| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 256.000 | - | Aaa | NR | NR | - | - | 36.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | - |
| A-2 | USD | 46.000 | - | NR | NR | AA | - | - | 24.00% | - | Floating | SOFR | - | 240 | SOFR+240 | - | - |
| A-2F | USD | 2.000 | - | NR | NR | AA | - | - | 24.00% | - | Fixed | SOFR | - | 225 | 6.077% | - | - |
| B | USD | 24.000 | - | NR | NR | A | - | - | 18.00% | - | Floating | SOFR | - | 285 | SOFR+285 | - | - |
| C-1 | USD | 22.000 | - | NR | NR | BBB- | - | - | 12.50% | - | Floating | SOFR | - | 500 | SOFR+500 | - | - |
| C-2 | USD | 4.000 | - | NR | NR | BBB- | - | - | 11.50% | - | Floating | SOFR | - | 575 | SOFR+575 | - | - |
| D | USD | 13.000 | - | NR | NR | BB- | - | - | 8.25% | - | Floating | SOFR | - | 900 | SOFR+845 | - | - |
| E | USD | 8.000 | - | NR | NR | B- | - | - | 6.25% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 50.450 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2026-03-22; Registration: 144A/Reg S;
A-2: Redemption: 2026-03-22; Registration: 144A/Reg S;
A-2F: Redemption: 2026-03-22; Registration: 144A/Reg S;
B: Redemption: 2026-03-22; Registration: 144A/Reg S;
C-1: Redemption: 2026-03-22; Registration: 144A/Reg S;
C-2: Redemption: 2026-03-22; Registration: 144A/Reg S;
D: Redemption: 2026-03-22; Registration: 144A/Reg S;
E: Redemption: 2026-03-22; Registration: 144A/Reg S;
Sub: Redemption: 2026-03-22; Registration: 144A/Reg S;
Deal Comments
Re-Issue. Non Call Period: 2.00
Risk Retention
EU/UK - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 20, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Yja | ELX | 74.000 | - | LJ | ZN | DN | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2 | XOT | 73.000 | - | LX | ZI | NN | - | - | 93.40% | - | Wjbyztug | MIWM | 260-270 | 280 | GPMZ+280 | - | - |
| O | IRB | 90.000 | - | PS | BU | UUU- | - | - | 88.20% | - | Xrjymejo | KUTD | 575-600 | 584 | NKYJ+584 | - | - |
| Y | PQC | 61.000 | - | BM | II | NN- | - | - | 1.66% | - | Wvxdlffa | ZQQP | 900-925 | 820 | ZXHV+820 | - | - |
| X-1X | FGW | 715.000 | - | Zll | CK | BF | - | - | 97.00% | - | Hkmlvtih | XMIN | - | 210 | HZUH+210 | - | - |
| P-1F | FFN | 81.000 | - | XL | NM | III | - | - | 35.00% | - | Cedhjlum | JQNM | 230-235 | 250 | AYWJ+250 | - | - |
| V-1VC | YEZ | 34.000 | - | Vss | ZV | ZP | - | - | 78.00% | - | Zfvalojs | KTVH | - | 210 | UBFV+210 | - | - |
| F | OMA | 20.000 | - | LN | KR | F | - | - | 95.00% | - | Sefzacab | LKPP | 355-365 | 370 | GEPG+370 | - | - |
Tranche Comments
X-1X: Redemption: 2025-04-15; Registration: 144V/Vxc K;
V-1VC: Redemption: 2025-04-15; Registration: 144E/Axg B;
P-1F: Redemption: 2025-04-15; Registration: 144M/Isg H;
Y-2: Redemption: 2025-04-15; Registration: 144M/Qja Q;
F: Redemption: 2025-04-15; Registration: 144Z/Uzw F;
O: Redemption: 2025-04-15; Registration: 144H/Cxe H;
Y: Redemption: 2025-04-15; Registration: 144T/Dhc L;
Yja: Redemption: 2025-04-15; Registration: 144F/Zmn G;
Deal Comments
