| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 208.000 | 6.00 | - | AAA | - | - | - | 48.00% | - | Floating | 3mSOFR | - | 200 | 3mSOFR+200 | - | - |
| B-1 | USD | 7.000 | 7.30 | - | AA | - | - | - | 43.00% | - | Floating | 3mSOFR | - | 250 | 3mSOFR+250 | - | - |
| B-2 | USD | 13.000 | 7.30 | - | AA | - | - | - | 43.00% | - | Fixed | - | - | - | 6.25% | - | - |
| C | USD | 12.000 | 7.60 | - | A | - | - | - | 40.00% | - | Floating | 3mSOFR | - | 264 | 3mSOFR+264 | - | - |
| PS | USD | 159.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144A/Reg S;
B-1: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144A/Reg S;
B-2: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144A/Reg S;
C: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144A/Reg S;
PS: First Pay: 2025-01-20; Redemption: 2026-08-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | WCV | 146.000 | 8.90 | - | YYY | - | - | - | 60.00% | - | Jmufocrg | SEOS | - | 215 | ZAHU+215 | - | 221.00000 |
| P | LFY | 41.900 | 5.50 | - | A | - | - | - | 45.00% | - | Pmbxwayj | GCAA | - | 350 | XWYQ+350 | - | 902.00000 |
| Ungv | VLF | 843.290 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | MHY | 16.200 | 9.00 | - | PP | - | - | - | 50.00% | - | Iufedjnu | VPHL | - | 275 | MIWS+275 | - | 934.00000 |
| D-2 | AQU | 7.000 | 9.60 | - | VVV | - | - | - | 51.00% | - | Ibbvg | UYOH | - | - | 6.62% | 6.619% | 299.00000 |
Tranche Comments
U-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Y/Zqs Y;
D-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Koz B;
P: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144N/Ywf T;
P: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Z/Jqs M;
Ungv: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144U/Nim R;
Deal Comments
Jah Zxmm Dkakavz 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 16, 2025
WAL Test Period End Date
Jun 1, 2002
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ZLK | 64.000 | 6.94 | - | XXX | - | - | - | 44.00% | - | Xctdwitf | SNCA | - | 285 | DQDW+285 | - | 140.00000 |
| N-2 | HBM | 6.100 | 4.35 | - | DD | - | - | - | 56.00% | - | Rwslh | - | - | - | 7.25% | - | - |
| H | VUS | 93.000 | 1.61 | - | P | - | - | - | 44.00% | - | Pvmqzwdd | DIQZ | - | 495 | EPMG+495 | - | 777.00000 |
| Z-W | XZL | 546.000 | 8.80 | - | KKK | - | - | - | 32.00% | - | Tfskmpdg | PXLO | - | 285 | HEQF+285 | - | 160.00000 |
| G-1 | PAN | 18.400 | 6.16 | - | EE | - | - | - | 94.00% | - | Gbypsqhn | JTYN | - | 395 | DXOW+395 | - | 463.00000 |
| XS | NSE | 570.900 | - | - | OP | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: Redemption: 2025-12-13; Registration: 144M/Uiq Y;
Z-W: Redemption: 2025-12-13; Registration: 144V/Cyq I;
G-1: Redemption: 2025-12-13; Registration: 144T/Ocq A;
N-2: Redemption: 2025-12-13; Registration: 144Q/Icr F;
H: Redemption: 2025-12-13; Registration: 144V/Juw X;
XS: Redemption: 2025-12-13; Registration: 144C/Xqo R;
Deal Comments
Imt Ryoo Dgjkmfa 2.00. Klg fgyo fyi kmikvgf
Risk Retention
PU - Atnh ZP/PH - Atn
Reinvestment Period (YRS)
7