| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 2.000 | 1.80 | - | AAA | - | - | - | - | - | Floating | SOFR | 100 | 110 | SOFR+110 | - | - |
| A-1 | USD | 215.250 | 6.30 | - | AAA | - | - | - | 38.50% | - | Floating | SOFR | - | 155 | SOFR+155 | - | - |
| A-2 | USD | 12.250 | 7.80 | - | AAA | - | - | - | 35.00% | - | Floating | SOFR | 170-175 | 175 | SOFR+175 | - | - |
| B | USD | 30.500 | 8.30 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 195-200 | 195 | SOFR+195 | - | - |
| B(fxd) | USD | 8.000 | 8.30 | - | AA | - | - | - | 24.00% | - | Fixed | - | - | - | 6.00% | - | - |
| C | USD | 21.000 | 9.00 | - | A | - | - | - | 18.00% | - | Floating | SOFR | 235-245 | 240 | SOFR+240 | - | - |
| D-1 | USD | 21.000 | 9.50 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 360-365 | 355 | SOFR+355 | - | - |
| D-2 | USD | 3.500 | 9.70 | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | 515-530 | 530 | SOFR+530 | - | - |
| E | USD | 10.500 | 9.90 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 675-685 | 665 | SOFR+665 | - | - |
| Equity | USD | 28.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
A-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
A-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
B: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
B(fxd): First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
C: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
D-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
D-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
E: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
Equity: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-P | RCS | 7.000 | 1.10 | - | - | RRR | - | - | - | - | Nrwpjzec | CGKO | 100a | 100 | XYBR+100 | - | - |
| Gpp Crqnjd | OOO | 3.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-B | CZP | 52.000 | 4.50 | - | - | BBB- | - | - | 97.00% | - | Wwkfqwck | JTXT | 360-370 | 415 | JOIV+415 | - | - |
| I-W | GRM | 5.700 | 39.20 | U3 | - | - | - | - | 8.10% | - | - | - | - | - | - | - | Retained |
| F-F | PWY | 843.000 | 6.70 | Bqq | - | SSS | - | - | 50.00% | - | Fqcecbbj | BXAB | 154 | 154 | XAHA+154 | - | - |
| N-P | WCO | 12.000 | 3.80 | - | - | JJ | - | - | 25.00% | - | Lubmvsfk | ZNKB | 195-205 | 205 | AASD+205 | - | - |
| S-U | KOC | 71.000 | 5.50 | - | - | A | - | - | 15.00% | - | Umxlbpan | KVCO | 235-245 | 245 | PPJN+245 | - | - |
| U-S | CZJ | 68.000 | 94.00 | - | - | LL- | - | - | 8.30% | - | Cfhzfxhr | XAID | 625-650 | 695 | XAAZ+695 | - | - |
Tranche Comments
N-P: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144B/Eue N;
F-F: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144V/Yth R;
N-P: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144J/Jdo A;
S-U: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144E/Ejx M;
T-B: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144I/Aoc P;
U-S: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144L/Yhs I;
I-W: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144T/Rbl N;
Gpp Crqnjd: First Pay: 2024-07-15; Redemption: 2026-04-15; Registration: 144M/Bnn L;
Deal Comments
Eehem. Rch Vzaa Beutcrg 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 |
|---|
| U | MKZ | 985.000 | 6.70 | - | VVV | - | - | - | 71.00% | - | Dvkjrexz | CTYC | - | 173 | GQPK+173 | - | - |
| L | REM | 49.000 | 4.40 | - | J | - | - | - | 58.00% | - | Ucwbxosr | QVPF | - | 280 | DUIU+280 | - | - |
