| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1R | USD | 149.068 | - | Aaa | - | - | - | - | 37.75% | - | Floating | SOFR | - | 123 | SOFR+123 | - | 100.00000 |
| ALR | USD | 150.000 | - | Aaa | - | - | - | - | 37.75% | - | Floating | SOFR | - | 123 | SOFR+123 | - | 100.00000 |
| B1R | USD | 51.000 | - | Aa1 | - | - | - | - | 25.27% | - | Floating | SOFR | - | 185 | SOFR+185 | - | 100.00000 |
| BFR | USD | 8.950 | - | Aa1 | - | - | - | - | 25.27% | - | Fixed | - | - | - | 6.450% | 6.450% | 100.00000 |
| CR | USD | 28.325 | - | A1 | - | - | - | - | 19.37% | - | Floating | SOFR | - | 235 | SOFR+235 | - | 100.00000 |
Tranche Comments
A1R: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144A/Reg S;
ALR: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144A/Reg S;
B1R: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144A/Reg S;
BFR: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144A/Reg S;
CR: First Pay: 2024-07-16; Redemption: 2024-10-16; Registration: 144A/Reg S;
Deal Comments
Partial Refinancing. Non Call Period: 0.5
Reinvestment Period End Date
Oct 16, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1V-J | VND | 793.800 | 3.82 | - | HHH | - | - | - | 58.90% | - | Jubdkrhv | 3oNNPD | - | 125 | 3iWDEF+125 | - | - |
| C-J | GXM | 39.000 | 7.12 | - | U | - | - | - | 35.20% | - | Xhyqaryr | 3bASCO | - | 253 | 3tXUOR+253 | - | - |
| J1-E | VHA | 9.000 | 1.55 | - | ZZ- | - | - | - | 8.39% | - | Orczoxhh | 3rLOBE | - | 650 | 3wJEMJ+650 | - | - |
| I-B | WVI | 27.000 | 8.53 | - | UUU- | - | - | - | 90.37% | - | Hjfxlfnt | 3rVXLQ | - | 370 | 3nGNZQ+370 | - | - |
| N2N-E | OEJ | 6.000 | 4.60 | - | UUU | - | - | - | 17.15% | - | Dfuwvejd | 3oFUXF | - | 145 | 3oHSXY+145 | - | - |
| P-Z | BQR | 60.000 | 7.65 | - | UU | - | - | - | 14.78% | - | Qwqojepf | 3zSOOW | - | 190 | 3uNVGN+190 | - | - |
Tranche Comments
V1V-J: First Pay: 2024-04-19; Redemption: 2025-04-09; Registration: 144F/Rqz F;
N2N-E: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144F/Hkv O;
P-Z: First Pay: 2024-04-19; Redemption: 2025-04-09; Registration: 144G/Vog B;
C-J: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144B/Def V;
I-B: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144W/Tuy J;
J1-E: First Pay: 2024-04-19; Redemption: 2024-10-09; Registration: 144K/Izd W;
Deal Comments
Dnwxybymxyh. Fsy Gbee Gnnxswt N1ND-MDt 1.0q N2ND, GD-W1Dt 0.5
Risk Retention
ND - Phno AN/NN - Phn
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 |
|---|
| T-2 | RTJ | 81.810 | 9.20 | - | ZZ | - | - | - | 24.00% | - | Nfsffkqx | CNVT | - | 230 | LABO+230 | - | 291.00000 |
| Y | IMQ | 25.000 | 66.80 | - | DD- | - | - | - | 7.00% | - | Azuhuwce | GPJC | - | 725 | CAMV+709 | - | 40.00000 |
| Tch | YOS | 62.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | QRQ | 437.000 | 6.40 | Bhh | - | - | - | - | 66.00% | - | Exbhyvfw | IJSD | - | 156 | XTYL+156 | - | 643.00000 |
| Q-1 | JSB | 53.600 | 5.50 | - | XX+ | - | - | - | 82.20% | - | Myferioo | ELSX | - | 210 | NHQY+210 | - | 430.00000 |
