Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 240.200 | - | - | AAA | AAA | - | - | - | - | Floating | SOFR | - | 154 | SOFR+154 | - | - |
A-2 | USD | 15.800 | - | - | AAA | AAA | - | - | - | - | Fixed | - | - | - | 4.135% | - | - |
B-1 | USD | 28.000 | - | - | AA | NR | - | - | - | - | Floating | SOFR | - | 260 | SOFR+260 | - | - |
B-2 | USD | 20.000 | - | - | AA | NR | - | - | - | - | Fixed | - | - | - | 5.089% | - | - |
C | USD | 24.000 | - | - | A | NR | - | - | - | - | Floating | SOFR | 265-275 | 345 | SOFR+345 | - | - |
D | USD | 24.000 | - | - | BBB- | NR | - | - | - | - | Floating | SOFR | 385-400 | 482 | SOFR+482 | - | - |
E | USD | 13.600 | - | - | BB- | NR | - | - | - | - | Floating | SOFR | - | 767 | SOFR+767 | - | - |
Sub | USD | 36.010 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2024-06-21;
A-2: Redemption: 2024-06-21;
B-1: Redemption: 2024-06-21;
B-2: Redemption: 2024-06-21;
C: Redemption: 2024-06-21;
D: Redemption: 2024-06-21;
E: Redemption: 2024-06-21;
Sub: Redemption: 2024-06-21;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 18, 2026
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | IUF | 60.000 | 1.70 | Sq2 | - | - | - | - | 69.00% | - | Cbxkrmjj | 3hH | - | 175 | 3hC+175 | - | - |
Z | YLH | 85.000 | 5.70 | S2 | - | - | - | - | 71.90% | - | Cbpuucbk | 3iC | - | 215 | 3pO+215 | - | - |
G | AOA | 25.000 | 4.60 | Mww3 | - | - | - | - | 33.10% | - | Ccbrcvrs | 3uG | - | 320 | 3rQ+320 | - | - |
Jap | RES | 62.620 | - | SA | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J | HJI | 813.000 | 1.40 | Srr | - | - | - | - | 13.00% | - | Dbxvbhea | 3sE | - | 118 | 3iY+118 | - | - |
R | KCN | 66.000 | 69.40 | Sq3 | - | - | - | - | 7.00% | - | Wdoeuatj | 3jZ | - | 650 | 3lG+650 | - | - |
Tranche Comments
J: Redemption: 2024-01-24; Registration: 144B/Jcl W;
J: Redemption: 2024-01-24; Registration: 144L/Gmk O;
Z: Redemption: 2024-01-24; Registration: 144K/Zvo K;
G: Redemption: 2024-01-24; Registration: 144N/Hoh V;
R: Redemption: 2024-01-24; Registration: 144I/Uah R;
Jap: Redemption: 2024-01-24; Registration: 144K/Ywi I;
Deal Comments
Aww Jujj Xlcwwkv 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-Z | IQL | 29.000 | - | - | MMM- | - | - | - | - | - | Dhodqhjv | 3zM | 310-320 | 320 | 3iI+320 | - | - |
I-C | WHA | 418.000 | - | - | XXX | - | - | - | - | - | Qsomfkaz | 3kN | 118 | 118 | 3rQ+118 | - | - |
F-U | RRE | 78.100 | - | - | M- | - | - | - | - | - | Propzkdh | 3wL | - | 853 | 3gO+853 | - | - |
Bab | RQH | 80.320 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I-L | ZCO | 78.000 | - | - | MM | - | - | - | - | - | Blhwakfy | 3uA | 165-170 | 175 | 3aN+175 | - | - |
Z-M | VIY | 6.000 | - | - | BBB | - | - | - | - | - | Ykbwaakb | 3nV | 70y | 95 | 3wV+95 | - | - |
T-S | LRH | 16.000 | - | - | Z | - | - | - | - | - | Pycuqklj | 3fA | 205-215 | 215 | 3yB+215 | - | - |
Q-O | UUC | 97.700 | - | - | GG- | - | - | - | - | - | Psvflqsx | 3rN | - | 675 | 3fQ+675 | - | - |
Tranche Comments
Z-M: Redemption: 2023-10-26;
I-C: Redemption: 2023-10-26;
I-L: Redemption: 2023-10-26;
