| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R2 | USD | 198.400 | 3.30 | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 142 | SOFR+142 | - | - |
| A-2-R2 | USD | 12.800 | 4.70 | - | AAA | - | - | - | 34.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| B-R2 | USD | 32.000 | 5.20 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 205 | SOFR+205 | - | - |
| C-R2 | USD | 19.200 | 6.00 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 240 | SOFR+240 | - | - |
| D-1-R2 | USD | 16.000 | 6.50 | - | BBB | - | - | - | 13.00% | - | Floating | SOFR | - | 370 | SOFR+370 | - | - |
| D-2-R2 | USD | 6.400 | 6.80 | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | - | 550 | SOFR+550 | - | - |
| E-R2 | USD | 8.000 | 7.00 | - | BB- | - | - | - | 8.50% | - | Floating | SOFR | - | 655 | SOFR+655 | - | - |
Tranche Comments
A-1-R2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144A/Reg S;
A-2-R2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144A/Reg S;
B-R2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144A/Reg S;
C-R2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144A/Reg S;
D-1-R2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144A/Reg S;
D-2-R2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144A/Reg S;
E-R2: First Pay: 2024-07-17; Redemption: 2025-04-17; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 17, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | TVR | 5.000 | 3.20 | Tff | - | - | - | - | 57.00% | - | Gvpxhpac | QLNQ | - | 195 | EPKK+195 | - | - |
| P | TTV | 75.000 | 3.90 | - | G | - | - | - | 78.80% | - | Nkmjzfvb | UOKI | - | 265 | ZVLJ+265 | - | - |
| V | KAW | 35.000 | 26.10 | - | NN- | - | - | - | 1.50% | - | Bjhutpas | KZYJ | - | 790 | QGFR+773 | - | - |
| O-1u | EAT | 711.000 | 1.10 | Xkk | CCC | - | - | - | 14.00% | - | Guvdcdko | EEDY | - | 168 | JLQS+168 | - | - |
| L | FYM | 11.000 | 8.10 | - | AA | - | - | - | 17.00% | - | Aryyezdj | BUBJ | - | 235 | NYAN+235 | - | - |
| Wcl | WEI | 53.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | QCY | 37.000 | 3.60 | - | AAA- | - | - | - | 84.50% | - | Lhqldfdr | TABN | - | 450 | IISN+450 | - | - |
Tranche Comments
O-1u: Redemption: 2026-01-15; Registration: 144T/Tqg U;
Y-2: Redemption: 2026-01-15; Registration: 144F/Evi G;
L: Redemption: 2026-01-15; Registration: 144W/Vfl G;
P: Redemption: 2026-01-15; Registration: 144D/Ydm X;
N: Redemption: 2026-01-15; Registration: 144E/Jzr H;
V: Redemption: 2026-01-15; Registration: 144N/Mjh G;
Wcl: Redemption: 2026-01-15; Registration: 144D/Ual G;
Deal Comments
Ibq Nykk Uozibed 2.00
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 |
|---|
| V-F | ZFG | 88.000 | - | - | YY | - | - | - | 51.00% | - | Ygamo | - | - | - | 5.730% | - | - |
| R-1 | FSR | 64.000 | - | - | GG | - | - | - | 85.00% | - | Bfewhiil | SXOO | - | 245 | NHPC+245 | - | - |
| F | EYN | 6.400 | - | - | O- | - | - | - | 5.60% | - | Yhzhoxew | KVBP | - | 794 | QTCE+794 | - | - |
| L | KBH | 96.400 | - | - | SS- | - | - | - | 4.60% | - | Xqqxhfre | JZDD | - | 828 | VOCL+828 | - | - |
| A-1 | EHV | 303.000 | - | Guu | - | - | - | - | 51.00% | - | Urzefcbb | XMXC | - | 195 | MVOW+195 | - | - |
| U | CJM | 12.000 | - | - | S | - | - | - | 35.00% | - | Hkfpkhrj | YAAG | - | 340 | MJEL+340 | - | - |
| S | HGV | 55.700 | - | - | TTT- | - | - | - | 25.70% | - | Sofjvvho | QDOJ | - | 575 | HAHC+575 | - | - |
| Vajvao | TIV | 12.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-2 | XHZ | 5.000 | - | Vxx | - | - | - | - | 22.00% | - | Kcfdtjcy | UYJT | - | 230 | YMJR+230 | - | - |
Tranche Comments
A-1: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144A/Zxc O;
B-2: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144P/Tfm P;
R-1: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144E/Web G;
V-F: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144K/Xpr W;
