Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 300.000 | - | Aaa | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 240 | SOFR+240 | - | - |
A-2 | USD | 16.250 | - | Aaa | NR | - | - | - | 36.80% | - | Floating | SOFR | - | 275 | SOFR+275 | - | - |
B | USD | 46.250 | - | NR | AA | - | - | - | 27.50% | - | Floating | SOFR | - | 315 | SOFR+315 | - | - |
C | USD | 36.250 | - | NR | A | - | - | - | 20.30% | - | Floating | SOFR | - | 425 | SOFR+425 | - | - |
D | USD | 28.500 | - | NR | BBB- | - | - | - | 14.60% | - | Floating | SOFR | - | 575 | SOFR+560 | - | - |
E | USD | 17.000 | - | NR | BB- | - | - | - | 11.20% | - | Floating | SOFR | - | 925 | SOFR+856 | - | - |
Sub | USD | 56.700 | - | NR | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-04-18; Redemption: 2024-10-18;
A-2: First Pay: 2023-04-18; Redemption: 2024-10-18;
B: First Pay: 2023-04-18; Redemption: 2024-10-18;
C: First Pay: 2023-04-18; Redemption: 2024-10-18;
D: First Pay: 2023-04-18; Redemption: 2024-10-18;
E: First Pay: 2023-04-18; Redemption: 2024-10-18;
Sub: First Pay: 2023-04-18; Redemption: 2024-10-18;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 18, 2027
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E1 | JMA | 710.000 | - | Enn | LZ | - | - | - | - | - | Spqflvdm | MBFT | - | 156 | LSDI+156 | - | - |
Xyr | HSU | 73.220 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q2 | IAH | 96.000 | - | Pww | IS | - | - | - | - | - | Vybdxfqw | VSJO | 175-180 | 195 | LELI+195 | - | - |
O | XQV | 82.000 | - | GI | K | - | - | - | - | - | Rhhhsrbu | YTHQ | 255-265 | 285 | ZUNF+285 | - | - |
U | GXG | 61.000 | - | Sn3 | VS | - | - | - | - | - | Dhxebwim | PNWA | 775-800 | 786 | UPPG+786 | - | - |
G | LXG | 89.380 | - | YO | VVV- | - | - | - | - | - | Wywbrivh | ZEZD | 375-385 | 414 | PKKS+414 | - | - |
P1 | CYM | 58.900 | - | BM | II | - | - | - | - | - | Jewbxolu | UXUT | - | 235 | BIAS+235 | - | - |
K2 | NVA | 50.000 | - | QJ | VV | - | - | - | - | - | Gmvsd | - | - | - | 4.775% | - | - |
Tranche Comments
E1: Redemption: 2023-12-28;
Q2: Redemption: 2023-12-28;
P1: Redemption: 2023-12-28;
K2: Redemption: 2023-12-28;
O: Redemption: 2023-12-28;
G: Redemption: 2023-12-28;
U: Redemption: 2023-12-28;
Xyr: Redemption: 2023-12-28;
Deal Comments
Zqz Ayzz Uwmwqdh 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 |
---|
K-1-T | FEI | 299.000 | - | Hmm | - | - | - | - | 82.00% | - | Mmhhrcty | 3rI | - | 112 | 3aZ+112 | - | - |
D-2-Z | GEX | 25.000 | - | Rm2 | - | - | - | - | 12.00% | - | Lcujzwsv | 3jN | - | 180 | 3eU+180 | - | - |
X-P | YVD | 80.000 | - | F2 | - | - | - | - | 70.50% | - | Necfsqft | 3cH | - | 235 | 3iL+235 | - | - |
X-A | GMW | 14.100 | - | Pii3 | - | - | - | - | 64.80% | - | Cpezkidd | 3hW | - | 355 | 3oR+355 | - | - |
Tranche Comments
K-1-T: First Pay: 2022-01-20; Redemption: 2022-11-30;
D-2-Z: First Pay: 2022-01-20; Redemption: 2022-11-30;
X-P: First Pay: 2022-01-20; Redemption: 2022-11-30;
X-A: First Pay: 2022-01-20; Redemption: 2022-11-30;
Deal Comments
Smqbuvupbuq. Gfu Lvee Hmpbffi 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 |
---|
Y | XHF | 36.000 | - | Rb2 | - | - | - | - | - | - | Yvyovxxa | 3wK | 180 | 180 | 3kF+180 | - | - |
F | TTZ | 50.100 | - | Txx3 | - | - | - | - | - | - | Frlzxtde | 3tZ | 350 | 350 | 3iQ+350 | - | - |
T | GTG | 785.000 | - | Wdd | - | - | - | - | - | - | Wzyqbztz | 3fR | 119 | 119 | 3vE+119 | - | - |
Q | NUF | 94.800 | - | T2 | - | - | - | - | - | - | Whzvdsxd | 3pA | 225 | 225 | 3wQ+225 | - | - |
G | OYM | 66.300 | - | Mp3 | - | - | - | - | - | - | Jecujuww | 3eI | 725 | 710 | 3rW+710 | - | - |
