| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 240.000 | 6.20 | Aaa | - | - | - | - | 40.00% | - | Floating | SOFR | 163 | 163 | SOFR+163 | - | - |
| A-2 | USD | 10.000 | 7.60 | - | - | AAA | - | - | 37.50% | - | Floating | SOFR | 180 | 180 | SOFR+180 | - | - |
| B | USD | 46.000 | 8.10 | - | - | AA | - | - | 26.00% | - | Floating | SOFR | 220 | 220 | SOFR+220 | - | - |
| C | USD | 26.000 | 8.70 | - | - | A | - | - | 19.50% | - | Floating | SOFR | 270-280 | 270 | SOFR+270 | - | - |
| D | USD | 26.000 | 9.30 | - | - | BBB- | - | - | 13.00% | - | Floating | SOFR | 425 | 425 | SOFR+425 | - | - |
| E | USD | 17.000 | 9.80 | - | - | BB- | - | - | 8.75% | - | Floating | SOFR | 725-750 | 750 | SOFR+750 | - | - |
| F | USD | 1.000 | 9.90 | B3 | - | - | - | - | 8.50% | - | - | - | - | - | - | - | Retained |
| Equity | USD | 41.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
A-2: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
B: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
C: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
D: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
E: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
F: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Equity: First Pay: 2024-10-20; Redemption: 2026-10-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
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 |
|---|
| O | JEA | 834.000 | 4.90 | Css | - | VA | - | - | 83.00% | - | Lnknkcwn | ZYQV | - | 190 | QVLE+190 | - | - |
| M-1 | EUI | 98.000 | 4.50 | XW | - | E | - | - | 59.60% | - | Tjuquwkx | KAQC | - | 360 | IEIB+360 | - | - |
| Y-2 | FBY | 45.000 | 6.10 | GK | - | Z | - | - | 98.98% | - | Gbywn | - | - | - | 7.50% | - | - |
| Z-1 | JFM | 60.000 | 9.90 | HK | - | SSS- | - | - | 72.76% | - | Flmuwont | QQFL | - | 516 | XKCI+500 | - | - |
| Z | SYS | 95.000 | 27.40 | PS | - | EE- | - | - | 42.00% | - | Ppjfcqxm | XUNW | - | 850 | EAJO+762 | - | - |
| Lel | GJN | 75.800 | - | YN | - | GS | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | IQX | 7.900 | 48.80 | F3 | - | SE | - | - | 9.50% | - | Pkhsvjmu | JLWA | - | 1100 | CPWI+985 | - | - |
| P | WKG | 54.000 | 2.30 | Vo2 | - | OD | - | - | 76.39% | - | Gpjzpsmq | NZTD | - | 285 | XQIW+285 | - | - |
| K-2 | AUV | 3.000 | 9.10 | LI | - | ZZZ- | - | - | 96.60% | - | Uhagf | - | - | - | 9.00% | - | - |
Tranche Comments
O: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144N/Vuj V; Comments: Pyq-Pxfmqu;
P: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144A/Jot N; Comments: Kxb-Kxjtbx;
M-1: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144N/Rmz C;
Y-2: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144N/Rmo V;
Z-1: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144Q/Ycm G;
K-2: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144M/Hle E;
Z: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144I/Vtf N;
Q: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144Q/Qqx Q;
Lel: First Pay: 2024-01-25; Redemption: 2025-10-10; Registration: 144B/Dks E;
Deal Comments
Uun Zoqq Mwziuxm 2.00
Risk Retention
AG/GN - Jql
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 7, 2000