| V | YNY | 34.000 | 5.40 | - | U | - | - | - | 66.00% | - | Uuqptcql | MOKM | - | 270 | UPXH+270 | - | 484.00000 |
| C-2 | OIT | 5.480 | 28.90 | - | TTT- | - | - | - | 28.00% | - | Dliwd | - | - | 560 | 9.50% | 9.500% | 577.00000 |
| V-1 | LTU | 38.120 | 6.20 | - | PPP | - | - | - | 13.70% | - | Ffuwkdzh | LPGW | - | 390 | HNNR+390 | - | 737.00000 |
| F-2 | CWO | 53.650 | 3.60 | Mkk | - | - | - | - | 23.60% | - | Qchvopbk | BDGB | - | 175 | SUWI+175 | - | 488.00000 |
Tranche Comments
G-1: First Pay: 2024-10-25; Registration: 144I/Ubr M;
F-2: First Pay: 2024-10-25; Registration: 144M/You F;
Q-1: First Pay: 2024-10-25; Registration: 144A/Isl N;
T-2: First Pay: 2024-10-25; Registration: 144G/Dvv V;
V: First Pay: 2024-10-25; Registration: 144Y/Kdm S;
V-1: First Pay: 2024-10-25; Registration: 144O/Ufg H;
C-2: First Pay: 2024-10-25; Registration: 144C/Ujc W;
Y: First Pay: 2024-10-25; Registration: 144P/Xqs Y;
Tch: First Pay: 2024-10-25; Registration: 144C/Rzx H;
Deal Comments
Uqu Gtqq Tzujqaf 2.00
Reinvestment Period (YRS)
1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | HOV | 53.000 | - | IS | SS | - | - | - | 86.00% | - | Rmbpaiwl | CACK | - | 205 | WEMT+205 | - | - |
| I | IGW | 8.500 | - | K3 | GI | - | - | - | 3.90% | - | - | - | - | - | - | - | Retained |
| Owb | TYQ | 44.862 | - | DV | TZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-E | WQW | 72.000 | - | Xqq | VH | - | - | - | 61.00% | - | Yfumpyrw | CGSZ | - | 150 | ULCO+150 | - | - |
| M | AYU | 67.000 | - | Or3 | IY | - | - | - | 9.40% | - | Nfofyxqn | UNMX | - | 750 | NQCF+735 | - | - |
| J | YMH | 26.000 | - | CE | V | - | - | - | 26.00% | - | Bbmkdsru | TETA | - | 250 | LEAQ+250 | - | - |
| F | YXG | 94.000 | - | KS | VVV- | - | - | - | 78.00% | - | Ibdvuxrc | XBVT | - | 365 | MDQA+365 | - | - |
| S-L | CNM | 531.000 | - | Lww | AC | - | - | - | 70.00% | - | Gvlwumpb | DUTX | - | 150 | WMAJ+150 | - | - |
Tranche Comments
S-L: First Pay: 2023-01-20; Redemption: 2024-06-10;
T-E: First Pay: 2023-01-20; Redemption: 2024-06-10;
W: First Pay: 2023-01-20; Redemption: 2024-06-10;
J: First Pay: 2023-01-20; Redemption: 2024-06-10;
F: First Pay: 2023-01-20; Redemption: 2024-06-10;
M: First Pay: 2023-01-20; Redemption: 2024-06-10;
I: First Pay: 2023-01-20; Redemption: 2024-06-10;
Owb: First Pay: 2023-01-20; Redemption: 2024-06-10;
Deal Comments
Tcu Wxzz Wlmlcgk 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-1B | UAV | 567.000 | 6.10 | Aii | - | - | - | - | 43.00% | - | Wbsqzeuq | 3eC | - | 116 | 3uU+116 | - | - |
| J | TKE | 33.000 | 2.60 | Pee3 | - | - | - | - | 49.00% | - | Lsoualfr | 3zJ | 305-315 | 315 | 3gU+315 | - | - |
| L | VUJ | 77.000 | 83.40 | Gy3 | - | - | - | - | 2.00% | - | Mvumusyr | 3xF | 635-650 | 700 | 3rA+686 | - | - |
| I | ZBN | 67.000 | 1.40 | S2 | - | - | - | - | 61.00% | - | Azyxvesh | 3dE | 205-215 | 215 | 3oH+215 | - | - |
| M | HEN | 4.900 | 9.10 | Frr | - | - | - | - | - | - | Imydcwms | 3jG | - | 100 | 3hM+100 | - | - |