U: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144L/Vhs P;
S: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144H/Kfb T;
L: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144U/Vcr C;
F: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144H/Cis E;
Vajvao: First Pay: 2023-10-15; Redemption: 2025-03-10; Registration: 144P/Kay E;
Deal Comments
Vbh Ionn Vatabrk 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 |
|---|
| KS | AFW | 78.800 | - | TZ | DD | - | - | - | 92.10% | - | Umnvv | - | - | - | 7.045% | - | - |
| MV | CTZ | 2.800 | - | Lpp | OG | - | - | - | 46.00% | - | Dhvnfemn | EGNX | - | 275 | UNSI+275 | - | - |
| W1W | NLZ | 763.240 | - | Uoo | VJ | - | - | - | 52.00% | - | Gscbqlss | VDTR | - | 240 | ZAIL+240 | - | - |
| W1N | PSP | 76.000 | - | Dqq | HR | - | - | - | 50.00% | - | Fbzgc | - | - | - | 6.710% | - | - |
| N1 | YWE | 46.700 | - | TY | TT | - | - | - | 62.10% | - | Thqowhhb | LNJL | - | 310 | ZMDY+310 | - | - |
| G | PEV | 76.901 | - | GZ | I | - | - | - | 40.30% | - | Jucdeqmi | WDPW | - | 410 | GVJS+410 | - | - |
| Fsl | BLS | 63.300 | - | BD | KW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | BHU | 79.600 | - | MV | JJJ- | - | - | - | 80.00% | - | Sxwsjrrl | TVFN | - | 601 | UHZC+601 | - | - |
| E | HHP | 32.843 | - | XH | CC- | - | - | - | 14.26% | - | Yflyjirn | YIHV | - | 889 | UQKZ+889 | - | - |
Tranche Comments
W1W: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144E/Qeb V;
W1N: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144P/Jzv N;
MV: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144O/Mtf Z;
N1: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144J/Zao A;
KS: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144P/Eec D;
G: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144E/Fyi V;
E: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144C/Kdk J;
E: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144W/Wsj P;
Fsl: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144O/Keb Z;
Deal Comments
Fhy Tqll Fyfchzt 2.1
Reinvestment Period (YRS)
1.8
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 |
|---|
| T | QNT | 60.000 | - | Ob3 | - | - | - | - | - | - | Puyhqhtd | JWMQ | - | 759 | ATYN+759 | - | - |
| X | NBT | 88.000 | - | Mll3 | - | - | - | - | - | - | Oqccezji | SPTM | - | 380 | YPTF+380 | - | - |
| Zfx | JPD | 21.300 | - | QJ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | ULJ | 66.000 | - | Fd2 | - | - | - | - | - | - | Dkprwasu | LQMD | - | 205 | AMIG+205 | - | - |
| X-1 | QJJ | 674.000 | - | Inn | - | - | - | - | - | - | Zdbxprll | HGUY | - | 155 | NKLL+155 | - | - |
| L-2 | KEE | 9.000 | - | Lmm | - | - | - | - | - | - | Hpchetbg | GCNM | - | 175 | VDOL+175 | - | - |
| A | BAB | 16.000 | - | K2 | - | - | - | - | - | - | Vhyzkwop | TONG | - | 240 | KBDD+240 | - | - |
Tranche Comments
X-1: First Pay: 2022-10-15; Redemption: 2024-04-15;
L-2: First Pay: 2022-10-15; Redemption: 2024-04-15;
K: First Pay: 2022-10-15; Redemption: 2024-04-15;
A: First Pay: 2022-10-15; Redemption: 2024-04-15;
X: First Pay: 2022-10-15; Redemption: 2024-04-15;
T: First Pay: 2022-10-15; Redemption: 2024-04-15;
Zfx: First Pay: 2022-10-15; Redemption: 2024-04-15;
Deal Comments
Lcx Lass Blnpccv 2.00
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 |
|---|
| WO3 | NJP | 34.400 | 3.55 | Aff3 | - | - | - | - | 58.83% | - | Wdxdfenr | 3nB | - | 315 | 3bT+315 | - | 535.00000 |
| YO3 | IQO | 805.325 | 9.93 | Hww | - | - | - | - | 59.31% | - | Rvxjacai | 3dJ | - | 112 | 3qB+112 | - | 937.00000 |
| OQR3 | CHQ | 7.778 | 5.80 | Xaa | - | - | - | - | - | - | Hjrjwcih | 3dP | - | 75 | 3tX+75 | - | 652.00000 |
| US3 | MZI | 99.500 | 5.84 | Xa2 | - | - | - | - | 70.10% | - | Ejhsawou | 3gT | - | 165 | 3iY+165 | - | 960.00000 |
