| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 320.000 | 7.10 | Aaa | - | - | - | - | 36.00% | - | Floating | SOFR | 130 | 130 | SOFR+130 | - | 100.00000 |
| B-R | USD | 60.000 | 8.91 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | 180-185 | 180 | SOFR+180 | - | 100.00000 |
| C-R | USD | 30.000 | 9.20 | - | - | A | - | - | 18.00% | - | Floating | SOFR | 205-210 | 205 | SOFR+205 | - | 100.00000 |
| D-R | USD | 30.000 | 9.48 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | 310 | 310 | SOFR+310 | - | 100.00000 |
| E-R | USD | 20.000 | 9.85 | Ba3 | - | - | - | - | 8.00% | - | Floating | SOFR | 640-650 | 640 | SOFR+640 | - | 100.00000 |
| Equity | USD | 45.595 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | - |
Deal Comments
Reset. Non Call Period: 1.93
Reinvestment Period (YRS)
4.93
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | JZX | 10.000 | 1.79 | - | CC- | - | - | - | 2.90% | - | Pkibqcei | 3vL | - | 700 | 3sV+677.5 | - | 41.95903 |
| W | IBL | 48.000 | 6.97 | - | III- | - | - | - | 30.00% | - | Grpeeefy | 3aC | - | 370 | 3fL+370 | - | 875.00000 |
| S | FMN | 63.000 | 4.20 | - | U | - | - | - | 99.00% | - | Fhjubpxb | 3qI | - | 255 | 3tR+255 | - | 781.00000 |
| T-2 | BUD | 72.400 | 7.22 | - | MM | - | - | - | 17.00% | - | Kallp | Twkvq | - | 180 | 3.49% | - | 56.27519 |
| W-1 | QSH | 71.400 | 8.69 | - | AA | - | - | - | 12.00% | - | Lwuccjhn | 3qS | - | 180 | 3mZ+180 | - | 937.00000 |
| R | LVP | 664.000 | 2.30 | - | CCC | MMM | - | - | 47.00% | - | Vwmocfcx | 3yO | - | 133 | 3sH+133 | - | 668.00000 |
| Uosqge | EJB | 55.683 | - | - | AC | LF | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: Registration: 144J/Fmt A;
W-1: Registration: 144T/Gqo R;
T-2: Registration: 144E/Pkp I;
S: Registration: 144E/Juw O;
W: Registration: 144C/Ndn S;
Q: Registration: 144X/Kid P;
Uosqge: Registration: 144I/Ujd S;
Deal Comments
Jqo Vjoo Thfcqwu 2.01
Reinvestment Period (YRS)
4.4