Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 222.000 | 5.39 | - | AAA | - | - | - | 42.00% | - | Floating | SOFR | - | 250 | SOFR+250 | - | 100.00000 |
A-2 | USD | 10.000 | 5.39 | - | AAA | - | - | - | 42.00% | - | Fixed | - | - | - | 6.43% | - | - |
B | USD | 44.000 | 7.36 | - | AA | - | - | - | 31.00% | - | Floating | SOFR | - | 350 | SOFR+350 | - | 100.00000 |
C | USD | 32.000 | 8.09 | - | A- | - | - | - | 23.00% | - | Floating | SOFR | - | 450 | SOFR+450 | - | 100.00000 |
D | USD | 20.000 | 8.65 | - | BBB- | - | - | - | 18.00% | - | Floating | SOFR | - | 675 | SOFR+675 | - | 100.00000 |
E | USD | 24.000 | 9.11 | - | BB- | - | - | - | 12.00% | - | Floating | SOFR | - | 1000 | SOFR+1000 | - | 100.00000 |
Variable Dividend | USD | 44.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Registration: 144A/Reg S;
A-2: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
Variable Dividend: Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Zjrgpy | GGO | 47.575 | - | - | FV | - | - | - | - | - | - | - | - | - | - | - | Retained |
A-C | ETQ | 734.000 | 5.20 | - | DDD | - | - | - | 31.60% | - | Ljevpqlo | BNAX | - | 260 | XAEZ+260 | - | - |
A | MXR | 93.000 | 1.84 | - | DD | - | - | - | 36.00% | - | Aqmyocmk | IGZE | - | 365 | MSPA+365 | - | - |
Y | OXP | 86.000 | 9.47 | - | UU- | - | - | - | 35.00% | - | Mipchkih | XAPI | - | 1050 | JITR+1010 | - | - |
F | ICY | 85.000 | 9.21 | - | A- | - | - | - | 89.00% | - | Uewhqate | MQNX | - | 455 | LOOB+455 | - | - |
I-S | CWY | 71.000 | 3.40 | - | DDD | - | - | - | 45.30% | - | Aksmqrmh | KOPG | - | 260 | TYLD+260 | - | - |
U | ONI | 24.000 | 1.40 | - | ZZZ- | - | - | - | 29.00% | - | Vkoffyii | GPLU | - | 690 | UICV+690 | - | - |
Tranche Comments
A-C: Registration: 144A/Dyq N;
I-S: Registration: 144I/Bbu J;
A: Registration: 144L/Uko H;
F: Registration: 144U/Lqn S;
U: Registration: 144E/Zul U;
Y: Registration: 144Y/Yvn W;
Zjrgpy: Registration: 144Q/Adr C;
Deal Comments
Fzb Bbgg Dztkzmc 2.00
Reinvestment Period (YRS)
7.7
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Tnsosx | GPO | 33.000 | - | - | CM | - | - | - | - | - | - | - | - | - | - | - | Retained |
U | QIL | 364.000 | - | - | XXX | - | - | - | - | - | Ducovowg | 3qE | - | 155 | 3pR+155 | - | 394.00000 |
S | QMT | 72.600 | - | - | III- | - | - | - | - | - | - | - | - | - | - | - | Retained |
I-A | EXI | 73.000 | - | - | ZZZ | - | - | - | - | - | Yfqzhato | 3qS | - | 155 | 3xL+155 | - | 792.00000 |
L | TYF | 93.600 | - | - | MM- | - | - | - | - | - | - | - | - | - | - | - | Retained |
S | AAN | 48.000 | - | - | YYY | - | - | - | - | - | Lluroljf | 3mI | - | 115 | 3vI+115 | - | 154.00000 |
J | UPE | 95.000 | - | - | II | - | - | - | - | - | Ibuausso | 3vU | - | 190 | 3lB+190 | - | 706.00000 |
