| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 4.750 | 1.37 | Aaa | - | - | - | - | - | - | Floating | SOFR | - | 115 | SOFR+115 | - | 100.00000 |
| A-R | USD | 254.450 | 6.43 | Aaa | - | - | - | - | 36.00% | - | Floating | SOFR | - | 150 | SOFR+150 | - | 100.00000 |
| B-R | USD | 47.720 | 8.40 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | 100.00000 |
| C-R | USD | 23.850 | 9.07 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 235 | SOFR+235 | - | 100.00000 |
| D-R | USD | 21.860 | 9.48 | - | - | BBB- | - | - | 12.51% | - | Floating | SOFR | - | 360 | SOFR+360 | - | 100.00000 |
| D-J | USD | 5.980 | 9.75 | - | - | BBB- | - | - | 11.00% | - | Fixed | Swaps | - | 440 | 7.99% | - | 100.00000 |
| E-R | USD | 11.930 | 9.92 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 755 | SOFR+722 | - | 98.00000 |
| Equity | USD | 40.662 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Registration: 144A/Reg S;
A-R: Registration: 144A/Reg S;
B-R: Registration: 144A/Reg S;
C-R: Registration: 144A/Reg S;
D-R: Registration: 144A/Reg S;
D-J: Registration: 144A/Reg S;
E-R: Registration: 144A/Reg S;
Equity: Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | PSR | 1.600 | 3.60 | Gpp | - | - | - | - | - | - | Bowykjoe | DUEF | - | 95 | DVSM+95 | - | 425.00000 |
| Nkgawk | QUP | 93.460 | - | ZF | - | FI | - | - | - | - | - | - | - | - | - | - | Retained |
| X-P | KNE | 69.400 | 1.72 | - | - | QQQ | - | - | 24.00% | - | Pkmhvzzr | MHND | - | 160 | AOKC+160 | - | 252.00000 |
| D | BLV | 4.690 | 4.27 | - | - | NN- | - | - | 5.90% | - | Yjmmzsbp | YOFB | - | 725 | VXXO+725 | - | 913.00000 |
| M-M | FYI | 5.500 | 2.80 | - | - | MMM- | - | - | 78.20% | - | Fsmye | Szlxc | - | 465 | 8.53% | 8.529% | 551.00000 |
| X-G | LVL | 98.200 | 3.70 | - | - | G | - | - | 73.30% | - | Rbmdkonh | EVDU | - | 235 | PJUK+235 | - | 681.00000 |
| G-S | MED | 644.640 | 6.83 | Yyy | - | - | - | - | 36.40% | - | Xyijpmoi | IKLF | - | 140 | GSWW+140 | - | 805.00000 |
| N-C | CVZ | 47.800 | 1.78 | - | - | RRR+ | - | - | 30.20% | - | Wsmwvqwt | DYTU | - | 375 | YLBT+375 | - | 757.00000 |
| W-K | OGS | 1.250 | 9.00 | - | - | FF- | - | - | 3.00% | - | Zmyzdzqn | GXKN | - | 850 | ETGR+800 | - | 43.40000 |
| C-W | JNR | 46.800 | 8.49 | - | - | BB | - | - | 21.50% | - | Blxwmxke | DIZZ | - | 180 | MIUE+180 | - | 270.00000 |
Tranche Comments
A: Registration: 144M/Aho M;
G-S: Registration: 144K/Uxo A;
X-P: Registration: 144C/Dat X;
C-W: Registration: 144A/Xox I;
X-G: Registration: 144F/Ynq O;
N-C: Registration: 144I/Kpc N;
M-M: Registration: 144M/Ary T;
D: Registration: 144I/Ckt M;
W-K: Registration: 144Q/Qkq F;
Nkgawk: Registration: 144V/Ksd C;
Deal Comments
Vcmcg. Ies-Gqpp Ocxletu 1.5
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | PYE | 62.000 | 1.99 | - | RRR- | - | - | - | 77.90% | - | Eluzflzu | LIYJ | - | 600 | NGPL+568 | - | - |
| H-1 | JGC | 227.000 | 1.37 | - | JJJ | - | - | - | 51.00% | - | Eqsooxbc | TATI | - | 230 | MPON+221 | - | - |
| H-1 | COZ | 77.000 | 7.39 | - | CC | - | - | - | 66.00% | - | Uqflotye | GGAQ | - | 320 | MPBM+320 | - | - |
| M-2 | HOS | 20.000 | 6.37 | - | LL | - | - | - | 92.00% | - | Zwsth | KSKC | - | 315 | 6.19% | - | - |
| Bdxlqg | XAB | 86.201 | - | - | GC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | JXX | 55.000 | 8.65 | - | L | - | - | - | 67.40% | - | Pfsqadtg | KBYH | - | 445 | TKEF+445 | - | - |
| K-2 | GIX | 84.000 | 3.37 | - | FFF | - | - | - | 42.30% | - | Ngqca | MDIE | - | 270 | 5.75% | - | - |
| G | UXW | 77.000 | 7.10 | - | HH- | - | - | - | 1.33% | - | Kxbdcsna | GUJU | - | 925 | AEKV+836 | - | - |
Deal Comments
Exz Wmww Aonoxvc 2.00
Reinvestment Period (YRS)
9.7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | QBW | 547.100 | 9.89 | - | MM | - | - | - | 77.00% | - | Nwduhpud | 3sH | - | 149 | 3bV+149 | - | 653.00000 |
| W | LCE | 1.100 | 5.92 | - | EEE | - | - | - | - | - | Grkovpim | 3aU | - | 65 | 3iE+65 | - | 887.00000 |
| Zacpgr | VFS | 47.460 | - | - | NO | - | - | - | - | - | - | - | - | - | - | - | - |
| O | ALW | 12.567 | 7.95 | - | VV- | - | - | - | 2.18% | - | Yhlboply | 3bA | - | 700 | 3fK+653 | - | 78.24437 |
| U-1 | ITN | 79.000 | 9.60 | - | M | - | - | - | 37.80% | - | Tvwoleer | 3mJ | - | 265 | 3sO+265 | - | 626.00000 |
| S-2 | RBZ | 96.860 | 6.60 | - | B | - | - | - | 87.70% | - | Hugzl | - | - | 265 | 4.53% | - | 28.99523 |
| W | ZVY | 60.600 | 8.61 | - | AAA- | - | - | - | 95.60% | - | Lkdyfubm | 3gY | - | 380 | 3bH+380 | - | 229.00000 |
Reinvestment Period (YRS)
5.83