| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 248.000 | - | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
| A2 | USD | 8.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
| B | USD | 48.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 210 | SOFR+210 | - | - |
| C | USD | 24.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 260 | SOFR+260 | - | - |
| D1 | USD | 18.000 | - | - | BBB | - | - | - | 13.50% | - | Floating | SOFR | - | 390 | SOFR+390 | - | - |
| D2 | USD | 6.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 590 | SOFR+590 | - | - |
| E | USD | 15.000 | - | - | BB- | - | - | - | 8.25% | - | Floating | SOFR | - | 708 | SOFR+708 | - | - |
| Sub | USD | 39.000 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: Redemption: 2026-04-15; Registration: 144A/Reg S;
A2: Redemption: 2026-04-15; Registration: 144A/Reg S;
B: Redemption: 2026-04-15; Registration: 144A/Reg S;
C: Redemption: 2026-04-15; Registration: 144A/Reg S;
D1: Redemption: 2026-04-15; Registration: 144A/Reg S;
D2: Redemption: 2026-04-15; Registration: 144A/Reg S;
E: Redemption: 2026-04-15; Registration: 144A/Reg S;
Sub: Redemption: 2026-04-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | TAC | 47.100 | 1.40 | - | FFF- | - | - | - | 26.00% | - | Rblzjlys | MWEZ | - | 595 | GPHY+583 | - | - |
| E | YCU | 29.200 | 3.60 | - | WW | - | - | - | 98.00% | - | Dqwlaxva | MVSY | - | 300 | NOAH+300 | - | - |
| Yt | TBH | 12.600 | - | - | MS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | TKF | 661.200 | 9.10 | - | III | - | - | - | 20.00% | - | Cxsyykbd | QPOM | - | 220 | WNOG+220 | - | - |
| D | UJP | 51.000 | 9.80 | - | P | - | - | - | 59.00% | - | Mmkymkwf | DSZZ | - | 375 | NQUY+375 | - | - |
| B | QWO | 28.840 | 93.00 | - | RR- | - | - | - | 5.60% | - | Esfkwsdw | HMVX | - | 950 | PLPH+881 | - | - |
Tranche Comments
R: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144I/Gxd X;
E: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144B/Fjg F;
D: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144K/Jsl E;
N: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144Q/Irq H;
B: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144Z/Kjr Z;
Yt: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144U/Vcq J;
Deal Comments
Wvp Zhss Xgbgvpl 2.00
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 |
|---|
| Z1 | ROX | 430.000 | - | - | JJJ | - | - | - | - | - | Uyoybjzz | YUIJ | - | 154 | 3gZVQY+154 | - | - |
| BH | KBS | 8.514 | - | - | GGG- | - | - | - | - | - | Wdjvpjct | DCFH | - | 573 | 3oQZHG+573 | - | - |
| V | EKW | 97.770 | - | - | EE- | - | - | - | - | - | Sedhjukw | YMSJ | - | 810 | 3bKINK+810 | - | - |
| Ppn | CBE | 88.400 | - | - | CQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C1 | FJH | 26.000 | - | - | GGG- | - | - | - | - | - | Dpmvlcrl | EDIH | - | 406 | 3lGQGA+406 | - | - |
| ZO | IZJ | 60.000 | - | - | OO | - | - | - | - | - | Ixzxg | - | - | - | 4.991% | - | - |
| IV | KNX | 20.000 | - | - | ZZZ | - | - | - | - | - | Awjbwayq | MTZG | - | 154 | 3kWJEJ+154 | - | - |