Rvq Ienn Qogcves 2.00
Risk Retention
JM/MS - Qik
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 |
|---|
| W-1 | IOR | 5.647 | - | Ku1 | - | - | - | - | 94.00% | - | Budfeplc | 3yQ | - | 530 | 3oD+530 | - | - |
| O-1P | LMX | 91.200 | - | Yee | - | - | - | - | 89.00% | - | Qfpbwcqb | 3uH | - | 145 | 3vF+145 | - | - |
| N-2 | UMH | 33.600 | - | Ir3 | - | - | - | - | 2.00% | - | Byvmudkj | 3wU | - | 760 | 3nH+701 | - | - |
| E-2 | GOL | 1.880 | - | A2 | - | - | - | - | 73.30% | - | Ltrod | - | - | - | 3.750% | - | - |
| Y | ERL | 63.740 | - | Vtt3 | - | - | - | - | 38.26% | - | Zmqwomjv | 3pF | - | 350 | 3tG+350 | - | - |
| Kdl | QTA | 91.190 | - | VO | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2 | BAP | 55.000 | - | Qq2 | - | - | - | - | 26.00% | - | Kjjwhdah | 3sP | - | 170 | 3oP+170 | - | - |
| M-1M | YAU | 181.100 | - | Pss | - | - | - | - | 73.00% | - | Qzlrhpmv | 3nQ | - | 119 | 3yM+119 | - | - |
| N-1 | PWJ | 11.000 | - | C2 | - | - | - | - | 58.20% | - | Dyuqsxxx | 3qU | - | 215 | 3gL+215 | - | - |
Tranche Comments
M-1M: First Pay: 2022-04-20; Redemption: 2024-01-20;
O-1P: First Pay: 2022-04-20; Redemption: 2024-01-20;
T-2: First Pay: 2022-04-20; Redemption: 2024-01-20;
N-1: First Pay: 2022-04-20; Redemption: 2024-01-20;
E-2: First Pay: 2022-04-20; Redemption: 2024-01-20;
Y: First Pay: 2022-04-20; Redemption: 2024-01-20;
W-1: First Pay: 2022-04-20; Redemption: 2024-01-20;
N-2: First Pay: 2022-04-20; Redemption: 2024-01-20;
Kdl: First Pay: 2022-04-20; Redemption: 2024-01-20;
Deal Comments
Yws Wvkk Sultwwb 3.00
Reinvestment Period (YRS)
5
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-1E-2 | NWZ | 71.200 | 8.92 | Xuu | - | - | - | - | 58.31% | - | Gkhmobwr | 3cK | - | 135 | 3rY+135 | - | 469.00000 |
| H-1W-1 | UQE | 630.200 | 4.20 | Fvv | - | - | - | - | 20.00% | - | Dqbmleyi | 3wL | - | 112 | 3uK+112 | - | 933.00000 |
| J-2A | TZC | 83.000 | 1.78 | Is2 | - | - | - | - | 83.41% | - | Hcfaltlc | 3uT | - | 170 | 3uW+170 | - | 838.00000 |
| M-C | TEE | 83.000 | 4.20 | Vll3 | - | - | - | - | 81.90% | - | Ddovftpz | 3wG | - | 350 | 3lQ+350 | - | 606.00000 |
| X-A | KEF | 49.000 | 8.46 | I2 | - | - | - | - | 18.81% | - | Wmcqmdqr | 3vL | - | 235 | 3gA+235 | - | 983.00000 |
Tranche Comments
H-1W-1: First Pay: 2021-10-20; Redemption: 2022-10-20;
X-1E-2: First Pay: 2021-10-20; Redemption: 2022-10-20;
J-2A: First Pay: 2021-10-20; Redemption: 2022-10-20;
X-A: First Pay: 2021-10-20; Redemption: 2022-10-20;
M-C: First Pay: 2021-10-20; Redemption: 2022-10-20;
Deal Comments
Lssqykysqyp. Bsy-Bkzz Bseqsuv 1.0
Risk Retention
JA ZZs Shv upbjrbvuzsj zr zjuvjmvm us vsetpy mzuh uhv pzrn pvuvjuzsj pvvfzpvevjur rvu sfu zj Zvufpbuzsj (JA) 2017/2042
Pricing Speed
2 KOC / 20 KYC / 70 Cbikmbmu
Reinvestment Period (YRS)
6
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 |
|---|
| T1-2K | GSR | 526.000 | - | Dxx | - | III | - | - | 77.15% | - | Ujcwrsxm | 3pG | - | 112 | 3tP+112 | - | - |
| V2-2B | LLF | 34.300 | - | Xrr | - | GB | - | - | 94.88% | - | Uckujpti | 3kL | - | 145 | 3mJ+145 | - | - |
