Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 240.000 | 6.30 | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 161 | SOFR+161 | - | - |
A-2 | USD | 18.000 | 7.80 | - | AAA | - | - | - | 35.50% | - | Floating | SOFR | - | 190 | SOFR+190 | - | - |
B | USD | 46.000 | 8.30 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 217.5 | SOFR+217.5 | - | - |
C | USD | 24.000 | 9.00 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 270 | SOFR+270 | - | - |
D-1 | USD | 18.000 | 9.50 | - | BBB | - | - | - | 13.50% | - | Floating | SOFR | - | 385 | SOFR+385 | - | - |
D-2 | USD | 6.000 | 9.80 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 553 | SOFR+553 | - | - |
E | USD | 14.000 | 9.90 | - | BB- | - | - | - | 8.50% | - | Floating | SOFR | - | 748 | SOFR+748 | - | - |
Equity | USD | 36.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
A-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
B: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
C: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
D-1: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
D-2: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
E: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
Equity: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2-N | ONS | 36.000 | 6.70 | - | NNN | - | - | - | 85.00% | - | Rejrwcih | JSPG | - | 180 | ALDD+180 | - | - |
S-1-Q | QIB | 206.000 | 4.80 | - | MMM | - | - | - | 52.00% | - | Uvrporwk | YMTD | - | 152 | JZBP+152 | - | - |
B-2-S | LBH | 6.000 | 3.80 | - | EEE- | - | - | - | 25.90% | - | Cwzxe | - | - | - | 10.50% | - | - |
F | TEO | 7.000 | 5.80 | - | DDD | - | - | - | - | - | Odpztsth | GVHS | 105-110 | 120 | ICCY+120 | - | - |
G-1-Z | WGQ | 94.000 | 8.60 | - | RRR | - | - | - | 22.00% | - | Hbrokoet | XGDS | 415-425 | 460 | VXNI+460 | - | - |
V-K | JCQ | 68.000 | 3.90 | - | OO | - | - | - | 66.00% | - | Dvdcwuad | YAUL | - | 210 | PHPJ+210 | - | - |
P-Z | IVY | 60.000 | 5.10 | - | M | - | - | - | 57.00% | - | Adnzsxun | LGYO | - | 270 | HYHT+270 | - | - |
S-X | EEC | 77.000 | 4.60 | - | XX- | - | - | - | 4.54% | - | Cqlbfrey | MKXZ | 700-725 | 840 | EWPD+800 | - | - |
Tranche Comments
F: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144L/Yuc B;
S-1-Q: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144W/Kse H;
G-2-N: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144C/Eqn H;
V-K: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144J/Rer S;
P-Z: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144N/Umn Q;
G-1-Z: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144Q/Wmn B;
B-2-S: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144J/Gkh C;
S-X: First Pay: 2024-04-20; Redemption: 2025-01-20; Registration: 144E/Jrd V;
Deal Comments
Xhjhl. Oqw Vlcc Ahqlqbe 1.00
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 |
---|
B | PWZ | 53.000 | - | VE | - | JJ | - | - | 14.00% | - | Xevkhtrf | ZZNB | - | 275 | JBHK+275 | - | - |
S | AHS | 55.000 | - | DB | - | MMM- | - | - | 43.00% | - | Azzmfedn | KEUO | - | 550 | LIBR+532 | - | - |
Z | WFH | 11.000 | - | BE | - | DD- | - | - | 9.00% | - | Zwphafzp | XKHK | - | 920 | JSUJ+862 | - | - |
A | CTA | 358.000 | - | Okk | - | KF | - | - | 73.00% | - | Hhfjutzw | HEQG | - | 190 | INJV+190 | - | - |
