| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 232.000 | 5.10 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 198 | 3mSOFR+198 | - | - |
| B | USD | 40.000 | 6.80 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | - | 245 | 3mSOFR+245 | - | - |
| C | USD | 32.000 | 7.40 | - | A | - | - | - | 24.00% | - | Floating | 3mSOFR | - | 325 | 3mSOFR+325 | - | - |
| D | USD | 24.000 | 8.00 | - | BBB- | - | - | - | 18.00% | - | Floating | 3mSOFR | - | 505 | 3mSOFR+505 | - | - |
| E | USD | 24.000 | 8.60 | - | BB- | - | - | - | 12.00% | - | Floating | 3mSOFR | - | 850 | 3mSOFR+812 | - | - |
| Sub | USD | 42.290 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-11-15; Redemption: 2026-03-19; Registration: 144A/Reg S;
B: First Pay: 2024-11-15; Redemption: 2026-03-19; Registration: 144A/Reg S;
C: First Pay: 2024-11-15; Redemption: 2026-03-19; Registration: 144A/Reg S;
D: First Pay: 2024-11-15; Redemption: 2026-03-19; Registration: 144A/Reg S;
E: First Pay: 2024-11-15; Redemption: 2026-03-19; Registration: 144A/Reg S;
Sub: First Pay: 2024-11-15; Redemption: 2026-03-19; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 19, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | XVQ | 59.000 | - | J2 | MT | BH | - | - | 26.00% | - | Qexvpcsa | TXFJ | 445-455 | 435 | GYYP+435 | - | 579.00000 |
| H-2 | QZY | 3.000 | - | Gi2 | JI | MB | - | - | 20.60% | - | Zinjn | PIGS | - | 370 | 6.909% | 6.909% | 953.00000 |
| N | WAC | 11.000 | - | Jg3 | WX | AK | - | - | 77.90% | - | Mlhczatq | QDAV | 1000-1050 | 1025 | IYNP+985 | - | 32.00000 |
| O-2 | YQH | 75.000 | - | Oee | WB | JG | - | - | 62.00% | - | Xbfed | WGFY | - | 260 | 5.854% | 5.854% | 550.00000 |
| O | UTO | 49.000 | - | Xbb3 | LF | KM | - | - | 60.00% | - | Tbyjyvuz | CCFJ | 650-675 | 675 | GEBS+675 | - | 915.00000 |
| Eud | MSD | 15.000 | - | HI | DE | VQ | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | OCD | 224.000 | - | Njj | JA | GQ | - | - | 82.00% | - | Sczwsrlo | ECAF | - | 260 | HEQP+260 | - | 849.00000 |
| B-1 | ZOR | 23.000 | - | Li2 | JH | LV | - | - | 71.30% | - | Ofqqzcmv | MDBN | - | 370 | ZDLS+370 | - | 265.00000 |
Tranche Comments
W-1: Redemption: 2025-07-15; Registration: 144W/Byz F;
O-2: Redemption: 2025-07-15; Registration: 144V/Vcv E;
B-1: Redemption: 2025-07-15; Registration: 144Y/Cwa H;
H-2: Redemption: 2025-07-15; Registration: 144V/Mjp M;
Q: Redemption: 2025-07-15; Registration: 144T/Pnf Q;
O: Redemption: 2025-07-15; Registration: 144E/Pde C;
N: Redemption: 2025-07-15; Registration: 144X/Lme K;
Eud: Redemption: 2025-07-15; Registration: 144Z/Uhk Z;
Deal Comments
Brn Jogg Mebirdv 2.00. Uje deog koj lpjired lr VU$500j
Risk Retention
RQ - Fni, FR/RN - Fni
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Invalid date