X | LAZ | 77.000 | - | - | A | - | - | - | - | - | Rsultdfi | 3tJ | - | 270 | 3eF+270 | - | 342.00000 |
Tranche Comments
S: Registration: 144F/Zmy F;
U: Registration: 144Z/Yii P;
I-A: Registration: 144F/Ctt P;
J: Registration: 144U/Wjb H;
X: Registration: 144V/Wqq X;
S: Registration: 144I/Dex B;
L: Registration: 144J/Dvg V;
Tnsosx: Registration: 144E/Gup T;
Deal Comments
Dtj Owvv Wfpxtoa 2.00
Reinvestment Period (YRS)
8.3
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-2 | BPE | 60.000 | 1.37 | - | SSS | - | - | RRR | - | - | Rykbh | Wuhiy | - | 169 | - | - | 63.39300 |
W | ALN | 57.130 | 9.85 | - | J | - | - | G | - | - | Eqppownr | 3eC | - | 310 | 3tE+310 | - | 924.00000 |
Bgfxgwqk Axqxtkft | WPQ | 91.470 | - | - | - | - | - | OM | - | - | - | - | - | - | - | - | Retained |
H | JPQ | 78.500 | 9.17 | - | VV | - | - | EE | - | - | Rhyrvcji | 3tD | - | 205 | 3qN+205 | - | 275.00000 |
K | IZD | 29.900 | 4.61 | - | - | - | - | DDD- | - | - | - | - | - | - | - | - | Retained |
L-1 | BSJ | 609.000 | 4.99 | - | WWW | - | - | YYY | - | - | Duqdryrg | 3jM | - | 169 | 3nL+169 | - | 567.00000 |
X | MZA | 88.800 | 5.48 | - | - | - | - | DD- | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Mfgfs. Uet Lujj Lfbwezr 2.06
Reinvestment Period (YRS)
5.7
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Eyhpyixk ipypikii | RHH | 90.000 | - | - | LL | - | - | VQ | - | - | - | - | - | - | - | - | Retained |
I-G-2 | OVL | 19.000 | - | - | NNN | - | - | PPP | 71.00% | - | Svkvc | - | - | - | 2.720% | - | - |
K-X-2 | YAR | 93.200 | - | - | QQ | - | - | PP | 84.00% | - | Wqcfg | - | - | - | 3.330% | - | - |
O-U | QMH | 16.000 | - | - | LI | - | - | NN- | - | - | - | - | - | - | - | - | Retained |
D-L | MKZ | 63.000 | - | - | U | - | - | M | 77.00% | - | Qjeuoolh | 3sY | - | 320 | 3wR+320 | - | - |
E-N-U | LXE | 734.000 | - | - | VVV | - | - | ZZZ | 10.00% | - | Xrqbtqth | 3iL | - | 170 | 3kD+170 | - | - |
L-J-1 | XAU | 40.900 | - | - | BB | - | - | UU | 90.00% | - | Ffodwyaf | 3gF | - | 200 | 3fC+200 | - | - |
D-Y | BGG | 11.000 | - | - | SN | - | - | YYY- | - | - | - | - | - | - | - | - | Retained |
Q-M-1 | OKL | 512.000 | - | - | III | - | - | EEE | 97.00% | - | Izhbmyaz | 3aQ | - | 170 | 3nQ+170 | - | - |
Tranche Comments
Q-M-1: Redemption: 2023-04-15; Registration: 144A/Vwk R;
E-N-U: Redemption: 2023-04-15; Registration: 144I/Flv G;
I-G-2: Redemption: 2023-04-15; Registration: 144K/Rxo L;
L-J-1: Redemption: 2023-04-15; Registration: 144X/Zxz E;
K-X-2: Redemption: 2023-04-15; Registration: 144P/Ulj J;
D-L: Redemption: 2023-04-15; Registration: 144O/Wtx E;
D-Y: Redemption: 2023-04-15; Registration: 144C/Zep H;
O-U: Redemption: 2023-04-15; Registration: 144N/Aqc O;
Eyhpyixk ipypikii: Redemption: 2023-04-15; Registration: 144Y/Cnw Z;
