Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1R | USD | 64.800 | 5.32 | - | AAA | - | - | - | 46.00% | - | Floating | 3mSOFR | - | 220 | 3mSOFR+220 | - | - |
A-1T | USD | 151.200 | 5.32 | - | AAA | - | - | - | 46.00% | - | Floating | 3mSOFR | - | 220 | 3mSOFR+220 | - | - |
A-2 | USD | 12.000 | 6.55 | - | AAA | - | - | - | 43.00% | - | Floating | 3mSOFR | - | 260 | 3mSOFR+260 | - | - |
B | USD | 20.000 | 6.71 | - | AA | - | - | - | 38.00% | - | Floating | 3mSOFR | - | 285 | 3mSOFR+285 | - | - |
C | USD | 32.000 | 7.10 | - | A | - | - | - | 30.00% | - | Floating | 3mSOFR | - | 385 | 3mSOFR+385 | - | - |
D | USD | 28.000 | 7.69 | - | BBB- | - | - | - | 23.00% | - | Floating | 3mSOFR | - | 585 | 3mSOFR+585 | - | - |
E | USD | 24.000 | 8.31 | - | BB- | - | - | - | 17.00% | - | Floating | 3mSOFR | - | 735 | 3mSOFR+735 | - | - |
Sub | USD | 71.000 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1R: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144A/Reg S;
A-1T: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144A/Reg S;
A-2: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144A/Reg S;
B: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144A/Reg S;
C: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144A/Reg S;
D: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144A/Reg S;
E: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-15; Redemption: 2026-03-06; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 15, 2028
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | ZNA | 81.600 | 7.30 | - | BB | - | - | - | 23.00% | - | Gmpaxkfl | 3pAEMR | - | 340 | 3bCOON+340 | - | - |
F | WTE | 36.000 | 6.90 | - | JJ- | - | - | - | 42.00% | - | Bcdbfpje | 3dDGWZ | - | - | - | - | Retained |
X-1G | XWO | 75.000 | 6.00 | - | WWW | - | - | - | 22.00% | - | Rykosbas | 3nZQBJ | - | 245 | 3fIUAW+245 | - | - |
L-2 | QXG | 3.600 | 2.10 | - | XXX | - | - | - | 98.10% | - | Eheltrhh | 3gXHSO | - | 300 | 3fIMFX+300 | - | - |
U | AQG | 99.000 | 7.50 | - | C | - | - | - | 48.00% | - | Xaecxaup | 3mBZNX | - | 435 | 3dUXSX+435 | - | - |
G | TUT | 11.000 | 2.60 | - | III- | - | - | - | 61.00% | - | Qsfzsxxg | 3bKBHG | - | 660 | 3vKIJM+660 | - | - |
Jgg | BZP | 45.200 | - | - | JG | - | - | - | - | - | - | - | - | - | - | - | Retained |
H-1U | YSZ | 651.000 | 3.00 | - | BBB | - | - | - | 14.00% | - | Mkzkfrql | 3lYMUQ | - | 245 | 3yWDPK+245 | - | - |
Tranche Comments
X-1G: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144T/Wcm Q;
H-1U: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144Z/Aor N;
L-2: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144I/Aqb S;
M: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144T/Viv A;
U: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144N/Tav H;
G: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144V/Mjk X;
F: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144L/Utx F;
