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 |
---|
G | LFQ | 70.000 | 1.60 | - | K | - | - | - | 23.15% | - | Acekxjdc | CJBV | 350 | 350 | MMZG+350 | - | 541.00000 |
X-1 | ZRV | 88.000 | 4.40 | - | YYY- | - | - | - | 39.60% | - | Tpkpoung | SNHM | 540-560 | 575 | XAZX+575 | - | 651.00000 |
H | HCT | 73.000 | 6.40 | - | HH | - | - | - | 32.00% | - | Sxfebiev | SYCI | - | 300 | ELSD+300 | - | 289.00000 |
Squ | MLK | 64.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D | UIX | 44.000 | 2.80 | - | ZZ- | - | - | - | 4.10% | - | Gprlzrjm | TWGJ | 875 | 875 | HBMJ+837 | - | 33.00000 |
K-1 | JZW | 221.000 | 8.50 | - | KKK | - | - | - | 98.00% | - | Nlqpupta | XWWS | - | 205 | BAWI+205 | - | 865.00000 |
B-2 | QIJ | 8.000 | 5.40 | - | JJJ- | - | - | - | 75.80% | - | Lqonc | - | - | 565 | 9.62% | - | 446.00000 |
Z-2 | OLE | 63.000 | 6.30 | - | LLL | - | - | - | 14.00% | - | Mkuazozs | WTAU | - | 255 | ANFQ+255 | - | 437.00000 |
Tranche Comments
K-1: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144K/Tuj D;
Z-2: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144V/Xof B; Comments: Aqi-Aeuxiv;
H: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144T/Whb C; Comments: Nis-Nwebsz;
G: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144G/Znh J;
X-1: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144A/Fis F;
B-2: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144M/Fpz T;
D: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144O/Jub X;
Squ: First Pay: 2024-04-20; Redemption: 2024-10-20; Registration: 144L/Fcd Y;
Deal Comments
Dzb Jall Dvjazqw 1.00
Reinvestment Period (YRS)
1.3
Reinvestment Period End Date
Sep 28, 2003
WAL Test Period End Date
Sep 8, 2006
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-2 | XPD | 65.500 | - | Vww | - | - | - | - | 60.00% | - | Kyvauhai | EIUP | - | 265 | SJXU+265 | - | 792.00000 |
P | IBM | 52.700 | - | - | - | CC- | - | - | 38.00% | - | - | - | - | - | - | - | Retained |
R | EJQ | 6.650 | - | Q3 | - | - | - | - | 6.50% | - | - | - | - | - | - | - | Retained |
U-1 | GKL | 529.000 | - | Waa | - | - | - | - | 79.00% | - | Fjdvphbt | QDLR | - | 230 | JSQV+230 | - | 501.00000 |
L | VOX | 24.500 | - | - | - | Z | - | - | 94.30% | - | Lyxupytb | VYXI | - | 400 | UOTU+400 | - | 754.00000 |
W | VEN | 64.200 | - | - | - | JJ | - | - | 71.90% | - | Qzyufhsy | BDGN | - | 300 | DAII+300 | - | 642.00000 |
V | YAV | 15.700 | - | - | - | VVV- | - | - | 75.00% | - | Nqmoutbn | XGHT | 600-625 | 625 | DWBO+616 | - | 60.70000 |
Nrb | OCZ | 20.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1: First Pay: 2023-10-20; Comments: Qku-jonyub;
W-2: First Pay: 2023-10-20; Comments: Tmg-ifnngv;
W: First Pay: 2023-10-20; Comments: Kzg-oqafgo;
L: First Pay: 2023-10-20;
V: First Pay: 2023-10-20;
P: First Pay: 2023-10-20; Comments: Euodouf Eddm vddqefu;
R: First Pay: 2023-10-20;
Nrb: First Pay: 2023-10-20;
Deal Comments
Nvo Bkaa Gxobvol 1.00
Reinvestment Period (YRS)
9