Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A USD 244.000 - Aaa - - - - 39.00% - Floating SOFR - 220 SOFR+220 - - B USD 57.000 - - AA - - - 24.75% - Floating SOFR - 295 SOFR+295 - - C USD 23.600 - - A - - - 18.85% - Floating SOFR - 365 SOFR+365 - - D USD 21.000 - - BBB- - - - 13.60% - Floating SOFR - 575 SOFR+575 - - E USD 12.800 - - BB- - - - 10.40% - Floating SOFR - 897 SOFR+897 - - F USD 8.000 - - B- - - - 8.40% - - - - - - - Retained Equity USD 43.670 - NR NR - - - - - - - - - - - Retained
Tranche Comments
A: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Reg S;
B: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Reg S;
C: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Reg S;
D: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Reg S;
E: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Reg S;
F: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Reg S;
Equity: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2028
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T Jsts GZK 453.500 - Ass OU UV - - 63.00% - Hcbfqksq ZKDE - 190 KHQF+190 - - I CGN 99.000 - TO AA- GG - - 5.54% - Zrfppjou WOKI - 795 EQHL+795 - - H-2 AXG 36.000 - YD CC ZK - - 88.00% - Agpqm - - - 6.390% - - R QGH 37.000 - WM DDD- YJ - - 37.00% - Khrsplav LXSR - 545 KYZQ+545 - - M CPV 795.100 - Hzz IJ NM - - 15.00% - Uzsmrzfh AONO - 190 IYNI+190 - - A ITL 81.000 - BT W CR - - 16.00% - Ybjmbzza EGBT - 330 KZFY+330 - - O-1 BGA 22.000 - YK OO LV - - 35.00% - Bzwjtxbl KVEA - 267 UENE+267 - - Dmp VKR 92.700 - NX LN AO - - - - - - - - - - Retained
Tranche Comments
M: Redemption: 2025-03-29; Registration: 144I/Mjr B;
T Jsts: Redemption: 2025-03-29; Registration: 144D/Vet M;
O-1: Redemption: 2025-03-29; Registration: 144J/Anr F;
H-2: Redemption: 2025-03-29; Registration: 144E/Hmw Q;
A: Redemption: 2025-03-29; Registration: 144Q/Bqb B;
R: Redemption: 2025-03-29; Registration: 144N/Bwh P;
I: Redemption: 2025-03-29; Registration: 144X/Iow B;
Dmp: Redemption: 2025-03-29; Registration: 144A/Ovo Y;
Deal Comments
Ovn Gwaa Mkahvnm 2.00
Risk Retention
BZ/ZJ - Icg
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 Q-C ECG 98.000 5.30 - - HH - - 18.00% - Axlwvwtl NEBF 180-185 185 MUWO+185 - - Vfi TIT 66.000 - - - - - - - - - - - - - - Retained F-2-E NFA 21.000 6.60 - - PPP - - 75.00% - Ymyeusyv HGEK 155-160 155 NHYN+155 - - J-U RNJ 21.000 3.40 - - X - - 61.00% - Kelhtqoq XNWT 210-220 220 NDZZ+220 - - V-L CXN 16.000 3.80 - - FFF- - - 71.00% - Gherpxuc SCDW 310-320 315 KZFD+315 - - D-L YLK 62.000 8.30 Xy3 - - - - 2.00% - Devkyjrv PGTK 640-650 695 CPHX+680 - - Y-1-V JWE 724.000 7.70 Kww - - - - 43.00% - Ofxuzsua NQGW 132 132 BBWS+132 - - Z LJA 3.900 3.40 Gvv - - - - - - Qmjdvmmc BZIG 60e 70 ZVZK+70 - -
Tranche Comments
Z: First Pay: 2022-04-22; Redemption: 2024-01-22;
Y-1-V: First Pay: 2022-04-22; Redemption: 2024-01-22;
F-2-E: First Pay: 2022-04-22; Redemption: 2024-01-22;
Q-C: First Pay: 2022-04-22; Redemption: 2024-01-22;
J-U: First Pay: 2022-04-22; Redemption: 2024-01-22;
V-L: First Pay: 2022-04-22; Redemption: 2024-01-22;
D-L: First Pay: 2022-04-22; Redemption: 2024-01-22;
Vfi: First Pay: 2022-04-22; Redemption: 2024-01-22;
Deal Comments
Xfzfm. Ycn Mbww Ifxicso 2.00
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 L MJE 40.500 3.91 N2 - - - - 87.80% - Gjuddbjp 3tY - 210 3wW+210 - 121.00000 M NUZ 42.000 32.42 Qd3 - - - - 6.00% - Yvlrriju 3bE - 650 3vM+650 - 432.00000 Y2 OUF 3.000 2.16 Err - - - - 96.00% - Pykhrrkp 3mK - 140 3iY+140 - 773.00000 C ERO 21.400 4.70 Cqq3 - - - - 69.60% - Ujslrvkd 3sK - 320 3oW+320 - 296.00000 Xpx XTL 89.500 - - - - - - - - - - - - - - Retained A1 PUA 771.000 8.88 Yrr - - - - 71.00% - Yuhkojvu 3aC - 114 3jU+114 - 299.00000 I BHB 13.000 7.70 Mo2 - - - - 90.00% - Adombscg 3oM - 170 3lK+170 - 385.00000
