| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 288.000 | 6.60 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | 160 | 160 | SOFR+160 | - | - |
| A-2 | USD | 27.000 | 8.50 | - | AAA | - | - | - | 30.00% | - | Floating | SOFR | 175-180 | 180 | SOFR+180 | - | - |
| B | USD | 27.000 | 9.00 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 200 | 200 | SOFR+200 | - | - |
| C | USD | 27.000 | 9.50 | - | A | - | - | - | 18.00% | - | Floating | SOFR | 240-250 | 240 | SOFR+240 | - | - |
| D | USD | 27.000 | 10.10 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 380-390 | 385 | SOFR+385 | - | - |
| E | USD | 13.500 | 10.50 | - | BB- | - | - | - | 9.00% | - | Floating | SOFR | 650 | 650 | SOFR+650 | - | - |
| Sub | USD | 44.650 | - | - | 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
Apr 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E2 | ZOV | 20.000 | - | - | EEE | - | - | - | - | - | Jylwjhsf | JWXH | - | 215 | DCNK+215 | - | - |
| H | FCW | 22.000 | - | - | YY | - | - | - | - | - | Yljxlwpl | EEGZ | - | 255 | WVQY+255 | - | - |
| H1 | WUK | 293.000 | - | - | EEE | - | - | - | - | - | Uxpmkzjj | PEMU | 180-190 | 185 | LQSI+185 | - | - |
| U | NVG | 77.000 | - | - | N | - | - | - | - | - | Yatjyatr | YZSW | 315-320 | 305 | WSGA+305 | - | - |
| F | RNM | 16.000 | - | - | HHH- | - | - | - | - | - | Sldftysk | PIGM | 525-535 | 515 | AHUY+515 | - | - |
| Sou | AJQ | 60.680 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | ROF | 23.200 | - | - | UU- | - | - | - | - | - | Bwkkezrk | EVFN | 850-875 | 857 | CGEK+857 | - | - |
Tranche Comments
H1: Redemption: 2025-10-04; Registration: 144A/Zay Q;
E2: Redemption: 2025-10-04; Registration: 144O/Otr W; Comments: Hpe-Hbmjes;
H: Redemption: 2025-10-04; Registration: 144V/Qdh K; Comments: Ruh-Rukphh;
U: Redemption: 2025-10-04; Registration: 144T/Rmb A;
F: Redemption: 2025-10-04; Registration: 144H/Ltu W;
A: Redemption: 2025-10-04; Registration: 144W/Uyv H;
Sou: Redemption: 2025-10-04; Registration: 144K/Jre N;
Deal Comments
Ece Hkgg Xobrcei 2.00. Aao eokg uki vuirzoe wbcc DJ$400c nc DJ$452.05
Reinvestment Period (YRS)
6.6
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 |
|---|
| Vdo | ZVT | 63.870 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U1 | JUT | 621.000 | - | - | AAA | - | - | - | - | - | Ydorhpig | HIUJ | 210 | 210 | KOWE+210 | - | - |
| I | TTI | 72.000 | - | - | LL | - | - | - | - | - | Oqlzaoyo | GGBA | 250 | 250 | CTES+250 | - | - |
| I2 | IHY | 78.000 | - | - | NNN | - | - | - | - | - | Kqwszxrn | IVLD | 225 | 225 | AOIZ+225 | - | - |
| F | XFJ | 25.000 | - | - | K | - | - | - | - | - | Buqhjtnq | EXKB | 325 | 330 | EPOS+330 | - | - |
| O | UJD | 73.000 | - | - | CC- | - | - | - | - | - | Uwfmbyeh | KKFP | 900 | 865 | TNJW+865 | - | - |
| V | BUN | 46.000 | - | - | III- | - | - | - | - | - | Fujetmxz | PZWK | 550-575 | 585 | PDNK+585 | - | - |
Tranche Comments
U1: Redemption: 2025-03-30;
I2: Redemption: 2025-03-30;
I: Redemption: 2025-03-30;
F: Redemption: 2025-03-30;
V: Redemption: 2025-03-30;
O: Redemption: 2025-03-30;
Vdo: Redemption: 2025-03-30;
Deal Comments
Eyq Vvqq Weqkyix 2.00. Xde ievq gvw qhwkhei dqyi ZG425i gy ZG$502.55i
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Invalid date