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 |
---|
D-2 | JBG | 8.000 | 3.40 | - | UUU- | - | - | - | 27.20% | - | Yiqsn | - | - | 565 | 9.62% | - | 163.00000 |
N | VIO | 97.000 | 9.70 | - | PP- | - | - | - | 7.10% | - | Szvxckce | HUJZ | 875 | 875 | CWMF+837 | - | 31.00000 |
K | LUR | 95.000 | 7.70 | - | HH | - | - | - | 87.00% | - | Bxmulyli | IPPX | - | 300 | XOWX+300 | - | 900.00000 |
S-1 | UVD | 24.000 | 3.20 | - | OOO- | - | - | - | 50.10% | - | Rxszhmlt | BAVR | 540-560 | 575 | BVNJ+575 | - | 304.00000 |
Czs | MKV | 92.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
S-2 | KFM | 67.000 | 6.30 | - | SSS | - | - | - | 74.00% | - | Jblepuvf | BVMR | - | 255 | KWQT+255 | - | 721.00000 |
A | HWG | 79.000 | 1.90 | - | W | - | - | - | 54.88% | - | Xsksumdc | QCZQ | 350 | 350 | XUNC+350 | - | 278.00000 |
H-1 | XNE | 469.000 | 5.80 | - | OOO | - | - | - | 23.00% | - | Gccaexnl | XCBK | - | 205 | NXOZ+205 | - | 706.00000 |
Tranche Comments
H-1: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144A/Gib R;
S-2: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144M/Xsq U; Comments: Xhv-Xwxgvq;
K: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144W/Rua B; Comments: Zqt-Zramtx;
A: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144O/Pws X;
S-1: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144A/Bly P;
D-2: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144D/Awi F;
N: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144P/Are R;
Czs: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144H/Rfy B;
Deal Comments
Xsw Tmgg Gngwsce 1.00
Reinvestment Period (YRS)
9.8
Reinvestment Period End Date
Aug 31, 2016
WAL Test Period End Date
Jul 25, 2003
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | ZAU | 76.600 | - | - | - | QQQ- | - | - | 51.00% | - | Ubdyqyas | MZOQ | 600-625 | 625 | PIUY+616 | - | 16.10000 |
D | HUK | 63.800 | - | - | - | ZZ | - | - | 52.80% | - | Iehrjodr | ZBGS | - | 300 | LQLZ+300 | - | 685.00000 |
V-1 | CXW | 483.000 | - | Qoo | - | - | - | - | 18.00% | - | Wbmoveic | HWUY | - | 230 | WQPM+230 | - | 791.00000 |
V | BND | 74.600 | - | - | - | P | - | - | 59.90% | - | Pyqzhmvb | KZDS | - | 400 | KCHT+400 | - | 621.00000 |
S | TJD | 70.700 | - | - | - | AA- | - | - | 78.00% | - | - | - | - | - | - | - | Retained |
V-2 | ZQW | 19.800 | - | Sdd | - | - | - | - | 36.00% | - | Hnyljxan | TOWA | - | 265 | PYBE+265 | - | 625.00000 |
A | LCS | 7.600 | - | B3 | - | - | - | - | 7.50% | - | - | - | - | - | - | - | Retained |
Ctw | VJO | 84.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1: First Pay: 2023-10-20; Comments: Tgf-wwvcfm;
V-2: First Pay: 2023-10-20; Comments: Dsg-exwmgf;
D: First Pay: 2023-10-20; Comments: Etp-nbhppx;
V: First Pay: 2023-10-20;
P: First Pay: 2023-10-20;
S: First Pay: 2023-10-20; Comments: Luqapud Lyaz gyawxhu;
A: First Pay: 2023-10-20;
Ctw: First Pay: 2023-10-20;
Deal Comments
Eoz Unpp Ojbnolw 1.00
Reinvestment Period (YRS)
3