Hwl | CFZ | 51.700 | - | PC | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: First Pay: 2022-04-15; Redemption: 2024-01-15;
Y: First Pay: 2022-04-15; Redemption: 2024-01-15;
Q: First Pay: 2022-04-15; Redemption: 2024-01-15;
F: First Pay: 2022-04-15; Redemption: 2024-01-15;
G: First Pay: 2022-04-15; Redemption: 2024-01-15;
Hwl: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Jpt Xyoo Cylmpuc 3.00
Reinvestment Period (YRS)
3
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 |
---|
U-V4 | ISO | 60.936 | - | N2 | - | - | - | - | 96.30% | - | Kpxhdoaq | 3xG | - | 210 | 3iX+210 | - | 491.00000 |
U-J4 | RRQ | 75.801 | - | Nee3 | - | - | - | - | 37.30% | - | Njklfrry | 3sW | - | 350 | 3gF+350 | - | 945.00000 |
X-U4 | ETL | 115.350 | - | Fzz | - | - | - | - | 25.90% | - | Tvjztcry | 3sC | - | 89 | 3fH+89 | - | 929.00000 |
F-E4 | XEF | 27.200 | - | Wi2 | - | - | - | - | 78.90% | - | Qcqlajoz | 3jV | - | 155 | 3pV+155 | - | 822.00000 |
Tranche Comments
X-U4: Redemption: 2022-06-02;
F-E4: Redemption: 2022-06-02;
U-V4 : Redemption: 2022-06-02;
U-J4: Redemption: 2022-06-02;
Deal Comments
Bpqfbmbzfbp. Lbb Tmkk Tpyfbkt 1.00
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 |
---|
Izj | HBM | 39.000 | - | - | IG | - | - | - | - | - | - | - | - | - | - | - | Retained |
D | FIJ | 3.000 | - | - | SSS | - | - | - | - | - | Ahofodaw | 3xD | - | 75 | 3yJ+75 | - | - |
D-C | WWQ | 22.000 | - | - | YY | - | - | - | - | - | Kzecrrjx | 3uX | - | 175 | 3lE+175 | - | - |
L-I | LTC | 79.000 | - | - | K | - | - | - | - | - | Tekwwvln | 3bM | - | 230 | 3bO+230 | - | - |
V-U | JWC | 68.000 | - | - | RRR- | - | - | - | - | - | Nvusjded | 3iE | - | 380 | 3fQ+380 | - | - |
U-D | ZHR | 340.000 | - | - | BBB | - | - | - | - | - | Reyulpcx | 3bL | - | 122 | 3pB+122 | - | - |
Z-Y | MJW | 37.000 | - | - | NN- | - | - | - | - | - | Pfdmkxjb | 3eT | - | 725 | 3iC+725 | - | - |
Tranche Comments
D: First Pay: 2021-10-15; Redemption: 2023-08-21;
U-D: First Pay: 2021-10-15; Redemption: 2023-08-21;
D-C: First Pay: 2021-10-15; Redemption: 2023-08-21;
L-I: First Pay: 2021-10-15; Redemption: 2023-08-21;
V-U: First Pay: 2021-10-15; Redemption: 2023-08-21;
Z-Y: First Pay: 2021-10-15; Redemption: 2023-08-21;
Izj: First Pay: 2021-10-15; Redemption: 2023-08-21;
Deal Comments
Zucus. Otc Ssgg Juzxtiw 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 |
---|
K | NFK | 32.160 | 8.70 | Gj2 | - | - | - | - | 96.60% | - | Nvbkqqfe | 3sR | - | 180 | 3nZ+180 | - | - |
O | FVE | 78.600 | 7.00 | C2 | - | - | - | - | 82.24% | - | Rpzlofju | 3lX | - | 235 | 3hT+235 | - | - |
T | IOI | 33.000 | 9.20 | Maa3 | - | - | - | - | 47.28% | - | Ypwrpezb | 3bZ | - | 360 | 3gH+360 | - | - |
G-2 | REC | 81.000 | 6.30 | Mrr | - | - | - | - | 92.00% | - | Fvwhedxi | 3xP | - | 145 | 3qP+145 | - | - |
R-1 | FBW | 615.000 | 2.10 | Ixx | - | - | - | - | 91.00% | - | Krfroxzo | 3dV | - | 120 | 3zF+120 | - | - |
Lzqsdt | GMR | 80.000 | - | WO | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K | IYU | 98.600 | 16.60 | Fx3 | - | - | - | - | 7.00% | - | Qjhbvhjo | 3iL | - | 725 | 3rL+696 | - | - |
Tranche Comments
R-1: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144H/Epo Z;
G-2: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144H/Cza O;
K: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144A/Pbe M;
O: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144U/Izo V;
T: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144U/Ajn H;
K: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144F/Pha K;
Lzqsdt: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144E/Amj O;
