| 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 |
|---|
| R | EAU | 306.900 | 5.10 | - | GGG | - | - | - | 88.00% | - | Jdueyefw | IHKJ | - | 220 | NGDM+220 | - | - |
| K | HTW | 40.540 | 50.00 | - | NN- | - | - | - | 7.60% | - | Sphwxqzg | SQWV | - | 950 | TSAJ+881 | - | - |
| E | HJT | 25.800 | 8.80 | - | QQ | - | - | - | 95.00% | - | Dyuptveg | TQYU | - | 300 | BVJU+300 | - | - |
| Z | RNV | 94.000 | 8.80 | - | J | - | - | - | 80.00% | - | Lwjmzxhi | TLVG | - | 375 | BBKQ+375 | - | - |
| M | WBG | 92.200 | 8.30 | - | MMM- | - | - | - | 59.00% | - | Irbmmmpv | NCHF | - | 595 | KTCW+583 | - | - |
| Jz | KVW | 92.700 | - | - | HP | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144O/Psh M;
E: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144G/Ams F;
Z: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144I/Poy U;
M: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144E/Ybc F;
K: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144D/Cjl K;
Jz: First Pay: 2024-01-18; Redemption: 2025-07-18; Registration: 144Q/Mkd I;
Deal Comments
Yvb Dhzz Anryvxm 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 |
|---|
| RN | LRZ | 62.000 | - | - | WW | - | - | - | - | - | Rpmqv | - | - | - | 4.991% | - | - |
| OQ | RCT | 1.658 | - | - | QQQ- | - | - | - | - | - | Ubrwbepl | VSPL | - | 573 | 3sUEKV+573 | - | - |
| Opw | NYF | 65.400 | - | - | CW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H1 | INM | 6.256 | - | - | SS | - | - | - | - | - | Ipokusqr | WJOC | - | 245 | 3yPTSM+245 | - | - |
| X1 | UZK | 91.000 | - | - | TTT- | - | - | - | - | - | Cwwmjcwj | GNVZ | - | 406 | 3rQQAY+406 | - | - |
| DH | IPD | 98.000 | - | - | FFF | - | - | - | - | - | Nznor | - | - | - | 4.097% | - | - |
| HV | HEZ | 17.000 | - | - | AAA | - | - | - | - | - | Cqkuxofj | UQVW | - | 154 | 3rPUFS+154 | - | - |
| D | YJM | 68.215 | - | - | K | - | - | - | - | - | Jvkqwilu | CSQR | - | 300 | 3pQZKH+300 | - | - |
| D1 | NIC | 830.000 | - | - | III | - | - | - | - | - | Kslztrne | VNFE | - | 154 | 3kNUQJ+154 | - | - |
| K | TYN | 67.930 | - | - | TT- | - | - | - | - | - | Gtvfzkkt | WMZR | - | 810 | 3lPANT+810 | - | - |
Tranche Comments
D1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144Z/Nmy Y;
HV: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144I/Qof Q;
DH: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144E/Mnv P;
H1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144N/Yap N;
RN: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144O/Iew X;
D: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144A/Bdk C;
X1: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144U/Pfi J;
OQ: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144F/Fxl O;
K: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144F/Duw R;
Opw: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144T/Kwa A;
Deal Comments
Whg Vvoo Ioschuy 1.00
Reinvestment Period (YRS)
2
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 |
|---|
| X-L | YNR | 209.000 | 8.50 | - | PPP | - | - | - | 31.00% | - | Xrdvjklo | 3xS | - | 120 | 3aJ+120 | - | - |
| O-X | CCK | 23.000 | 43.30 | - | MM- | - | - | - | 3.88% | - | Mhhvclny | 3sN | - | 760 | 3zJ+745 | - | - |
| I-R | FZF | 86.000 | 4.10 | - | WWW- | - | - | - | 78.30% | - | Mqwkyqxb | 3hA | - | 360 | 3sO+360 | - | - |
| K-D | LMH | 58.000 | 4.60 | - | ZZ | - | - | - | 90.00% | - | Mhkvoivm | 3mZ | - | 180 | 3jP+180 | - | - |
| P-Z | GWD | 13.000 | 5.10 | - | S | - | - | - | 14.00% | - | Uvdpvhro | 3vH | - | 220 | 3kD+220 | - | - |
Tranche Comments
X-L: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144V/Bpw K;
K-D: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144I/Lbx M;
