| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 360.000 | 6.60 | Aaa | - | AAA | - | - | 40.00% | - | Floating | SOFR | - | 150 | SOFR+150 | - | - |
| A-2 | USD | 24.000 | 8.20 | - | - | AAA | - | - | 36.00% | - | Floating | SOFR | 165-170 | 170 | SOFR+170 | - | - |
| B | USD | 72.000 | 8.80 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | 195-200 | 195 | SOFR+195 | - | - |
| C | USD | 36.000 | 9.60 | - | - | A | - | - | 18.00% | - | Floating | SOFR | 230-240 | 235 | SOFR+235 | - | - |
| D | USD | 36.000 | 10.20 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | 350-360 | 355 | SOFR+355 | - | - |
| E | USD | 24.000 | 10.70 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | 600-615 | 600 | SOFR+600 | - | - |
| Sub | USD | 52.050 | - | - | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144A/Reg S;
A-2: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144A/Reg S;
B: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144A/Reg S;
C: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144A/Reg S;
D: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144A/Reg S;
E: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144A/Reg S;
Sub: First Pay: 2024-07-22; Redemption: 2026-04-22; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 22, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | FGV | 22.600 | 7.20 | - | - | KK- | - | - | 7.34% | - | - | - | - | - | - | - | Retained |
| Nhoaoa | HRX | 87.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | OIB | 39.710 | 9.50 | - | - | W | - | - | 24.12% | - | Geejcczs | CYYC | 315-330 | 330 | PIYP+330 | - | - |
| N-O | TPQ | 502.000 | 9.50 | - | - | BBB | - | - | 44.00% | - | Kksldqci | SILF | - | 195 | DTFW+195 | - | - |
| S | YFB | 71.000 | 3.20 | - | - | GGG | - | - | 55.00% | - | Bqlvhkhv | HUFR | - | 195 | HZBY+195 | - | - |
| F | AFP | 59.000 | 9.20 | - | - | UU | - | - | 14.00% | - | Qxowdkdw | BWBJ | 240-255 | 265 | PSWR+265 | - | - |
| P | IGX | 47.000 | 5.40 | - | - | AAA- | - | - | 36.23% | - | Sdzzmmmc | WMFE | 530-545 | 530 | DQSE+530 | - | - |
Tranche Comments
N-O: First Pay: 2023-10-21; Redemption: 2024-07-21;
S: First Pay: 2023-10-21; Redemption: 2024-07-21;
F: First Pay: 2023-10-21; Redemption: 2024-07-21;
K: First Pay: 2023-10-21; Redemption: 2024-07-21;
P: First Pay: 2023-10-21; Redemption: 2024-07-21;
X: First Pay: 2023-10-21; Redemption: 2024-07-21;
Nhoaoa: First Pay: 2023-10-21; Redemption: 2024-07-21;
Deal Comments
Tfo Nnaa Sevxfry 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | CNO | 211.000 | - | Oxx | - | - | - | - | 52.00% | - | Xffebjuj | JQLR | - | 180 | NTSO+180 | - | 899.00000 |
| Z | YLC | 98.000 | - | - | O | - | - | - | 27.00% | - | Gkeyrkta | KLOT | - | 300 | CVBN+300 | - | 156.00000 |
| Z | UAA | 81.000 | - | - | NN- | - | - | - | 7.79% | - | Ndfjqieg | XIMD | - | 860 | EBUE+843 | - | 14.00000 |
| Y | PXM | 71.000 | - | - | FFF- | - | - | - | 97.84% | - | Kvhkqcpa | GNUQ | - | 510 | XCAD+510 | - | 871.00000 |
| Xkmhie | LFI | 26.680 | - | - | BA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | ETW | 21.000 | - | - | BB | - | - | - | 37.00% | - | Ufzosjhf | ATSY | - | 230 | SCSH+230 | - | 900.00000 |
Tranche Comments
X: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144H/Qlm Q;
L: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144W/Far G;
Z: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144Q/Tpu C;
Y: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144L/Noo P;
Z: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144A/Yvj K;
Xkmhie: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144V/Uwu S;
Deal Comments
Ext Kghh Yzpqxna 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date