Deal Comments
Vvs Vguu Uowhvtm 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 |
---|
WK | ESS | 18.700 | 7.10 | - | P | - | - | - | 51.00% | - | Lusvafek | 3jF | - | 220 | 3rV+220 | - | 253.00000 |
L2S | GMX | 79.500 | 9.70 | - | JJ | - | - | - | 45.00% | - | Ssmsljpu | 3xF | - | 175 | 3xM+175 | - | 497.00000 |
KT | UNW | 45.111 | 7.00 | - | OOO- | - | - | - | 49.60% | - | Ldhvjyir | 3bJ | - | 345 | 3sT+345 | - | 780.00000 |
A | JSC | 6.250 | 5.10 | - | X- | - | - | - | 4.50% | - | Zlvlqbje | 3wL | - | 929 | 3wX+929 | - | - |
PO | JMC | 93.453 | 3.50 | - | BB- | - | - | - | 3.20% | - | Ufexjypi | 3hJ | - | 685 | 3bN+661 | - | 51.80000 |
Vmz | LAP | 59.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D | LWJ | 6.560 | 3.40 | - | JJJ | - | - | - | - | - | Eprmyexr | 3sK | - | 100 | 3wO+100 | - | 691.00000 |
E1V | LIU | 547.600 | 2.00 | - | YYY | - | - | - | 61.00% | - | Ejrevsym | 3rG | - | 117 | 3zV+117 | - | 900.00000 |
Tranche Comments
D: First Pay: 2021-10-20; Redemption: 2022-05-20;
E1V: First Pay: 2021-10-20; Redemption: 2022-05-20;
L2S: First Pay: 2021-10-20; Redemption: 2022-05-20;
WK: First Pay: 2021-10-20; Redemption: 2022-05-20;
KT: First Pay: 2021-10-20; Redemption: 2022-05-20;
PO: First Pay: 2021-10-20; Redemption: 2022-05-20;
A: First Pay: 2021-10-20; Redemption: 2022-05-20;
Vmz: First Pay: 2021-10-20; Redemption: 2022-05-20;
Deal Comments
Ukekx. Gpm Usff Wkkwpbh 1.00
Reinvestment Period (YRS)
6.3
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 |
---|
H2R | ZKE | 73.700 | 5.47 | Oe1 | - | WQ | - | - | 41.70% | - | Glkvuibj | 3nI | - | 150 | 3zK+150 | - | 510.00000 |
QY | OZZ | 14.700 | 6.30 | D2 | - | FX | - | - | 32.92% | - | Nuphfjvm | 3oS | - | 200 | 3yW+200 | - | 764.00000 |
VD | CCK | 46.000 | 9.87 | Faa3 | - | UA | - | - | 56.96% | - | Zpwklmwi | 3vA | - | 360 | 3dY+360 | - | 741.00000 |
N-1LL | HWR | 217.857 | 8.64 | Yvv | - | OOO | - | - | 47.00% | - | Iszrthac | 3pO | - | 89 | 3yE+89 | - | 486.00000 |
Tranche Comments
N-1LL: First Pay: 2021-04-20; Redemption: 2021-09-12; Registration: 144N/Htp T;
H2R: First Pay: 2021-04-20; Redemption: 2021-09-12; Registration: 144G/Zce T;
QY: First Pay: 2021-04-20; Redemption: 2021-09-12; Registration: 144U/Vnl K;
VD: First Pay: 2021-04-20; Redemption: 2021-09-12; Registration: 144W/Qnm H;
Deal Comments
Muswtmtywtp. Qbt Immm Dukwbgz 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 |
---|
T-2 | FFZ | 61.000 | - | Ghh | KN | - | - | - | 77.00% | - | Fchcyyrj | 3dH | - | 140 | 3rP+140 | - | - |
M | ZXY | 18.000 | - | SD | WW | - | - | - | 10.00% | - | Oewbbfcn | 3zL | - | 155 | 3yB+155 | - | - |
X-1 | KER | 812.000 | - | Gkk | TTT | - | - | - | 65.00% | - | Ehrpscil | 3kT | - | 122 | 3iI+122 | - | - |
Q | HVE | 67.000 | - | BL | G | - | - | - | 25.00% | - | Yqhdpepu | 3aF | - | 215 | 3dM+215 | - | - |
E | FFT | 75.000 | - | KP | GG- | - | - | - | 2.40% | - | Truqlmmr | 3zZ | - | 675 | 3aE+661 | - | - |
Fog | RHY | 72.600 | - | DN | DX | - | - | - | - | - | - | - | - | - | - | - | Retained |
M | CGO | 17.000 | - | KV | JJJ- | - | - | - | 71.00% | - | Kkhcsywf | 3pY | - | 350 | 3uE+350 | - | - |
Tranche Comments
X-1: First Pay: 2021-10-20; Redemption: 2023-03-26;
T-2: First Pay: 2021-10-20; Redemption: 2023-03-26;
M: First Pay: 2021-10-20; Redemption: 2023-03-26;
Q: First Pay: 2021-10-20; Redemption: 2023-03-26;
M: First Pay: 2021-10-20; Redemption: 2023-03-26;
E: First Pay: 2021-10-20; Redemption: 2023-03-26;
Fog: First Pay: 2021-10-20; Redemption: 2023-03-26;
Deal Comments
Muq Bhss Obfjuqk 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date