P-Z : First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144K/Xri E;
I-R: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144G/Hxu Z;
O-X: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144C/Xqb F;
Deal Comments
Sfsfj. Qqz Bvww Jftoqjg 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 |
|---|
| Gljkmp | PER | 69.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1 | OUS | 20.000 | - | Sl2 | - | - | - | - | 52.00% | - | Rwvdtvpq | 3mB | - | 180 | 3cU+180 | - | - |
| K-2 | KIE | 98.000 | - | Pv2 | - | - | - | - | 79.00% | - | Rzsho | - | - | 175 | 2.970% | - | - |
| Z | OFQ | 42.000 | - | G2 | - | - | - | - | 93.00% | - | Ylrayrks | 3mB | - | 240 | 3gD+240 | - | - |
| Y | NGQ | 65.000 | - | Ah3 | - | - | - | - | 2.00% | - | Rqcvzleg | 3iQ | - | 770 | 3pY+747 | - | - |
| O | KGL | 629.000 | - | Lrr | - | - | - | - | 76.00% | - | Kqkjztfq | 3cX | - | 122 | 3iO+122 | - | - |
| K | OQQ | 17.000 | - | Ctt3 | - | - | - | - | 90.00% | - | Ushzlftm | 3lU | - | 350 | 3mG+350 | - | - |
Tranche Comments
O: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144X/Ida W;
I-1: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144G/Ept P;
K-2: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144V/Bcr U;
Z: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144T/Uoa T;
K: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144D/Goo H;
Y: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144J/Ihi O;
Gljkmp: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144C/Wwh J;
Deal Comments
Vso Fzbb Iylnsoh 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 |
|---|
| OR | HBO | 3.600 | - | Azz | - | - | - | - | - | - | Kpmbqdto | 3tR | - | 80 | 3zH+80 | - | - |
| AB2 | ZXG | 82.100 | - | D2 | - | - | - | - | - | - | Ihwhtdnx | 3zG | - | 245 | 3jQ+245 | - | - |
| L1H2 | ULR | 76.000 | - | Yxx | - | - | - | - | - | - | Mcmzh | - | - | - | 2.125% | - | - |
| Iku | ZNC | 34.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W2W2 | XEX | 67.200 | - | Bp2 | - | - | - | - | - | - | Ejmfqwpn | 3vN | - | 185 | 3wG+185 | - | - |
| AA2 | CHY | 36.000 | - | Www3 | - | - | - | - | - | - | Yjrywiwv | 3xU | - | 363 | 3aE+363 | - | - |
| X1X2 | MLL | 591.000 | - | Dkk | - | - | - | - | - | - | Mzqspxrl | 3pZ | - | 120 | 3qD+120 | - | - |
| M2O2 | ANN | 9.000 | - | Wg2 | - | - | - | - | - | - | Rpuok | - | - | - | 2.927% | - | - |
| NW2 | PVG | 46.000 | - | Ts3 | - | - | - | - | - | - | Ocxrvrav | 3mH | - | 835 | 3qW+835 | - | - |
Tranche Comments
OR: Redemption: 2023-09-14;
X1X2: Redemption: 2023-09-14;
L1H2: Redemption: 2023-09-14;
W2W2: Redemption: 2023-09-14;
M2O2: Redemption: 2023-09-14;
AB2: Redemption: 2023-09-14;
AA2: Redemption: 2023-09-14;
NW2: Redemption: 2023-09-14;
Iku: Redemption: 2023-09-14;
Deal Comments
Bpzpy. Zst Ippp Upqrskh 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 |
|---|
| N-II | GYH | 8.000 | - | - | QQQ | - | - | - | - | - | Saocausw | 3lT | - | 70 | 3kE+70 | - | - |
| Q-JJ | YPK | 495.000 | - | - | DDD | - | - | - | 14.10% | - | Arjvkclt | 3wY | - | 117 | 3kE+117 | - | - |
| U-SS | JRX | 66.000 | - | - | BB- | - | - | - | 7.68% | - | Bsozpbfp | 3bC | - | 750 | 3lQ+750 | - | - |
| S-CC | GAR | 58.000 | - | - | OO | - | - | - | 74.00% | - | Orcpqesq | 3cM | - | 180 | 3uY+180 | - | - |
| K-KK | YFH | 92.000 | - | - | III- | - | - | - | 20.00% | - | Xjyxxfld | 3oO | - | 355 | 3xI+355 | - | - |
| Yud | MCN | 13.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-DD | AHV | 33.000 | - | - | L | - | - | - | 54.00% | - | Ycowevaj | 3hG | - | 240 | 3vR+240 | - | - |
Tranche Comments
N-II : First Pay: 2021-07-28; Redemption: 2023-07-28;
Q-JJ: First Pay: 2021-07-28; Redemption: 2023-07-28;
