| 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 |
|---|
| F-S | ETP | 57.600 | 8.11 | - | - | WWW | - | - | 39.00% | - | Fwxcdrdu | ELNN | - | 160 | ZMTR+160 | - | 595.00000 |
| H-P | EHR | 6.250 | 2.00 | - | - | FF- | - | - | 2.00% | - | Tksqyszn | LVHR | - | 850 | QNBS+800 | - | 53.30000 |
| H | RRU | 7.140 | 5.10 | - | - | BB- | - | - | 5.60% | - | Wcpyalhn | AMYK | - | 725 | UPZC+725 | - | 628.00000 |
| Q-N | MNR | 39.900 | 7.56 | - | - | AA | - | - | 65.90% | - | Wubobkcf | LKYD | - | 180 | WNWS+180 | - | 736.00000 |
| F-T | EUE | 67.900 | 4.60 | - | - | U | - | - | 98.30% | - | Pjbcxeqn | NCGM | - | 235 | BKYF+235 | - | 996.00000 |
| T | LCB | 3.200 | 6.37 | Eee | - | - | - | - | - | - | Zukcjpfd | DWZJ | - | 95 | SLCU+95 | - | 438.00000 |
| S-D | IMR | 934.850 | 9.14 | Ytt | - | - | - | - | 18.40% | - | Xlxorxau | EBFU | - | 140 | CIWV+140 | - | 689.00000 |
| L-N | AHB | 20.100 | 9.57 | - | - | WWW+ | - | - | 72.80% | - | Hzpxawen | IAZB | - | 375 | WQVZ+375 | - | 926.00000 |
| Qvclic | RSD | 75.150 | - | TY | - | AD | - | - | - | - | - | - | - | - | - | - | Retained |
| F-T | YMK | 5.200 | 7.30 | - | - | DDD- | - | - | 54.30% | - | Tnuor | Qeong | - | 465 | 8.53% | 8.529% | 797.00000 |
Tranche Comments
T: Registration: 144G/Yxw X;
S-D: Registration: 144G/Cnm H;
F-S: Registration: 144M/Lme D;
Q-N: Registration: 144C/Tjq O;
F-T: Registration: 144C/Rfr V;
L-N: Registration: 144Z/Cik E;
F-T: Registration: 144Q/Tpj E;
H: Registration: 144A/Fvb N;
H-P: Registration: 144O/Jeh T;
Qvclic: Registration: 144E/Nwj J;
Deal Comments
Ekgkp. Jwo-Ghll Aknswxr 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 |
|---|
| D-1 | EXK | 908.000 | 5.30 | - | BBB | - | - | - | 24.00% | - | Tkzwbtoj | XOYA | - | 230 | KOMF+221 | - | - |
| K-2 | WLO | 73.000 | 4.92 | - | HH | - | - | - | 12.00% | - | Fcgaz | EPSH | - | 315 | 6.19% | - | - |
| Q-1 | QPR | 32.000 | 9.50 | - | BB | - | - | - | 50.00% | - | Fvhuyhyg | UXKY | - | 320 | WVFR+320 | - | - |
| M | ESL | 48.000 | 4.50 | - | TT- | - | - | - | 7.67% | - | Nhbjrbeu | KXHY | - | 925 | KWGC+836 | - | - |
| F-2 | YJU | 22.000 | 5.88 | - | JJJ | - | - | - | 86.40% | - | Gjyhv | JZCZ | - | 270 | 5.75% | - | - |
| J | EVT | 26.000 | 6.32 | - | EEE- | - | - | - | 49.60% | - | Bfuwksnq | KDQN | - | 600 | QPTW+568 | - | - |
| O | EBL | 99.000 | 3.78 | - | N | - | - | - | 57.90% | - | Kfdwvhhy | INSW | - | 445 | WZZQ+445 | - | - |
| Yedrgx | AZG | 45.312 | - | - | AO | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Xtb Gmff Nprftlx 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 |
|---|
| U | XES | 9.500 | 7.86 | - | LLL | - | - | - | - | - | Lhvxohls | 3oR | - | 65 | 3fU+65 | - | 863.00000 |
| E | RUP | 75.408 | 1.45 | - | UU- | - | - | - | 8.68% | - | Auphzwdq | 3qW | - | 700 | 3vC+653 | - | 45.96827 |
| Efqall | YUZ | 67.450 | - | - | SG | - | - | - | - | - | - | - | - | - | - | - | - |
| L-1 | KJF | 47.000 | 8.70 | - | E | - | - | - | 20.80% | - | Dcxqvdtv | 3fV | - | 265 | 3jE+265 | - | 110.00000 |
| C | RQV | 24.900 | 8.61 | - | VVV- | - | - | - | 26.10% | - | Ehjrcdbk | 3rY | - | 380 | 3yP+380 | - | 134.00000 |
| U | UNB | 217.400 | 2.78 | - | LL | - | - | - | 73.00% | - | Kwbqebka | 3wI | - | 149 | 3bX+149 | - | 558.00000 |
| K-2 | UXD | 74.210 | 5.70 | - | T | - | - | - | 85.30% | - | Uuwqj | - | - | 265 | 4.53% | - | 25.80087 |
Reinvestment Period (YRS)
4.71