| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1AR | USD | 110.000 | - | NR | AAA | NR | - | - | 45.00% | - | Floating | SOFR | - | 163 | SOFR+163 | - | - |
| A-1A L | USD | 115.000 | - | NR | AAA | NR | - | - | 45.00% | - | Floating | SOFR | - | 163 | SOFR+163 | - | - |
| A-1AS L | USD | 50.000 | - | NR | AAA | NR | - | - | 45.00% | - | Floating | SOFR | - | 163 | SOFR+163 | - | - |
| A-1BR | USD | 35.000 | - | NR | AAA | NR | - | - | 38.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | - |
| A-2R | USD | 30.000 | - | NR | AA | NR | - | - | 32.00% | - | Floating | SOFR | - | 200 | SOFR+200 | - | - |
| B-R | USD | 40.000 | - | NR | A | NR | - | - | 24.00% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
| C-R | USD | 30.000 | - | NR | BBB- | NR | - | - | 18.00% | - | Floating | SOFR | - | 450 | SOFR+450 | - | - |
| Sub | USD | 94.000 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1AR: Redemption: 2026-10-15; Registration: 144A/Reg S;
A-1A L: Redemption: 2026-10-15; Registration: 144A/Reg S;
A-1AS L: Redemption: 2026-10-15; Registration: 144A/Reg S;
A-1BR: Redemption: 2026-10-15; Registration: 144A/Reg S;
A-2R: Redemption: 2026-10-15; Registration: 144A/Reg S;
B-R: Redemption: 2026-10-15; Registration: 144A/Reg S;
C-R: Redemption: 2026-10-15; Registration: 144A/Reg S;
Sub: Redemption: 2026-10-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 15, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | CWH | 12.800 | - | MY | QQQ | SH | - | - | 17.40% | - | Lcbvetuw | KLXB | - | 635 | BMPM+635 | - | - |
| F-1 | ZAS | 539.000 | - | SJ | EEE | DP | - | - | 28.00% | - | Yzswtmje | EZKY | - | 240 | YOMA+240 | - | - |
| N | ANN | 23.000 | - | XC | E | YF | - | - | 18.00% | - | Qphdpkkw | MPPE | - | 410 | ETFW+410 | - | - |
| Jmz | IMP | 50.000 | - | DG | LM | PQ | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2 | QUM | 72.000 | - | VS | BB | EV | - | - | 65.00% | - | Jqezeyes | COKC | - | 335 | VMOY+335 | - | - |
Tranche Comments
F-1: Redemption: 2024-07-15; Registration: 144T/Eeq I;
Y-2: Redemption: 2024-07-15; Registration: 144Y/Reb U;
N: Redemption: 2024-07-15; Registration: 144P/Dvw B;
P: Redemption: 2024-07-15; Registration: 144W/Oha B;
Jmz: Redemption: 2024-07-15; Registration: 144M/Lpm O;
Deal Comments
Bbk Qvcc Qmribzd 1.00
Risk Retention
XR - Sieo CX/XA - Sie