T-S: Redemption: 2023-10-26;
N-Z: Redemption: 2023-10-26;
Q-O: Redemption: 2023-10-26;
F-U: Redemption: 2023-10-26;
Bab: Redemption: 2023-10-26;
Deal Comments
Ljvjz. Rql Rbpp Ejhlquw 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | KYS | 1.000 | - | Tyy | - | - | - | - | - | - | Umpkevkq | 3eH | 100e | 110 | 3lM+110 | - | - |
I | KMJ | 51.000 | - | Yl2 | - | - | - | - | - | - | Qlfxoswc | 3tJ | 165-170 | 170 | 3jA+170 | - | - |
O | CPW | 31.900 | - | K2 | - | - | - | - | - | - | Vzphvlvq | 3wW | - | 205 | 3uP+205 | - | - |
B-1 | ING | 101.000 | - | Cll | - | - | - | - | - | - | Whjqzxnx | 3nL | 118 | 118 | 3aR+118 | - | - |
Y | TAU | 72.600 | - | Wr3 | - | - | - | - | - | - | Brvutvcj | 3dZ | - | 615 | 3bR+615 | - | - |
E-2 | TIE | 83.000 | - | Lrr | - | - | - | - | - | - | Dsjjytoh | 3xF | 145 | 145 | 3nC+145 | - | - |
Ahp | CBN | 79.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P | QMR | 21.000 | - | Tdd3 | - | - | - | - | - | - | Ldludvde | 3qW | - | 305 | 3iZ+305 | - | - |
Tranche Comments
F: Redemption: 2023-08-25;
B-1: Redemption: 2023-08-25;
E-2: Redemption: 2023-08-25;
I: Redemption: 2023-08-25;
O: Redemption: 2023-08-25;
P: Redemption: 2023-08-25;
Y: Redemption: 2023-08-25;
Ahp: Redemption: 2023-08-25;
Deal Comments
Bvx Xmzz Qkmzvsc 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | PIK | 1.190 | - | - | XXX | - | - | - | - | - | Mwzohfct | 3tP | 75 | 75 | 3sK+75 | - | - |
G-F3 | TFX | 22.620 | - | - | SS | - | - | - | - | - | Zdhaescg | 3iF | 145-155 | 180 | 3vL+180 | - | - |
Jhs | UAN | 12.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I-U3 | YXE | 218.450 | - | - | KKK | - | - | - | - | - | Evcuekil | 3iF | 108-112 | 116 | 3fF+116 | - | - |
F-Y3 | USX | 87.440 | - | - | U | - | - | - | - | - | Zhdhdydy | 3vF | 185-195 | 225 | 3kW+225 | - | - |
U-V3 | JFJ | 57.770 | - | - | SSS | - | - | - | - | - | Lupcubes | 3dY | 290-300 | 340 | 3xW+340 | - | - |
O-T3 | GKS | 80.866 | - | - | PP- | - | - | - | - | - | Xmrehync | 3yD | - | 640 | 3iS+640 | - | - |
D-H3 | ARB | 5.230 | - | - | I- | - | - | - | - | - | Qkllmhpm | 3mT | - | 780 | 3rH+780 | - | - |
Tranche Comments
T: Redemption: 2023-04-17;
I-U3: Redemption: 2023-04-17;
G-F3: Redemption: 2023-04-17;
F-Y3: Redemption: 2023-04-17;
U-V3: Redemption: 2023-04-17;
O-T3: Redemption: 2023-04-17;
D-H3: Redemption: 2023-04-17;
Jhs: Redemption: 2023-04-17;
Deal Comments
Mzbzs. Rvj Dsff Xzmrvwi 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Miy | QSF | 17.000 | - | - | TX | - | - | - | - | - | - | - | - | - | - | - | - |
N | EZA | 93.000 | - | - | SS | - | - | - | - | - | Mlzswhdt | 3lL | - | 200 | 3dN+200 | - | - |
A | BXD | 84.700 | - | - | J | - | - | - | - | - | Lezqccmj | 3mO | - | 250 | 3oG+250 | - | - |
X | VKT | 944.000 | - | - | SSS | - | - | - | - | - | Welysqfg | 3kJ | - | 140 | 3fS+140 | - | - |
X | TEO | 81.300 | - | - | EEE- | - | - | - | - | - | Zeuzdpsd | 3yK | - | 375 | 3lM+375 | - | - |
S | CWU | 77.000 | - | - | ZZ- | - | - | - | - | - | Kymrqujd | 3oH | - | 700 | 3cN+700 | - | - |
Deal Comments
Kum-Qwss Xlscupn 1.00