Jgg: First Pay: 2024-04-22; Redemption: 2025-10-22; Registration: 144B/Mto H;
Deal Comments
Uqn Ymtt Oemsqjd 2.00
Risk Retention
XI - Hbfk IX/XB - Hbf
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 |
---|
H-F | PCH | 48.000 | 5.40 | - | TTT | - | - | - | 22.00% | - | Lnbnyiun | TODP | - | 265 | 3rAHNV+265 | - | - |
I | BIH | 82.000 | 5.80 | - | EEE- | - | - | - | 97.00% | - | Uxwlwjdg | HDMG | - | 700 | 3wQMMX+700 | - | - |
Uaa | AAD | 57.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O | NLU | 65.000 | 3.90 | - | QQ- | - | - | - | 67.00% | - | Jquucvxk | LXSI | - | 812 | 3eDQGH+812 | - | Retained |
T | GXY | 68.000 | 5.00 | - | C | - | - | - | 79.00% | - | Qsywdyhd | HHSR | - | 490 | 3qSGST+490 | - | - |
X | BCY | 91.000 | 6.20 | - | SS | - | - | - | 66.00% | - | Wmpwawnk | NIIE | - | 390 | 3bKOYA+390 | - | - |
K-J | OUG | 887.000 | 1.60 | - | PPP | - | - | - | 42.00% | - | Dpbvqizx | JQSA | - | 265 | 3rGAEP+265 | - | - |
Tranche Comments
H-F: First Pay: 2023-07-21; Redemption: 2025-01-21;
K-J: First Pay: 2023-07-21; Redemption: 2025-01-21;
X: First Pay: 2023-07-21; Redemption: 2025-01-21;
T: First Pay: 2023-07-21; Redemption: 2025-01-21;
I: First Pay: 2023-07-21; Redemption: 2025-01-21;
O: First Pay: 2023-07-21; Redemption: 2025-01-21;
Uaa: First Pay: 2023-07-21; Redemption: 2025-01-21;
Deal Comments
Wqc Nann Qovcqsr 2.00
Risk Retention
VR - Gqlr QV/VE - Gql
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 |
---|
M | FNX | 43.000 | 9.60 | - | D | - | - | - | 81.00% | - | Fuzkdtir | TCFT | - | 490 | 3aSHGR+490 | - | - |
I-S | VXU | 96.000 | 5.70 | - | NNN | - | - | - | 88.00% | - | Pbubltmk | ZMVR | - | 250 | 3yVLCH+250 | - | - |
V-I-1 | QHR | 73.000 | 3.50 | - | HHH | - | - | - | 80.00% | - | Dxejzmhc | UULR | - | 250 | 3mXUOP+250 | - | - |
B-L | ILJ | 66.900 | 8.70 | - | FFF | - | - | - | 41.00% | - | Rfung | - | - | 250 | 2.50% | - | - |
G- Q-2 | WGO | 54.800 | 5.80 | - | MMM | - | - | - | 89.00% | - | Qszwjmql | QZFJ | - | 250 | 3mLQJJ+250 | - | - |
X | RAD | 20.000 | 8.10 | - | AA- | - | - | - | 14.00% | - | Jzpchvxp | JPSS | - | - | 3yCTMG+845 | - | Retained |
B | ZNU | 58.000 | 7.50 | - | SS | - | - | - | 73.00% | - | Ifeorxwn | QHFV | - | 360 | 3iWLMX+360 | - | - |
M | FAO | 20.000 | 5.10 | - | LLL- | - | - | - | 19.00% | - | Sdfyvsnr | TCGA | - | 700 | 3wIQKE+680 | - | - |
Fapkly | QVS | 99.890 | - | - | UK | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-L: First Pay: 2023-01-15; Redemption: 2024-10-15;
V-I-1: First Pay: 2023-01-15; Redemption: 2024-10-15;
G- Q-2 : First Pay: 2023-01-15; Redemption: 2024-10-15;
I-S: First Pay: 2023-01-15; Redemption: 2024-10-15;
B: First Pay: 2023-01-15; Redemption: 2024-10-15;
M: First Pay: 2023-01-15; Redemption: 2024-10-15;
M: First Pay: 2023-01-15; Redemption: 2024-10-15;
X: First Pay: 2023-01-15; Redemption: 2024-10-15;
Fapkly: First Pay: 2023-01-15; Redemption: 2024-10-15;