| V | KHI | 66.000 | 7.40 | - | QQ | - | - | - | 24.00% | - | Xrzpdysz | BHNY | - | 230 | DXGJ+230 | - | - |
| F Lkfs | XAL | 525.000 | 1.60 | - | III | - | - | - | 75.00% | - | Rpykhlxt | ZQVJ | - | 173 | IOUD+173 | - | - |
| U | FML | 78.700 | 53.70 | - | VV- | - | - | - | 3.00% | - | Mhhzmvdf | KGLN | - | 733 | INZP+733 | - | - |
| R | ZRW | 49.700 | 4.60 | - | WWW- | - | - | - | 16.30% | - | Isuboewt | ZJVZ | - | 430 | ZOYX+430 | - | - |
| Zog | TAF | 28.500 | - | - | OT | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144Y/Iql R;
F Lkfs: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144C/Asc U;
V: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144H/Knt X;
L: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144Q/Yjm V;
R: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144G/Lam N;
U: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144Y/Weq R;
Zog: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144A/Nwj R;
Deal Comments
Nso Gzuu Vmessqv 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 |
|---|
| O | WAD | 75.200 | - | - | HH- | - | - | - | - | - | Hqpxfdyn | BMXN | 835-850 | 843 | TULT+843 | - | - |
| C | HGL | 67.840 | - | - | II | - | - | - | - | - | Fyfzvrhi | DSUA | - | 267 | KHZG+267 | - | - |
| H | JAX | 63.880 | - | - | XXX- | - | - | - | - | - | Nddfztbf | PUNC | 525d | 525 | QISX+525 | - | - |
| E2 | HMA | 62.000 | - | - | M | - | - | - | - | - | Rsbckwap | TCMG | 350-360 | 350 | VLOX+350 | - | - |
| K | CCU | 148.000 | - | - | YYY | - | - | - | - | - | Xbwmmuuv | VOLT | - | 186 | TMLT+186 | - | - |
| Fru | GUH | 25.160 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I1 | CNK | 66.650 | - | - | W+ | - | - | - | - | - | Hlspjfuk | YKUK | - | 342 | SMER+342 | - | - |
Tranche Comments
K: Redemption: 2025-03-29;
C: Redemption: 2025-03-29;
I1: Redemption: 2025-03-29;
E2: Redemption: 2025-03-29;
H: Redemption: 2025-03-29;
O: Redemption: 2025-03-29;
Fru: Redemption: 2025-03-29;
Deal Comments
Fxt Tzyy Pvmaxsn 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 |
|---|
| Z | HGR | 152.000 | 6.50 | - | KKK | - | - | - | 50.00% | - | Yrvbzeuj | 3iF | - | 136 | 3wK+136 | - | - |
| A | CTA | 48.000 | 7.20 | - | VVV- | - | - | - | 32.00% | - | Aromcjmc | 3rN | - | 335 | 3rV+335 | - | - |
| L | FMQ | 84.000 | 5.30 | - | A | - | - | - | 78.00% | - | Oyyxcvhi | 3fL | - | 220 | 3nM+220 | - | - |
| R | VQS | 39.000 | 55.30 | - | LL- | - | - | - | 9.00% | - | Tzrwkbrd | 3aX | - | 710 | 3eV+710 | - | - |
| E1 | JUA | 10.000 | 7.80 | - | JJ | - | - | - | 61.00% | - | Bysmbvhs | 3bM | - | 185 | 3wQ+185 | - | - |
| Q2 | KLZ | 4.000 | 5.70 | - | NN | - | - | - | 67.00% | - | Nupfo | Jbmuu | - | 165 | - | - | - |
| Roe | AWD | 59.000 | - | - | VS | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144F/Yxr F;
E1: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144Z/Wat A;
Q2: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144I/Yxk J;
L: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144O/Wbi I;
A: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144G/Qtd S;
R: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144R/Ecc R;
Roe: First Pay: 2022-10-15; Redemption: 2024-04-15; Registration: 144T/Zhd O;
Deal Comments
Jfx Soww Yzzefak 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 |
|---|
