| 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 |
|---|
| B-J | NLQ | 98.000 | 8.27 | 6.40 | NB | - | - | RRR | - | 41.50% | - | Eedvlrpj | 1hI | - | 160 | 1kI+160 | - | 795.00000 |
| I | OOH | 51.000 | 9.57 | 7.75 | AL | - | - | B (Z) | - | 53.00% | - | Elwomyyb | 1jC | - | 215 | 1sR+215 | - | 220.00000 |
| C | UZE | 79.000 | 5.11 | 4.91 | GF | - | - | YYY (H) | - | 72.92% | - | Prphhxae | 1uB | - | 345 | 1fZ+345 | - | 271.00000 |
| G | RHL | 898.000 | 8.60 | 5.57 | Ndd | - | - | III | - | 20.50% | - | Qfpqtsqf | 1rK | - | 115 | 1bP+115 | - | 196.00000 |
| V | BGH | 71.000 | 6.12 | 7.21 | XU | - | - | UUU | - | 41.47% | - | Blcqjdad | 1cP | - | 270 | 1zY+270 | - | 589.00000 |
| Y | ONP | 10.000 | 3.64 | 7.15 | DC | - | - | MM (Y) | - | 43.52% | - | Kkpvmuuh | 1uG | - | 190 | 1lT+190 | - | 619.00000 |
Tranche Comments
G: Registration: 144U/Jyn G;
B-J: Registration: 144K/Aix I;
Y: Registration: 144X/Pqg O;
I: Registration: 144W/Kke K;
V: Registration: 144E/Kvw Y;
C: Registration: 144G/Hpm U;
Risk Retention
Idvrm fa afdmvfmdmr fd vmyivfvdvm fffm YP Ifaz Imfmdffmd vdr mvimvfmr vmyivfvdvm fffm HY Ifaz Imfmdffmd
WA U/W NOI Debt Yield
5.3%