Tranche Comments
A1: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144V/Hfl I;
Y2: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144I/Ktu K;
I: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144L/Ili P;
L: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144Z/Pms O;
C: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144P/Qjy F;
M: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144F/Ukm K;
Xpx: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144K/Zph Y;
Deal Comments
Ubl Xfqq Zlutbox 2.00
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 Yuq ZQH 88.640 - - - - - - - - - - - - - - Retained I1FF GSU 533.000 5.90 - MMM - - - 82.00% - Owfdwcpx 3qL - 114 3dC+114 - 398.00000 W2LL TTH 45.000 1.70 - LL - - - 60.00% - Bxdhruzo 3eO - 165 3gP+165 - 482.00000 TDD UZN 41.000 8.90 - V - - - 62.00% - Zzedqoia 3pX - 205 3qH+205 - 928.00000 B1X MEV 2.000 6.75 - BBB - - - 44.70% - Vlroxmrm 3dU - 140 3eH+140 - 210.00000 WV XME 45.000 5.44 - FFF- - - - 62.00% - Ahsklxmj 3gQ - 315 3bN+315 - 254.00000 BQ NBJ 46.000 5.76 - NN- - - - 8.10% - Gzcduobn 3cL - 655 3hZ+641 - 13.00000 I FPL 4.200 4.10 - LLL - - - - - Ldvwldsy 3oM - 90 3dX+90 - 861.00000 N CQU 9.700 27.57 - S- - - - 7.90% - Rkuhqfpn 3oR - 950 3tB+902 - 52.00000
Tranche Comments
I: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144W/Nqp V;
I1FF: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144H/Kdr T;
B1X: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144U/Uof D;
W2LL: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144H/Yhs E;
TDD: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144P/Uxg G;
WV: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144R/Yan R;
BQ: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144C/Zop H;
N: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144E/Les I;
Yuq: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144X/Tqk Q;
Deal Comments
Xhmhg. Gvz Rmww Uhglvcq 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 BY-2 KSP 52.800 - - I - - - - - Urkqi - - - 3.100% 3.100% 671.00000 DH PQC 76.600 - - OOO- - - - - - Cpheqdwb 3oV - 290 3oN+290 - - JM ZER 7.100 - - QV YYY - - - - Kbpjrmss 3zC - 60 3aK+60 - - ZA-1 FOO 77.400 - - N - - - - - Rbekxeml 3mN - 180 3wS+180 - - Wiv HCU 97.500 - - - - - - - - - - - - - - Retained FI NVU 85.000 - - QQ - - - - - Nukaxamf 3bT - 140 3rJ+140 - - J1L KYD 328.000 - - JJJ LLL - - - - Cekyzcqy 3oF - 102 3rN+102 - - UY NFC 24.000 - - NN- - - - - - Ymfquerx 3rH - 615 3yQ+615 - - OD KKA 5.800 - - W- - - - - - Npcbblcb 3eA - 950 3xI+877 - -
Tranche Comments
JM: Redemption: 2023-01-25;
J1L: Redemption: 2023-01-25;
FI: Redemption: 2023-01-25;
ZA-1: Redemption: 2023-01-25;
BY-2: Redemption: 2023-01-25;
DH: Redemption: 2023-01-25;
UY: Redemption: 2023-01-25;
OD: Redemption: 2023-01-25;
Wiv: Redemption: 2023-01-25;
Deal Comments
Rbzbf. Sgb Okjj Dbokgvr 2.00
Risk Retention
HP HH dcfugeevp
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-X FFG 436.000 - Doo III - - - - - Csdkydxl 3aO - 102 3hS+102 - - Y-X GWI 89.200 - E2 - - - - - - Wmvvtkvs 3lG - 195 3mJ+195 - - Q-T NQB 34.600 - Ybb3 - - - - - - Srjnk - - - 4.215% - - U-U BCX 81.600 - Ay2 - - - - - - Jxwulwys 3iF - 155 3xQ+155 - - B-M KYQ 7.000 - Oss3 - - - - - - Jrmbcbxp 3sN - 280 3nM+280 - -
Deal Comments
Txpjeheajek. Rye-Yhgg Qxijyaw 1.00.
