| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-RR | USD | 288.000 | 6.50 | Aaa | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 139 | SOFR+139 | - | - |
| A-2-RR | USD | 4.500 | 8.00 | - | - | AAA | - | - | 35.00% | - | Floating | SOFR | - | 159 | SOFR+159 | - | - |
| B-RR | USD | 49.500 | 8.60 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| C-RR | USD | 27.000 | 9.30 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 200 | SOFR+200 | - | - |
| D-RR | USD | 27.000 | 9.80 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 310 | SOFR+310 | - | - |
| E-RR | USD | 17.750 | 10.30 | - | - | BB- | - | - | 8.10% | - | Floating | SOFR | - | 640 | SOFR+640 | - | - |
| F-RR | USD | 0.250 | 10.50 | B3 | - | - | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 13.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
A-2-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
B-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
C-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
D-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
E-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
F-RR: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2MM | POC | 48.000 | - | - | UU | - | - | - | 68.00% | - | Ekhla | - | - | - | 5.993% | 5.993% | 293.00000 |
| B-2FF | NNF | 9.400 | - | - | - | EEE- | - | - | 20.80% | - | Szuhyhjh | JLCH | - | 500 | KEKG+500 | - | 764.00000 |
| I-W | IME | 9.000 | - | - | WWW | - | - | - | - | - | Gjqpozuv | IKTM | - | 105 | QTXV+105 | - | 662.00000 |
| N-1LL | QMJ | 237.000 | - | - | UUU | AAA | - | - | 40.00% | - | Aechyfhx | LDCT | - | 153 | YKTY+153 | - | 798.00000 |
| H-1PP | CVW | 42.000 | - | - | TT | - | - | - | 24.00% | - | Vmdwxrid | ZVQT | - | 195 | AQMT+195 | - | 684.00000 |
| X-1QQ | GUM | 48.000 | - | - | EEE- | - | - | - | 84.00% | - | Wbcmdjlw | KWEW | - | 345 | VATR+345 | - | 587.00000 |
| Y-FF | BOV | 15.000 | - | - | M | - | - | - | 12.00% | - | Uypstsjt | BDKE | - | 245 | UCIL+245 | - | 482.00000 |
| Q-II | WRL | 45.600 | - | - | GG- | - | - | - | 9.40% | - | Jdupsrli | KOML | - | 640 | JBMP+640 | - | 805.00000 |
| D-2FF | XMJ | 36.000 | - | - | - | BBB | - | - | 21.00% | - | Heddeqbi | KGWL | - | 173 | ZIKB+173 | - | 909.00000 |
| Fvm Onuqsa | LIX | 46.840 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-W: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Nds A;
N-1LL: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Z/Geh Q;
D-2FF: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Oml M;
H-1PP: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144Q/Ten K;
A-2MM: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144C/Fro O;
Y-FF: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144L/Ptn K;
X-1QQ: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144K/Uxu P;
B-2FF: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144G/Ydc F;
Q-II: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144H/Iuq K;
Fvm Onuqsa: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144F/Kci F;
Deal Comments
Aukum. Jhn Stzz Muyahzg 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 1, 2015