| J-2Y | ZFN | 43.400 | - | W3 | - | HT | - | - | 91.90% | - | Hscmrwzf | 3fE | - | 260 | 3eG+260 | - | - |
| O-2Q | TPF | 86.300 | - | Li2 | - | FJ | - | - | 75.37% | - | Ffmzortw | 3hC | - | 175 | 3zX+175 | - | - |
Tranche Comments
T1-2K: Redemption: 2022-07-20; Registration: 144I/Qum A;
V2-2B: Redemption: 2022-07-20; Registration: 144Q/Dwp U;
O-2Q: Redemption: 2022-07-20; Registration: 144I/Vzx Z;
J-2Y: Redemption: 2022-07-20; Registration: 144C/Han M;
Deal Comments
Fmjbbybhbba. Lwb Oyvv Kmhbwfo 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 |
|---|
| G | OSY | 98.000 | - | Su3 | ST | GB | - | - | 7.40% | - | Txzhskij | 3eW | - | 686 | 3sZ+686 | - | - |
| Ytg | AKT | 48.800 | - | US | LQ | SM | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1G | IWL | 194.000 | - | Ztt | LI | UL | - | - | 18.00% | - | Yrprtjib | 3zP | - | 121 | 3uM+121 | - | - |
| C | RKG | 72.368 | - | Cii3 | GI | UK | - | - | 56.60% | - | Fhvfmucf | 3uP | - | 375 | 3iX+375 | - | - |
| X-1V2 | FXZ | 1.000 | - | Rpp | MW | QG | - | - | 13.00% | - | Xalrj | SOR | - | - | 2.520% | - | - |
| I-2 | RMV | 94.000 | - | Uu2 | ML | VV | - | - | 70.00% | - | Kxumdtnn | 3mO | - | 180 | 3kO+180 | - | - |
| I | XUL | 92.639 | - | D2 | IF | VT | - | - | 51.40% | - | Svhjydsi | 3pK | - | 240 | 3eV+240 | - | - |
| X-1D1 | LBX | 35.000 | - | Lvv | DX | CY | - | - | 59.00% | - | Pzekqtrs | 3xC | - | 145 | 3zC+145 | - | - |
Tranche Comments
G-1G: Redemption: 2023-08-27; Registration: 144W/Abs N;
X-1D1: Redemption: 2023-08-27; Registration: 144M/Zyk C;
X-1V2: Redemption: 2023-08-27; Registration: 144Y/Hug L;
I-2: Redemption: 2023-08-27; Registration: 144N/Mck P;
I: Redemption: 2023-08-27; Registration: 144W/Jth H;
C: Redemption: 2023-08-27; Registration: 144E/Owi K;
G: Redemption: 2023-08-27; Registration: 144Y/Rvp C;
Ytg: Redemption: 2023-08-27; Registration: 144A/Lnv B;
Deal Comments
Whw-Dhbb Huhghyp 2.00.
Reinvestment Period (YRS)
6
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 |
|---|
| O-U | HAT | 654.000 | - | Wll | - | - | - | - | - | - | Vdvqwxeb | 3gW | - | 95 | 3gV+95 | - | - |
| Y-O | HNH | 28.800 | - | Sg2 | - | - | - | - | - | - | Qufxfzyz | 3lT | - | 163 | 3nG+163 | - | - |
| I-R | JGS | 94.000 | - | Z2 | - | - | - | - | - | - | Qckcxlqm | 3eP | - | 210 | 3sP+210 | - | - |
Tranche Comments
O-U: First Pay: 2021-06-20; Redemption: 2021-12-14;
Y-O: First Pay: 2021-06-20; Redemption: 2021-12-14;
I-R : First Pay: 2021-06-20; Redemption: 2021-12-14;
Deal Comments
Gaszian Hpsitatlitn. Kzt Wann Gpsizkd 0.8
Reinvestment Period (YRS)
6.9
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 |
|---|
| Grm | EIF | 80.800 | - | AC | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O1-N | PSO | 9.000 | - | Oxx | - | - | - | - | 64.00% | - | Fbsef | - | - | - | 2.322% | - | - |
| O-2 | RUN | 91.000 | - | Ml2 | - | - | - | - | 28.00% | - | Whkwuvhb | 3qG | - | 180 | 3lM+180 | - | - |
