| 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 |
|---|
| Y-1CC | GBI | 53.000 | - | - | NN | - | - | - | 37.00% | - | Dbhyfzvy | IEPG | - | 195 | VVGU+195 | - | 721.00000 |
| A-2XX | NKK | 8.700 | - | - | - | DDD- | - | - | 81.76% | - | Cwxveadt | IEQA | - | 500 | XOKY+500 | - | 905.00000 |
| K-PP | XNK | 62.900 | - | - | QQ- | - | - | - | 9.20% | - | Dbwdbwxq | CVGK | - | 640 | XMNV+640 | - | 398.00000 |
| E-X | GZA | 6.000 | - | - | UUU | - | - | - | - | - | Wkqyijji | TOTA | - | 105 | DCHA+105 | - | 340.00000 |
| N-2UU | VXP | 69.000 | - | - | - | AAA | - | - | 30.00% | - | Tkukbsbp | EKAT | - | 173 | VVMU+173 | - | 661.00000 |
| N-1PP | WGC | 930.000 | - | - | JJJ | VVV | - | - | 69.00% | - | Bywfahbt | KBGP | - | 153 | YQJZ+153 | - | 172.00000 |
| K-2UU | THW | 81.000 | - | - | YY | - | - | - | 34.00% | - | Lgtrg | - | - | - | 5.993% | 5.993% | 855.00000 |
| Z-1BB | AVY | 93.000 | - | - | NNN- | - | - | - | 66.00% | - | Prlhujzo | NUVB | - | 345 | BKKW+345 | - | 234.00000 |
| L-WW | NRY | 17.000 | - | - | P | - | - | - | 99.00% | - | Keqooacm | EQGL | - | 245 | LKMU+245 | - | 517.00000 |
| Luk Ldqdup | RAN | 46.720 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-X: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144T/Xsj J;
N-1PP: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144D/Nhf P;
N-2UU: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144B/Ops T;
Y-1CC: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144N/Rss U;
K-2UU: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144B/Ebn T;
L-WW: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144F/Msn I;
Z-1BB: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144U/Nof W;
A-2XX: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Dwb T;
K-PP: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144L/Gbt R;
Luk Ldqdup: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Hot C;
Deal Comments
Tpwpq. Bbs Afcc Epyhbuk 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 10, 2023