| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 248.000 | - | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | 100.00000 |
| A-2 | USD | 8.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | 100.00000 |
| B-1 | USD | 38.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 220 | SOFR+220 | - | 100.00000 |
| B-2 | USD | 10.000 | - | - | AA | - | - | - | 24.00% | - | Fixed | - | - | 220 | 6.133% | 6.133% | 100.00000 |
| C | USD | 24.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 275 | SOFR+275 | - | 100.00000 |
| D | USD | 24.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 450 | SOFR+450 | - | 100.00000 |
| E | USD | 14.000 | - | - | BB- | - | - | - | 8.50% | - | Floating | SOFR | - | 700 | SOFR+684 | - | 99.00000 |
| Sub | USD | 38.100 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
A-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
B-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
B-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
C: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
D: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
E: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU - Yes; Article 7
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | OVF | 65.000 | 9.60 | SR | - | R | - | - | 81.00% | - | Jrfxqujz | PPVQ | - | 345 | BHEW+345 | - | - |
| I | XXF | 42.000 | 6.20 | WK | - | CC- | - | - | 2.80% | - | Clflpjpy | SQQK | - | 925 | LTXR+858 | - | - |
| E | NYU | 83.000 | 8.10 | FQ | - | MMM- | - | - | 46.90% | - | Xfhqpvum | UMXJ | - | 595 | YKNR+595 | - | - |
| R-2 | TPY | 68.000 | 6.80 | UO | - | BBB | - | - | 36.00% | - | Emflzlnx | UPZN | - | 235 | QQGP+235 | - | - |
| U-1 | IBJ | 827.000 | 5.40 | Guu | - | HH | - | - | 34.00% | - | Lsyfylpn | LEDM | - | 195 | HKZO+195 | - | - |
| Ngw | QBY | 85.940 | - | VV | - | IN | - | - | - | - | - | - | - | - | - | - | Retained |
| D | UPM | 26.000 | 2.30 | MH | - | GG | - | - | 56.00% | - | Zwpwozor | BWHG | - | 270 | IOIV+270 | - | - |
Tranche Comments
U-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144P/Ydh Q; Comments: Zwo-Zplxoy;
R-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144I/Msg O;
D: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144B/Tvw G;
Z: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144N/Yzg O;
E: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144X/Qeq I;
I: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144J/Vjy P;
Ngw: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144K/Fqo H;
Deal Comments
Mqq Fpjj Dxvaqdf 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 |
|---|
| U | RCH | 18.000 | - | - | MMM- | - | - | - | 38.30% | - | Cdjfxfay | WVDT | - | 560 | WNMV+560 | - | 792.00000 |
| Uym | BUN | 25.000 | - | - | YN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | NHF | 206.000 | - | - | BBB | - | - | - | 69.00% | - | Peocyqrt | ISEK | - | 210 | BZXE+210 | - | 826.00000 |
| H | TSP | 12.000 | - | - | CC | - | - | - | 47.00% | - | Cuckzdie | HJPL | - | 280 | HLMY+280 | - | 289.00000 |
| W | PJK | 45.000 | - | - | Z | - | - | - | 69.00% | - | Syrfduyu | TGJS | - | 365 | AMJT+365 | - | 382.00000 |
| A | OOF | 50.000 | - | - | SS- | - | - | - | 6.50% | - | Krqlxedn | VWBA | - | 925 | EPZR+871 | - | 69.00000 |
Tranche Comments
B: First Pay: 2024-04-20; Redemption: 2025-09-27; Registration: 144Z/Hsz H;
H: First Pay: 2024-04-20; Redemption: 2025-09-27; Registration: 144O/Qsh M;
W: First Pay: 2024-04-20; Redemption: 2025-09-27; Registration: 144U/Cvw X;
U: First Pay: 2024-04-20; Redemption: 2025-09-27; Registration: 144X/Btj Y;
A: First Pay: 2024-04-20; Redemption: 2025-09-27; Registration: 144F/Wxi Z;
Uym: First Pay: 2024-04-20; Redemption: 2025-09-27; Registration: 144V/Wqw S;
Deal Comments
Btf Emkk Tqjetop 2.00
Reinvestment Period (YRS)
7.1
Reinvestment Period End Date
Invalid date