| YQ3 | PTF | 56.100 | 9.62 | B2 | - | - | - | - | 75.40% | - | Qcksxplp | 3gO | - | 220 | 3vU+220 | - | 922.00000 |
Tranche Comments
OQR3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144A/Jtn S;
YO3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144C/Owx Z;
US3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144W/Uyu M;
YQ3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144Z/Dnm Y;
WO3: First Pay: 2022-01-15; Redemption: 2022-12-17; Registration: 144W/Pit L;
Deal Comments
Ubtvixijvig. Wfi Mxcc Vbfvfgp 1.00
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 |
|---|
| W | AUY | 11.000 | - | G2 | - | - | - | - | 10.72% | - | Dekscroc | 3yN | - | 220 | 3eY+220 | - | 148.00000 |
| X | PCG | 20.200 | - | Xqq3 | - | - | - | - | 62.80% | - | Rfbzoaqb | 3tB | - | 340 | 3sX+340 | - | 586.00000 |
| Wkw | HZM | 50.480 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | NOG | 815.000 | - | Fqq | - | - | - | - | 98.00% | - | Spdjhxde | 3rZ | - | 119 | 3sO+119 | - | 425.00000 |
| I | XQO | 70.700 | - | En3 | - | - | - | - | 4.00% | - | Cvyoljmf | 3jS | - | 675 | 3uE+657 | - | 81.98000 |
| S | GEQ | 86.900 | - | Ax2 | - | - | - | - | 96.16% | - | Ndqvoxdl | 3pB | - | 175 | 3xO+175 | - | 472.00000 |
Tranche Comments
A: First Pay: 2022-04-20; Redemption: 2024-01-20;
S: First Pay: 2022-04-20; Redemption: 2024-01-20;
W: First Pay: 2022-04-20; Redemption: 2024-01-20;
X: First Pay: 2022-04-20; Redemption: 2024-01-20;
I: First Pay: 2022-04-20; Redemption: 2024-01-20;
Wkw: First Pay: 2022-04-20; Redemption: 2024-01-20;
Deal Comments
Qzk Dtxx Xgvvzvq 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 |
|---|
| C-2-A | YJV | 65.000 | 4.91 | - | JJJ | - | - | - | 11.84% | - | Rqlaryab | 3aG | - | 130 | 3sX+130 | - | 370.00000 |
| O-T | IAU | 43.000 | 2.76 | - | VVV- | - | - | - | 66.92% | - | Qerdrfan | 3vU | - | 305 | 3nH+305 | - | 846.00000 |
| I-H | ZBI | 20.000 | 7.48 | - | PP | - | - | - | 60.71% | - | Czkwoefx | 3wU | - | 155 | 3xM+155 | - | 429.00000 |
| Z-M | HXN | 70.000 | 4.76 | - | S | - | - | - | 38.97% | - | Ufhbdvso | 3gF | - | 200 | 3pM+200 | - | 643.00000 |
| Z-1-R | WMR | 120.000 | 3.60 | - | TTT | - | - | - | 63.70% | - | Pqmflcjg | 3rW | - | 104 | 3yM+104 | - | 596.00000 |
| W-W | TEZ | 3.500 | 1.55 | - | YY- | - | - | - | 3.50% | - | Jubursof | 3nM | - | 640 | 3wT+640 | - | 294.00000 |
Tranche Comments
Z-1-R: First Pay: 2022-01-17; Redemption: 2022-10-17;
C-2-A: First Pay: 2022-01-17; Redemption: 2022-10-17;
I-H: First Pay: 2022-01-17; Redemption: 2022-10-17;
Z-M: First Pay: 2022-01-17; Redemption: 2022-10-17;
O-T: First Pay: 2022-01-17; Redemption: 2022-10-17;
W-W: First Pay: 2022-01-17; Redemption: 2022-10-17;
Deal Comments
Zzhzwtwvzwb. Eqw Ttnn Szczqpk 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 |
|---|
| J-P | CCK | 216.306 | 6.82 | - | QQQ | - | - | - | 32.19% | - | Hfjrfpef | 3fJ | - | 87 | 3vI+87 | - | 931.00000 |
| L-D | QXI | 93.000 | 5.96 | - | O | - | - | - | 86.36% | - | Ytwzbdty | 3lL | - | 205 | 3cH+205 | - | 806.00000 |
| Y-Z | CZI | 21.000 | 4.85 | - | OO | - | - | - | 74.30% | - | Iheuvjyl | 3qE | - | 140 | 3kB+140 | - | 354.00000 |
| P-B | KYG | 15.000 | 9.50 | - | JJJ- | - | - | - | 93.48% | - | Rdbqqsba | 3cX | - | 315 | 3tE+315 | - | 104.00000 |
Tranche Comments
J-P: First Pay: 2021-10-18; Redemption: 2022-05-05;
Y-Z: First Pay: 2021-10-18; Redemption: 2022-05-05;
L-D: First Pay: 2021-10-18; Redemption: 2022-05-05;
P-B: First Pay: 2021-10-18; Redemption: 2022-05-05;
Deal Comments
Xxvuuzucuug. Oxu Izff Gxuuxyq 1.00
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 |
|---|
| AV2 | TRD | 841.000 | - | Uaa | AAA | - | - | - | 30.70% | - | Nhvqkzjb | 3yH | - | 95 | 3uY+95 | - | - |
Tranche Comments
AV2: Redemption: 2022-07-02; Registration: 144P/Omn E;
Deal Comments
Fsjqmnmuqmk. Wym Xnzz Psvqyvc 1.00
Reinvestment Period (YRS)
9.5
Reinvestment Period End Date
Invalid date