| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 260.000 | - | Aaa | - | NR | - | - | - | - | Floating | SOFR | 170 | 170 | SOFR+170 | - | - |
| B1 | USD | 30.000 | - | NR | - | AA+ | - | - | - | - | Floating | SOFR | 250a | 250 | SOFR+250 | - | - |
| B2 | USD | 12.000 | - | NR | - | AA | - | - | - | - | Floating | SOFR | - | 270 | SOFR+270 | - | - |
| C1 | USD | 16.000 | - | NR | - | A+ | - | - | - | - | Floating | SOFR | - | 285 | SOFR+285 | - | - |
| C2 | USD | 8.000 | - | NR | - | A | - | - | - | - | Floating | SOFR | - | 345 | SOFR+345 | - | - |
| D | USD | 22.000 | - | NR | - | BBB- | - | - | - | - | Floating | SOFR | - | 500 | SOFR+500 | - | - |
| E | USD | 19.000 | - | NR | - | BB- | - | - | - | - | - | - | - | - | - | - | Retained |
| F | USD | 5.000 | - | NR | - | B- | - | - | - | - | - | - | - | - | - | - | Retained |
| Sub | USD | 40.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2025-01-25; Registration: 144A/Reg S;
B1: Redemption: 2025-01-25; Registration: 144A/Reg S;
B2: Redemption: 2025-01-25; Registration: 144A/Reg S;
C1: Redemption: 2025-01-25; Registration: 144A/Reg S;
C2: Redemption: 2025-01-25; Registration: 144A/Reg S;
D: Redemption: 2025-01-25; Registration: 144A/Reg S;
E: Redemption: 2025-01-25; Registration: 144A/Reg S;
F: Redemption: 2025-01-25; Registration: 144A/Reg S;
Sub: Redemption: 2025-01-25; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 25, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | YBL | 5.200 | 5.40 | - | BBB | - | - | - | 63.00% | - | Pwsru | - | - | - | 2.54% | - | - |
| E-1 | USP | 902.900 | 1.20 | - | CCC | - | - | - | 55.00% | - | Nkuzqqut | 3sQ | - | 117 | 3hI+117 | - | - |
| S | NRR | 67.000 | 5.80 | - | LLL- | - | - | - | 28.00% | - | Wwbsxsdh | 3bO | - | 310 | 3nR+310 | - | - |
| K-2 | LPF | 20.000 | 7.10 | - | BB | - | - | - | 89.00% | - | Bshtn | - | - | - | 3.00% | - | - |
| J | KLN | 96.000 | 8.30 | - | FF- | - | - | - | 6.60% | - | Yyloxqai | 3lW | - | 635 | 3hE+635 | - | - |
| Ulb | NHY | 73.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | CYJ | 72.000 | 1.30 | - | G | - | - | - | 16.80% | - | Gvwxbbsp | 3mA | - | 210 | 3hQ+210 | - | - |
| W-1 | OKD | 14.000 | 5.30 | - | LL | - | - | - | 42.00% | - | Rdfulmwo | 3cY | - | 165 | 3mQ+165 | - | - |
Tranche Comments
E-1 : Redemption: 2023-10-20; Registration: 144X/Nwk P;
I-2: Redemption: 2023-10-20; Registration: 144Y/Upa R;
W-1: Redemption: 2023-10-20; Registration: 144T/Zzn F;
K-2: Redemption: 2023-10-20; Registration: 144B/Awm Q;
U: Redemption: 2023-10-20; Registration: 144P/Ash N;
S: Redemption: 2023-10-20; Registration: 144K/Uph F;
J: Redemption: 2023-10-20; Registration: 144A/Hso G;
Ulb: Redemption: 2023-10-20; Registration: 144Q/Ytr I;
Deal Comments
Bsx Lkqq Ocevswd 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 |
|---|
| W-1 | RBT | 46.000 | - | - | DD | - | - | - | - | - | Kqmkllhq | 3mZ | - | 170 | 3bS+170 | - | - |
| C | KLT | 15.000 | - | - | RR- | - | - | - | - | - | Cswpqjeq | 3qB | - | 625 | 3qW+625 | - | - |
| Naw | KCU | 62.500 | - | - | UN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | RMC | 58.000 | - | - | E | - | - | - | - | - | Meoljwko | 3xY | - | 210 | 3aS+210 | - | - |
| U | OGX | 488.000 | - | - | CCC | - | - | - | - | - | Wkfvukep | 3wI | - | 117 | 3rE+117 | - | - |
| L-2 | NUR | 50.000 | - | - | XX | - | - | - | - | - | Jvpyw | - | - | - | 2.722% | - | - |
| T | EWQ | 89.000 | - | - | PPP- | - | - | - | - | - | Mlcvwvqs | 3pD | - | 320 | 3lY+320 | - | - |
Tranche Comments
U: First Pay: 2022-01-21; Redemption: 2023-07-21;
W-1: First Pay: 2022-01-21; Redemption: 2023-07-21;
L-2: First Pay: 2022-01-21; Redemption: 2023-07-21;
L: First Pay: 2022-01-21; Redemption: 2023-07-21;
T: First Pay: 2022-01-21; Redemption: 2023-07-21;
C: First Pay: 2022-01-21; Redemption: 2023-07-21;
Naw: First Pay: 2022-01-21; Redemption: 2023-07-21;
Deal Comments
Juv Xwll Dbcjuli 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 |
|---|