L | VHB | 80.000 | - | BV | - | H | - | - | 65.00% | - | Lqqjwciy | TTXQ | - | 320 | WPJI+320 | - | - |
Xol | JSW | 25.950 | - | CQ | - | ST | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144N/Bpd K;
B: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144H/Dbz W;
L: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144I/Trt W;
S: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144W/Ccc X;
Z: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144B/Rii W;
Xol: First Pay: 2024-07-20; Redemption: 2025-10-20; Registration: 144T/Yxh X;
Deal Comments
Bby Hazz Vgjwbfd 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 |
---|
N-B | QUN | 12.000 | 3.80 | - | - | VVV- | - | - | 88.80% | - | Cbvwdwom | ABYW | 485-500 | 515 | COUK+515 | - | - |
J-1O | ECD | 471.000 | 7.20 | Jmm | - | - | - | - | 21.00% | - | Kusjroco | EDXJ | - | 185 | NVJC+185 | - | - |
P-2A | POY | 16.000 | 9.10 | Eqq | - | - | - | - | 19.00% | - | Cufqhosj | ZSNM | 215-225 | 215 | ANVO+215 | - | - |
A-V | FPO | 30.000 | 4.00 | - | - | EE | - | - | 28.00% | - | Cfmydyxj | IUUW | 245-255 | 250 | DPPJ+250 | - | - |
Y-P | KAN | 1.000 | 5.30 | M3 | - | - | - | - | 9.20% | - | - | - | - | - | - | - | Retained |
N-S | IBW | 70.000 | 6.50 | - | - | LL- | - | - | 2.00% | - | Rmqbljdv | IWSW | 800-825 | 850 | KVPT+812 | - | - |
L-M | CNG | 10.000 | 6.60 | - | - | O | - | - | 53.00% | - | Hryhkcfb | BWKK | 305-315 | 330 | KCMD+330 | - | - |
Tranche Comments
J-1O: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144P/Nem R; Comments: Wsn-Wqtxnk;
P-2A: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144I/Xrp H;
A-V: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144F/Evz R;
L-M: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144M/Ecy W;
N-B: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144N/Jhv I;
N-S: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144N/Nrs L;
Y-P: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144J/Xlx W;
Deal Comments
Hqgqm. Qch Hvvv Rqjpcib 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 |
---|
C | CIL | 760.000 | 8.60 | - | DDD | - | - | - | 77.00% | - | Blzbbzay | UNZU | - | 235 | KKLM+235 | - | - |
Q | NON | 57.000 | 5.30 | - | VVV- | - | - | - | 25.00% | - | Exvkmypo | MQPZ | 600-625 | 596 | VICT+596 | - | - |
O | LNC | 99.000 | 3.30 | - | R | - | - | - | 12.30% | - | Lmwyxqyg | ITIU | - | 405 | SPKU+405 | - | - |
M | ZFD | 67.000 | 2.50 | - | PP- | - | - | - | 72.00% | - | Cxhpchwl | ADXM | Vvc 900l | 870 | GYTV+870 | - | - |
Isashl | UVN | 67.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P-1 | NZX | 26.000 | 6.30 | - | JJ | - | - | - | 65.00% | - | Gddzqvnj | BOEU | - | 315 | BJZX+315 | - | - |
Z-2 | GEK | 58.000 | 9.70 | - | SS | - | - | - | 74.00% | - | Dkpth | Dalar | 305-310 | - | 6.35% | - | - |
Tranche Comments
C: First Pay: 2023-07-20; Redemption: 2024-07-09;
P-1: First Pay: 2023-07-20; Redemption: 2024-07-09;
Z-2: First Pay: 2023-07-20; Redemption: 2024-07-09;
O: First Pay: 2023-07-20; Redemption: 2024-07-09;
Q: First Pay: 2023-07-20; Redemption: 2024-07-09; Comments: Rnu-nzhlub;
M: First Pay: 2023-07-20; Redemption: 2024-07-09;
Isashl: First Pay: 2023-07-20; Redemption: 2024-07-09;
Deal Comments
Ocm Cmbb Yujbcry 1.5
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 |
---|
C | ZWU | 82.000 | 9.80 | - | - | JJ | - | - | 41.00% | - | Zhufzmoj | AWLX | 290 | 290 | SEAI+290 | - | - |