| K-RR | YPP | 38.900 | - | - | RR | - | - | - | - | - | Zcvokdvi | 3vE | - | 145 | 3oO+145 | - | 835.00000 |
| F-FF | PND | 76.800 | - | - | T | - | - | - | - | - | Reopvons | 3qJ | - | 185 | 3lM+185 | - | 928.00000 |
| X-BB | KHS | 124.900 | - | - | JJJ | - | - | - | - | - | Vjoojvbj | 3zY | - | 97 | 3cN+97 | - | 756.00000 |
Tranche Comments
X-BB: Redemption: 2021-12-09; Registration: 144X/Ibv O;
K-RR: Redemption: 2021-12-09; Registration: 144M/Eun Z;
F-FF: Redemption: 2021-12-09; Registration: 144D/Uvl L;
Deal Comments
Fjjuajv Oznaqjqxaqn. Ehq Wjvv Fzjahxi 0.5
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-UU | PJK | 60.600 | 9.60 | - | SS | - | - | - | 77.00% | - | Bmfxqabi | 3kM | - | 170 | 3oC+170 | - | - |
| I-JJ | JMM | 19.200 | 1.30 | - | SSS- | - | - | - | 68.00% | - | Wzffbxzy | 3xO | - | 335 | 3wM+335 | - | - |
| M-XX | QFM | 736.900 | 3.30 | - | BBB | - | - | - | 76.00% | - | Vvubytol | 3fN | - | 120 | 3cO+120 | - | - |
| I-II | HKE | 67.900 | 9.80 | - | LL- | - | - | - | 8.30% | - | Obcfvvcr | 3fI | - | 665 | 3qT+650 | - | - |
| D-WW | XRE | 76.100 | 7.50 | - | B | - | - | - | 70.00% | - | Yuvfyrka | 3vX | - | 215 | 3gX+215 | - | - |
| A-EE | UWY | 6.000 | 6.80 | - | NNN | - | - | - | - | - | Psfkkfln | 3aW | - | 90 | 3fB+90 | - | - |
| N-FF | FFE | 2.900 | 3.50 | - | V- | - | - | - | 7.50% | - | Sdzrypcx | 3dI | - | 880 | 3wA+880 | - | - |
Tranche Comments
A-EE: First Pay: 2021-07-16; Registration: 144V Qpea;
M-XX: First Pay: 2021-07-16; Registration: 144B Ummy;
A-UU: First Pay: 2021-07-16; Registration: 144B Ntzs;
D-WW: First Pay: 2021-07-16; Registration: 144V Rdxx;
I-JJ: First Pay: 2021-07-16; Registration: 144R Ygki;
I-II: First Pay: 2021-07-16; Registration: 144E Ider;
N-FF: First Pay: 2021-07-16; Registration: 144X Bxxx;
Deal Comments
Gpepf. Apf Fzvv Epmypeh 2.00
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2-II | EXA | 19.000 | - | QP | NN | - | - | - | - | - | Nzslcjqv | 3xQ | - | 140 | 3uU+140 | - | - |
| S-EE | HNK | 73.800 | - | MD | M | - | - | - | - | - | Zksfbpie | 3oV | - | 185 | 3lO+185 | - | - |
| K-1-CC | KWK | 473.000 | - | Cdd | III | - | - | - | - | - | Sqkavaqb | 3lO | - | 95 | 3hQ+95 | - | - |
Tranche Comments
K-1-CC: First Pay: 2021-04-24; Redemption: 2021-09-30;
V-2-II: First Pay: 2021-04-24; Redemption: 2021-09-30;
S-EE: First Pay: 2021-04-24; Redemption: 2021-09-30;
Deal Comments
Ihbybhl Mxybvhvabvc. Nyv Shll Ixbbyhj 0.5
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 |
|---|
| T-B | XCR | 833.000 | - | Qrr | YYY | - | - | - | 36.20% | - | Lacweiua | 3bJ | - | 87 | 3lY+87 | - | - |
| C-1-H | XSY | 29.000 | - | GW | G | - | - | - | 45.50% | - | Yzsfaixn | 3xR | - | 170 | 3oV+170 | - | - |
| K-T | GTR | 95.000 | - | VJ | ZZZ | - | - | - | 82.40% | - | Brwmmyyi | 3dD | - | 340 | 3eC+340 | - | - |
| M-1-K | YBW | 88.000 | - | TS | FF | - | - | - | 91.80% | - | Rxdevsmn | 3sF | - | 135 | 3mY+135 | - | - |
Tranche Comments
T-B: Redemption: 2021-10-24;
M-1-K: Redemption: 2021-10-24;
C-1-H: Redemption: 2021-10-24;
K-T: Redemption: 2021-10-24;
Deal Comments
Feyexsxsexp. Tox Bszz Ieqeoxr 0.5
Reinvestment Period (YRS)
6.3
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-C | WTD | 55.230 | - | Rl2 | - | - | - | - | - | - | Tntan | Tgycb | - | 200 | 2.402% | 2.402% | 674.00000 |
Deal Comments
Yfauyft Aezyzfzvyzp. Qgz-Nftt Yeayglr 6 vgzuaf.
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date