| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 180.000 | 3.00 | - | AAA | - | - | - | 40.00% | - | Floating | 3mSOFR | - | 168 | 3mSOFR+168 | - | - |
| A-2-R | USD | 12.000 | 4.50 | - | AAA | - | - | - | 36.00% | - | Floating | 3mSOFR | - | 190 | 3mSOFR+190 | - | - |
| B-R | USD | 12.000 | 4.70 | - | AA | - | - | - | 32.00% | - | Floating | 3mSOFR | - | 200 | 3mSOFR+200 | - | - |
| C-R | USD | 24.000 | 5.10 | - | A | - | - | - | 24.00% | - | Floating | 3mSOFR | - | 285 | 3mSOFR+285 | - | - |
| D-R | USD | 18.000 | 6.00 | - | BBB- | - | - | - | 18.00% | - | Floating | 3mSOFR | - | 490 | 3mSOFR+479 | - | - |
| E-R | USD | 18.000 | 6.70 | - | BB- | - | - | - | 12.00% | - | Floating | 3mSOFR | - | 870 | 3mSOFR+827 | - | - |
| Sub | USD | 65.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R: First Pay: 2025-01-15; Redemption: 2025-10-23; Registration: 144A/Reg S;
A-2-R: First Pay: 2025-01-15; Redemption: 2025-10-23; Registration: 144A/Reg S;
B-R: First Pay: 2025-01-15; Redemption: 2025-10-23; Registration: 144A/Reg S;
C-R: First Pay: 2025-01-15; Redemption: 2025-10-23; Registration: 144A/Reg S;
D-R: First Pay: 2025-01-15; Redemption: 2025-10-23; Registration: 144A/Reg S;
E-R: First Pay: 2025-01-15; Redemption: 2025-10-23; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-15; Redemption: 2025-10-23; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 1.00
Risk Retention
US- Yes; EU/UK - Yes
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 15, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 Xkmh | HUI | 32.000 | 5.30 | - | YY | - | - | - | 28.00% | - | Lzscbhoe | 3qZLTS | - | 285 | 3yPPZZ+285 | - | - |
| S-2 | UMA | 53.000 | 4.90 | - | NN | - | - | - | 61.00% | - | Eahaa | - | - | - | 6.59% | - | - |
| F-1 Zicr | WXZ | 965.000 | 3.50 | - | BBB | - | - | - | 45.00% | - | Qamrmeya | 3nHPAA | - | 220 | 3aDZNX+220 | - | - |
| H-1 | KGP | 68.000 | 7.60 | - | SS | - | - | - | 31.00% | - | Xeddtpip | 3kLVKJ | - | 285 | 3hUOFD+285 | - | - |
| H | RPC | 38.000 | 7.80 | - | FF- | - | - | - | 96.00% | - | Nipqkmib | 3gKGXO | - | 855 | 3yXWQL+855 | - | - |
| Pac | LMG | 63.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | VBG | 199.000 | 3.20 | - | EEE | - | - | - | 13.00% | - | Clwfjccx | 3pIQAS | - | 220 | 3sACGK+220 | - | - |
| F | MLU | 92.000 | 4.10 | - | YYY- | - | - | - | 13.00% | - | Cyfdxpkd | 3aCNFJ | - | 575 | 3lNMPD+575 | - | - |
| Z-2 | RXK | 17.000 | 3.10 | - | CCC | - | - | - | 78.00% | - | Xspxxwwm | 3uBYOE | - | 260 | 3jLXHR+260 | - | - |
| H | VHJ | 52.000 | 1.20 | - | J | - | - | - | 39.00% | - | Vybhoecw | 3rZTZH | - | 385 | 3iCXLG+385 | - | - |
Tranche Comments
W-1: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144Q/Euu O;
F-1 Zicr: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144H/Dns L;
Z-2: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144J/Avr S;
H-1: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144Q/Knx I;
U-1 Xkmh: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144H/Utf H;
S-2: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144C/Vmv F;
H: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144K/Ink N;
F: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144N/Mmy B;
H: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144V/Xsb V;
Pac: First Pay: 2024-10-15; Redemption: 2026-03-28; Registration: 144Z/Inu D;
Deal Comments
Lhm Akjj Whbphyw 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Sep 14, 2024
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | YWI | 84.200 | - | - | OOO | - | - | - | - | - | Jqbmzhzf | 3rUYPG | - | 230 | 3ySCJH+230 | - | - |
| Bwi | WAD | 60.500 | - | - | SS | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
W: Redemption: 2025-01-15; Registration: 144M/Kbt R;
Bwi: Redemption: 2025-01-15; Registration: 144H/Qmw D;
Deal Comments
Qhs Zkaa Tpafhgq 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | WPR | 37.000 | 9.70 | - | DD- | - | - | - | 43.00% | - | Dqvlpfjv | 3xMPFM | - | 646 | 3oIAEP+646 | - | - |
| VO | BPK | 71.000 | 4.60 | - | S | - | - | - | 37.00% | - | Gqmpmmrw | 3pESEU | - | 375 | 3gVKSR+375 | - | - |
| L | RQB | 4.000 | 2.80 | - | PPP | - | - | - | - | - | Wvzshvts | 3hDEGW | - | 225 | 3cUXWB+225 | - | - |
| Q | GZU | 34.000 | 7.00 | - | UUU- | - | - | - | 98.00% | - | Hadsbaho | 3nUZYR | - | 480 | 3yKVUW+480 | - | - |
| B1P | HGQ | 36.000 | 6.90 | - | UUU | - | - | - | 10.90% | - | Klqmssvq | 3qJYGH | - | 275 | 3pSZTD+275 | - | - |
| L | LLO | 90.000 | 1.10 | - | LL | - | - | - | 13.00% | - | Ysemjlza | 3cWUYA | - | 375 | 3gHSKC+375 | - | - |
| G1N | TML | 22.660 | 2.70 | - | MMM | - | - | - | 98.20% | - | Cbgkp | - | - | - | 6.89% | - | - |
| Q1Q | BOQ | 976.930 | 8.90 | - | TTT | - | - | - | 72.80% | - | Secbubly | 3lWQJF | - | 275 | 3mISIY+275 | - | - |
| R2 | KCO | 7.400 | 5.70 | - | VVV | - | - | - | 79.00% | - | Hyjbpqqt | 3sJESP | - | 325 | 3sBEBK+325 | - | - |
| P2F | KZQ | 96.000 | 5.60 | - | UUU | - | - | - | 81.00% | - | Rfbejqji | 3eJGMG | - | 325 | 3sTNTI+325 | - | - |
| X | FGN | 27.000 | 1.70 | - | - | - | - | - | 60.00% | - | Jqssepqd | 3zDPTC | - | 1036 | - | - | - |
| Ayz | ALB | 29.610 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144P/Yeb J;
Q1Q: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144I/Hyu M;
G1N: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144N/Bzj K;
B1P: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144E/Pxx T;
R2: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144I/Ohi U;
P2F: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144G/Xyt T;
L: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144N/Gcl Z;
VO: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144B/Amb V;
Q: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144Q/Noq O;
F: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144K/Upz F;
X: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144K/Zyy Z; Comments: Lbbabnz 3ySKHN+1036;
Ayz: First Pay: 2024-04-15; Redemption: 2025-09-28; Registration: 144J/Afc A;
Deal Comments
Vow Rhqq Yvbxovr 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 27, 2018