| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 4.000 | 2.90 | - | AAA | - | - | - | - | - | Floating | SOFR | - | 115 | SOFR+115 | - | - |
| A1 | USD | 240.000 | 6.50 | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
| ANJ | USD | 12.000 | 8.10 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | - |
| AFJ | USD | 4.000 | 8.10 | - | AAA | - | - | - | 36.00% | - | Fixed | - | - | 180 | 5.86% | - | - |
| B | USD | 48.000 | 8.70 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 210 | SOFR+210 | - | - |
| C | USD | 24.000 | 9.50 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 265 | SOFR+265 | - | - |
| D1 | USD | 12.000 | 10.00 | - | BBB | - | - | - | 12.50% | - | Floating | SOFR | - | 420 | SOFR+420 | - | - |
| DF | USD | 10.000 | 10.00 | - | BBB | - | - | - | 12.50% | - | Fixed | - | - | 420 | 8.24% | - | - |
| DJ | USD | 6.000 | 10.30 | - | BBB- | - | - | - | 11.00% | - | Fixed | - | - | 500 | 9.03% | - | - |
| E | USD | 10.000 | 10.50 | - | BB- | - | - | - | 8.50% | - | Floating | SOFR | - | 873 | SOFR+873 | - | - |
| F | USD | 8.000 | 10.80 | - | B- | - | - | - | 6.50% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 29.700 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
A1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
ANJ: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
AFJ: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
B: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
C: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
D1: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
DF: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
DJ: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
E: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
F: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2029
WAL Test Period End Date
Jul 20, 2033