| 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 |
|---|
| B | KFY | 32.750 | - | HQ | M | - | - | - | 25.30% | - | Gvzvkifh | QHUL | - | 400 | HHUZ+400 | - | - |
| A | NCU | 823.000 | - | Ftt | VY | - | - | - | 62.00% | - | Gmhxwunr | COBK | - | 180 | HHKK+180 | - | - |
| W | RAV | 62.110 | - | HP | QQ- | - | - | - | 2.60% | - | Tlchbixs | MHNY | - | 900 | IKTJ+832 | - | - |
| N | BNR | 59.780 | - | AR | ZZZ- | - | - | - | 14.43% | - | Gkewefaf | MKDO | - | 535 | DYXZ+520 | - | - |
| Sra | KXG | 75.470 | - | KJ | FM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | MOJ | 98.440 | - | FG | PP | - | - | - | 97.36% | - | Njwybulh | GCXS | - | 300 | QCTZ+300 | - | - |
Tranche Comments
A: First Pay: 2023-01-15; Redemption: 2024-07-15;
P: First Pay: 2023-01-15; Redemption: 2024-07-15;
B: First Pay: 2023-01-15; Redemption: 2024-07-15;
N: First Pay: 2023-01-15; Redemption: 2024-07-15;
W: First Pay: 2023-01-15; Redemption: 2024-07-15;
Sra: First Pay: 2023-01-15; Redemption: 2024-07-15;
Deal Comments
Sxo Wvss Vpjqxfg 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Apr 4, 2017