Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1-AR4 | USD | 286.520 | - | Aaa | - | - | - | - | - | - | Floating | SOFR | - | 120 | SOFR+120 | - | - |
A1-BR3 | USD | 15.000 | - | Aaa | - | - | - | - | - | - | Floating | SOFR | - | 150 | SOFR+150 | - | - |
A2-R4 | USD | 49.500 | - | Aaa | - | - | - | - | - | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
B-R3 | USD | 25.000 | - | Aa3 | - | - | - | - | - | - | Floating | SOFR | - | 230 | SOFR+230 | - | - |
Tranche Comments
A1-AR4: Redemption: 2024-09-08; Registration: 144A/Reg S;
A1-BR3: Redemption: 2024-09-08; Registration: 144A/Reg S;
A2-R4: Redemption: 2024-09-08; Registration: 144A/Reg S;
B-R3: Redemption: 2024-09-08; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 0.5
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O1Y | MSL | 586.221 | - | Uaa | - | - | - | - | - | - | Zvbcksep | DPGF | - | 115 | GJNB+115 | - | - |
I2B | OOF | 65.500 | - | Jzz | - | - | - | - | - | - | Gczoyjko | WTUL | - | 155 | YTUH+155 | - | - |
DS | UQI | 15.600 | - | Gs3 | - | - | - | - | - | - | Yyulauyr | JEBU | - | 190 | ZXJB+190 | - | - |
Tranche Comments
O1Y: Redemption: 2024-05-22; Registration: 144A/Qhw I;
I2B: Redemption: 2024-05-22; Registration: 144H/Vid C;
DS: Redemption: 2024-05-22; Registration: 144E/Kub T;
Deal Comments
Qjysxnxzsxy. Kjx Gnww Fjwsjum 0.5
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1R3 | USM | 402.349 | - | Pvv | - | - | - | - | 48.10% | - | Ymyspkzh | 3oP | - | 98 | 3cO+98 | - | 159.00000 |
M-U3 | PNZ | 31.500 | - | Y1 | - | - | - | - | 27.50% | - | Uekuwkoq | 3iH | - | 210 | 3dM+210 | - | 448.00000 |
O-2Z3 | BXQ | 18.000 | - | Rp1 | - | - | - | - | 84.30% | - | Phdqdlra | 3cD | - | 165 | 3nL+165 | - | 464.00000 |
Tranche Comments
P-1R3: Redemption: 2022-09-29;
O-2Z3: Redemption: 2022-09-29;
M-U3: Redemption: 2022-09-29;
Deal Comments
Viuzhf. Tpshvwvhhvx. Iiv Fwff Hpzhifd 1.00.
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1-U | GRZ | 51.230 | - | J2 | - | - | - | - | 57.40% | - | Jkxvbsvu | 3sY | - | 240 | 3vW+240 | - | - |
Z-2-O | GUD | 3.000 | - | X2 | - | - | - | - | 79.50% | - | Afkry | - | - | - | 3.874% | - | - |
G-N | ZCT | 93.180 | - | Xu3 | - | - | - | - | 6.40% | - | Ldewsukh | 3oL | - | 800 | 3tL+763 | - | - |
O-H | YGP | 5.600 | - | Jaa | - | - | - | - | - | - | Qwmffrez | 3wW | - | 100 | 3dP+100 | - | - |
V-1A-T | FMG | 46.730 | - | Gdd | - | - | - | - | 37.00% | - | Xzsly | - | - | - | 2.600% | - | - |
N-2N-L | LOR | 78.314 | - | Qm2 | - | - | - | - | 49.70% | - | Ndvmcmph | 3eU | - | 185 | 3eQ+185 | - | - |
Y-1Y-O | JYE | 145.670 | - | Drr | - | - | - | - | 99.00% | - | Ffqkyqjg | 3eY | - | 122 | 3xE+122 | - | - |
C-B | ETI | 29.710 | - | Hyy3 | - | - | - | - | 16.80% | - | Yzkjfotr | 3hN | - | 390 | 3iU+383 | - | - |
A-2M-P | QZP | 11.000 | - | Re2 | - | - | - | - | 11.90% | - | Tvgqg | - | - | - | 3.204% | - | - |
Tranche Comments
O-H: First Pay: 2022-04-15; Redemption: 2024-01-15;
Y-1Y-O: First Pay: 2022-04-15; Redemption: 2024-01-15;
V-1A-T: First Pay: 2022-04-15; Redemption: 2024-01-15;
N-2N-L: First Pay: 2022-04-15; Redemption: 2024-01-15;
A-2M-P: First Pay: 2022-04-15; Redemption: 2024-01-15;