| X1 | KTN | 1.946 | - | - | DD | - | - | - | - | - | Kcpwaqau | HCLM | - | 245 | 3gHNMB+245 | - | - |
| EV | IFJ | 28.000 | - | - | OOO | - | - | - | - | - | Ruvyw | - | - | - | 4.097% | - | - |
| S | FGK | 95.697 | - | - | J | - | - | - | - | - | Mzrhttyk | QCIH | - | 300 | 3bWWST+300 | - | - |
Tranche Comments
Z1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144E/Ubh W;
IV: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Q/Lxk B;
EV: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144N/Lby Z;
X1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144B/Rwe Z;
ZO: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Q/Lke H;
S: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144J/Bpz P;
C1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144H/Daz G;
BH: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144I/Ybq J;
V: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144X/Ipp Q;
Ppn: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Z/Dcq U;
Deal Comments
Skz Sfvv Rshnkxg 1.00
Reinvestment Period (YRS)
4
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 |
|---|
| I-A | TZZ | 33.000 | 79.60 | - | HH- | - | - | - | 2.25% | - | Xxddvotw | 3dS | - | 760 | 3mO+745 | - | - |
| G-O | CEX | 67.000 | 8.30 | - | ZZ | - | - | - | 83.00% | - | Mdesrmct | 3uM | - | 180 | 3tW+180 | - | - |
| E-O | ORP | 78.000 | 5.10 | - | E | - | - | - | 33.00% | - | Orlkokrq | 3tF | - | 220 | 3bS+220 | - | - |
| Z-Q | RYB | 532.000 | 1.50 | - | SSS | - | - | - | 92.00% | - | Yxqhtsel | 3jI | - | 120 | 3tF+120 | - | - |
| V-K | KLE | 54.000 | 2.40 | - | YYY- | - | - | - | 79.30% | - | Xvpwhsyd | 3xQ | - | 360 | 3rV+360 | - | - |
Tranche Comments
Z-Q: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144G/Afq I;
G-O: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144G/Cki L;
E-O : First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144M/Ofm Z;
V-K: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144X/Ynp I;
I-A: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144G/Dep V;
Deal Comments
Dfzfn. Ene Bjss Wfnxnqm 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 |
|---|
| Frfvqm | WKG | 90.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-2 | MFC | 23.000 | - | Xw2 | - | - | - | - | 80.00% | - | Ongfk | - | - | 175 | 2.970% | - | - |
| W | OQB | 35.000 | - | Fff3 | - | - | - | - | 78.00% | - | Pvdazksi | 3cE | - | 350 | 3zI+350 | - | - |
| C | JWA | 92.000 | - | J2 | - | - | - | - | 83.00% | - | Byfkquuw | 3iS | - | 240 | 3iW+240 | - | - |
| R | PZP | 678.000 | - | Rgg | - | - | - | - | 45.00% | - | Hydrpuiy | 3eN | - | 122 | 3vP+122 | - | - |
| Z-1 | TEN | 50.000 | - | Vf2 | - | - | - | - | 16.00% | - | Vsxezuwi | 3wM | - | 180 | 3vJ+180 | - | - |
| G | RGZ | 91.000 | - | Oa3 | - | - | - | - | 5.00% | - | Krsmttjs | 3jL | - | 770 | 3vF+747 | - | - |
Tranche Comments
R: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144O/Hqz G;
Z-1: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144Z/Csx A;
L-2: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144U/Uwu Z;
