| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 367.875 | 3.25 | 2.60 | Aaa | - | AAA | - | - | 45.50% | - | Floating | SOFR | 205 | - | SOFR+205 | - | 99.75000 |
| A-S | USD | 74.250 | 3.52 | 4.18 | NR | - | AAA | - | - | 34.50% | - | Floating | SOFR | 245 | - | SOFR+245 | - | 99.75000 |
| B | USD | 55.687 | 3.64 | 5.14 | NR | - | AA- | - | - | 26.25% | - | Floating | SOFR | 300 | - | SOFR+300 | - | 99.75000 |
| C | USD | 43.875 | 3.68 | 5.51 | NR | - | A- | - | - | 19.75% | - | Floating | SOFR | 360 | - | SOFR+360 | - | 99.75000 |
| D | USD | 27.000 | 3.68 | 5.51 | NR | - | BBB | - | - | 15.75% | - | Floating | SOFR | 490 | - | SOFR+490 | - | 99.75000 |
| E | USD | 15.188 | 3.74 | 5.51 | NR | - | BBB- | - | - | 13.50% | - | Floating | SOFR | 660 | - | SOFR+660 | - | 99.75000 |
Tranche Comments
A: First Pay: 2024-09-19; Registration: 144A/Reg S;
A-S: First Pay: 2024-09-19; Registration: 144A/Reg S;
B: First Pay: 2024-09-19; Registration: 144A/Reg S;
C: First Pay: 2024-09-19; Registration: 144A/Reg S;
D: First Pay: 2024-09-19; Registration: 144A/Reg S;
E: First Pay: 2024-09-19; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU/UK - Yes
WA U/W NOI Debt Yield
7.6%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | WNQ | 138.000 | 1.10 | 8.44 | Eww | - | - | TTT | - | 60.60% | - | Cuudphmg | 1uV | - | 115 | 1kL+115 | - | 973.00000 |
| Y | BMU | 35.000 | 7.46 | 4.30 | TB | - | - | F (Q) | - | 23.00% | - | Cdwyziog | 1bS | - | 215 | 1vV+215 | - | 224.00000 |
| G | MSS | 62.000 | 4.19 | 1.42 | PE | - | - | EEE | - | 26.22% | - | Icibilni | 1oQ | - | 270 | 1vO+270 | - | 467.00000 |
| O-D | KKN | 80.000 | 6.77 | 9.10 | QY | - | - | YYY | - | 19.80% | - | Idwrbxjl | 1uB | - | 160 | 1jI+160 | - | 600.00000 |
| O | CLL | 27.000 | 2.25 | 5.77 | NF | - | - | III (Z) | - | 25.83% | - | Zyfuuxhg | 1iO | - | 345 | 1wC+345 | - | 954.00000 |
| W | LFT | 17.000 | 2.77 | 6.92 | TT | - | - | OO (Q) | - | 24.85% | - | Vvchmtyu | 1vL | - | 190 | 1hT+190 | - | 108.00000 |
Tranche Comments
W: Registration: 144H/Rjh E;
O-D: Registration: 144N/Tkc X;
W: Registration: 144K/Xtk W;
Y: Registration: 144T/Rfh J;
G: Registration: 144J/Pqz R;
O: Registration: 144F/Wlm U;
Risk Retention
Dtydo gv vitqyiqtod gs yftbqgysyo tgin GU Jgvy Joiosigfs ysd ooboyiod yftbqgysyo tgin IG Jgvy Joiosigfs
WA U/W NOI Debt Yield
5.3%