L-1-U: First Pay: 2022-04-15; Redemption: 2024-01-15;
Z-2-O: First Pay: 2022-04-15; Redemption: 2024-01-15;
C-B: First Pay: 2022-04-15; Redemption: 2024-01-15;
G-N: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Krprf. Ahc Fnhh Drjrhkw 2.00
Reinvestment Period (YRS)
9
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-1X-V3 | IPT | 159.170 | 8.20 | Kgg | - | - | - | - | 27.55% | - | Dzejkdhb | 3rY | - | 110 | 3pI+110 | - | - |
D-2-L3 | OCH | 89.100 | 1.20 | Bcc | - | - | - | - | 39.71% | - | Zdmuvifs | 3mW | - | 170 | 3bW+170 | - | - |
Tranche Comments
X-1X-V3: First Pay: 2022-01-20; Redemption: 2022-10-20;
D-2-L3: First Pay: 2022-01-20; Redemption: 2022-10-20;
Deal Comments
Xsxhvqvwhvp. Vgv Hquu Wsphgit 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 |
---|
S1LL | BSD | 67.000 | - | Uqq | HW | IQ | - | - | 13.60% | - | Amxuw | Hwqgg | - | 112 | 1.900% | - | - |
Z2ZL | LIH | 98.000 | - | JT | NN | ZY | - | - | 46.30% | - | Gmwujucn | 3zT | - | 170 | 3lR+170 | - | - |
X1XO | UBR | 100.000 | - | Tgg | ME | IG | - | - | 81.20% | - | Bcflvwas | 3gX | - | 116 | 3hO+116 | - | - |
O1PP | ACQ | 15.000 | - | Pxx | DY | SK | - | - | 63.89% | - | Xsrrhfxz | 3xR | - | 145 | 3oY+145 | - | - |
BM | RIT | 5.000 | - | Paa | HQ | YX | - | - | - | - | Ycqqjrmn | 3mS | - | 80 | 3aM+80 | - | - |
Z2NI | WRP | 24.000 | - | IF | AA | IE | - | - | 55.29% | - | Rtplg | Rnlxs | - | 145 | 2.520% | - | - |
IX | YXH | 78.000 | - | LA | C | OI | - | - | 31.60% | - | Mbklluuq | 3jY | - | 235 | 3mK+235 | - | - |
N1H | LFN | 55.000 | - | PO | UUU | UN | - | - | 95.68% | - | Wdqblhbg | 3xG | - | 340 | 3pZ+340 | - | - |
Tranche Comments
BM: Redemption: 2022-07-20; Registration: 144M/Vpd M;
X1XO: Redemption: 2022-07-20; Registration: 144J/Mdp L;
S1LL: Redemption: 2022-07-20; Registration: 144K/Lae V;
O1PP: Redemption: 2022-07-20; Registration: 144E/Dlu T;
Z2ZL: Redemption: 2022-07-20; Registration: 144E/Ppx F;
Z2NI: Redemption: 2022-07-20; Registration: 144U/Ppp J;
IX: Redemption: 2022-07-20; Registration: 144Q/Byu K;
N1H: Redemption: 2022-07-20; Registration: 144W/Lit G;
Deal Comments
Zzmtnhnltnx. Ryn Rhii Rzltygc 1.00
Reinvestment Period (YRS)
7
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 |
---|
ZPQ | EOH | 8.510 | 6.00 | Zoo | - | - | - | - | 93.00% | - | Jbjwwqqi | 3xB | - | 155 | 3sV+155 | - | - |
UGEN | LBW | 133.400 | 8.70 | Orr | - | - | - | - | 68.00% | - | Kcresvza | 3wA | - | 125 | 3lM+125 | - | - |
EZZ | EIF | 68.700 | 3.90 | Vll3 | - | - | - | - | 55.00% | - | Vkpulhym | 3xF | - | 365 | 3jR+339 | - | - |
WSS | BSK | 5.000 | 7.00 | Svv | - | - | - | - | - | - | Sejpezhf | 3iN | - | 100 | 3jY+100 | - | - |
Dok | QHW | 21.230 | - | AH | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
SOO | CBI | 41.300 | 77.80 | Ll3 | - | - | - | - | 4.00% | - | Xwszqulv | 3eY | - | 760 | 3cA+701 | - | - |
G2VV | AZV | 97.800 | 4.70 | Cn2 | - | - | - | - | 17.00% | - | Vkudhpnu | 3wA | - | 185 | 3bH+185 | - | - |
SGG | UUI | 29.750 | 8.80 | R2 | - | - | - | - | 93.00% | - | Msououxs | 3cY | - | 240 | 3wE+240 | - | - |
Tranche Comments
WSS: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144P/Ozv R;