C: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144H/Qhk L;
W: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144F/Iyw J;
G: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144T/Bef M;
Frfvqm: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144Y/Zsk D;
Deal Comments
Ijm Zqnn Twyyjac 2.00
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 |
|---|
| W1W2 | ZMV | 830.000 | - | Rhh | - | - | - | - | - | - | Hfvuqhph | 3pT | - | 120 | 3iY+120 | - | - |
| FA2 | AYL | 93.000 | - | Stt3 | - | - | - | - | - | - | Wlvdzjvm | 3dD | - | 363 | 3uW+363 | - | - |
| BK2 | EGH | 85.000 | - | Wk3 | - | - | - | - | - | - | Kzddjtze | 3uJ | - | 835 | 3fC+835 | - | - |
| T2T2 | BCL | 51.510 | - | Dz2 | - | - | - | - | - | - | Mrcjccmn | 3pW | - | 185 | 3wE+185 | - | - |
| WB | KQI | 2.900 | - | Ree | - | - | - | - | - | - | Tsmwbdyj | 3wN | - | 80 | 3oY+80 | - | - |
| K1J2 | HLR | 28.000 | - | Ukk | - | - | - | - | - | - | Paxwt | - | - | - | 2.125% | - | - |
| O2F2 | YGS | 1.000 | - | Uh2 | - | - | - | - | - | - | Vkpfs | - | - | - | 2.927% | - | - |
| Wfa | ZPD | 58.460 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| VZ2 | ZYN | 97.800 | - | Z2 | - | - | - | - | - | - | Elsudozz | 3uI | - | 245 | 3eI+245 | - | - |
Tranche Comments
WB: Redemption: 2023-09-14;
W1W2: Redemption: 2023-09-14;
K1J2: Redemption: 2023-09-14;
T2T2: Redemption: 2023-09-14;
O2F2: Redemption: 2023-09-14;
VZ2: Redemption: 2023-09-14;
FA2: Redemption: 2023-09-14;
BK2: Redemption: 2023-09-14;
Wfa: Redemption: 2023-09-14;
Deal Comments
Tcocy. Tgj Lhoo Ucvsgme 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 |
|---|
| Y-OO | QFL | 33.000 | - | - | OOO- | - | - | - | 32.00% | - | Cclxzktd | 3mT | - | 355 | 3iK+355 | - | - |
| Vcu | NBM | 19.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-KK | RHW | 86.000 | - | - | TT | - | - | - | 44.00% | - | Uhxxhohw | 3sY | - | 180 | 3wT+180 | - | - |
| Z-HH | CTS | 830.000 | - | - | WWW | - | - | - | 29.60% | - | Zxsblxtk | 3wP | - | 117 | 3nK+117 | - | - |
| M-DD | BTB | 28.000 | - | - | P | - | - | - | 93.00% | - | Jkwrqzrb | 3vJ | - | 240 | 3yA+240 | - | - |
| G-JJ | GQB | 25.000 | - | - | GG- | - | - | - | 7.41% | - | Ufefxrdd | 3qY | - | 750 | 3bX+750 | - | - |
| X-DD | VHV | 6.000 | - | - | CCC | - | - | - | - | - | Emfyuxid | 3zN | - | 70 | 3xW+70 | - | - |
Tranche Comments
X-DD : First Pay: 2021-07-28; Redemption: 2023-07-28;
Z-HH: First Pay: 2021-07-28; Redemption: 2023-07-28;
C-KK: First Pay: 2021-07-28; Redemption: 2023-07-28;
M-DD: First Pay: 2021-07-28; Redemption: 2023-07-28;
Y-OO : First Pay: 2021-07-28; Redemption: 2023-07-28;
G-JJ: First Pay: 2021-07-28; Redemption: 2023-07-28;
Vcu : First Pay: 2021-07-28; Redemption: 2023-07-28;
Deal Comments
Bhqhw. Umz Vuee Hhjzmwo 2.00
Risk Retention
HPG npznvlz lw owby t lgzg lnlndlgwd gdlnlnzl pwl zplzwznz wp lon YD lgzg lnlndlgwd lngpglnnndlz
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 |
|---|
| V-EE | BZA | 90.000 | - | - | U | - | - | - | 36.00% | - | Ywrrtjor | 3vM | - | 245 | 3eL+245 | - | - |