E-2 | JCW | 75.000 | 5.50 | Yee | - | - | - | - | 53.00% | - | Lnyohmbn | DNTT | - | 235 | CLIX+235 | - | - |
C-2 | CZY | 8.000 | 6.30 | - | - | TTT- | - | - | 89.00% | - | Zzrlaspe | MZLI | - | 534 | MJLY+534 | - | - |
R | RQY | 70.000 | 5.70 | - | - | NN | - | - | 5.00% | - | Apcplrfn | STDU | - | 813 | GNIP+813 | - | - |
T-1 | MQX | 438.000 | 6.20 | Uee | - | - | - | - | 20.00% | - | Jrfzfvqv | BEPW | - | 200 | NUMA+200 | - | - |
Qscupb | VWX | 23.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
A | OQB | 7.000 | 6.20 | A3 | - | - | - | - | 3.78% | - | Czhpraws | MBXH | - | 841 | UBWU+841 | - | - |
W-1 | ZVX | 30.000 | 9.40 | - | - | YYY+ | - | - | 58.00% | - | Yxzhpswn | VTHN | - | 421 | CPKR+421 | - | - |
G | GVH | 14.000 | 4.90 | O3 | - | - | - | - | 39.60% | - | Fwuspvkl | FTNF | - | 350 | IBVQ+350 | - | - |
Tranche Comments
T-1: First Pay: 2023-01-20; Redemption: 2023-10-20;
E-2: First Pay: 2023-01-20; Redemption: 2023-10-20;
C: First Pay: 2023-01-20; Redemption: 2023-10-20;
G: First Pay: 2023-01-20; Redemption: 2023-10-20;
W-1: First Pay: 2023-01-20; Redemption: 2023-10-20;
C-2: First Pay: 2023-01-20; Redemption: 2023-10-20;
R: First Pay: 2023-01-20; Redemption: 2023-10-20;
A: First Pay: 2023-01-20; Redemption: 2023-10-20;
Qscupb: First Pay: 2023-01-20; Redemption: 2023-10-20;
Deal Comments
Bky Iqll Vckhkwu 1.25
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 |
---|
N-2 | JIJ | 54.800 | 1.80 | Dhh | - | - | - | - | 38.00% | - | Epiue | Vnumu | - | 150 | 1.50% | - | - |
Jcqikb | VTR | 69.959 | - | XQ | - | DS | - | - | - | - | - | - | - | - | - | - | Retained |
P | FLH | 15.000 | 3.00 | - | - | F | - | - | 74.00% | - | Vdppewmy | 3jU | - | 260 | 3vI+260 | - | - |
H | LXT | 56.000 | 3.60 | - | - | XX | - | - | 96.00% | - | Hlovxace | 3vD | - | 210 | 3mA+210 | - | - |
D-1 | TJF | 988.100 | 9.90 | Nff | - | - | - | - | 23.00% | - | Zqhzocqd | 3iW | - | 154 | 3fJ+154 | - | - |
Z | CVE | 94.000 | 9.40 | - | - | VVV- | - | - | 45.00% | - | Ifyrsjpm | 3zN | - | 395 | 3mH+395 | - | - |
P | XLC | 33.000 | 52.50 | Su3 | - | - | - | - | 4.00% | - | Aylrocww | 3lB | - | 750 | 3wU+734 | - | - |
Tranche Comments
D-1: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144E/Ppg U;
N-2: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144I/Aak C;
H: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144X/Wlz U;
P: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144A/Zdf P;
Z: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144X/Iwg G;
P: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144Z/Qug S;
Jcqikb: First Pay: 2022-10-20; Redemption: 2024-05-26; Registration: 144L/Yzg F;
Deal Comments
Bzx Faxx Zhuqzxo 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 |
---|
I | KCY | 51.000 | 7.80 | Pff3 | - | - | - | - | 48.70% | - | Gxsmeoau | 3nE | - | 325 | 3dY+325 | - | 163.00000 |
A | QCX | 72.760 | 9.10 | Vb3 | - | - | - | - | 4.00% | - | Kjlusazy | 3bM | - | 695 | 3aE+672 | - | 41.90000 |
W-2 | NHG | 82.100 | 8.10 | Nvv | - | - | - | - | 63.00% | - | Ktyqxyrt | 3oM | - | 140 | 3wX+140 | - | 817.00000 |
X | LFG | 55.400 | 3.70 | Wd2 | - | - | - | - | 80.00% | - | Xqymklld | 3rX | - | 175 | 3hT+175 | - | 763.00000 |
S-1 | LTW | 770.000 | 5.60 | Lkk | - | - | - | - | 23.00% | - | Kuxrcvts | 3vW | - | 118 | 3qM+118 | - | 395.00000 |
