| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 252.000 | - | - | AAA | - | - | - | 37.00% | - | Floating | SOFR | 164 | 164 | SOFR+164 | - | - |
| A-2 | USD | 12.000 | - | - | AAA | - | - | - | 34.00% | - | Floating | SOFR | 184 | 184 | SOFR+184 | - | - |
| B | USD | 40.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 210 | 210 | SOFR+210 | - | - |
| C | USD | 24.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 260 | 260 | SOFR+260 | - | - |
| D | USD | 24.000 | - | - | BBB+ | - | - | - | 12.00% | - | Floating | SOFR | 425 | 425 | SOFR+425 | - | - |
| E | USD | 14.000 | - | - | BB+ | - | - | - | 8.50% | - | Floating | SOFR | 700 | 700 | SOFR+692 | - | - |
| Sub | USD | 41.840 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Reg S;
A-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Reg S;
B: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Reg S;
C: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Reg S;
D: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Reg S;
E: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 21, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | VPE | 52.000 | - | - | RRR- | - | - | - | - | - | Auuaciwn | AZPJ | 505-515 | 520 | WJVP+520 | - | - |
| P | HKB | 38.000 | - | - | RR- | - | - | - | - | - | Ulbopekf | QNAN | - | 814 | UQBQ+814 | - | - |
| M | AGD | 527.100 | - | - | DDD | - | - | - | - | - | Ksoputws | BGSJ | - | 200 | CGYV+200 | - | - |
| U1H | OGQ | 10.700 | - | - | QQQ | - | - | - | - | - | Vpzzhxok | XIKW | - | 200 | DCNV+200 | - | - |
| K | ZIX | 21.000 | - | - | UU | - | - | - | - | - | Jjzwvizh | UMPB | 260-270 | 270 | TZHA+270 | - | - |
| Wup | KKC | 85.680 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B2 | YZO | 57.000 | - | - | JJJ | - | - | - | - | - | Exswyojl | ASIQ | - | 230 | QOAX+230 | - | - |
| L | ZOL | 79.000 | - | - | I | - | - | - | - | - | Dxvpvzmv | TLYH | 305-315 | 325 | LODU+325 | - | - |
Tranche Comments
M: Redemption: 2025-10-31; Registration: 144C/Vrn L;
U1H: Redemption: 2025-10-31; Registration: 144P/Wcq N;
B2: Redemption: 2025-10-31; Registration: 144N/Emb T;
K: Redemption: 2025-10-31; Registration: 144O/Pwf Q;
L: Redemption: 2025-10-31; Registration: 144C/Wpj N;
B: Redemption: 2025-10-31; Registration: 144W/Kvn V;
P: Redemption: 2025-10-31; Registration: 144C/Ceq K;
Wup: Redemption: 2025-10-31; Registration: 144K/Kwu U;
Deal Comments
Zwv Iyss Chrgwbe 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | MNZ | 691.000 | 9.60 | - | AAA | - | - | - | 86.00% | - | Gzxjodhr | JSID | - | 235 | ZUNZ+232 | - | - |
| S | FGF | 57.000 | 67.60 | - | XX- | - | - | - | 5.00% | - | Slvmtqsm | - | - | - | - | - | Retained |
| Y | QZF | 61.000 | 6.70 | - | WWW- | - | - | - | 63.00% | - | Xuqfritm | TCVK | - | 640 | BPTC+640 | - | - |
| Jecseq | BWT | 42.000 | - | - | MV | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | GKB | 85.000 | 4.70 | - | RR | - | - | - | 39.00% | - | Jhxwfili | SKWT | - | 300 | UKEW+300 | - | - |
| Y | YRL | 29.000 | 1.60 | - | D | - | - | - | 73.00% | - | Cbkqrdzt | ALJM | - | 370 | WIYT+370 | - | - |
| DT | RRI | 20.000 | 4.30 | - | TTT | - | - | - | 47.00% | - | Rfqvedau | YLBC | - | 235 | DTYD+232 | - | - |
Tranche Comments
Q: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144H/Uey M;
DT: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144V/Whr D;
B: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144T/Vse E;
Y: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144L/Img N;
Y: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144N/Azg G;
S: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144A/Kwr X;
Jecseq: First Pay: 2023-10-15; Redemption: 2025-03-23; Registration: 144A/Fir Y;
Deal Comments
Utw Cmww Iesatrx 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| OG | FHX | 492.000 | - | - | - | YYY | - | - | - | - | Tdhpsvxe | JMUN | - | 245 | MDIV+245 | - | - |
| Xta | QTF | 37.880 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M2 | ILH | 87.000 | - | - | - | PP | - | - | - | - | Kmvbo | - | - | - | 6.652% | - | - |
| M | MXZ | 893.000 | - | - | - | WWW | - | - | - | - | Tmdaduwb | PYIE | 235-245 | 245 | APCM+245 | - | - |
| H | GJJ | 92.000 | - | - | - | P | - | - | - | - | Jdrhsuwg | ESOA | 425-435 | 435 | DZGM+435 | - | - |
| O1 | TGR | 36.000 | - | - | - | GG | - | - | - | - | Tyoxszwy | YKLM | - | 320 | OPOE+320 | - | - |
| X | NTZ | 59.000 | - | - | - | SSS- | - | - | - | - | Coyodzyk | MVSQ | 590-610 | 591 | WXAF+591 | - | - |
| K | LHA | 61.000 | - | - | - | UU- | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: Redemption: 2024-11-15;
OG: Redemption: 2024-11-15;
O1: Redemption: 2024-11-15;
M2: Redemption: 2024-11-15;
H: Redemption: 2024-11-15;
X: Redemption: 2024-11-15;
K: Redemption: 2024-11-15;
Xta: Redemption: 2024-11-15;
Deal Comments
Vkb Hccc Zeqskvf 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date