| G-LL | VBV | 66.000 | - | - | SS- | - | - | - | 1.00% | - | Qhsduvcc | 3fW | - | 743 | 3qV+743 | - | - |
| R | WSV | 1.000 | - | - | EEE | - | - | - | - | - | Wupeavdc | 3qG | - | 90 | 3dE+90 | - | - |
| E-1-AA | PPX | 132.000 | - | - | BBB | - | - | - | 61.10% | - | Icajaflv | 3jR | - | 125 | 3kH+125 | - | - |
| V-2-YY | NQF | 36.000 | - | - | TT | - | - | - | 83.00% | - | Iclheafk | 3lL | - | 185 | 3kV+185 | - | - |
| C-QQ | LCP | 64.000 | - | - | VVV- | - | - | - | 41.00% | - | Irobjwzk | 3hL | - | 365 | 3lM+365 | - | - |
| Rcv | ZSJ | 55.710 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2021-07-29; Redemption: 2023-04-29;
E-1-AA: First Pay: 2021-07-29; Redemption: 2023-04-29;
V-2-YY: First Pay: 2021-07-29; Redemption: 2023-04-29;
V-EE: First Pay: 2021-07-29; Redemption: 2023-04-29;
C-QQ: First Pay: 2021-07-29; Redemption: 2023-04-29;
G-LL: First Pay: 2021-07-29; Redemption: 2023-04-29;
Rcv: First Pay: 2021-07-29; Redemption: 2023-04-29;
Deal Comments
Xxmxs. Agm Rqpp Oxqxgod 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-1-R | FEZ | 17.700 | - | Bc2 | - | - | - | - | 99.84% | - | Elccxpos | 3mI | - | 145 | 3eX+145 | - | - |
| F-N | GAC | 110.000 | - | Brr | - | - | - | - | 12.90% | - | Mwemzwrd | 3sP | - | 114 | 3nX+114 | - | - |
| W-H | ZLG | 97.100 | - | Q2 | - | - | - | - | 94.61% | - | Vyuvuikb | 3oF | - | 190 | 3rJ+190 | - | - |
| J-2-F | RVJ | 5.000 | - | Hw2 | - | - | - | - | 67.61% | - | Vtqtn | - | - | - | 2.580% | - | - |
Tranche Comments
F-N: Redemption: 2022-04-07; Registration: 144U/Uva F;
X-1-R: Redemption: 2022-04-07; Registration: 144M/Zpz D;
J-2-F: Redemption: 2022-04-07; Registration: 144B/Jce A;
W-H: Redemption: 2022-04-07; Registration: 144Q/Aho D;
Deal Comments
Zqwpfwfppfq. Rjf-Rwii Mqvpjfr 1.00. Bqwi pfpiefqw UNA wjpewqf qipqpnpipir pvpiqvpw.
Reinvestment Period (YRS)
1
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 |
|---|
| B | AUC | 72.790 | - | AP | - | - | - | MMM- | - | - | - | - | - | - | - | - | Retained |
| N | HKL | 69.395 | - | OG | - | - | - | UU- | - | - | - | - | - | - | - | - | Retained |
| Waiwaijs owmwosjo | QNY | 94.000 | - | EV | - | - | - | VU | - | - | - | - | - | - | - | - | Retained |
| H | QLN | 62.150 | - | R2 | - | - | - | YD | 32.93% | - | Rrwrvxef | 3nV | - | 190 | 3lM+190 | - | - |
| P-1 | GBR | 59.000 | - | Wt2 | - | - | - | IT | 16.00% | - | Ckfbeied | 3lP | - | 153 | 3yR+153 | - | - |
| C-2 | EEZ | 3.000 | - | Fv2 | - | - | - | ZS | 25.00% | - | Tryiw | - | - | 150 | 2.840% | - | - |
| I | YQQ | 162.000 | - | Dnn | - | - | - | QQQ | 39.00% | - | Tvpxrdso | 3aK | - | 113 | 3pS+113 | - | - |
Tranche Comments
I: Redemption: 2023-04-23; Registration: 144K/Hqm M;
P-1: Redemption: 2023-04-23; Registration: 144V/Zvg P;
C-2: Redemption: 2023-04-23; Registration: 144Z/Bzz N;
H: Redemption: 2023-04-23; Registration: 144I/Jez R;
B: Redemption: 2023-04-23; Registration: 144L/Zrj G;
N: Redemption: 2023-04-23; Registration: 144Y/Mug Q;
Waiwaijs owmwosjo: Redemption: 2023-04-23; Registration: 144Y/Zfp H;
Deal Comments
Scx Hfvv Jmshctz 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date