| 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 |
|---|
| U | VHJ | 79.350 | 4.10 | - | - | D | - | - | 37.75% | - | Newdlisw | QMDE | 315-330 | 330 | LSGR+330 | - | - |
| S-W | JZI | 702.000 | 9.40 | - | - | QQQ | - | - | 47.00% | - | Oyhuydvh | PJHJ | - | 195 | UOVT+195 | - | - |
| P | PHE | 78.000 | 8.10 | - | - | RRR- | - | - | 42.36% | - | Pyxqbfss | SNIY | 530-545 | 530 | PBUC+530 | - | - |
| J | TSX | 63.400 | 6.20 | - | - | WW- | - | - | 9.76% | - | - | - | - | - | - | - | Retained |
| Izseih | GEC | 40.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | RUI | 58.000 | 9.80 | - | - | GGG | - | - | 99.00% | - | Hskbvpmz | ZEQJ | - | 195 | EIWC+195 | - | - |
| O | FKT | 48.000 | 8.50 | - | - | EE | - | - | 20.00% | - | Exsecccm | QAEV | 240-255 | 265 | DBPN+265 | - | - |
Tranche Comments
S-W: First Pay: 2023-10-21; Redemption: 2024-07-21;
D: First Pay: 2023-10-21; Redemption: 2024-07-21;
O: First Pay: 2023-10-21; Redemption: 2024-07-21;
U: First Pay: 2023-10-21; Redemption: 2024-07-21;
P: First Pay: 2023-10-21; Redemption: 2024-07-21;
J: First Pay: 2023-10-21; Redemption: 2024-07-21;
Izseih: First Pay: 2023-10-21; Redemption: 2024-07-21;
Deal Comments
Esb Ukkk Keokssg 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 18, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | WJD | 816.000 | - | Djj | - | - | - | - | 13.00% | - | Dyhcvass | DWNR | - | 180 | MLCN+180 | - | 461.00000 |
| Lznkxl | YTV | 25.540 | - | - | TF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | PZR | 40.000 | - | - | C | - | - | - | 84.00% | - | Iwoedqpk | XAZQ | - | 300 | PQZG+300 | - | 924.00000 |
| R | CKM | 74.000 | - | - | BB- | - | - | - | 3.26% | - | Dpqaqrof | XPUK | - | 860 | EIPI+843 | - | 88.00000 |
| O | GZJ | 20.000 | - | - | JJ | - | - | - | 30.00% | - | Oequtrqc | NKJV | - | 230 | GTJM+230 | - | 480.00000 |
| D | BXD | 59.000 | - | - | EEE- | - | - | - | 70.18% | - | Cxrwqepv | BTUV | - | 510 | ZYTZ+510 | - | 674.00000 |
Tranche Comments
C: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144U/Hti B;
O: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144T/Kds Q;
J: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144J/Lvg Q;
D: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144L/Qdm R;
R: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144E/Hyb K;
Lznkxl: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144V/Zkx W;
Deal Comments
Vum Zwhh Fwraufx 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 29, 2010