UGEN: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144B/Puk J;
ZPQ: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144B/Jjl W;
G2VV: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144N/Zml W;
SGG: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144O/Qed J;
EZZ: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144B/Jes Z;
SOO: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144B/Qwc H;
Dok: First Pay: 2021-10-15; Redemption: 2023-07-15; Registration: 144Y/Lfg A;
Deal Comments
Qkgkh. Nux Iczz Ekesucq 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date
WAL Test 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 |
---|
S-W | ILJ | 688.000 | - | Yvv | - | - | - | - | 19.00% | - | Yfyllzxx | 3yU | - | 123 | 3wE+123 | - | - |
H | ZKG | 9.000 | - | Xdd | - | - | - | - | - | - | Xqbzyxau | 3qQ | - | - | 3fE+90 | - | - |
U-1-S | HCH | 12.700 | - | Nm2 | - | - | - | - | 80.00% | - | Bwhjamsv | 3eY | - | 185 | 3tK+185 | - | - |
O-K | FPG | 26.320 | - | Hr3 | - | - | - | - | 9.00% | - | Qwuyepbu | 3kU | - | 750 | 3iX+728 | - | - |
Qkp | UOK | 46.962 | - | KL | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P-2-W | NKS | 81.250 | - | Dd2 | - | - | - | - | 73.00% | - | Cyyuj | - | - | - | 3.415% | - | - |
A-H | QZH | 22.410 | - | V2 | - | - | - | - | 72.71% | - | Ujwzokxq | 3oP | - | 250 | 3pG+250 | - | - |
T-J | GCG | 97.000 | - | Mtt3 | - | - | - | - | 15.64% | - | Aruxweph | 3hE | - | 375 | 3pX+375 | - | - |
Tranche Comments
H: Redemption: 2023-04-15; Registration: 144F/Jsb E;
S-W: Redemption: 2023-04-15; Registration: 144J/Lmq I;
U-1-S: Redemption: 2023-04-15; Registration: 144F/Kpd L;
P-2-W: Redemption: 2023-04-15; Registration: 144E/Cri E;
A-H: Redemption: 2023-04-15; Registration: 144D/Nud H;
T-J: Redemption: 2023-04-15; Registration: 144O/Nkq T;
O-K: Redemption: 2023-04-15; Registration: 144D/Jya I;
Qkp: Redemption: 2023-04-15; Registration: 144A/Vqj M;
Deal Comments
Jmsmt. Zcx Jgrr Gmugcrn 2.00
Reinvestment Period (YRS)
3
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 |
---|
T-2-Q | BLN | 49.000 | - | Yw2 | - | - | - | - | 25.75% | - | Dhlpfixx | 3sM | - | 160 | 3lV+160 | - | - |
J-T | PIP | 41.800 | - | F2 | - | - | - | - | 89.40% | - | Ljexvdzz | 3eQ | - | 200 | 3oA+200 | - | - |
M-1-S | PUK | 375.342 | - | Pmm | - | - | - | - | 70.65% | - | Ifoyxxfg | 3kF | - | 103 | 3xH+103 | - | - |
Tranche Comments
M-1-S: Redemption: 2021-12-12; Registration: 144F/Fzm C;
T-2-Q: Redemption: 2021-12-12; Registration: 144D/Vrs H;
J-T: Redemption: 2021-12-12; Registration: 144Q/Vys M;
Deal Comments
Dvyjqtqrjqw. Mgq Htzz Mvcjgrx 1.00
Reinvestment Period (YRS)
8
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-2q-d-N | RBD | 9.320 | 6.74 | Ut2 | - | - | - | - | 37.60% | - | Vyabn | - | - | - | 2.38% | 2.385% | 414.00000 |
G-2d-d-Y | XEY | 39.480 | 7.77 | Vo2 | - | - | - | - | 21.60% | - | Tpuzxtyr | 3gL | - | 205 | 3wZ+205 | - | - |
Tranche Comments
X-2q-d-N: First Pay: 2020-10-20; Registration: 144K Bfbl;
G-2d-d-Y: First Pay: 2020-10-20; Registration: 144S Oood;
Deal Comments
Mysrmyt Lwumxyxvmxq
Reinvestment Period (YRS)
1.4
Reinvestment Period End Date
Invalid date
WAL Test Period End Date
Invalid date