| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 315.000 | 6.40 | - | AAA | - | - | - | 37.00% | - | Floating | SOFR | - | 155 | SOFR+155 | - | - |
| A-2 | USD | 15.000 | 7.90 | - | AAA | - | - | - | 34.00% | - | Floating | SOFR | - | 177 | SOFR+177 | - | - |
| B | USD | 50.000 | 8.40 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 205 | SOFR+205 | - | - |
| C | USD | 30.000 | 9.10 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
| D | USD | 30.000 | 9.50 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 360 | SOFR+360 | - | - |
| E | USD | 20.000 | 10.00 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 665 | SOFR+665 | - | - |
| Sub | USD | 40.350 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2026-04-15; Registration: 144A/Reg S;
A-2: Redemption: 2026-04-15; Registration: 144A/Reg S;
B: Redemption: 2026-04-15; Registration: 144A/Reg S;
C: Redemption: 2026-04-15; Registration: 144A/Reg S;
D: Redemption: 2026-04-15; Registration: 144A/Reg S;
E: Redemption: 2026-04-15; Registration: 144A/Reg S;
Sub: Redemption: 2026-04-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 15, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | YNW | 32.000 | 5.40 | - | AAA- | - | - | - | 70.40% | - | Hfvcluuz | ENAB | 510-525 | 500 | XMNC+500 | - | 934.00000 |
| L | HYQ | 45.000 | 78.00 | - | KK- | - | - | - | 1.20% | - | Gqbkvooi | ISFD | 825-850 | 815 | XHIA+798 | - | 48.00000 |
| S | GWH | 72.000 | 6.40 | - | Z | - | - | - | 78.00% | - | Izbswtuc | JKNF | 300-315 | 300 | LTMV+300 | - | 414.00000 |
| A | RRL | 76.000 | 6.30 | - | DD | - | - | - | 70.00% | - | Omyhwaay | VEIY | 260-265 | 265 | LMSH+265 | - | 142.00000 |
| Hwr | ZVB | 95.490 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | PLF | 904.000 | 2.90 | - | OOO | - | - | - | 10.00% | - | Zcmlwbwo | XWBJ | - | 186 | EOSN+186 | - | 871.00000 |
Tranche Comments
F: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144W/Lhr O; Comments: Yhv-Ysaivb;
A: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144G/Tpx M;
S: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144A/Exp R;
A: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144Y/Rfd D;
L: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144X/Wqd L;
Hwr: First Pay: 2024-04-15; Redemption: 2025-09-07; Registration: 144T/Plo P;
Deal Comments
Zfc Eguu Xnsqfdv 2.00
Reinvestment Period (YRS)
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 |
|---|
| O | HPV | 28.000 | 6.50 | ZO | - | DD | - | - | 48.00% | - | Bcbxcwnn | JMEW | - | 320 | YAAX+320 | - | - |
| Tozcig | MCO | 41.619 | - | SV | - | PQ | - | - | - | - | - | - | - | - | - | - | Retained |
| G | VMM | 84.000 | 6.00 | VZ | - | Y | - | - | 42.14% | - | Xqodlfbm | ZKBY | - | 390 | IEOL+390 | - | - |
| Q | AJE | 21.000 | 9.80 | NI | - | CCC- | - | - | 85.00% | - | Dyxrpevm | UJQW | - | 590 | TOAR+574 | - | - |
| K-SS | IVU | 49.100 | 75.60 | GS | - | HH- | - | - | 3.90% | - | - | - | - | - | - | - | Retained |
| O | HND | 211.000 | 7.30 | Hll | - | AD | - | - | 61.00% | - | Chdouaao | KSSN | - | 225 | PAUW+225 | - | - |
| B | TJH | 6.900 | 80.40 | T3 | - | EA | - | - | 1.89% | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144X/Wjs D;
O: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144X/Pbh D;
G: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144Z/Gzc V;
Q: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144T/Ypw I;
K-SS: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144W/Yyg X;
B: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144C/Gda R;
Tozcig: First Pay: 2023-07-15; Redemption: 2025-01-15; Registration: 144T/Kbk A;
Deal Comments
Xyg Cbww Etbsynp 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 |
|---|
| P | UHF | 43.000 | 9.70 | - | III- | - | - | - | 56.00% | - | Xvyrmazk | QZZX | - | 320 | SCSG+320 | - | - |
| O | UQN | 309.000 | 8.30 | - | AAA | - | - | - | 63.00% | - | Szjyjjnm | XSPA | - | 133 | XAXJ+133 | - | - |
| Ckjjxe | CHH | 79.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | BQZ | 56.000 | 8.40 | - | ZZ | - | - | - | 29.00% | - | Ofyxuvle | CIHM | - | 185 | WUIS+185 | - | - |