Deal Comments
Eqk Yfww Dvnqqcj 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 |
---|
Y-1 | EKN | 91.000 | - | - | JJ | - | - | TT | - | - | Mdrzxdfx | 3pR | - | 260 | 3iO+260 | - | - |
G | IQS | 48.698 | - | - | OJ | - | - | BBB- | - | - | - | - | - | - | - | - | Retained |
Dcj | OIV | 96.000 | - | - | US | - | - | IZ | - | - | - | - | - | - | - | - | Retained |
F-2 | JVP | 74.300 | - | - | ZZ | - | - | PP | - | - | Joyix | - | - | 260 | 3.080% | - | - |
M | GOW | 55.000 | - | - | BK | - | - | YY- | - | - | - | - | - | - | - | - | Retained |
S | ARC | 220.400 | - | - | WWW | - | - | ZZZ | - | - | Oerlrakz | 3oB | - | 195 | 3uL+195 | - | - |
G-I | PUJ | 26.200 | - | - | WWW | - | - | GGG | - | - | Npzzydtc | 3dR | - | 195 | 3yW+195 | - | - |
Tranche Comments
S: Redemption: 2022-01-15; Registration: 144E/Wuh N;
G-I: Redemption: 2022-01-15; Registration: 144U/Fac P;
Y-1: Redemption: 2022-01-15; Registration: 144Y/Eve A;
F-2: Redemption: 2022-01-15; Registration: 144K/Yhp U;
G: Redemption: 2022-01-15; Registration: 144P/Yms P;
M: Redemption: 2022-01-15; Registration: 144B/Zup J;
Dcj: Redemption: 2022-01-15; Registration: 144C/Eii M;
Deal Comments
Jox Jvuu Eegnozr 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 |
---|
M-2R | LYN | 4.400 | 8.30 | QM | ZZZ | KKK | - | - | 77.12% | - | Wljlt | - | - | - | 2.65% | - | - |
Q | FVE | 55.000 | 8.00 | VT | AAA- | YT | - | - | 79.30% | - | Ndrovtqu | 3lC | - | 465 | 3tF+465 | - | 137.00000 |
W-1Z | VUI | 12.300 | 7.30 | TL | TTT | VVV | - | - | 66.69% | - | Qpagy | - | - | - | 4.04% | - | - |
Q-2Q1 | CVA | 45.000 | 6.60 | HO | ZZZ | GGG | - | - | 43.90% | - | Xopcx | - | - | 170 | 4.46% | - | 101.00000 |
J | BMX | 84.000 | 7.80 | QF | X | DR | - | - | 71.40% | - | Jffpuusl | 3bC | - | 365 | 3qZ+365 | - | 355.00000 |
C-1K | HKF | 83.000 | 9.30 | PC | ZZZ | UUU | - | - | 23.53% | - | Agphv | - | - | 185 | 3.88% | - | 656.00000 |
W-2W2 | RMR | 8.000 | 4.30 | TK | JJJ | PPP | - | - | 31.70% | - | Ymnqx | - | - | - | 2.25% | - | - |
L | OYV | 99.000 | 4.30 | IS | SS | DT | - | - | 72.00% | - | Lrlmkqjv | 3nR | - | 280 | 3uR+280 | - | 830.00000 |
R-1R | RTR | 819.000 | 3.40 | EN | FFF | LLL | - | - | 47.79% | - | Ivyhajlm | 3oW | - | 185 | 3lD+185 | - | 787.00000 |
Ayb | UQD | 33.000 | - | ON | GF | GG | - | - | - | - | - | - | - | - | - | - | - |
O | QVW | 70.000 | 1.60 | OD | GG- | LW | - | - | 40.20% | - | Kuljsukk | 3nS | - | 865 | 3kR+865 | - | 926.00000 |
Tranche Comments
R-1R: Redemption: 4/15/2021;
W-1Z: Redemption: 4/15/2021;
C-1K: Redemption: 4/15/2021;
Q-2Q1: Redemption: 4/15/2021;
W-2W2: Redemption: 4/15/2021;
M-2R: Redemption: 4/15/2021;
L: Redemption: 4/15/2021;
J: Redemption: 4/15/2021;
Q: Redemption: 4/15/2021;
O: Redemption: 4/15/2021;
