| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 3.000 | 1.61 | - | AAA | - | - | - | - | - | Floating | SOFR | - | 180 | SOFR+180 | - | 100.00000 |
| A | USD | 234.000 | 5.41 | - | AAA | - | - | - | 41.50% | - | Floating | SOFR | - | 235 | SOFR+235 | - | 100.00000 |
| B | USD | 50.000 | 6.98 | - | AA | - | - | - | 29.00% | - | Floating | SOFR | - | 320 | SOFR+320 | - | 100.00000 |
| C | USD | 24.000 | 7.36 | - | A | - | - | - | 23.00% | - | Floating | SOFR | - | 420 | SOFR+420 | - | 100.00000 |
| D | USD | 20.000 | 7.78 | - | BBB- | - | - | - | 18.00% | - | Floating | SOFR | - | 635 | SOFR+635 | - | 100.00000 |
| E | USD | 24.000 | 8.28 | - | BB- | - | - | - | 12.00% | - | Floating | SOFR | - | 875 | SOFR+855.5 | - | 99.00000 |
| Equity | USD | 42.530 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144A/Reg S;
A: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144A/Reg S;
B: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144A/Reg S;
C: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144A/Reg S;
D: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144A/Reg S;
E: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144A/Reg S; Comments: Onshore Investors Only;
Equity: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 20, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-U | MFN | 110.000 | 7.91 | - | OOO | - | - | - | 55.40% | - | Dcklayiz | ESMP | - | 230 | 3iYEUJ+230 | - | 272.00000 |
| E-1 | AVO | 122.530 | 2.17 | - | III | - | - | - | 96.90% | - | Nhlewyuh | WGWA | - | 230 | 3gNAJY+230 | - | 588.00000 |
| K-L | CSG | 85.000 | 8.66 | - | YYY | - | - | - | 79.70% | - | Cwhoa | - | - | - | 6.95% | 6.950% | 594.00000 |
| V | EAC | 44.180 | 1.46 | - | YY | - | - | - | 51.00% | - | Mcuxmfhw | BWZK | - | 325 | 3iEVFK+325 | - | 983.00000 |
| Zdoriq | TVL | 161.700 | - | - | WM | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1: First Pay: 2023-10-15; Redemption: 2024-10-01;
Y-U: First Pay: 2023-10-15; Redemption: 2024-10-01;
K-L: First Pay: 2023-10-15; Redemption: 2024-10-01;
V: First Pay: 2023-10-15; Redemption: 2024-10-01;
Zdoriq: First Pay: 2023-10-15; Redemption: 2024-10-01;
Deal Comments
Apy Tpss Nvvkpeq 1.00
Risk Retention
IN - Hufl CI/IC - Huf
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 |
|---|
| Q | QLH | 95.000 | 2.00 | - | L- | - | - | - | 31.00% | - | Gbobeycs | 3rM | - | 260 | 3kM+260 | - | - |
| C | NVK | 37.000 | 2.99 | - | OO | - | - | - | 72.00% | - | Rpqcjotp | 3sA | - | 190 | 3tQ+190 | - | - |
| G | MUC | 272.000 | 7.30 | - | ZZZ | - | - | - | 40.50% | - | Abmqdkva | 3fP | - | 145 | 3yV+145 | - | - |
| Slfxul | FRC | 37.300 | - | - | DI | - | - | - | 49.83% | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2022-04-05; Redemption: 2022-12-21;
C: First Pay: 2022-04-05; Redemption: 2022-12-21;
Q: First Pay: 2022-04-05; Redemption: 2022-12-21;
Slfxul: First Pay: 2022-04-05; Redemption: 2022-12-21;
Deal Comments
Wss Jzuu Pmbrszi 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date