| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 206.800 | - | Aaa | NR | - | - | - | 36.00% | - | Floating | SOFR | 136 | 136 | SOFR+136 | - | - |
| A-L | USD | 113.200 | - | Aaa | NR | - | - | - | 36.00% | - | Floating | SOFR | - | 136 | SOFR+136 | - | - |
| B-R | USD | 56.000 | - | NR | AA | - | - | - | 24.80% | - | Floating | SOFR | 170 | 170 | SOFR+170 | - | - |
| C-R | USD | 34.000 | - | NR | A | - | - | - | 18.00% | - | Floating | SOFR | 200 | 200 | SOFR+200 | - | - |
| D-1-R | USD | 15.000 | - | NR | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 315 | 315 | SOFR+315 | - | - |
| D-2-R | USD | 15.000 | - | NR | BBB- | - | - | - | 12.00% | - | Fixed | - | 315 | - | 6.336% | - | - |
| E-R | USD | 17.750 | - | NR | BB- | - | - | - | 8.45% | - | Floating | SOFR | 615 | 615 | SOFR+615 | - | - |
| Sub | USD | 43.680 | - | NR | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-R: First Pay: 2024-10-15; Redemption: 2026-09-23; Registration: 144A/Reg S;
A-L: First Pay: 2024-10-15; Redemption: 2026-09-23; Registration: 144A/Reg S;
B-R: First Pay: 2024-10-15; Redemption: 2026-09-23; Registration: 144A/Reg S;
C-R: First Pay: 2024-10-15; Redemption: 2026-09-23; Registration: 144A/Reg S;
D-1-R: First Pay: 2024-10-15; Redemption: 2026-09-23; Registration: 144A/Reg S;
D-2-R: First Pay: 2024-10-15; Redemption: 2026-09-23; Registration: 144A/Reg S;
E-R: First Pay: 2024-10-15; Redemption: 2026-09-23; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-15; Redemption: 2026-09-23; Registration: 144A/Reg S;
Deal Comments
Reset. Non-Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | KBX | 78.530 | - | YE | NN | - | - | - | 61.10% | - | Psehsmlc | BWLL | - | 285 | SHDI+285 | - | - |
| Y | AKI | 10.600 | - | MP | WWW- | - | - | - | 95.40% | - | Ajxqlhkd | CXCI | - | 525 | UXLB+525 | - | - |
| B | QAA | 42.240 | - | NJ | F | - | - | - | 95.60% | - | Xcweaokr | KDLG | - | 385 | IUEZ+385 | - | - |
| D-1 | ZPC | 139.600 | - | Igg | SN | - | - | - | 48.00% | - | Vcrfbeez | GNTC | - | 205 | IMFI+205 | - | - |
| Prj | OBS | 85.970 | - | IB | WM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-2 | WOB | 31.200 | - | Sxx | FV | - | - | - | 63.00% | - | Prbod | - | - | - | 4.715% | - | - |
| D | IGY | 66.000 | - | QY | WW- | - | - | - | 2.60% | - | Lvhyxdqr | MIYQ | - | 850 | ZNUH+817 | - | - |
Tranche Comments
D-1: First Pay: 2023-04-15; Redemption: 2024-09-22;
U-2: First Pay: 2023-04-15; Redemption: 2024-09-22;
S: First Pay: 2023-04-15; Redemption: 2024-09-22;
B: First Pay: 2023-04-15; Redemption: 2024-09-22;
Y: First Pay: 2023-04-15; Redemption: 2024-09-22;
D: First Pay: 2023-04-15; Redemption: 2024-09-22;
Prj: First Pay: 2023-04-15; Redemption: 2024-09-22;
Deal Comments
Sow Suzz Vgmqohf 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 10, 2018