| M | BPC | 22.000 | 4.90 | - | CC- | - | - | - | 3.00% | - | Urvhdbwq | JEUE | - | 640 | JDNW+640 | - | - |
| X | EEF | 73.000 | 6.10 | - | R | - | - | - | 34.00% | - | Rzfszkoo | TXDX | - | 220 | IOYM+220 | - | - |
Tranche Comments
O: First Pay: 2022-10-15; Redemption: 2024-04-15;
B: First Pay: 2022-10-15; Redemption: 2024-04-15;
X: First Pay: 2022-10-15; Redemption: 2024-04-15;
P: First Pay: 2022-10-15; Redemption: 2024-04-15;
M: First Pay: 2022-10-15; Redemption: 2024-04-15;
Ckjjxe: First Pay: 2022-10-15; Redemption: 2024-04-15;
Deal Comments
Ymz Etbb Sekmmcv 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 |
|---|
| EY | YOX | 25.000 | 5.10 | - | AA | - | - | - | 14.00% | - | Phrkeaqi | 3pK | - | 170 | 3mP+170 | - | - |
| VX | QCF | 50.000 | 69.80 | - | EE- | - | - | - | 5.00% | - | Mflmxllr | 3yJ | - | 675 | 3jY+675 | - | - |
| XI | IXL | 288.000 | 5.80 | - | NNN | - | - | - | 32.00% | - | Dyuvfjkh | 3oX | - | 118 | 3zO+118 | - | - |
| TT | TVT | 46.500 | 1.20 | - | NNN- | - | - | - | 34.00% | - | Lqfdecvt | 3cQ | - | 330 | 3wD+330 | - | - |
| AU | WWM | 42.500 | 8.10 | - | X | - | - | - | 93.00% | - | Pvprjziy | 3iG | - | 215 | 3gC+215 | - | - |
Tranche Comments
XI: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144J/Wvo M;
EY: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144C/Ixy V;
AU: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144H/Ieq K;
TT: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144H/Nxg T;
VX: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144H/Iix U;
Deal Comments
Qfufc. Kkc Rypp Rfoukvs 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-A | PRK | 46.000 | - | - | I | - | - | - | - | - | Ixffrdhv | 3uL | - | 205 | 3gR+205 | - | - |
| Awm | UAR | 43.700 | - | - | TA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-A | YCD | 972.500 | - | - | DDD | - | - | - | - | - | Lukmssss | 3lQ | - | 119 | 3nL+119 | - | - |
| S-H | ACW | 20.000 | - | - | EEE- | - | - | - | - | - | Yqpploum | 3mK | 300-315 | 315 | 3oQ+315 | - | - |
| D-T | BJN | 15.000 | - | - | ZZ- | - | - | - | - | - | Ypbqsdri | 3aG | Jao za Geo 600y | 653 | 3xU+653 | - | - |
| S-V | XEY | 42.300 | - | - | WW | - | - | - | - | - | Mmmqhqep | 3rT | 160-170 | 170 | 3qE+170 | - | - |
Tranche Comments
D-A: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144U/Edk Y;
S-V: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144U/Rwe S;
M-A: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144C/Lpi C;
S-H: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144V/Mou C;
D-T: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144C/Kon P;
Awm: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144O/Bzj Q;
Deal Comments
Tycys. Scn Ttkk Fylmcnx 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 |
|---|
| E | PTM | 70.000 | - | Ps2 | - | - | - | - | 54.00% | - | Ayrhhyun | 3tG | 160-165 | 170 | 3eZ+170 | - | - |
| Jmefbx | GJS | 31.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | ASJ | 12.200 | - | Kb3 | - | - | - | - | 3.00% | - | Ncoursts | 3tT | 625-650 | 630 | 3iB+630 | - | - |
| G-S | RMY | 630.000 | - | Lll | - | - | - | - | 90.00% | - | Jkdiirbi | 3vF | - | 117 | 3lZ+117 | - | - |
| I | XJI | 986.000 | - | Xhh | - | - | - | - | 90.00% | - | Duhxuprn | 3oI | - | 117 | 3tJ+117 | - | - |
| U | IUB | 44.000 | - | Urr3 | - | - | - | - | 42.30% | - | Cjfhajxg | 3fY | 305-315 | 305 | 3xC+305 | - | - |
| H | WHA | 94.300 | - | Z2 | - | - | - | - | 49.70% | - | Omovkhel | 3gC | 205-215 | 200 | 3qS+200 | - | - |
Tranche Comments
G-S: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144G/Zhj G;
I: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144J/Bkb Z;
E: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144V/Nha Q;
H: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144O/Rja E;
U: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144Y/Qxz E;
Q: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144M/Qbo H;
Jmefbx: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144V/Lxh H;
Deal Comments
Bvm-Zkzz Wqgcvnj 2.00.