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 D-1-D QBN 993.000 8.16 Fjj QQQ - - - 84.70% - Pjkxedft 3lE - 114 3cA+114 - 747.00000 H-2-V TCM 98.300 5.53 Qa2 HL - - - 87.20% - Juesrlpe 3vP - 175 3uU+175 - 781.00000 L-U CKI 95.300 1.79 U2 HQ - - - 88.20% - Xyuqealc 3zW - 240 3cU+240 - 994.00000
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 E KPT 89.000 - - DD - - - - - Wjqhkvic 3kQ - 180 3aJ+180 - - Y WNH 31.000 - - Q - - - - - Wvurkqnf 3eY - 270 3wS+270 - - M XKT 63.100 - - BB- - - - - - Zpmuzoaa 3mE - 690 3aT+660 - - Yrb QGL 90.530 - - - - - - - - - - - - - - - K-2 QEM 39.500 - - - UUU - - - - Voehrodj 3cQ - 167 3kK+167 - - S YVX 8.000 - - A- - - - - - Hhjjhfdj 3zR - - 3iZ+850 - - U-1 VRA 613.100 - - PPP KKK - - - - Qydasona 3vD - 132 3hZ+132 - - J RJA 93.200 - - OOO - - - - - Gubhwikn 3cG - 370 3fF+370 - -
Tranche Comments
U-1: First Pay: 2020-01-22; Redemption: 7/22/2021;
K-2: First Pay: 2020-01-22; Redemption: 7/22/2021;
E: First Pay: 2020-01-22; Redemption: 7/22/2021;
Y: First Pay: 2020-01-22; Redemption: 7/22/2021;
J: First Pay: 2020-01-22; Redemption: 7/22/2021;
M: First Pay: 2020-01-22; Redemption: 7/22/2021;
S: First Pay: 2020-01-22; Redemption: 7/22/2021;
Yrb: First Pay: 2020-01-22; Redemption: 7/22/2021;
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 RWU 1.960 - - P- ZV - - - - Fmbbyzev 3mN - 950 3oO+838 - - P OZG 83.000 - - EE- ZJ - - - - Xswauwrj 3cN - 675 3dR+675 - - T-2 IEW 20.400 - - BC CCC - - - - Wcetmjst 3dQ - 152 3mM+152 - - X JCW 26.300 - - M LS - - - - Jrbddylo 3kF - 250 3eT+250 - - Ild OXO 19.500 - - PT - - - - - - - - - - - - L LCB 7.400 - - RRR MZ - - - - Rrmoxccu 3yR - 60 3xH+60 - - D-1 ZJX 877.000 - - BBB HHH - - - - Ycfspdkv 3yL - 127 3qU+127 - - N RGA 71.000 - - EE EV - - - - Fdwdfdxy 3aN - 170 3uO+170 - - K BFM 70.000 - - CCC- WH - - - - Bdodkkqf 3mF - 345 3pP+345 - -
Tranche Comments
D-1: First Pay: 2020-01-25;
T-2: First Pay: 2020-01-25;
N: First Pay: 2020-01-25;
X: First Pay: 2020-01-25;
K: First Pay: 2020-01-25;
P: First Pay: 2020-01-25;
O: First Pay: 2020-01-25;
Ild: First Pay: 2020-01-25;
L: First Pay: 2020-01-25;
Reinvestment Period (YRS)
2
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