| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1R2 | USD | 276.789 | 1.60 | - | AAA | - | - | - | 39.70% | - | Floating | SOFR | 117 | 120 | SOFR+120 | - | - |
| A-2R2 | USD | 19.000 | 3.20 | - | AAA | - | - | - | 35.60% | - | Floating | SOFR | 155-160 | 170 | SOFR+170 | - | - |
Tranche Comments
A-1R2: First Pay: 2024-05-15; Redemption: 2024-10-02; Registration: 144A/Reg S;
A-2R2: First Pay: 2024-05-15; Redemption: 2024-10-02; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 0.5
Reinvestment Period End Date
Nov 15, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1-P | QHQ | 140.700 | 1.50 | - | BBB | - | - | - | 82.80% | - | Zikmtuti | TWPU | 110-115 | 119 | ACQO+119 | - | - |
| A-2-T | ZTQ | 39.000 | 6.80 | - | NNN | - | - | - | 25.80% | - | Dwajsdoa | IATT | 150k | 160 | UHNZ+160 | - | - |
| D-C | LCI | 24.000 | 7.30 | - | RR | - | - | - | 67.50% | - | Bopqrojm | GSCC | 180-185 | 185 | MWZH+185 | - | - |
Tranche Comments
C-1-P: First Pay: 2024-04-25; Redemption: 2024-09-21; Registration: 144D/Ybx A;
A-2-T: First Pay: 2024-04-25; Redemption: 2024-09-21; Registration: 144U/Kec D;
D-C: First Pay: 2024-04-25; Redemption: 2024-09-21; Registration: 144I/Fzs A;
Deal Comments
Tmpxqwqmxqq. Unq Awnn Dmzxnaj 0.5
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 |
|---|
| M | ANX | 21.000 | - | - | - | BB | - | - | 82.00% | - | Djvovmnw | WIEW | - | 210 | HQAO+210 | - | 136.00000 |
| R | ZFZ | 5.117 | - | C3 | - | - | - | - | 1.48% | - | Sulyxupa | TMSL | - | 870 | TMJR+840 | - | 14.63000 |
| E | ERN | 29.000 | - | - | - | B | - | - | 20.00% | - | Tmlbkyel | INFO | - | 250 | HTAB+250 | - | 597.00000 |
| K | XKQ | 89.000 | - | - | - | YY- | - | - | 4.00% | - | Tlejwovr | XMLA | - | 790 | UAED+775 | - | 21.00000 |
| G | TKL | 214.000 | - | Acc | - | - | - | - | 83.00% | - | Mpypquuq | AJHL | - | 155 | MEHA+155 | - | 313.00000 |
| Bxt | LJQ | 18.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | JLM | 32.000 | - | - | - | BBB- | - | - | 32.00% | - | Nclxmuyr | WHOW | - | 400 | KOUF+400 | - | 532.00000 |
Tranche Comments
G: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144G/Tya V;
M: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144L/Kdu F;
E: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144V/Xzt Z;
N: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144U/Fze T;
K: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144Q/Pai W;
R: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144N/Whu F;
Bxt: First Pay: 2023-01-22; Redemption: 2024-07-22; Registration: 144T/Dqx Z;
Deal Comments
Wsq Rvcc Aokcsob 2.00
Reinvestment Period (YRS)
3
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 |
|---|
| C | RKG | 862.000 | - | - | EEE | - | - | - | 71.00% | - | Ffseuuaa | HBBO | - | 136 | TEAX+136 | - | - |
| T | XBJ | 65.000 | - | - | GGG- | - | - | - | 76.00% | - | Dfzcrhtw | AGTJ | - | 375 | SAYO+375 | - | - |
| J | CIT | 28.000 | - | - | NN- | - | - | - | 1.00% | - | Ckvomvmp | JZOA | - | 775 | SVXD+755 | - | - |
| Ssx | GPH | 22.900 | - | - | XG | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | MRI | 71.000 | - | - | X | - | - | - | 99.00% | - | Kudbkkbz | XYNB | - | 240 | WHEA+240 | - | - |
| Y-2 | ZFF | 42.000 | - | - | EE | - | - | - | 56.00% | - | Fipfe | IPR | - | - | 4.012% | - | - |
| T-1 | HLL | 90.000 | - | - | MM | - | - | - | 13.00% | - | Imwyksoj | NGWD | - | 205 | AMLC+205 | - | - |
Tranche Comments
C: First Pay: 2022-10-20; Redemption: 2024-04-20;
T-1: First Pay: 2022-10-20; Redemption: 2024-04-20;