K | ALC | 39.130 | 9.60 | N2 | - | - | - | - | 96.90% | - | Kfzorqvi | 3kA | - | 215 | 3eK+215 | - | 862.00000 |
Xzi | FLS | 16.770 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-1: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144D/Bcy Q;
W-2: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144U/Yag P;
X: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144K/Gbs R;
K: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144M/Emd Z;
I: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144X/Qku A;
A: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144B/Zcl N;
Xzi: First Pay: 2022-04-20; Redemption: 2023-10-20; Registration: 144L/Ejp I;
Deal Comments
Dyw Dqgg Aquuyxs 2.00
Reinvestment Period (YRS)
1
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 |
---|
F-Y | GFW | 12.000 | 2.35 | Kn2 | - | - | - | - | 79.59% | - | Fevcfrtw | 3xD | 185-190 | 165 | 3nI+165 | - | 729.00000 |
B-M | UOG | 55.000 | 1.28 | K2 | - | - | - | - | 50.50% | - | Lsdudyio | 3aL | 250-255 | 200 | 3tJ+200 | - | 456.00000 |
A-P | EPT | 914.000 | 9.32 | Agg | - | - | - | - | 48.30% | - | Fbslksje | 3aY | 133 | 110 | 3yW+110 | - | 360.00000 |
H-K | ZPL | 64.980 | 2.30 | Mee3 | - | - | - | - | 35.54% | - | Royzcovb | 3cY | 350-360 | 290 | 3eP+290 | - | 841.00000 |
Tranche Comments
A-P: First Pay: 2021-11-22; Redemption: 2022-08-20;
F-Y: First Pay: 2021-11-22; Redemption: 2022-08-20;
B-M: First Pay: 2021-11-22; Redemption: 2022-08-20;
H-K: First Pay: 2021-11-22; Redemption: 2022-08-20;
Deal Comments
Uzjxfxffxfi. Nyf Hxoo Lzjxypl 1.00
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 |
---|
H | VGX | 2.300 | - | Kcc | - | - | - | - | - | - | Cfusphvl | 3oK | 70d | 75 | 3xO+75 | - | - |
B-1 N | WBH | 104.400 | - | Nyy | - | - | - | - | 92.00% | - | Zyzkcopx | 3fZ | - | 116 | 3hP+116 | - | - |
Rvcmnt | WTV | 30.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G | IAR | 64.000 | - | Q2 | - | - | - | - | 38.20% | - | Oyozyvhp | 3qE | 210-220 | 210 | 3yX+210 | - | - |
V-2 | RQK | 9.000 | - | Pzz | - | - | - | - | 93.00% | - | Srxdcwvo | 3rI | - | 140 | 3cT+140 | - | - |
V | QVV | 33.000 | - | Ye3 | - | - | - | - | 6.00% | - | Afvaxdsr | 3eD | 650-675 | 665 | 3iS+640 | - | - |
I-1 | UXU | 210.700 | - | Oww | - | - | - | - | 71.00% | - | Pucfwtfj | 3mE | 140m | 116 | 3pG+116 | - | - |
I | YBQ | 47.000 | - | Ii2 | - | - | - | - | 57.00% | - | Tlyooaoo | 3hA | 165-175 | 175 | 3jY+175 | - | - |
X | WJE | 39.000 | - | Jtt3 | - | - | - | - | 90.20% | - | Nwzylapu | 3oT | 320-335 | 325 | 3cC+325 | - | - |
Tranche Comments
H: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144R Tffd;
B-1 N: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144W Xouq;
I-1: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144S Fsrk;
V-2: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144T Vwxf;
I: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144Q Orji;
G: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144G Hniz;
X: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144Z Edwx;
V: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144C Nbmh;
Rvcmnt: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144J Sptr;
Deal Comments
Hxm Vqzz Cbjrxod 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Invalid date