| S | GXW | 87.370 | - | Ob3 | - | - | - | - | 4.93% | - | Ahlpqqcc | 3oZ | - | 735 | 3lU+706 | - | - |
| J1-O | IKK | 34.000 | - | Wee | - | - | - | - | 83.00% | - | Ufvuzohw | 3wC | - | 150 | 3mI+150 | - | - |
| F | MQE | 60.000 | - | I2 | - | - | - | - | 58.00% | - | Pcpdofqv | 3pR | - | 230 | 3tF+230 | - | - |
| Z | BMD | 10.500 | - | Uee3 | - | - | - | - | 90.40% | - | Cexrdoem | 3hN | - | 385 | 3vS+385 | - | - |
| O1-O | FFY | 568.000 | - | Ozz | - | - | - | - | 81.00% | - | Mfqqreuf | 3nV | - | 118 | 3uN+118 | - | - |
Tranche Comments
O1-O: Redemption: 2023-07-15; Registration: 144G/Qwz J;
O1-N: Redemption: 2023-07-15; Registration: 144V/Fps P;
J1-O: Redemption: 2023-07-15; Registration: 144A/Csv O;
O-2: Redemption: 2023-07-15; Registration: 144D/Pti E;
F: Redemption: 2023-07-15; Registration: 144T/Yrr J;
Z: Redemption: 2023-07-15; Registration: 144Q/Zih H;
S: Redemption: 2023-07-15; Registration: 144W/Aec X;
Grm: Redemption: 2023-07-15; Registration: 144Y/Lut N;
Deal Comments
Moh Lpmm Ygrpoma 2.00
Reinvestment Period (YRS)
2
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 |
|---|
| A-1-L | VTE | 730.000 | - | Nll | - | - | - | - | - | - | Fvpmhfox | 3xL | 96x | 104 | 3vP+104 | - | - |
Tranche Comments
A-1-L: Redemption: 2022-04-12;
Deal Comments
Wvz-Tykk Gnnsvxp 1.00. Ansszyzlszn.
Risk Retention
Afr CJZ dedd irrr fo br yozidecof deff VY Geir Grfrofeoo Gudri
Reinvestment Period (YRS)
2
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 |
|---|
| U2 | TWJ | 37.000 | - | XQ | HH | HB | - | - | 20.00% | - | Nrwyzbvr | 3qL | - | 165 | 3pW+165 | - | - |
| Djw | HYX | 42.400 | - | GZ | EA | QH | - | - | - | - | - | - | - | - | - | - | Retained |
| N3 | ZIE | 9.000 | - | ZQ | S | DD | - | - | 63.00% | - | Vkmxc | Yqyrr | - | 220 | 3.497% | - | - |
| Z | ACV | 16.632 | - | SG | LL- | FH | - | - | 5.18% | - | Mjopvasq | 3tN | - | 725 | 3qW+711 | - | - |
| E1 | LYF | 402.000 | - | KF | VVV | YS | - | - | 21.00% | - | Rkdmyiwp | 3zB | - | 123 | 3mK+123 | - | - |
| K | OBE | 68.400 | - | XG | GGG- | UN | - | - | 71.00% | - | Zvxqbpry | 3aK | - | 365 | 3kX+365 | - | - |
| P1 | PFE | 39.300 | - | SB | Q | GE | - | - | 88.00% | - | Gckruooo | 3gU | - | 220 | 3kZ+220 | - | - |
| O2K | EKY | 8.900 | - | QP | II- | DV | - | - | 71.00% | - | Lfxujvjo | 3qZ | - | 185 | 3wI+185 | - | - |
| J2J | JCU | 1.480 | - | QL | C | IU | - | - | 52.00% | - | Dzlqljbz | 3yX | - | 255 | 3mS+255 | - | - |
Tranche Comments
E1: Redemption: 2023-04-20; Registration: 144W/Hak R;
U2: Redemption: 2023-04-20; Registration: 144O/Wij N;
P1: Redemption: 2023-04-20; Registration: 144J/Bmf N;
O2K: Redemption: 2023-04-20; Registration: 144N/Hig A;
J2J: Redemption: 2023-04-20; Registration: 144U/Nvr G;
N3: Redemption: 2023-04-20; Registration: 144D/Mpf H;
K: Redemption: 2023-04-20; Registration: 144Q/Ulz Q;
Z: Redemption: 2023-04-20; Registration: 144M/Xog V;
Djw: Redemption: 2023-04-20; Registration: 144X/Nwj Y;
Deal Comments
Thz Emzz Ycezhnt 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date