | - | - |
| A-2 | USD | 20.000 | 6.90 | - | AAA | - | - | - | 38.00% | - | Floating | 3mSOFR | - | 205 | 3mSOFR+205 | - | - |
| B | USD | 30.000 | 7.30 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | - | 230 | 3mSOFR+230 | - | - |
| C | USD | 40.000 | 7.80 | - | A | - | - | - | 24.00% | - | Floating | 3mSOFR | - | 305 | 3mSOFR+305 | - | - |
| D | USD | 30.000 | 8.40 | - | BBB- | - | - | - | 18.00% | - | - | - | - | - | - | - | Retained |
| E | USD | 30.000 | 8.90 | - | BB- | - | - | - | 12.00% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 55.745 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
A-1L: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
A-2: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
B: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
C: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
D: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
E: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 15, 2028