| 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 |
|---|
| K-S | XSS | 546.570 | 7.20 | Fuu | - | - | - | - | 91.10% | - | Uzcmpizg | NTAG | - | 140 | ITND+140 | - | 585.00000 |
| D | JZS | 8.670 | 4.93 | - | - | MM- | - | - | 7.40% | - | Szpsddvu | KSVG | - | 725 | HEXV+725 | - | 421.00000 |
| R | ICJ | 2.400 | 4.20 | Nvv | - | - | - | - | - | - | Dewomfxq | BJGE | - | 95 | UJPQ+95 | - | 872.00000 |
| K-X | FFZ | 37.100 | 7.90 | - | - | E | - | - | 35.90% | - | Dprhraby | IZFM | - | 235 | IUKW+235 | - | 322.00000 |
| Caujjk | EZY | 23.130 | - | WK | - | OA | - | - | - | - | - | - | - | - | - | - | Retained |
| V-G | RLJ | 4.150 | 4.00 | - | - | FF- | - | - | 8.00% | - | Dzpfoywu | PQFG | - | 850 | HTZK+800 | - | 26.90000 |
| U-V | UNU | 90.100 | 6.67 | - | - | QQQ | - | - | 42.00% | - | Kwhsskub | SQTS | - | 160 | PVGB+160 | - | 719.00000 |
| B-I | LSI | 22.600 | 8.15 | - | - | BB | - | - | 11.30% | - | Drwlleej | XDOO | - | 180 | TPXQ+180 | - | 829.00000 |
| W-M | BMZ | 75.700 | 6.50 | - | - | TTT+ | - | - | 28.40% | - | Rzjvzuwx | GYCO | - | 375 | PZKO+375 | - | 751.00000 |
| C-X | ZKE | 8.200 | 1.50 | - | - | AAA- | - | - | 66.30% | - | Hihff | Jrbly | - | 465 | 8.53% | 8.529% | 159.00000 |
Tranche Comments
R: Registration: 144E/Ztu R;
K-S: Registration: 144Q/Uet K;
U-V: Registration: 144M/Ccm Z;
B-I: Registration: 144F/Qwg C;
K-X: Registration: 144Z/Hye R;
W-M: Registration: 144D/Irk A;
C-X: Registration: 144A/Ihz Y;
D: Registration: 144M/Aki B;
V-G: Registration: 144A/Dlp X;
Caujjk: Registration: 144Y/Yag N;
Deal Comments
Xvfvs. Qbm-Dtww Xvmgbvc 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 |
|---|
| A-1 | CJV | 45.000 | 1.61 | - | XX | - | - | - | 52.00% | - | Njoehusv | TLZU | - | 320 | VSWH+320 | - | - |
| I-2 | XOJ | 31.000 | 4.34 | - | MM | - | - | - | 99.00% | - | Zkkgo | MAVP | - | 315 | 6.19% | - | - |
| J | EWU | 29.000 | 2.50 | - | GG- | - | - | - | 8.61% | - | Yvjkydwz | ZZFD | - | 925 | SMFG+836 | - | - |
| R-1 | ZAR | 650.000 | 5.10 | - | YYY | - | - | - | 47.00% | - | Sxwlqhry | NEZA | - | 230 | VNUL+221 | - | - |
| Dplmia | MGD | 47.612 | - | - | JY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | AFY | 42.000 | 8.95 | - | T | - | - | - | 48.90% | - | Whxjuusj | UKFO | - | 445 | AHXJ+445 | - | - |
| I | CWG | 18.000 | 2.23 | - | XXX- | - | - | - | 45.60% | - | Rxwbrxte | MPLZ | - | 600 | HKSM+568 | - | - |
| J-2 | QYF | 79.000 | 7.25 | - | YYY | - | - | - | 50.30% | - | Vklnl | IWOF | - | 270 | 5.75% | - | - |
Deal Comments
Qzm Jrkk Zcevzri 2.00
Reinvestment Period (YRS)
6.9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | HOU | 4.600 | 7.86 | - | EEE | - | - | - | - | - | Eeyorcuk | 3xF | - | 65 | 3vS+65 | - | 727.00000 |
| R-1 | PWL | 14.000 | 5.20 | - | O | - | - | - | 69.40% | - | Kqyumslo | 3gG | - | 265 | 3dL+265 | - | 979.00000 |
| N | HMH | 35.100 | 9.62 | - | ZZZ- | - | - | - | 29.50% | - | Vvdjwyzu | 3wP | - | 380 | 3pZ+380 | - | 175.00000 |
| D-2 | BTR | 71.350 | 1.80 | - | R | - | - | - | 32.60% | - | Oosuu | - | - | 265 | 4.53% | - | 32.89510 |
| U | AEY | 750.300 | 4.60 | - | SS | - | - | - | 71.00% | - | Dzkpvtrq | 3nQ | - | 149 | 3lA+149 | - | 149.00000 |
| U | HQV | 67.601 | 8.91 | - | ZZ- | - | - | - | 7.28% | - | Ybsbztmz | 3bG | - | 700 | 3bJ+653 | - | 57.98725 |
| Pbhkhl | PYD | 56.990 | - | - | EX | - | - | - | - | - | - | - | - | - | - | - | - |
Reinvestment Period (YRS)
7.92