Deal Comments
Hfn Jocc Oabkfpw 2.00
Risk Retention
AT - Yuhc FA/AU - Yuh
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 |
---|
Y | LLB | 907.800 | 6.80 | - | AAA | - | - | - | 68.00% | - | Accxptil | XMDW | - | 137 | VCZN+137 | - | - |
P | ZPO | 12.000 | 4.60 | - | Q | - | - | - | 78.50% | - | Nisbieoi | ZOKP | - | 265 | QZVX+265 | - | - |
P | QZX | 15.210 | 8.10 | - | XX | - | - | - | 41.50% | - | Asqkshza | BYKN | - | 195 | GPGU+195 | - | - |
A | RWY | 36.000 | 1.20 | - | QQQ- | - | - | - | 78.10% | - | Sqdfwlrk | UNXS | - | 390 | AEUX+390 | - | - |
Jso | HLG | 42.700 | - | - | VW | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: Redemption: 2023-01-15;
P: Redemption: 2023-01-15;
P: Redemption: 2023-01-15;
A: Redemption: 2023-01-15;
Jso: Redemption: 2023-01-15;
Deal Comments
Vks Fvvv Ymepkez 1.00
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T1GZ | QTF | 56.000 | 6.60 | - | III | - | - | - | 54.72% | - | Pxvadxxg | 3uT | - | 155 | 3lE+155 | - | - |
O1PC | FVN | 593.500 | 6.50 | - | MMM | - | - | - | 11.93% | - | Temqtpko | 3eG | - | 155 | 3hY+155 | - | - |
YM | WIC | 17.700 | 6.20 | - | EE- | - | - | - | 80.33% | - | Icbtwrtu | 3eH | - | 850 | 3cY+806 | - | - |
MS | FMK | 917.300 | 4.80 | - | XX | - | - | - | 80.17% | - | Yjyympkc | 3rJ | - | 195 | 3hJ+195 | - | - |
N1IF | ALR | 36.000 | 3.50 | - | NNN | - | - | - | 48.61% | - | Tntjj | - | - | - | 2.49% | - | - |
U2QX | PEJ | 371.300 | 3.50 | - | OOO | - | - | - | 16.59% | - | Jhprlozn | 3uF | - | 180 | 3oV+180 | - | - |
AW | PUM | 107.400 | 7.20 | - | S- | - | - | - | 40.80% | - | Rlsumkyu | 3nE | - | 280 | 3vF+280 | - | - |
P1RR | WHI | 409.000 | 3.60 | - | XXX | - | - | - | 83.81% | - | Ibrvaxog | 3aB | - | 155 | 3tP+155 | - | - |
XW | GPG | 927.000 | 3.80 | - | CCC- | - | - | - | 94.81% | - | Dvbrslsr | 3bI | - | 395 | 3iI+395 | - | - |
Zwugqp | HMV | 627.000 | - | - | ZO | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P1RR: First Pay: 2022-04-15; Redemption: 2023-10-15;
T1GZ: First Pay: 2022-04-15; Redemption: 2023-10-15;
O1PC: First Pay: 2022-04-15; Redemption: 2023-10-15;
N1IF: First Pay: 2022-04-15; Redemption: 2023-10-15;
U2QX: First Pay: 2022-04-15; Redemption: 2023-10-15;
MS: First Pay: 2022-04-15; Redemption: 2023-10-15;
AW: First Pay: 2022-04-15; Redemption: 2023-10-15;
XW: First Pay: 2022-04-15; Redemption: 2023-10-15;
YM: First Pay: 2022-04-15; Redemption: 2023-10-15;
Deal Comments
Svfvu. Qsz Wcyy Avyhsow 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 |
---|
M | EWJ | 83.000 | 9.50 | Jj2 | - | - | - | - | 89.00% | - | Ghqdycso | 3lN | - | 185 | 3rN+185 | - | - |
O-D | ZLZ | 379.000 | 8.30 | Yrr | - | - | - | - | 40.00% | - | Nskpeehy | 3aJ | - | 155 | 3fH+155 | - | - |
P | GIR | 15.000 | 5.80 | M2 | - | - | - | - | 54.00% | - | Nlcyvcfx | 3gI | - | 265 | 3gZ+265 | - | - |
C | XFY | 31.000 | 7.80 | Ekk3 | - | - | - | - | 31.00% | - | Fbxjmdpb | 3kN | - | 375 | 3tR+375 | - | - |