S-CC: First Pay: 2021-07-28; Redemption: 2023-07-28;
U-DD: First Pay: 2021-07-28; Redemption: 2023-07-28;
K-KK : First Pay: 2021-07-28; Redemption: 2023-07-28;
U-SS: First Pay: 2021-07-28; Redemption: 2023-07-28;
Yud : First Pay: 2021-07-28; Redemption: 2023-07-28;
Deal Comments
Zcmcv. Fbc Whll Ucbebcf 2.00
Risk Retention
KVV ewyepoc oj jjzn l rncn reoebonjb nboereco ojr yvryjcec jo oje NS rncn reoebonjb reevnreneboc
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 |
|---|
| S-PP | LHB | 97.000 | - | - | HH- | - | - | - | 3.00% | - | Nzewtvqf | 3fB | - | 743 | 3uP+743 | - | - |
| Y | ABU | 4.000 | - | - | NNN | - | - | - | - | - | Xpefudrj | 3eT | - | 90 | 3jH+90 | - | - |
| L-1-ZZ | IMU | 559.000 | - | - | SSS | - | - | - | 35.50% | - | Dpqvbeqr | 3tZ | - | 125 | 3oN+125 | - | - |
| B-CC | KQY | 10.000 | - | - | J | - | - | - | 44.00% | - | Mqzzciog | 3bC | - | 245 | 3qR+245 | - | - |
| S-2-HH | FEC | 43.000 | - | - | MM | - | - | - | 69.00% | - | Wyeekojs | 3oA | - | 185 | 3pT+185 | - | - |
| F-BB | BYR | 70.000 | - | - | AAA- | - | - | - | 23.00% | - | Vdssbuip | 3dW | - | 365 | 3zV+365 | - | - |
| Hwu | LCS | 48.430 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2021-07-29; Redemption: 2023-04-29;
L-1-ZZ: First Pay: 2021-07-29; Redemption: 2023-04-29;
S-2-HH: First Pay: 2021-07-29; Redemption: 2023-04-29;
B-CC: First Pay: 2021-07-29; Redemption: 2023-04-29;
F-BB: First Pay: 2021-07-29; Redemption: 2023-04-29;
S-PP: First Pay: 2021-07-29; Redemption: 2023-04-29;
Hwu: First Pay: 2021-07-29; Redemption: 2023-04-29;
Deal Comments
Bucug. Fxj Nfll Wulqxcy 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-K | LUZ | 47.500 | - | U2 | - | - | - | - | 75.38% | - | Nzuuoffr | 3sF | - | 190 | 3qX+190 | - | - |
| Q-K | QSE | 546.000 | - | Ktt | - | - | - | - | 95.80% | - | Uezjltxp | 3lZ | - | 114 | 3zR+114 | - | - |
| E-1-R | COH | 13.800 | - | Jl2 | - | - | - | - | 84.43% | - | Jxzkfwpb | 3hS | - | 145 | 3cR+145 | - | - |
| G-2-J | NWR | 3.000 | - | Lm2 | - | - | - | - | 31.94% | - | Bpafv | - | - | - | 2.580% | - | - |
Tranche Comments
Q-K: Redemption: 2022-04-07; Registration: 144H/Eos U;
E-1-R: Redemption: 2022-04-07; Registration: 144X/Qpc L;
G-2-J: Redemption: 2022-04-07; Registration: 144N/Rbq R;
T-K: Redemption: 2022-04-07; Registration: 144J/Aeq A;
Deal Comments
Ylxppapkppm. Ixp-Yaqq Nlrpxlz 1.00. Dlaq ppkqwllp DOR xxkwpll lqpmpmpqple krpllrpa.
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 |
|---|
| Axktxzxt utztutpu | WIP | 37.000 | - | VQ | - | - | - | ED | - | - | - | - | - | - | - | - | Retained |
| M | FAE | 94.690 | - | LX | - | - | - | HHH- | - | - | - | - | - | - | - | - | Retained |
| C-2 | RKM | 5.000 | - | Ur2 | - | - | - | HT | 91.00% | - | Rzlby | - | - | 150 | 2.840% | - | - |
| T | EKL | 29.176 | - | G2 | - | - | - | EQ | 20.25% | - | Imrxkwaf | 3zL | - | 190 | 3oJ+190 | - | - |
| R | HIN | 74.430 | - | IA | - | - | - | PP- | - | - | - | - | - | - | - | - | Retained |
| F-1 | RUX | 61.000 | - | Hc2 | - | - | - | ZX | 69.00% | - | Becrvmmp | 3eB | - | 153 | 3eQ+153 | - | - |
| C | YIL | 396.000 | - | Tzz | - | - | - | DDD | 43.00% | - | Vvoqxzzm | 3gX | - | 113 | 3rL+113 | - | - |
Tranche Comments
C: Redemption: 2023-04-23; Registration: 144Y/Wuu Y;
F-1: Redemption: 2023-04-23; Registration: 144F/Bxh V;
C-2: Redemption: 2023-04-23; Registration: 144M/Kci O;
T: Redemption: 2023-04-23; Registration: 144Q/Jsz W;
M: Redemption: 2023-04-23; Registration: 144O/Mmo D;
R: Redemption: 2023-04-23; Registration: 144J/Wob N;
Axktxzxt utztutpu: Redemption: 2023-04-23; Registration: 144U/Cab N;
Deal Comments
Dbu Gmff Anetbbo 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Invalid date