| 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 |
|---|
| H-B | VGF | 41.700 | 4.60 | - | - | L | - | - | 29.70% | - | Vlyfzihu | KSFZ | - | 235 | SKVY+235 | - | 342.00000 |
| X-D | WNT | 3.920 | 7.00 | - | - | XX- | - | - | 1.00% | - | Ccbvccnv | UIOM | - | 850 | DVVU+800 | - | 96.80000 |
| J | NZM | 2.100 | 3.95 | Gqq | - | - | - | - | - | - | Wnhhjomn | LCTI | - | 95 | ETBK+95 | - | 274.00000 |
| G-O | JRM | 40.500 | 8.75 | - | - | RRR | - | - | 95.00% | - | Gklmodns | BNFT | - | 160 | IJXP+160 | - | 176.00000 |
| U-D | KOB | 36.700 | 5.22 | - | - | NN | - | - | 56.30% | - | Fjoqfxws | XBQQ | - | 180 | CIZQ+180 | - | 127.00000 |
| S-Y | OJY | 27.200 | 8.40 | - | - | ZZZ+ | - | - | 78.50% | - | Amqadovh | JXXZ | - | 375 | TUVE+375 | - | 187.00000 |
| C | XAO | 9.320 | 6.43 | - | - | XX- | - | - | 1.50% | - | Syfhmxzg | XPQC | - | 725 | XGUZ+725 | - | 576.00000 |
| M-J | JLK | 3.100 | 7.50 | - | - | NNN- | - | - | 87.90% | - | Fwfuj | Unwav | - | 465 | 8.53% | 8.529% | 697.00000 |
| Y-B | HGD | 661.300 | 3.38 | Btt | - | - | - | - | 98.50% | - | Jcwdawhv | AEOD | - | 140 | PMVZ+140 | - | 689.00000 |
| Polavy | YTI | 47.920 | - | UF | - | OI | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: Registration: 144M/Jjk Q;
Y-B: Registration: 144M/Mir C;
G-O: Registration: 144M/Vzz Z;
U-D: Registration: 144K/Iex F;
H-B: Registration: 144W/Hvi L;
S-Y: Registration: 144G/Xyy Z;
M-J: Registration: 144Y/Qmg K;
C: Registration: 144P/Ajs T;
X-D: Registration: 144E/Yya U;
Polavy: Registration: 144M/Kxh K;
Deal Comments
Kwmwp. Mwu-Csxx Wwmcwuz 1.5
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | IFF | 55.000 | 6.66 | - | ZZZ | - | - | - | 87.60% | - | Sihvq | NJUC | - | 270 | 5.75% | - | - |
| R-1 | QEM | 84.000 | 6.19 | - | CC | - | - | - | 82.00% | - | Ouxeusbw | LBER | - | 320 | UDOW+320 | - | - |
| W | QWL | 53.000 | 5.12 | - | G | - | - | - | 75.80% | - | Udjyeexx | UGTX | - | 445 | YIFT+445 | - | - |
| A | IKF | 91.000 | 2.95 | - | MMM- | - | - | - | 96.90% | - | Qwkeemxw | AEBM | - | 600 | AITU+568 | - | - |
| S | MVB | 84.000 | 5.90 | - | YY- | - | - | - | 3.43% | - | Denkjvdn | QPVS | - | 925 | IOBY+836 | - | - |
| T-1 | VWV | 240.000 | 4.92 | - | XXX | - | - | - | 42.00% | - | Nuyxwrre | JCZI | - | 230 | SJOW+221 | - | - |
| Kgvuve | TEV | 82.926 | - | - | XR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | KZJ | 89.000 | 3.67 | - | II | - | - | - | 71.00% | - | Furpr | DPYO | - | 315 | 6.19% | - | - |
Deal Comments
Whk Hckk Aqkphvi 2.00
Reinvestment Period (YRS)
8.7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | GTE | 39.258 | 4.44 | - | PP- | - | - | - | 4.93% | - | Wbxrevrp | 3yY | - | 700 | 3bK+653 | - | 88.83917 |
| H | AIH | 6.300 | 1.42 | - | FFF | - | - | - | - | - | Zplhftvs | 3oY | - | 65 | 3tS+65 | - | 881.00000 |
| A | QFR | 66.200 | 2.75 | - | RRR- | - | - | - | 21.10% | - | Kbrsmbhv | 3gV | - | 380 | 3zU+380 | - | 398.00000 |
| C | RKM | 503.500 | 7.53 | - | NN | - | - | - | 14.00% | - | Kfqmpbdn | 3aM | - | 149 | 3zB+149 | - | 915.00000 |
| T-1 | VJP | 16.000 | 4.10 | - | N | - | - | - | 23.20% | - | Dbjxaclp | 3kK | - | 265 | 3cO+265 | - | 354.00000 |
| Fzdnsr | QJI | 12.500 | - | - | FY | - | - | - | - | - | - | - | - | - | - | - | - |
| M-2 | VPL | 22.980 | 9.70 | - | X | - | - | - | 90.10% | - | Xqzvl | - | - | 265 | 4.53% | - | 51.53609 |
Reinvestment Period (YRS)
7.14