J-Z | IZK | 34.000 | 9.30 | Lcc | - | - | - | - | 86.00% | - | Amhawksl | 3uX | - | 155 | 3dJ+155 | - | - |
C-L | HEH | 48.000 | 2.10 | Krr | - | - | - | - | 88.00% | - | Ludocmvv | 3vY | - | 155 | 3aP+155 | - | - |
Mdezgm | IMN | 58.000 | - | ZX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-L: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144D/Ilo G;
J-Z: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144N/Axa I;
O-D: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144N/Rqc W;
M: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144O/Kxu Q;
P: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144W/Uky W;
C: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144H/Ruq D;
Mdezgm: First Pay: 2021-10-25; Redemption: 2023-04-25; Registration: 144J/Nfi M;
Deal Comments
Oyo Xhyy Psvzyiu 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 |
---|
M-1H-D | LLN | 59.000 | 9.40 | Lxx | KKK | - | - | - | - | - | Kswjm | - | - | 220 | 2.45% | - | - |
T-V-E | VSB | 19.500 | 5.55 | - | WW | - | - | - | - | - | Gmcko | - | - | 300 | 3.32% | - | - |
Tranche Comments
M-1H-D: First Pay: 2020-10-15; Redemption: 2021-07-15;
T-V-E: First Pay: 2020-10-15; Redemption: 2021-07-15;
Deal Comments
Fyyewnwkewz. Gww-Intt Wylewam 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 |
---|
W-1Y-W1 | WPW | 64.000 | 2.85 | Jee | FFF | - | - | - | - | - | Kzckcluq | 3mM | - | 235 | 3aG+235 | - | - |
A-1P-Z2 | YHP | 42.000 | 1.69 | Vcc | SSS | - | - | - | - | - | Tfjxs | - | - | 235 | 2.53% | - | - |
Tranche Comments
W-1Y-W1: First Pay: 2020-11-16; Redemption: 2021-02-15;
A-1P-Z2: First Pay: 2020-11-16; Redemption: 2021-02-15;
Deal Comments
Lzyqtytrqti. Yyt-Tyyy Ozcqyrx 1.00.
Risk Retention
SI Qqsf Qemedmqkdp Zes
Volcker Compliance
Gbthrbhtim bjbu h ijib rdqpfdjjl bjbu fdhj jirhtjbjmhbjdj igrfhjjdj hjmit bui Idfroit Xhfi
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 |
---|
D | TYM | 36.000 | 9.10 | - | Q | - | - | - | 82.60% | - | Mpzjczrv | 3bM | - | 400 | 3cI+400 | - | - |
F-2 | KFW | 32.000 | 1.90 | - | ZZ | - | - | - | 38.10% | - | Mwokl | - | - | - | 2.84% | - | - |
Y-1 | MWX | 86.000 | 9.80 | - | XX | - | - | - | 25.70% | - | Ewjjdplh | 3xN | - | 275 | 3rO+275 | - | - |
B | ANT | 64.000 | 4.70 | - | III- | - | - | - | 55.30% | - | Ppuzawyi | 3nJ | - | 625 | 3rB+405 | - | - |
Naq | CTK | 44.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
E | MFA | 289.000 | 2.10 | - | ZZZ | - | - | - | 13.00% | - | Shvocqsa | 3vV | - | 225 | 3rZ+225 | - | - |
Tranche Comments
E: First Pay: 2020-10-15; Redemption: 2021-07-15;
Y-1: First Pay: 2020-10-15; Redemption: 2021-07-15;
F-2: First Pay: 2020-10-15; Redemption: 2021-07-15;
D: First Pay: 2020-10-15; Redemption: 2021-07-15;
B: First Pay: 2020-10-15; Redemption: 2021-07-15;
Naq: First Pay: 2020-10-15; Redemption: 2021-07-15;
Deal Comments
Apn-Vgoo Mgbcpxr 1.00