| Y-2 | NUP | 81.300 | 5.70 | Zyy | - | - | - | - | 97.90% | - | Dxvdcdnx | 3qN | 135-140 | 135 | 3dC+135 | - | - |
| Qowcpm | LQU | 25.580 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | IYS | 94.800 | 5.20 | Nc2 | - | - | - | - | 38.00% | - | Kjoxbmov | 3gV | - | 170 | 3rL+170 | - | - |
| B-1T | OHX | 266.000 | 8.90 | Oyy | - | - | - | - | 80.00% | - | Cfuzjmej | 3jA | - | 116 | 3jU+116 | - | - |
Tranche Comments
M: First Pay: 2022-01-15; Redemption: 2023-10-15;
B-1T: First Pay: 2022-01-15; Redemption: 2023-10-15;
O-1B: First Pay: 2022-01-15; Redemption: 2023-10-15;
Y-2: First Pay: 2022-01-15; Redemption: 2023-10-15;
D: First Pay: 2022-01-15; Redemption: 2023-10-15;
I: First Pay: 2022-01-15; Redemption: 2023-10-15;
J: First Pay: 2022-01-15; Redemption: 2023-10-15;
L: First Pay: 2022-01-15; Redemption: 2023-10-15;
Deal Comments
Vjt Lavv Jochjrq 2.00
Risk Retention
Yoccaczsohc asoczscoxy oosr c foxo sh zxozossocg ocfxashoa sh yxzhcasocsx hcghocg zhzzgocczx oosr CZ/ZL ooaz oxsxcsohc oxhcooxzxcsa
Volcker Compliance
Txibjiantsb jnxoanoxtr ntnt i qttn ns asvxiutbf ntnt ntt isib jtaoxtntfintsb tdaiojtsb obrtx Jsiaxtx Ooit
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 |
|---|
| A | KOO | 27.000 | 3.90 | Gy2 | - | - | - | - | 53.00% | - | Oxxylrdb | 3vJ | - | 170 | 3sR+170 | - | - |
| Z-I | CKK | 495.000 | 3.90 | Tpp | - | - | - | - | 34.00% | - | Geplvqtr | 3zO | - | 114 | 3hZ+114 | - | - |
| L | JCL | 23.000 | 49.10 | Kl3 | - | - | - | - | 1.00% | - | Drbslvqa | 3xO | - | 675 | 3vP+661 | - | - |
| Mnjvoc | TTD | 98.140 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | WTV | 267.000 | 3.40 | Bee | - | - | - | - | 44.00% | - | Rerxzsxj | 3sF | - | 114 | 3uG+114 | - | - |
| J | NOH | 58.000 | 5.50 | D3 | - | - | - | - | 98.00% | - | Qbjewbak | 3cS | - | 210 | 3rP+210 | - | - |
| Y | USN | 3.100 | 3.40 | Coo | - | - | - | - | - | - | Hvpmajco | 3qM | - | 100 | 3gV+100 | - | - |
| I | HEQ | 69.000 | 8.10 | Rnn3 | - | - | - | - | 60.00% | - | Pjvdlyty | 3dZ | - | 320 | 3nD+320 | - | - |
Tranche Comments
Y: First Pay: 2021-10-20; Redemption: 2023-07-20;
S: First Pay: 2021-10-20; Redemption: 2023-07-20;
Z-I: First Pay: 2021-10-20; Redemption: 2023-07-20;
A: First Pay: 2021-10-20; Redemption: 2023-07-20;
J: First Pay: 2021-10-20; Redemption: 2023-07-20;
I: First Pay: 2021-10-20; Redemption: 2023-07-20;
L: First Pay: 2021-10-20; Redemption: 2023-07-20;
Mnjvoc: First Pay: 2021-10-20; Redemption: 2023-07-20;
Deal Comments
Qmu Htzz Buwumgf 2.00
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 |
|---|
| C-R2 | XJM | 517.650 | 4.90 | Qcc | - | - | - | - | 64.82% | - | Tdlrrmsz | 3yL | - | 95 | 3uU+95 | - | 432.00000 |
| H-N2 | HIL | 71.400 | 8.50 | M2 | - | - | - | - | 53.26% | - | Nsfwrtoi | 3rB | 200-210 | 200 | 3jH+200 | - | 447.00000 |
| U-X2 | AFO | 15.970 | 2.00 | Pc2 | - | - | - | - | 74.30% | - | Cmfrsuez | 3jS | 155-160 | 155 | 3fJ+155 | - | 498.00000 |
Tranche Comments
C-R2: First Pay: 2021-07-15; Redemption: 2021-11-15; Registration: 144J Fsxg;
U-X2: First Pay: 2021-07-15; Redemption: 2021-11-15; Registration: 144E Izhf;
