| 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 |
|---|
| B | UQN | 24.000 | 1.10 | - | TT- | - | - | - | 9.60% | - | Lypdrobg | CISF | - | 925 | IKYC+836 | - | - |
| G-2 | RRG | 35.000 | 2.52 | - | UUU | - | - | - | 59.40% | - | Ytrky | IISU | - | 270 | 5.75% | - | - |
| D-2 | TIB | 59.000 | 4.88 | - | HH | - | - | - | 62.00% | - | Ryfiq | LTFG | - | 315 | 6.19% | - | - |
| Usaido | RZX | 23.523 | - | - | LT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1 | KCI | 44.000 | 6.79 | - | MM | - | - | - | 20.00% | - | Gqkyzmes | YZKX | - | 320 | QDLY+320 | - | - |
| V-1 | FLT | 345.000 | 6.43 | - | BBB | - | - | - | 39.00% | - | Yjlhqmfg | BZFD | - | 230 | IVPX+221 | - | - |
| G | JVA | 61.000 | 8.65 | - | A | - | - | - | 81.40% | - | Zzbufmsa | SILO | - | 445 | VTZJ+445 | - | - |
| G | HQV | 75.000 | 5.80 | - | KKK- | - | - | - | 67.80% | - | Mhxkqqvq | CMVM | - | 600 | KMWT+568 | - | - |
Deal Comments
Ohm Oxcc Jtsshob 2.00
Reinvestment Period (YRS)
1.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | IOZ | 908.200 | 1.61 | - | NN | - | - | - | 33.00% | - | Ixjdncvn | 3uQ | - | 149 | 3yG+149 | - | 635.00000 |
| C-2 | BVT | 67.460 | 4.80 | - | Z | - | - | - | 38.30% | - | Onpje | - | - | 265 | 4.53% | - | 37.78361 |
| I-1 | OZQ | 62.000 | 2.10 | - | C | - | - | - | 18.40% | - | Kvezrxsu | 3pR | - | 265 | 3mB+265 | - | 324.00000 |
| V | MMM | 79.179 | 9.85 | - | UU- | - | - | - | 3.37% | - | Jvrayred | 3bF | - | 700 | 3oP+653 | - | 29.58049 |
| M | FCE | 52.900 | 5.17 | - | XXX- | - | - | - | 97.80% | - | Eywvrobj | 3iS | - | 380 | 3xK+380 | - | 555.00000 |
| Grvijn | PZU | 99.960 | - | - | VS | - | - | - | - | - | - | - | - | - | - | - | - |
| D | WKG | 8.800 | 1.47 | - | III | - | - | - | - | - | Hjdyscaq | 3hN | - | 65 | 3zT+65 | - | 367.00000 |
Reinvestment Period (YRS)
7.13