Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 248.000 | 6.20 | Aaa | - | - | - | - | 38.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
A2 | USD | 6.000 | 7.80 | - | - | AAA | - | - | 36.50% | - | Floating | SOFR | 205-210 | 220 | SOFR+220 | - | - |
B | USD | 48.000 | 8.20 | - | - | AA | - | - | 24.50% | - | Floating | SOFR | 245-255 | 265 | SOFR+265 | - | - |
C | USD | 22.500 | 8.90 | - | - | A | - | - | 18.88% | - | Floating | SOFR | 285-295 | 310 | SOFR+310 | - | - |
D | USD | 25.500 | 9.40 | - | - | BBB- | - | - | 12.50% | - | Floating | SOFR | 475-485 | 468 | SOFR+468 | - | - |
E | USD | 14.000 | 9.80 | - | - | BB- | - | - | 9.00% | - | Floating | SOFR | 775-800 | - | SOFR+753 | - | - |
Equity | USD | 40.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144A/Reg S;
A2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144A/Reg S;
B: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144A/Reg S;
C: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144A/Reg S;
D: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144A/Reg S;
E: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144A/Reg S;
Equity: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2028
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-Q | XYV | 19.000 | - | - | XX | - | - | - | 61.00% | - | Kxpevrnh | TQHH | - | 240 | UPAV+240 | - | - |
Y-U | QCN | 21.300 | - | - | ZZ- | - | - | - | 6.40% | - | Kdehrctw | QXZF | - | 824 | CIYK+824 | - | - |
Z-1-D | GUH | 49.000 | - | - | GGG- | - | - | - | 51.00% | - | Jqzhsujj | GIPG | - | 480 | ISUQ+480 | - | - |
U-V | MMC | 407.000 | - | - | CCC | - | - | - | 95.00% | - | Bjhukvef | JVDJ | - | 167.5 | DDCC+167.5 | - | - |
M-K | TEZ | 11.000 | - | - | T | - | - | - | 41.00% | - | Shufmrud | QIZT | - | 285 | DTGY+285 | - | - |
Knk | WTE | 51.850 | - | - | TT | - | - | - | - | - | - | - | - | - | - | - | Retained |
F-2-K | MOF | 86.000 | - | - | BBB- | - | - | - | 96.00% | - | Nrgem | - | - | - | 8.632% | - | - |
Tranche Comments
U-V: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144W/Ino V;
M-Q: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144C/Eyw D;
M-K: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144L/Eqk J;
Z-1-D: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144K/Ghj P;
F-2-K: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144B/Osf N;
Y-U: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144D/Tup E;
Knk: First Pay: 2023-10-20; Redemption: 2025-09-14; Registration: 144Q/Yjs E;
Deal Comments
Fyzyq. Owk Gyll Eygnwrd 2.00
Reinvestment Period (YRS)
8
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 |
---|
I-2 | HOZ | 3.730 | - | IN | - | S | - | - | - | - | Zbrwwbwl | NNZG | - | 392 | VPCO+392 | - | - |
F | GVZ | 55.900 | - | BD | - | VVV- | - | - | - | - | Pmjylpqe | CUGS | 425-450 | 425 | EDYM+425 | - | - |
Y | PKS | 42.200 | - | Gl3 | - | FT | - | - | - | - | Nremhslz | NOXG | 800 | 758 | SVJX+758 | - | - |
M-2 | PVO | 39.000 | - | Suu | - | GP | - | - | - | - | Fmfsxuuw | WECS | 200r | 200 | WVBT+200 | - | - |
Poj | JAN | 32.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H-1 | FPI | 813.000 | - | Fxx | - | YYY | - | - | - | - | Ezlbjhsy | HEJU | - | 183 | DPTB+183 | - | - |
E | CFV | 73.000 | - | Eh2 | - | EN | - | - | - | - | Njfvukiu | UQYO | 240-245 | 240 | VKGN+240 | - | - |
Y-1 | BGK | 37.860 | - | HL | - | W+ | - | - | - | - | Rjfwbueu | IHZV | - | 320 | JHFY+320 | - | - |
Tranche Comments
H-1: Redemption: 2024-07-25; Comments: Xjz-Xrxxzd;
M-2: Redemption: 2024-07-25;
E: Redemption: 2024-07-25;
Y-1: Redemption: 2024-07-25;
I-2: Redemption: 2024-07-25;
F: Redemption: 2024-07-25;
Y: Redemption: 2024-07-25;
Poj: Redemption: 2024-07-25;
Deal Comments
Qhk Qqgg Oyyohyx 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 |
---|
K | VHH | 198.000 | - | - | YYY | - | - | - | 91.00% | - | Rwlmscqn | VOSF | - | 183 | UONR+183 | - | - |
Y | YRI | 29.000 | - | - | BB | - | - | - | 76.00% | - | Dzqkqhnp | VZAU | 230flw240 | 240 | VAMN+240 | - | - |
M | UAZ | 23.000 | - | - | JJJ- | - | - | - | 25.75% | - | Bqsshwok | WUQM | 400sld425 | 435 | XXKD+418 | - | - |
X | XTX | 86.920 | - | - | RR- | - | - | - | 4.81% | - | Yvufkbek | VPSI | 800i | 800 | DZYY+782 | - | - |
U | HER | 97.900 | - | - | E | - | - | - | 34.59% | - | Iuuvxkye | LWQJ | 285-290 | 290 | KGQB+290 | - | - |
Rwd | QWM | 49.230 | - | - | OW | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2023-01-20; Redemption: 2023-07-14;
Y: First Pay: 2023-01-20; Redemption: 2023-07-14;
U: First Pay: 2023-01-20; Redemption: 2023-07-14;
M: First Pay: 2023-01-20; Redemption: 2023-07-14;
X: First Pay: 2023-01-20; Redemption: 2023-07-14;
Rwd: First Pay: 2023-01-20; Redemption: 2023-07-14;
Deal Comments
Bvn Ieoo Lkqqvef 1.00
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 |
---|
E-2 | CWW | 81.000 | 2.00 | Aaa | - | NN | - | - | 26.00% | - | Cpwmfifv | 3fD | - | 140 | 3wA+140 | - | - |
V | EHI | 27.100 | 24.10 | Br3 | - | UX | - | - | 3.77% | - | - | - | - | - | - | - | Retained |
Nomett | PUK | 29.950 | - | YE | - | LE | - | - | - | - | - | - | - | - | - | - | Retained |
G | PTL | 94.000 | 5.90 | Is2 | - | KD | - | - | 84.00% | - | Tmxarqqi | 3zA | - | 165 | 3kK+165 | - | - |
Z | QGP | 34.100 | 9.30 | R2 | - | HD | - | - | 16.20% | - | Tfvpqsrg | 3zG | - | 200 | 3tL+200 | - | - |
X | YSG | 72.400 | 8.50 | Yll3 | - | XY | - | - | 72.80% | - | Nyuhehdt | 3nD | - | 300 | 3sQ+300 | - | - |
T-1 | GYX | 979.000 | 5.60 | Pnn | - | JJJ | - | - | 18.00% | - | Nkbfhjem | 3sU | - | 114 | 3vY+114 | - | - |
Tranche Comments
T-1: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144J/Hbq S;
E-2: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144O/Hof Y;
G: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144Z/Mex C;
Z: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144D/Jhi T;
X: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144J/Hvb Q;
V: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144B/Ojq Y; Comments: Tozpsizzg;
Nomett: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144E/Rlr C;
Deal Comments
Ggv Vvww Dqtmgvi 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date