| 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 |
|---|
| Czf | XXP | 79.950 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2 | VFG | 4.000 | - | - | PPP | - | - | - | - | - | Mrpxotqs | KOJN | 180d | 180 | MXDW+180 | - | - |
| M-1 | AJR | 414.000 | - | - | MMM | - | - | - | - | - | Tpmxpvdb | ZIFW | 160j | 162 | ASUC+162 | - | - |
| H | HBB | 82.000 | - | - | ZZ | - | - | - | - | - | Qvmajdrq | JWOI | 210p | 210 | ZAPO+210 | - | - |
| Z | AGY | 63.000 | - | - | KKK- | - | - | - | - | - | Kuwuttmt | IKTP | 385-400 | 430 | AUYJ+430 | - | - |
| B-1 | EWK | 87.000 | - | - | Z | - | - | - | - | - | Mdslckef | WSDP | - | 260 | ZXWA+260 | - | - |
| I-2 | XJE | 7.000 | - | - | M | - | - | - | - | - | Ceylekou | VTIM | - | 360 | JLQI+360 | - | - |
| H | RYF | 25.000 | - | - | XX- | - | - | - | - | - | Iyfdduul | QKDQ | 700-725 | 713 | YTPL+713 | - | - |
Tranche Comments
M-1: Redemption: 2026-04-15; Registration: 144O/Ppp Z;
X-2: Redemption: 2026-04-15; Registration: 144Z/Ijy P;
H: Redemption: 2026-04-15; Registration: 144R/Viu R;
B-1: Redemption: 2026-04-15; Registration: 144W/Crn E;
I-2: Redemption: 2026-04-15; Registration: 144C/Owc F;
Z: Redemption: 2026-04-15; Registration: 144D/Dxo I;
H: Redemption: 2026-04-15; Registration: 144V/Llk G;
Czf: Redemption: 2026-04-15; Registration: 144G/Hni A;
Deal Comments
Bzx Sgaa Zuqozld 2.00
Reinvestment Period (YRS)
9
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 |
|---|
| N | CEI | 37.000 | 5.80 | - | EEE- | - | - | - | 86.60% | - | Mdlzbaft | SHDE | - | 545 | JGAZ+545 | - | - |
| V-1 | RKW | 256.000 | 9.60 | - | HHH | - | - | - | 66.00% | - | Ppxkmnzn | ZDHM | - | 205 | CZXC+205 | - | - |
| W-2 | XYH | 74.000 | 5.80 | - | AAA | - | - | - | 10.00% | - | Bcabafmn | SNOP | - | 235 | WNWB+235 | - | - |
| K | QOT | 65.700 | 80.80 | - | NN- | - | - | - | 7.30% | - | Czdvudwb | HZBD | - | 900 | QXKJ+847 | - | - |
| Y | AJD | 88.000 | 4.90 | - | Q+ | - | - | - | 29.00% | - | Szxawvut | TVGC | - | 350 | YOJJ+350 | - | - |
| A | RTX | 67.000 | 8.20 | - | HH | - | - | - | 19.00% | - | Gbmdtuzm | VLMK | - | 275 | BIGZ+275 | - | - |
| Cvs | GJO | 55.500 | - | - | LO | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144A/Yxt P;
W-2: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144J/Cwc Q;
A: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144A/Fyp L;
Y: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144J/Vjt R;
N: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144L/Tdy C;
K: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144Y/Kap L;
Cvs: First Pay: 2024-04-18; Redemption: 2025-10-05; Registration: 144L/Nlf H;
Deal Comments
Qzp Anzz Gvvizxt 2.00
Reinvestment Period (YRS)
3
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 |
|---|
| U | PJG | 47.000 | - | - | PPP- | - | - | - | 72.90% | - | Cxqwpkpr | QQPC | - | 625 | KKNR+609 | - | - |
| Woa | HUV | 36.300 | - | - | PB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2 | EGB | 32.000 | - | - | TTT | - | - | - | 94.00% | - | Ypkdzaif | VDCR | - | 255 | WHNU+255 | - | - |
| W | AYA | 16.000 | - | - | Z | - | - | - | 49.00% | - | Ldysjjmv | IWFN | - | 390 | CBYS+390 | - | - |
| Y | KRC | 48.500 | - | - | VV- | - | - | - | 7.10% | - | Secanvrn | CWST | - | 950 | IIXR+863 | - | - |
| U | MZO | 83.000 | - | - | CC | - | - | - | 41.00% | - | Mmyblbxj | YMWY | - | 290 | TYFR+290 | - | - |
| V-1 | KRD | 366.000 | - | - | QQQ | - | - | - | 87.10% | - | Ysocxtiw | VSFN | - | 225 | QWKA+225 | - | - |
Tranche Comments
V-1: First Pay: 2024-01-15; Redemption: 2025-05-31;
J-2: First Pay: 2024-01-15; Redemption: 2025-05-31;
U: First Pay: 2024-01-15; Redemption: 2025-05-31;
W: First Pay: 2024-01-15; Redemption: 2025-05-31;
U: First Pay: 2024-01-15; Redemption: 2025-05-31;
Y: First Pay: 2024-01-15; Redemption: 2025-05-31;
Woa: First Pay: 2024-01-15; Redemption: 2025-05-31;
Deal Comments
Ear Djtt Ualharg 2.00
Reinvestment Period (YRS)
6.8
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 |
|---|
| Hch | BYR | 53.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | AKP | 70.000 | - | - | EE- | - | - | - | 6.73% | - | Ljpmelpe | ZWDF | Tcf 900p | 905 | 3zJJZZ+905 | - | - |
| D-2D | QFG | 15.000 | - | - | GG | - | - | - | 49.76% | - | Mpszmtmh | VIES | - | 300 | 3jZZYF+300 | - | - |
| A | YXK | 28.000 | - | - | D | - | - | - | 82.73% | - | Smozcltt | VJZQ | 390-400 | 390 | 3yLPMS+390 | - | - |
| O-1 | ZMS | 786.000 | - | - | YYY | - | - | - | 87.00% | - | Tjkpxbvx | BEVS | 235 | 235 | 3vJEOQ+235 | - | - |
| T-2E | RFM | 78.000 | - | - | YY | - | - | - | 53.47% | - | Xiveu | - | - | - | 6.130% | - | - |
| K-1 | ZML | 75.000 | - | - | GGG- | - | - | - | 88.00% | - | Bropqplu | JKFZ | - | 602 | 3hEJBX+602 | - | - |
| Y-2 | NXL | 8.000 | - | - | NNN- | - | - | - | 66.00% | - | Ugygc | - | - | - | 9.370% | - | - |
Tranche Comments
O-1: First Pay: 2023-10-15; Redemption: 2025-03-03;
D-2D: First Pay: 2023-10-15; Redemption: 2025-03-03;
T-2E: First Pay: 2023-10-15; Redemption: 2025-03-03;
A: First Pay: 2023-10-15; Redemption: 2025-03-03;
K-1: First Pay: 2023-10-15; Redemption: 2025-03-03;
Y-2: First Pay: 2023-10-15; Redemption: 2025-03-03;
Z: First Pay: 2023-10-15; Redemption: 2025-03-03;
Hch: First Pay: 2023-10-15; Redemption: 2025-03-03;
Deal Comments
Nkg Rbuu Xjovkdt 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date