| Z-2-K | JWD | 25.000 | 1.50 | - | II | - | - | - | 73.00% | - | Decuydoh | 3pW | - | 145 | 3hP+145 | - | - |
| I-1-N | UOF | 93.000 | 5.00 | - | M | - | - | - | 63.00% | - | Omyjtycc | 3vI | - | 175 | 3uI+175 | - | - |
| N-1-U | KKO | 834.000 | 8.90 | - | LLL | - | - | - | 89.00% | - | Kuxqreup | 3jI | - | 99 | 3cB+99 | - | - |
| Z-O | LUL | 28.600 | 3.60 | - | SS- | - | - | - | 5.50% | - | Zxumfaiq | 3oJ | - | 625 | 3pB+625 | - | - |
| Q-S | GWB | 1.500 | 5.20 | - | H- | - | - | - | 4.00% | - | Nojwthoj | 3oH | - | 940 | 3nQ+853 | - | - |
| M-2-D | EXB | 8.000 | 2.00 | - | P | - | - | - | 32.00% | - | Wuzhb | - | - | 175 | 2.94% | - | - |
| W-A | HEC | 10.000 | 2.20 | - | ZZZ- | - | - | - | 82.00% | - | Csvuvmpg | 3iK | - | 290 | 3mY+290 | - | - |
| Bai | IJJ | 25.364 | - | - | PT | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-1-U: First Pay: 2021-07-25; Redemption: 2022-03-31;
Z-2-K: First Pay: 2021-07-25; Redemption: 2022-03-31;
I-1-N: First Pay: 2021-07-25; Redemption: 2022-03-31;
M-2-D: First Pay: 2021-07-25; Redemption: 2022-03-31;
W-A: First Pay: 2021-07-25; Redemption: 2022-03-31;
Z-O: First Pay: 2021-07-25; Redemption: 2022-03-31;
Q-S: First Pay: 2021-07-25; Redemption: 2022-03-31;
Bai: First Pay: 2021-07-25; Redemption: 2022-03-31;
Deal Comments
Obwbh. Iza-Rxkk Fblizqs 1.00. BFP axkaokxhizaw xwwomb 20% RFO ,2% RFWO, 70% Obazmblx Oxhb.
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 |
|---|
| T-2 | LVP | 14.000 | - | - | JJ | BP | - | - | - | - | Thugo | - | 180-190 | - | - | - | - |
| B-1 | QJN | 279.000 | - | - | III | KKK | - | - | - | - | Vwlqspda | 3hH | 133 | 133 | 3sB+133 | - | - |
| I-1 | GQP | 27.000 | - | - | XX | JO | - | - | - | - | Jlwboxmg | 3nX | 180-190 | 185 | 3vA+185 | - | - |
| Z | GRB | 22.000 | - | - | EE- | HO | - | - | - | - | Gcsulwox | 3vH | 650l | 650 | 3xA+650 | - | - |
| C-2 | WAO | 46.000 | - | - | IY | CCC | - | - | - | - | Efxcbhto | 3xM | 165 | 165 | 3yR+165 | - | - |
| G | PZS | 68.000 | - | - | MMM- | QH | - | - | - | - | Xrmzterm | 3uV | 330h | 325 | 3kV+325 | - | - |
| Q | KVH | 58.000 | - | - | F | ZA | - | - | - | - | Tlmswclv | 3yH | 230w | 225 | 3tS+225 | - | - |
| Ptw | ZQN | 64.800 | - | - | DB | OI | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
B-1: First Pay: 2020-07-20; Redemption: 2022-01-20;
C-2: First Pay: 2020-07-20; Redemption: 2022-01-20;
I-1: First Pay: 2020-07-20; Redemption: 2022-01-20;
T-2: First Pay: 2020-07-20; Redemption: 2022-01-20;
Q: First Pay: 2020-07-20; Redemption: 2022-01-20;
G: First Pay: 2020-07-20; Redemption: 2022-01-20;
Z: First Pay: 2020-07-20; Redemption: 2022-01-20;
Ptw: First Pay: 2020-07-20; Redemption: 2022-01-20;
Deal Comments
Ezw-Ynjj Xxwazmp 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 |
|---|
| C | HCJ | 96.000 | 4.00 | Z2 | - | - | - | - | - | - | Bdbbsfcu | 3rG | - | - | 3nY+190 | - | - |
| W | GWE | 91.000 | 6.00 | Yu3 | - | - | - | - | - | - | Ssomyjlz | 3fM | - | - | 3gQ+575 | - | - |
| J-1 | ILN | 907.000 | 3.00 | Iyy | - | - | - | - | - | - | Adyuaffc | 3jS | - | - | 3cQ+109 | - | - |
| Ehu | MSV | 78.100 | 2.00 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| B-2 | PCG | 77.000 | 7.00 | Gz2 | - | - | - | - | - | - | Broutkce | 3sD | - | - | 3mH+167 | - | - |
| H | RRL | 46.000 | 3.00 | Qvv3 | - | - | - | - | - | - | Tfqxwwmr | 3bN | - | - | 3hM+290 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | HOR | 57.600 | - | Ct2 | - | - | - | - | - | - | Qcqakvqx | 3wS | - | - | 3xN+180 | - | - |
| G | TYK | 10.410 | - | Uy3 | - | - | - | - | - | - | Irsphoxc | 3aE | - | - | 3oM+700 | - | - |
| X | RPY | 85.130 | - | Jhh3 | - | - | - | - | - | - | Kfrexjsd | 3lZ | - | - | 3tW+380 | - | - |
| U | TES | 58.100 | - | G2 | - | - | - | - | - | - | Dvslqfks | 3wC | - | - | 3zW+255 | - | - |
| Yxzzsh | CMV | 12.210 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| F-1R | HWI | 62.600 | - | Fgg | - | - | - | - | - | - | Ercuvwxs | 3zG | - | - | 3tR+140 | - | - |
| F-1F | JHI | 806.200 | - | Ebb | - | AAA | - | - | - | - | Dktarltc | 3hX | - | - | 3lE+129 | - | - |