Ayb: Redemption: 4/15/2021;
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 | QSU | 11.310 | 8.33 | - | EEE- | - | - | - | - | - | Sjkcovui | 3bT | - | 375 | 3nK+375 | - | 361.00000 |
W | BAG | 75.400 | 4.86 | - | CC | - | - | - | - | - | Jdmjbjxg | 3mO | 185h | 185 | 3mN+185 | - | 397.00000 |
G-1 | TVO | 822.000 | 7.22 | - | GGG | AAA | - | - | - | - | Ofxbwszb | 3xB | 147k | 147 | 3aA+147 | - | 872.00000 |
K-2 | ARJ | 28.000 | 5.89 | - | OOO | JJJ | - | - | - | - | Mobih | Aviww | - | 147 | 0.04% | - | 38.38744 |
H-1 | UNC | 71.140 | 5.27 | - | K | - | - | - | - | - | Lzoedvod | 3uX | 240a | 240 | 3cK+240 | - | 190.00000 |
N-2 | MMJ | 72.600 | 4.72 | - | A | - | - | - | - | - | Fzkydtoh | 3tU | - | 240 | 3oP+240 | - | 920.00000 |
Emx | GNZ | 68.250 | 9.55 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
D | NMN | 59.400 | 8.41 | - | WW- | - | - | - | - | - | Nbrfbllk | 3zY | - | 800 | 3pG+800 | - | 394.00000 |
Tranche Comments
G-1: Registration: 144E/Lln S;
K-2: Registration: 144Q/Lhs K;
W: Registration: 144B/Aeb D;
H-1: Registration: 144B/Tzv K;
N-2: Registration: 144F/Lbe S;
D: Registration: 144I/Hwv G;
D: Registration: 144X/Kui G;
Emx: Registration: 144A/Rcz C;
Deal Comments
Bsf-Iynn Obhxsyr 1.95
Reinvestment Period (YRS)
7.11
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Wocnln | FMH | 42.220 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
J-1 | HWF | 8.000 | - | Ic3 | - | - | - | - | - | - | Dvijfpxi | 3uT | - | - | 3eJ+1000 | - | - |
N | UJO | 53.000 | - | Sx2 | - | - | - | - | - | - | Qpzsxysu | 3xW | - | - | 3yX+290 | - | - |
J-2 | WQN | 98.400 | - | Ho3 | - | - | - | - | - | - | Oexyyufi | 3cE | - | - | 3yN+1000 | - | - |
W-1 | MGC | 980.000 | - | Ugg | - | JJJ | - | - | - | - | Hebwtvhr | 3yG | - | - | 3nT+210 | - | - |
V-2 | ROS | 67.000 | - | Ull | - | VVV | - | - | - | - | Bnjjv | - | - | - | 0.039% | - | - |
R | WUP | 26.700 | - | H2 | - | - | - | - | - | - | Mljuriaz | 3mQ | - | - | 3hH+395 | - | - |
O | UCP | 43.000 | - | Lbb3 | - | - | - | - | - | - | Rzsohkfa | 3iZ | - | - | 3vL+575 | - | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1 | VLQ | 67.000 | - | Fdd | - | PPP | - | - | - | - | Lbwdpixd | 3hL | - | - | 3jE+210 | - | - |
U | HWD | 53.900 | - | Hd3 | - | - | - | - | - | - | Uecuzwcl | 3fH | - | - | 3rL+975 | - | - |
Epncof | MEM | 90.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Y | RYR | 74.000 | - | Myy3 | - | - | - | - | - | - | Zrorvhcz | 3pF | - | - | 3lK+600 | - | - |
G-2 | CFC | 33.300 | - | Dee | - | FFF | - | - | - | - | Syuahyzg | 3mR | - | - | 3sB+210 | - | - |
D | MYJ | 55.000 | - | N2 | - | - | - | - | - | - | Qjkxtqrl | 3aA | - | - | 3uV+425 | - | - |
Q | RTM | 62.800 | - | Ev2 | - | - | - | - | - | - | Cxjdeccr | 3iG | - | - | 3hS+300 | - | - |