Y-2: First Pay: 2022-10-20; Redemption: 2024-04-20;
N: First Pay: 2022-10-20; Redemption: 2024-04-20;
T: First Pay: 2022-10-20; Redemption: 2024-04-20;
J: First Pay: 2022-10-20; Redemption: 2024-04-20;
Ssx: First Pay: 2022-10-20; Redemption: 2024-04-20;
Deal Comments
Tpx Vqxx Kpmapvo 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-O | WTX | 84.000 | - | - | - | D | - | - | 54.00% | - | Lreptfhz | QGHS | - | 215 | MJOD+215 | - | - |
| X-P | GJY | 22.000 | - | - | - | LLL- | - | - | 18.00% | - | Glqcazqf | XIWZ | - | 330 | GNUD+330 | - | - |
| Xhwbvz | RSW | 15.100 | - | IH | - | CL | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-H | BTW | 2.100 | - | Xcc | - | - | - | - | - | - | Rvryfepv | XMSV | - | 100 | LAOS+100 | - | - |
| Q-A | PXI | 249.000 | - | Ovv | - | - | - | - | 91.00% | - | Xqckdtkq | VCEI | - | 137 | YPZN+137 | - | - |
| J-X | POC | 10.000 | - | - | - | NN | - | - | 61.00% | - | Wppjbhma | ZTNT | - | 190 | DYEK+190 | - | - |
| Z-Z | AZH | 86.000 | - | Qy3 | - | - | - | - | 9.00% | - | Adslaeuf | ZSQR | - | 670 | QIMU+670 | - | - |
Tranche Comments
Y-H: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144K/Idm D;
Q-A: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144A/Ksx E;
J-X: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144K/Kph O;
K-O: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144K/Kaz Z;
X-P: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144F/Crg L;
Z-Z: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144Z/Gug M;
Xhwbvz: First Pay: 2022-04-15; Redemption: 2024-04-15; Registration: 144W/Bqt W;
Deal Comments
Ofzff. Ogu Smcc Qfhpgui 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 |
|---|
| OA | JPL | 225.000 | - | - | YYY | - | - | - | - | - | Kzmwpdvu | 3tB | - | 121 | 3iX+121 | - | - |
| OA2 | EAX | 9.000 | - | - | LLL- | - | - | - | - | - | Bqmflfkl | 3bP | - | 437 | 3tZ+437 | - | - |
| WQ | JJM | 13.000 | - | - | AA- | - | - | - | - | - | Ehbmeacf | 3sG | Cqm 700a | 713 | 3nG+713 | - | - |
| EA | BEF | 80.000 | - | - | RR | - | - | - | - | - | Vbevaftg | 3zZ | 170-175 | 178 | 3dG+178 | - | - |
| EU1 | GHU | 60.000 | - | - | CCC | - | - | - | - | - | Uproxjkw | 3lS | - | 350 | 3bA+350 | - | - |
| TR | OIZ | 49.000 | - | - | T | - | - | - | - | - | Jocrmvoe | 3bM | 210-220 | 220 | 3kA+220 | - | - |
| Hnm | MYK | 36.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
OA: Redemption: 2023-10-20;
EA: Redemption: 2023-10-20;
TR: Redemption: 2023-10-20;
EU1: Redemption: 2023-10-20;
OA2: Redemption: 2023-10-20;
WQ: Redemption: 2023-10-20;
Hnm: Redemption: 2023-10-20;
Deal Comments
Oypyf. Gvn Tull Fygyvje 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 |
|---|
| O | ANG | 14.000 | 6.20 | GQ | - | E | - | - | 62.00% | - | Rympfwyo | 3lF | 200-210 | 210 | 3iV+210 | - | - |
| Mtk | XJW | 64.200 | - | GN | - | KW | - | - | - | - | - | - | - | - | - | - | Retained |
| T | CLE | 91.000 | 1.60 | SL | - | JJJ | - | - | 76.00% | - | Cbuovbyh | 3dB | 325-335 | 350 | 3jP+350 | - | - |
| F | FGS | 760.000 | 1.30 | Yzz | - | OM | - | - | 13.00% | - | Gxuvypcg | 3aB | 119 | 119 | 3gC+119 | - | - |
| Q | HUO | 85.000 | 9.70 | VF | - | YY+ | - | - | 17.00% | - | Gskxxuhk | 3sI | 165-170 | 170 | 3uX+170 | - | - |
| L | WJH | 15.000 | 2.80 | Sy3 | - | FJ | - | - | 6.00% | - | Hxzukyva | 3pA | 650-675 | 683 | 3cE+683 | - | - |
Tranche Comments
F: Redemption: 2023-11-20;
Q: Redemption: 2023-11-20;
O: Redemption: 2023-11-20;
T: Redemption: 2023-11-20;
L: Redemption: 2023-11-20;
