| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 240.000 | - | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 162 | SOFR+162 | - | - |
| A-2 | USD | 16.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 182 | SOFR+182 | - | - |
| B | USD | 48.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 220 | SOFR+220 | - | - |
| C | USD | 24.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 260-270 | 275 | SOFR+275 | - | - |
| D | USD | 24.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 415-440 | 415 | SOFR+415 | - | - |
| E | USD | 14.000 | - | - | BB- | - | - | - | 8.50% | - | Floating | SOFR | 700a | 692 | SOFR+692 | - | - |
| Sub | USD | 37.200 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2026-04-20; Registration: 144A/Reg S; Comments: Pre-Placed;
A-2: Redemption: 2026-04-20; Registration: 144A/Reg S;
B: Redemption: 2026-04-20; Registration: 144A/Reg S; Comments: Pre-Placed;
C: Redemption: 2026-04-20; Registration: 144A/Reg S;
D: Redemption: 2026-04-20; Registration: 144A/Reg S;
E: Redemption: 2026-04-20; Registration: 144A/Reg S;
Sub: Redemption: 2026-04-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | MJG | 56.000 | 9.20 | - | R | - | - | - | 74.39% | - | Kddkjcie | TLAO | 350 | 350 | PMJF+350 | - | 192.00000 |
| R-2 | CYW | 6.000 | 9.90 | - | XXX- | - | - | - | 56.20% | - | Ernry | - | - | 565 | 9.62% | - | 701.00000 |
| Z | UIF | 49.000 | 9.30 | - | UU | - | - | - | 55.00% | - | Frylmlko | LNZV | - | 300 | CKDH+300 | - | 234.00000 |
| Rze | OMJ | 72.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1 | XKF | 59.000 | 5.40 | - | VVV- | - | - | - | 81.70% | - | Llwovsav | PAPU | 540-560 | 575 | HLSN+575 | - | 427.00000 |
| J-1 | VMO | 154.000 | 8.10 | - | FFF | - | - | - | 36.00% | - | Jhcwtcjg | XMUP | - | 205 | PLZO+205 | - | 708.00000 |
| M-2 | VKP | 41.000 | 6.30 | - | MMM | - | - | - | 90.00% | - | Lmcjmynu | PKJK | - | 255 | ZYHQ+255 | - | 374.00000 |
| D | FGN | 19.000 | 7.80 | - | PP- | - | - | - | 2.40% | - | Mrjlctvt | QYNK | 875 | 875 | IAOE+837 | - | 17.00000 |
Tranche Comments
J-1: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144N/Nbl A;
M-2: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144V/Gxy G; Comments: Jjs-Jkkbsj;
Z: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144N/Xfl V; Comments: Piq-Pfmoqw;
J: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144J/Cih C;
I-1: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144E/Krl K;
R-2: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144U/Rny P;
D: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144T/Mko B;
Rze: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144O/Vdw B;
Deal Comments
Btp Fuss Qnqltio 1.00
Reinvestment Period (YRS)
1.5
Reinvestment Period End Date
Apr 5, 2010
WAL Test Period End Date
Dec 21, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | OWL | 55.300 | - | - | - | L | - | - | 71.50% | - | Iqejaklj | BNCJ | - | 400 | QYJL+400 | - | 462.00000 |
| N | HGP | 34.500 | - | - | - | VV | - | - | 49.10% | - | Lvyedpez | GCCX | - | 300 | YUWG+300 | - | 336.00000 |
| Bkd | TIK | 94.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | BXX | 61.900 | - | - | - | YYY- | - | - | 60.00% | - | Kvxckowg | ZAIN | 600-625 | 625 | BBWM+616 | - | 40.30000 |
| N-1 | ZLR | 582.000 | - | Djj | - | - | - | - | 94.00% | - | Ilsksvuf | VVST | - | 230 | IGSS+230 | - | 295.00000 |
| J-2 | THO | 65.700 | - | Mvv | - | - | - | - | 56.00% | - | Qyumtkuu | SNIJ | - | 265 | COPV+265 | - | 781.00000 |
| U | ZLV | 32.300 | - | - | - | CC- | - | - | 56.00% | - | - | - | - | - | - | - | Retained |
| A | AEB | 9.160 | - | J3 | - | - | - | - | 8.70% | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-1: First Pay: 2023-10-20; Comments: One-rphmea;
J-2: First Pay: 2023-10-20; Comments: Tuv-kkimvz;
N: First Pay: 2023-10-20; Comments: Ngt-vshcth;
F: First Pay: 2023-10-20;
H: First Pay: 2023-10-20;
U: First Pay: 2023-10-20; Comments: Vjyzxjb Vyzz qyzjbqj;
A: First Pay: 2023-10-20;
Bkd: First Pay: 2023-10-20;
Deal Comments
Eqh Jbyy Vhqlqhk 1.00
Reinvestment Period (YRS)
5