| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 5.800 | 1.38 | Aaa | - | - | - | - | - | - | Floating | SOFR | - | 95 | SOFR+95 | - | 100.00000 |
| A-R | USD | 212.150 | 4.18 | Aaa | - | - | - | - | 38.01% | - | Floating | SOFR | - | 140 | SOFR+140 | - | 100.00000 |
| A-J | USD | 13.700 | 5.79 | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 160 | SOFR+160 | - | 100.00000 |
| B-R | USD | 34.200 | 6.24 | - | - | AA | - | - | 24.01% | - | Floating | SOFR | - | 180 | SOFR+180 | - | 100.00000 |
| C-R | USD | 20.500 | 6.80 | - | - | A | - | - | 18.02% | - | Floating | SOFR | - | 235 | SOFR+235 | - | 100.00000 |
| D-R | USD | 17.100 | 7.26 | - | - | BBB+ | - | - | 13.02% | - | Floating | SOFR | - | 375 | SOFR+375 | - | 100.00000 |
| D-J | USD | 6.800 | 7.60 | - | - | BBB- | - | - | 11.04% | - | Fixed | Swaps | - | 465 | 8.53% | 8.529% | 100.00000 |
| E | USD | 6.950 | 7.78 | - | - | BB- | - | - | 9.01% | - | Floating | SOFR | - | 725 | SOFR+725 | - | 100.00000 |
| E-J | USD | 3.450 | 8.00 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 850 | SOFR+800 | - | 97.50000 |
| Equity | USD | 34.025 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Registration: 144A/Reg S;
A-R: Registration: 144A/Reg S;
A-J: 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: Registration: 144A/Reg S;
E-J: Registration: 144A/Reg S;
Equity: Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 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 |
|---|
| E-2 | FUD | 22.000 | 6.96 | - | UUU | - | - | - | 91.70% | - | Lrzra | KTHA | - | 270 | 5.75% | - | - |
| Z-2 | YLZ | 22.000 | 5.93 | - | FF | - | - | - | 91.00% | - | Auyph | AQWL | - | 315 | 6.19% | - | - |
| W | JCH | 28.000 | 2.97 | - | L | - | - | - | 15.40% | - | Zhukxpzd | ZXXP | - | 445 | QVWD+445 | - | - |
| U | ACZ | 55.000 | 2.34 | - | SSS- | - | - | - | 96.10% | - | Ecxozosm | XDJY | - | 600 | KVAG+568 | - | - |
| O-1 | FQP | 54.000 | 8.73 | - | YY | - | - | - | 54.00% | - | Qmovrpxe | LNUN | - | 320 | VCTZ+320 | - | - |
| B-1 | HYP | 613.000 | 9.75 | - | ZZZ | - | - | - | 98.00% | - | Dpjxdhnz | CONA | - | 230 | QATF+221 | - | - |
| B | LRY | 10.000 | 6.60 | - | KK- | - | - | - | 7.14% | - | Wbjzmqkp | HLMV | - | 925 | ANNO+836 | - | - |
| Jjrjxc | ZKP | 65.296 | - | - | IP | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Dmy Tyss Mgcvmyh 2.00
Reinvestment Period (YRS)
5.2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | YUP | 35.000 | 6.70 | - | Y | - | - | - | 63.70% | - | Lloymcxo | 3zT | - | 265 | 3eM+265 | - | 108.00000 |
| N | ZUR | 7.300 | 4.49 | - | CCC | - | - | - | - | - | Cyepaxty | 3hD | - | 65 | 3gN+65 | - | 184.00000 |
| A | JAL | 97.749 | 6.39 | - | AA- | - | - | - | 1.53% | - | Xcvyqrco | 3dL | - | 700 | 3xS+653 | - | 43.50505 |
| N-2 | NSV | 31.230 | 1.50 | - | A | - | - | - | 98.90% | - | Rzmst | - | - | 265 | 4.53% | - | 67.81753 |
| D | KOQ | 443.100 | 8.79 | - | DD | - | - | - | 72.00% | - | Vjdwcufg | 3kK | - | 149 | 3fK+149 | - | 180.00000 |
| Z | HMX | 17.400 | 5.30 | - | YYY- | - | - | - | 82.50% | - | Mcjshrsq | 3aG | - | 380 | 3tA+380 | - | 675.00000 |
| Xfwuxi | XVU | 58.950 | - | - | KT | - | - | - | - | - | - | - | - | - | - | - | - |
Reinvestment Period (YRS)
7.58