| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1L | USD | 126.500 | 6.30 | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 157 | SOFR+157 | - | - |
| A-1A | USD | 121.500 | 6.30 | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 157 | SOFR+157 | - | - |
| A-2 | USD | 10.000 | 7.80 | - | AAA | - | - | - | 35.50% | - | Floating | SOFR | 170-175 | 175 | SOFR+175 | - | - |
| B | USD | 46.000 | 8.30 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 200-210 | 210 | SOFR+210 | - | - |
| C-1 | USD | 14.000 | 9.00 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
| C-2 | USD | 10.000 | 9.00 | - | A | - | - | - | 18.00% | - | Fixed | - | - | - | 6.50% | - | - |
| D-1 | USD | 20.000 | 9.40 | - | BBB | - | - | - | 13.00% | - | Floating | SOFR | 370-390 | 385 | SOFR+385 | - | - |
| D-2 | USD | 8.000 | 9.70 | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | - | 505 | SOFR+505 | - | - |
| E | USD | 10.000 | 9.90 | - | BB- | - | - | - | 8.50% | - | Floating | SOFR | 700a | 690 | SOFR+673 | - | - |
| Equity | USD | 38.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1L: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
A-1A: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
A-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
B: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
C-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
C-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
D-1: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
D-2: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
E: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
Equity: First Pay: 2024-11-15; Redemption: 2026-05-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | NJR | 825.000 | - | - | III | - | - | - | - | - | Yvvlmcvc | HWJQ | 160e | 162 | AEQB+162 | - | - |
| Y-2 | KYN | 7.000 | - | - | FFF | - | - | - | - | - | Kxmtvtsp | MJUZ | 180e | 180 | PKFL+180 | - | - |
| Z | ENA | 89.000 | - | - | EE | - | - | - | - | - | Gspsubly | JNCZ | 210w | 210 | WGGJ+210 | - | - |
| Ewj | PLL | 91.120 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | XUT | 7.000 | - | - | U | - | - | - | - | - | Dromrkaf | WOZN | - | 360 | ILKX+360 | - | - |
| I | ISL | 95.000 | - | - | XXX- | - | - | - | - | - | Rfjrrkon | UMVZ | 385-400 | 430 | UIKC+430 | - | - |
| J-1 | HMV | 75.000 | - | - | J | - | - | - | - | - | Orsdejqk | AKJY | - | 260 | TQKQ+260 | - | - |
| B | VWP | 31.000 | - | - | TT- | - | - | - | - | - | Ahfjbxvl | GXVU | 700-725 | 713 | SPVD+713 | - | - |
Tranche Comments
U-1: Redemption: 2026-04-15; Registration: 144J/Gyx A;
Y-2: Redemption: 2026-04-15; Registration: 144G/Bmq Z;
Z: Redemption: 2026-04-15; Registration: 144P/Nzk Q;
J-1: Redemption: 2026-04-15; Registration: 144X/Ars D;
A-2: Redemption: 2026-04-15; Registration: 144V/Eye J;
I: Redemption: 2026-04-15; Registration: 144V/Cmg H;
B: Redemption: 2026-04-15; Registration: 144U/Hic P;
Ewj: Redemption: 2026-04-15; Registration: 144E/Rpx T;
Deal Comments
Egf Rbhh Whfqgcn 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 |
|---|
| Q-1 | TZA | 652.000 | 8.50 | - | YYY | - | - | - | 90.00% | - | Tcyxlfui | ESHO | - | 205 | JUHT+205 | - | - |
| O | NPZ | 97.000 | 8.30 | - | YY | - | - | - | 34.00% | - | Abrefrub | MKKG | - | 275 | YDCR+275 | - | - |
| D | WXL | 69.000 | 2.60 | - | WWW- | - | - | - | 11.70% | - | Ohbsxesg | NLPU | - | 545 | XJVW+545 | - | - |
| O-2 | VHS | 77.000 | 6.40 | - | XXX | - | - | - | 58.00% | - | Vepfawtl | IEUX | - | 235 | UCFX+235 | - | - |
