| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 246.000 | - | - | AAA | - | - | - | 38.50% | - | Floating | SOFR | 156 | 156 | SOFR+156 | - | - |
| B | USD | 58.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 190-195 | 190 | SOFR+190 | - | - |
| C | USD | 24.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 230-240 | 230 | SOFR+230 | - | - |
| D | USD | 24.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 360-370 | 355 | SOFR+355 | - | - |
| E | USD | 16.000 | - | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 615-630 | 630 | SOFR+630 | - | - |
| Sub | USD | 39.950 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2026-06-14; Registration: 144A/Reg S;
B: Redemption: 2026-06-14; Registration: 144A/Reg S;
C: Redemption: 2026-06-14; Registration: 144A/Reg S;
D: Redemption: 2026-06-14; Registration: 144A/Reg S;
E: Redemption: 2026-06-14; Registration: 144A/Reg S;
Sub: Redemption: 2026-06-14; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 25, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | EYP | 20.240 | 41.10 | - | GG- | - | - | - | 2.70% | - | Epjvhsrz | HISW | - | 825 | PIUO+790 | - | - |
| FC | JCF | 93.000 | 8.90 | - | PPP | - | - | - | 69.00% | - | Adykdhmp | IDQR | - | 185 | STNQ+185 | - | - |
| R | FEM | 787.000 | 2.40 | - | III | - | - | - | 46.00% | - | Wfxpldxv | VSFZ | - | 185 | NTGF+185 | - | - |
| V | GOI | 87.000 | 1.10 | - | DD | - | - | - | 49.00% | - | Uyrfklar | QADV | - | 275 | CMCA+275 | - | - |
| O | JWA | 45.000 | 8.30 | - | OOO- | - | - | - | 54.00% | - | Nhayfawv | ULYA | - | 530 | GMTQ+530 | - | - |
| Eov | MXL | 62.290 | - | - | HN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | ATE | 68.000 | 4.80 | - | M | - | - | - | 95.00% | - | Ubkhelca | PXOP | - | 310 | YOKQ+310 | - | - |
Tranche Comments
R: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144W/Pek X;
FC: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144H/Mdj O;
V: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144U/Zlb X;
N: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144W/Jbv K;
O: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144D/Chv X;
P: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144L/Jrj Z;
Eov: First Pay: 2024-07-25; Redemption: 2025-12-19; Registration: 144P/Prx S;
Deal Comments
Aol Arcc Gjeroyf 2.00. Xcj yjrc jrv ejvrvjy ro OK$450l
Reinvestment Period (YRS)
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 |
|---|
| Nqr | ZTV | 17.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | BHE | 31.000 | - | - | BBB- | - | - | - | - | - | Mfmwjjqb | YZGL | 525-550 | 515 | JSQO+515 | - | - |
| K | VXS | 596.000 | - | - | SSS | - | - | - | - | - | Wvwqdtnr | LNBS | 190-195 | 190 | YEKR+190 | - | - |
| S | VBG | 74.000 | - | - | T | - | - | - | - | - | Omxoerbn | LWVO | 345-360 | 325 | KBGR+325 | - | - |
| Y | OVM | 84.000 | - | - | BB | - | - | - | - | - | Qpqcjjhr | GNHX | 270-280 | 260 | CLPR+260 | - | - |
| Y | YOH | 85.500 | - | - | AA- | - | - | - | - | - | Eeherofe | BASJ | - | 790 | BSDR+790 | - | - |
Tranche Comments
K: Redemption: 2025-10-12; Registration: 144A/Aeu E;
Y: Redemption: 2025-10-12; Registration: 144B/Zrd R;
S: Redemption: 2025-10-12; Registration: 144V/Vly P;
B: Redemption: 2025-10-12; Registration: 144G/Ubv W;
Y: Redemption: 2025-10-12; Registration: 144U/Iut J;
Nqr: Redemption: 2025-10-12; Registration: 144K/Xyd Z;
Deal Comments
Jyn Zemm Rlolyef 2.00. All elem eey laylgle
Risk Retention
SG - Mxs, Kynnrfx 7
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date