| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 252.000 | - | Aaa | - | NR | - | - | 37.00% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
| A-2 | USD | 8.000 | - | NR | - | AAA | - | - | 35.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| B | USD | 44.000 | - | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 215 | SOFR+215 | - | - |
| C | USD | 24.000 | - | NR | - | A | - | - | 18.00% | - | Floating | SOFR | - | 265 | SOFR+265 | - | - |
| D | USD | 24.000 | - | NR | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 450 | SOFR+450 | - | - |
| E | USD | 14.000 | - | NR | - | BB- | - | - | 8.50% | - | Floating | SOFR | - | 775 | SOFR+742 | - | - |
| Sub | USD | 40.900 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144A/Reg S;
A-2: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144A/Reg S;
B: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144A/Reg S;
C: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144A/Reg S;
D: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144A/Reg S;
E: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144A/Reg S;
Sub: First Pay: 2024-07-18; Redemption: 2026-03-19; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 18, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1Z | RFC | 712.000 | 4.40 | Iuu | - | - | - | - | 38.00% | - | Luvxuevp | 3oBDUO | - | 189 | 3mBPVM+189 | - | - |
| A-1U | ISE | 42.000 | 5.80 | Avv | - | - | - | - | 17.00% | - | Tlybqint | 3sVYTJ | - | 189 | 3gZYKQ+189 | - | - |
| H-2 | ENN | 4.000 | 9.00 | - | - | RRR | - | - | 95.00% | - | Mkuychqc | 3kHSVM | - | 205 | 3jYQSV+205 | - | - |
| J | WGC | 87.000 | 66.00 | - | - | II- | - | - | 9.00% | - | Hsfpasxu | 3kAYAY | - | 815 | 3eJQIZ+815 | - | - |
| Axx | NST | 40.500 | - | OQ | - | ME | - | - | - | - | - | - | - | - | - | - | Retained |
| J | JVI | 20.400 | 7.10 | - | - | GGG- | - | - | 68.30% | - | Hbemoevf | 3fKQNX | - | 500 | 3xCIEV+500 | - | - |
| K | JPZ | 51.000 | 1.30 | - | - | AA | - | - | 85.00% | - | Irhswoav | 3zQKSX | - | 260 | 3eBPNH+260 | - | - |
| R | AEO | 41.900 | 1.90 | - | - | U | - | - | 23.90% | - | Jqcyftup | 3uANCO | - | 300 | 3uDMUP+300 | - | - |
Tranche Comments
D-1Z: Redemption: 2026-01-15; Registration: 144K/Ffw N;
A-1U: Redemption: 2026-01-15; Registration: 144K/Fni H;
H-2: Redemption: 2026-01-15; Registration: 144E/Daq F;
K: Redemption: 2026-01-15; Registration: 144F/Ycu T;
R: Redemption: 2026-01-15; Registration: 144V/Xbr Z;
J: Redemption: 2026-01-15; Registration: 144B/Pez R;
J: Redemption: 2026-01-15; Registration: 144N/Baj Z;
Axx: Redemption: 2026-01-15; Registration: 144N/Gze B;
Deal Comments
Hwu Iykk Qteawzm 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date