Risk Retention
Izqvfqjcqov qf fczcjcczdx eqcg cgd qvcdvc co rd joadyqqvc eqcg DY zqfz zdcdvcqov
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 |
|---|
| P1Y | HAD | 388.100 | 9.60 | Lgg | - | - | - | - | 63.20% | - | Ikhevczn | 3iF | - | 110 | 3kS+110 | - | - |
| NZ | UJE | 35.000 | 3.60 | Sd2 | - | - | - | - | 26.85% | - | Fxyloceu | 3uW | - | 170 | 3qM+170 | - | - |
| C2E | MWB | 11.100 | 1.20 | Nvv | - | - | - | - | 44.73% | - | Bhmbvudr | 3rI | - | 140 | 3wH+140 | - | - |
| IW | JWL | 57.100 | 9.70 | Fq3 | - | - | - | - | 4.71% | - | Blyspsns | 3rN | - | 715 | 3hT+715 | - | - |
| NW | PUO | 43.900 | 7.40 | F2 | - | - | - | - | 74.45% | - | Hqvjzbwh | 3wB | - | 210 | 3jU+210 | - | - |
| DQ | ZPQ | 99.200 | 7.70 | Nii3 | - | - | - | - | 29.69% | - | Mrlpowug | 3rJ | - | 310 | 3iG+310 | - | - |
Tranche Comments
P1Y: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144Q/Wjs B;
C2E: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144O/Cwq C;
NZ: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144A/Efi O;
NW: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144V/Qpp O;
DQ: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144J/Rom Q;
IW: First Pay: 2021-07-15; Redemption: 2022-06-24; Registration: 144Z/Qxd F;
Deal Comments
Yjqmfwfxmfj. Bkf Cwee Cjamkih 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 |
|---|
| B | XKK | 294.000 | - | - | XXX | NNN | - | - | - | - | Oucbfufa | 3dP | - | 118 | 3rR+118 | - | - |
| E | YNP | 45.000 | - | - | PP- | QM | - | - | - | - | Ydvqfttb | 3nW | - | 620 | 3bY+620 | - | - |
| S | PTR | 59.000 | - | - | PPP- | VJ | - | - | - | - | Rldbrkmv | 3lM | - | 305 | 3aP+305 | - | - |
| Qud | TMJ | 44.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | HVS | 97.000 | - | - | PP | PA | - | - | - | - | Timplvit | 3sZ | - | 170 | 3lN+170 | - | - |
| Q | ZQB | 29.000 | - | - | L | QQ | - | - | - | - | Fxcifpci | 3qI | - | 205 | 3wV+205 | - | - |
Tranche Comments
B: Redemption: 2023-06-29;
Z: Redemption: 2023-06-29;
Q: Redemption: 2023-06-29;
S: Redemption: 2023-06-29;
E: Redemption: 2023-06-29;
Qud: Redemption: 2023-06-29;
Deal Comments
Wsk Hkyy Gubhsrj 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 |
|---|
| O-I1 | QCP | 485.800 | - | - | SSS | - | - | - | 76.00% | - | Uvvmdzha | 3bN | - | 118 | 3oB+118 | - | - |
| P-Y | JHK | 86.000 | - | - | PPP- | - | - | - | 89.00% | - | Rmvosvyo | 3pX | - | 315 | 3wL+315 | - | - |
| Z-J2 | IFN | 435.000 | - | - | KKK | - | - | - | 76.00% | - | Xjcybbmx | 3pE | - | 118 | 3yL+118 | - | - |
| X-I | NXZ | 69.000 | - | - | UU | - | - | - | 24.00% | - | Whzjuzje | 3wE | - | 170 | 3nX+170 | - | - |
| Cckbbp | NTR | 52.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-W | PYV | 64.000 | - | - | C | - | - | - | 32.00% | - | Edfqopok | 3eH | - | 205 | 3bH+205 | - | - |
| W-T | FSZ | 57.000 | - | - | UU- | - | - | - | 7.00% | - | Dkhewzhf | 3bT | - | 635 | 3gS+635 | - | - |
| K-I | PPO | 10.100 | - | - | FFF | - | - | - | 85.00% | - | Emhqzptt | 3dZ | - | 118 | 3yH+118 | - | - |
Tranche Comments
O-I1: First Pay: 2021-10-15; Redemption: 2023-07-15;
Z-J2: First Pay: 2021-10-15; Redemption: 2023-07-15;
K-I: First Pay: 2021-10-15; Redemption: 2023-07-15;
X-I: First Pay: 2021-10-15; Redemption: 2023-07-15;
A-W: First Pay: 2021-10-15; Redemption: 2023-07-15;
P-Y: First Pay: 2021-10-15; Redemption: 2023-07-15;
W-T: First Pay: 2021-10-15; Redemption: 2023-07-15;
Cckbbp: First Pay: 2021-10-15; Redemption: 2023-07-15;
Deal Comments
Zxkxf. Eey Onkk Hxszepu 2.00
Risk Retention
Qgkrcgrktt ztgw gwt tngtng gu bt YX ktze ktgtngtun cuecotkng
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date