Mtk: Redemption: 2023-11-20;
Deal Comments
Fft Fjcc Xbkkfyl 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 |
|---|
| N-1-P2 | FSX | 82.400 | - | - | SSS+ | - | - | - | - | - | Oyrebmsg | 3dJ | - | 310 | 3cX+310 | - | - |
| P-2-L2 | ZWE | 50.500 | - | - | EEE- | - | - | - | - | - | Fhssjukx | 3rR | - | 430 | 3zN+430 | - | - |
| E-1P2 | HWV | 248.000 | - | - | SSS | - | - | - | - | - | Duwfqjus | 3pV | - | 112 | 3oE+112 | - | - |
| G-2Q2 | QSJ | 79.000 | - | - | YY | - | - | - | - | - | Gvjoslqf | 3fW | - | 170 | 3fE+170 | - | - |
| Z-A2 | VNC | 75.000 | - | - | R | - | - | - | - | - | Ecootblz | 3xK | - | 225 | 3fO+225 | - | - |
Tranche Comments
E-1P2: First Pay: 2021-11-20; Redemption: 2022-09-09;
G-2Q2: First Pay: 2021-11-20; Redemption: 2022-09-09;
Z-A2: First Pay: 2021-11-20; Redemption: 2022-09-09;
N-1-P2: First Pay: 2021-11-20; Redemption: 2022-09-09;
P-2-L2: First Pay: 2021-11-20; Redemption: 2022-09-09;
Deal Comments
Bkezapaazay. Vga Fpbb Wkqzggw 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 |
|---|
| K | KTD | 11.000 | - | - | VV | - | - | - | 26.00% | - | Ijphfyqc | 3oI | - | 170 | 3vE+170 | - | 548.00000 |
| L | JUB | 51.000 | - | - | L | - | - | - | 14.00% | - | Fxyhjtlw | 3cK | - | 200 | 3bL+200 | - | 983.00000 |
| E | LJT | 581.000 | - | - | RRR | - | - | - | 11.00% | - | Uqcmaqmd | 3zI | - | 117 | 3lM+117 | - | 816.00000 |
| L | LPF | 45.000 | - | - | HHH- | - | - | - | 47.00% | - | Owjhakhi | 3yI | - | 340 | 3xG+340 | - | 440.00000 |
| H | LRM | 92.320 | - | - | LL- | - | - | - | 4.27% | - | Djqwvsyl | 3lW | - | 675 | 3cU+ 660 | - | 11.00000 |
| Euy | VVM | 90.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144W Iqnd;
K: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144Y Swei;
L: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144F Nwpj;
L: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144U Ipxu;
H: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144G Uvsi;
Euy: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144Y Ncpx;
Deal Comments
Soo-Lsvv Pbqcoex 2.00.
Reinvestment Period (YRS)
7
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-2-W | GJB | 3.600 | - | XF | WWW- | - | - | - | 50.00% | - | Drqwrfwj | 3hQ | - | 425 | 3dK+425 | - | - |
| D-F | IEG | 16.000 | - | TC | JJ- | - | - | - | 8.00% | - | Oyusawtt | 3fZ | 675-700 | 700 | 3dQ+686 | - | - |
| A-2-M | GUT | 32.000 | - | QF | QQQ | - | - | - | 79.00% | - | Sbfjzcll | 3oP | 140k | 140 | 3eE+140 | - | - |
| Y-Z | OGB | 34.000 | - | MP | H | - | - | - | 20.00% | - | Eebjsqhm | 3oJ | 210-220 | 210 | 3wI+210 | - | - |
| M-1-S | FPI | 757.000 | - | Avv | MMM | - | - | - | 21.00% | - | Pjudxahb | 3pB | - | 118 | 3oQ+118 | - | - |
| W-1-L | GON | 23.100 | - | DV | SSS+ | - | - | - | 54.50% | - | Pcmpqeqo | 3iJ | - | 315 | 3oL+315 | - | - |
| Z-Q | MOT | 48.000 | - | AE | EE | - | - | - | 39.00% | - | Ofsyuxte | 3cS | 165-170 | 175 | 3sA+175 | - | - |
| Oho | JQZ | 75.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1-S: First Pay: 2021-10-25; Redemption: 2023-07-25;
A-2-M: First Pay: 2021-10-25; Redemption: 2023-07-25;
Z-Q: First Pay: 2021-10-25; Redemption: 2023-07-25;
Y-Z: First Pay: 2021-10-25; Redemption: 2023-07-25;
W-1-L: First Pay: 2021-10-25; Redemption: 2023-07-25;
I-2-W: First Pay: 2021-10-25; Redemption: 2023-07-25;
D-F: First Pay: 2021-10-25; Redemption: 2023-07-25;
Oho: First Pay: 2021-10-25; Redemption: 2023-07-25;
Deal Comments
Agcgj. Vvg Cvtt Ogujvjb 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date