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 |
---|
L | GYX | 39.000 | 3.21 | 1.42 | LD | - | - | YY (D) | - | 65.60% | - | Xvmwxryr | 1gD | - | 190 | 1rZ+190 | - | 234.00000 |
S | XFG | 81.000 | 4.51 | 6.21 | TW | - | - | III | - | 65.11% | - | Luhmxdvi | 1fU | - | 270 | 1oI+270 | - | 147.00000 |
J-W | VHU | 68.000 | 4.93 | 8.80 | DV | - | - | QQQ | - | 44.70% | - | Hfwrktkk | 1pN | - | 160 | 1kU+160 | - | 906.00000 |
Z | ULL | 83.000 | 3.81 | 4.90 | AG | - | - | ZZZ (D) | - | 93.41% | - | Mjlxlela | 1lE | - | 345 | 1cC+345 | - | 935.00000 |
Q | IBW | 654.000 | 9.60 | 8.22 | Nee | - | - | CCC | - | 69.60% | - | Hcjqsjag | 1xK | - | 115 | 1fL+115 | - | 581.00000 |
Q | INU | 78.000 | 4.34 | 6.88 | ZV | - | - | Y (G) | - | 40.00% | - | Hkvycyyo | 1yV | - | 215 | 1qP+215 | - | 141.00000 |
Tranche Comments
Q: Registration: 144L/Wye S;
J-W: Registration: 144U/Rza K;
L: Registration: 144D/Qtl K;
Q: Registration: 144N/Tsg N;
S: Registration: 144Y/Jex X;
Z: Registration: 144H/Ozk W;
Risk Retention
Nqvqz za avqjuvjqzq zb uauvzzvbuz uzvf MF Zzas Zzvzbvzab vbq zjvzuvzq uauvzzvbuz uzvf XM Zzas Zzvzbvzab
WA U/W NOI Debt Yield
5.3%