H-N2: First Pay: 2021-07-15; Redemption: 2021-11-15; Registration: 144E Xkcs;
Deal Comments
Yhjbyfycbyi. Smy Rfoo Mhlbmbt 0.5
Risk Retention
Ljqabqrzfaa fb bzjzrzzjei za raanix ffzh MD Jfbc Jezeazfaa
Reinvestment Period End Date
Invalid date
WAL Test Period (YRS)
3.99
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 |
|---|
| A-F | ZPC | 589.000 | - | Bbb | - | - | - | - | 38.30% | - | Fhexwffc | 3zC | - | 115 | 3yQ+115 | - | - |
| U-Y | BLI | 92.000 | - | H2 | - | - | - | - | 25.20% | - | Lyxoxkeg | 3nP | - | 230 | 3zK+230 | - | - |
| N-S | TQO | 31.800 | - | Iv2 | - | - | - | - | 72.37% | - | Vqfsviqf | 3iQ | - | 175 | 3hA+175 | - | - |
| H-L | IZM | 26.500 | - | Lnn3 | - | - | - | - | 96.11% | - | Uvwmduiz | 3pI | - | 370 | 3yB+370 | - | - |
Tranche Comments
A-F: First Pay: 2021-07-20; Redemption: 2022-04-20;
N-S: First Pay: 2021-07-20; Redemption: 2022-04-20;
U-Y: First Pay: 2021-07-20; Redemption: 2022-04-20;
H-L: First Pay: 2021-07-20; Redemption: 2022-04-20;
Deal Comments
Rfpuvzvhuvy. Yfv Zznn Zfsufhj 1.00
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 |
|---|
| ML | OUU | 875.700 | 6.70 | Ojj | - | JJJ | - | - | 37.84% | - | Rbdrlzbo | 3zV | - | 95 | 3jX+95 | - | - |
| SI | FGD | 25.400 | 1.90 | Al2 | - | - | - | - | 70.54% | - | Bjpfwrzx | 3wS | - | 145 | 3uR+145 | - | - |
Tranche Comments
ML: First Pay: 2021-04-16; Redemption: 2021-09-15; Registration: 144A Sfxq;
SI: First Pay: 2021-04-16; Redemption: 2021-09-15; Registration: 144H Dwja;
Deal Comments
Uubjfwfvjfs. Qff Nwyy Rubjfmg 0.5
Reinvestment Period (YRS)
8.7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | PMP | 4.000 | - | UN | PPP | TT | - | - | - | - | Jvjpcsyw | 3eW | - | 80 | 3jR+80 | - | - |
| Ljf | KYE | 53.440 | - | IY | NE | DR | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | INO | 551.000 | - | Tee | DDD | PV | - | - | 72.00% | - | Gscuehba | 3iY | - | 125 | 3tD+125 | - | - |
| L-2 | JVO | 3.000 | - | XG | OOO | VQ | - | - | 56.00% | - | Rbrtoyst | 3kT | - | 150 | 3lW+150 | - | - |
| L | UWD | 94.000 | - | LG | KK | MF | - | - | 66.00% | - | Srjuxxpx | 3nP | - | 170 | 3uF+170 | - | - |
| M | WWQ | 42.000 | - | EM | XXX- | PL | - | - | 80.91% | - | Whesxcub | 3zJ | - | 360 | 3kP+360 | - | - |
| Y | ZIB | 29.000 | - | GB | WW- | ZY | - | - | 2.80% | - | - | - | - | - | - | - | Retained |
| M | RGJ | 97.000 | - | AX | W | AS | - | - | 21.00% | - | Sefueyzm | 3pQ | - | 245 | 3bF+245 | - | - |
Tranche Comments
C: Redemption: 2022-01-21; Registration: 144P/Bsd A;
P-1: Redemption: 2022-01-21; Registration: 144B/Tdm U;
L-2: Redemption: 2022-01-21; Registration: 144J/Ixn U;
L: Redemption: 2022-01-21; Registration: 144H/Xmu M;
M: Redemption: 2022-01-21; Registration: 144B/Nqq O;
M: Redemption: 2022-01-21; Registration: 144W/Bap B;
Y: Redemption: 2022-01-21; Registration: 144Z/Pda Q;
Ljf: Redemption: 2022-01-21; Registration: 144K/Zzh R;
Deal Comments
Dyn Qzss Dsnlywj 1.00
Risk Retention
Iqvt GP ixi MG
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date