| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 409.500 | - | Aaa | NR | - | - | - | 37.00% | - | Floating | SOFR | - | 141 | SOFR+141 | - | - |
| B-R | USD | 84.500 | - | NR | AA | - | - | - | 24.00% | - | Floating | SOFR | 175 | 175 | SOFR+175 | - | - |
| C-R | USD | 39.000 | - | NR | A | - | - | - | 18.00% | - | Floating | SOFR | 200 | 200 | SOFR+200 | - | - |
| D-R | USD | 39.000 | - | NR | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 310 | 310 | SOFR+310 | - | - |
| E-R | USD | 24.375 | - | NR | BB- | - | - | - | 8.25% | - | Floating | SOFR | 595 | 595 | SOFR+595 | - | - |
| Sub | USD | 44.050 | - | NR | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S; Comments: Pre-Placed;
B-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
C-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
D-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
E-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | XGU | 73.450 | - | XR | VVV- | - | - | - | 72.58% | - | Kuxcyfkf | XMXX | - | 535 | IZTB+520 | - | - |
| G | EXJ | 40.720 | - | HJ | XX- | - | - | - | 3.50% | - | Xjcwmlvi | YJXB | - | 900 | TOYT+832 | - | - |
| T | RUF | 97.100 | - | VY | A | - | - | - | 97.40% | - | Zlllzeuh | YNAL | - | 400 | AXAL+400 | - | - |
| E | OUW | 89.190 | - | QA | CC | - | - | - | 47.81% | - | Whsqxcqj | JMCR | - | 300 | KBFB+300 | - | - |
| Vet | JOZ | 51.130 | - | WZ | CD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | LOY | 577.000 | - | Cnn | KF | - | - | - | 77.00% | - | Zpdrkhej | VDUY | - | 180 | BTSX+180 | - | - |
Tranche Comments
R: First Pay: 2023-01-15; Redemption: 2024-07-15;
E: First Pay: 2023-01-15; Redemption: 2024-07-15;
T: First Pay: 2023-01-15; Redemption: 2024-07-15;
N: First Pay: 2023-01-15; Redemption: 2024-07-15;
G: First Pay: 2023-01-15; Redemption: 2024-07-15;
Vet: First Pay: 2023-01-15; Redemption: 2024-07-15;
Deal Comments
Tst Npyy Jhgjskr 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Nov 17, 2006