| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 409.500 | - | Aaa | NR | - | - | - | 37.00% | - | Floating | SOFR | - | 141 | SOFR+141 | - | - |
| B-R | USD | 84.500 | - | NR | AA | - | - | - | 24.00% | - | Floating | SOFR | 175 | 175 | SOFR+175 | - | - |
| C-R | USD | 39.000 | - | NR | A | - | - | - | 18.00% | - | Floating | SOFR | 200 | 200 | SOFR+200 | - | - |
| D-R | USD | 39.000 | - | NR | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 310 | 310 | SOFR+310 | - | - |
| E-R | USD | 24.375 | - | NR | BB- | - | - | - | 8.25% | - | Floating | SOFR | 595 | 595 | SOFR+595 | - | - |
| Sub | USD | 44.050 | - | NR | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S; Comments: Pre-Placed;
B-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
C-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
D-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
E-R: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-15; Redemption: 2026-07-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Lty | LCA | 41.100 | - | DF | QJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | GBU | 14.350 | - | LJ | LL | - | - | - | 86.84% | - | Jeydudhg | AXPV | - | 300 | VUAL+300 | - | - |
| J | UTE | 63.460 | - | ZI | UU- | - | - | - | 8.70% | - | Rsrrwkoz | WJSM | - | 900 | QJJW+832 | - | - |
| L | PVG | 617.000 | - | Rll | UM | - | - | - | 70.00% | - | Fpvdnxan | BSNU | - | 180 | MOTS+180 | - | - |
| U | ZYZ | 83.480 | - | QT | C | - | - | - | 17.90% | - | Vbvlorwb | LBDO | - | 400 | LWIW+400 | - | - |
| P | PVX | 40.100 | - | JA | WWW- | - | - | - | 69.27% | - | Keeszufw | QUWL | - | 535 | JLTP+520 | - | - |
Tranche Comments
L: First Pay: 2023-01-15; Redemption: 2024-07-15;
J: First Pay: 2023-01-15; Redemption: 2024-07-15;
U: First Pay: 2023-01-15; Redemption: 2024-07-15;
P: First Pay: 2023-01-15; Redemption: 2024-07-15;
J: First Pay: 2023-01-15; Redemption: 2024-07-15;
Lty: First Pay: 2023-01-15; Redemption: 2024-07-15;
Deal Comments
Yqp Ikaa Bvcgqqz 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 9, 2000