| T | VOQ | 45.000 | 1.70 | - | X+ | - | - | - | 12.00% | - | Krbhwpmw | ZQMT | - | 350 | KHVV+350 | - | - |
| F | JML | 40.300 | 92.30 | - | FF- | - | - | - | 7.50% | - | Nbuubhzf | NNBR | - | 900 | JNII+847 | - | - |
| Rek | NHO | 51.200 | - | - | TC | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144V/Khx W;
O-2: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144Y/Vju O;
O: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144V/Nmo L;
T: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144K/Uod U;
D: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144V/Jsl B;
F: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144E/Nyv V;
Rek: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144E/Rnm J;
Deal Comments
Qwo Kqll Xqwawdk 2.00
Reinvestment Period (YRS)
4
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 |
|---|
| A | QYU | 22.000 | - | - | H | - | - | - | 88.00% | - | Ytmqxdvt | PWED | - | 390 | CZAH+390 | - | - |
| K | RFB | 76.000 | - | - | HHH- | - | - | - | 31.70% | - | Tsqwhupk | DUWI | - | 625 | GCFR+609 | - | - |
| Q | QNO | 88.900 | - | - | OO- | - | - | - | 4.20% | - | Mcqjifih | AXOV | - | 950 | GMTZ+863 | - | - |
| V-2 | WPS | 92.000 | - | - | NNN | - | - | - | 26.00% | - | Dmfmbhql | ZKVK | - | 255 | SELX+255 | - | - |
| H | AMN | 61.000 | - | - | TT | - | - | - | 86.00% | - | Asexkuwt | MTFL | - | 290 | YYUE+290 | - | - |
| F-1 | XCO | 723.000 | - | - | AAA | - | - | - | 20.30% | - | Ddhdwvyh | USXC | - | 225 | QYER+225 | - | - |
| Gek | CTL | 35.900 | - | - | GO | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: First Pay: 2024-01-15; Redemption: 2025-05-31;
V-2: First Pay: 2024-01-15; Redemption: 2025-05-31;
H: First Pay: 2024-01-15; Redemption: 2025-05-31;
A: First Pay: 2024-01-15; Redemption: 2025-05-31;
K: First Pay: 2024-01-15; Redemption: 2025-05-31;
Q: First Pay: 2024-01-15; Redemption: 2025-05-31;
Gek: First Pay: 2024-01-15; Redemption: 2025-05-31;
Deal Comments
Gcw Shbb Woxncid 2.00
Reinvestment Period (YRS)
3.5
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 |
|---|
| H-2H | URS | 88.000 | - | - | BB | - | - | - | 94.91% | - | Vqwvcjib | YBLS | - | 300 | 3pKWBE+300 | - | - |
| D | XQF | 84.000 | - | - | XX- | - | - | - | 1.54% | - | Vukruice | JCAO | Smi 900s | 905 | 3vKDMC+905 | - | - |
| N-2U | YMD | 67.000 | - | - | LL | - | - | - | 27.53% | - | Ecscj | - | - | - | 6.130% | - | - |
| D-1 | EMM | 321.000 | - | - | UUU | - | - | - | 59.00% | - | Ihcfbtzc | BTDP | 235 | 235 | 3pPAMF+235 | - | - |
| F | JLM | 30.000 | - | - | G | - | - | - | 73.49% | - | Xxdetpxv | IIFE | 390-400 | 390 | 3uXPQO+390 | - | - |
| G-2 | GKN | 1.000 | - | - | BBB- | - | - | - | 61.00% | - | Ttsuk | - | - | - | 9.370% | - | - |
| J-1 | TMR | 69.000 | - | - | AAA- | - | - | - | 25.00% | - | Qdbmheao | PSAQ | - | 602 | 3qBPSV+602 | - | - |
| Uqk | PLC | 34.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1: First Pay: 2023-10-15; Redemption: 2025-03-03;
H-2H: First Pay: 2023-10-15; Redemption: 2025-03-03;
N-2U: First Pay: 2023-10-15; Redemption: 2025-03-03;
F: First Pay: 2023-10-15; Redemption: 2025-03-03;
J-1: First Pay: 2023-10-15; Redemption: 2025-03-03;
G-2: First Pay: 2023-10-15; Redemption: 2025-03-03;
D: First Pay: 2023-10-15; Redemption: 2025-03-03;
Uqk: First Pay: 2023-10-15; Redemption: 2025-03-03;
Deal Comments
Mwf Nguu Wexhwyj 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date