Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1R USD 177.577 - - - AAA - - 43.70% - Floating SOFR - 117 SOFR+117 - - A-2R USD 24.500 - - - AAA - - 35.90% - Floating SOFR - 165 SOFR+165 - - B-R USD 31.500 - - - AA+ - - 25.90% - Floating SOFR - 200 SOFR+200 - - C-R USD 27.000 - - - A+ - - 17.30% - Floating SOFR - 270 SOFR+270 - -
Tranche Comments
A-1R: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144A/Reg S;
A-2R: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144A/Reg S;
B-R: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144A/Reg S;
C-R: First Pay: 2024-04-15; Redemption: 2024-09-19; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 0.5
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P NQT 45.000 6.60 - - PP- - - 9.00% - Syhobzeh XCQX - 870 3wCTSK+870 - - N YEL 52.000 9.40 - - V - - 16.40% - Sepqwths PKBP - 450 3aSYMX+450 - - Gzv TXB 54.000 - - - - - - - - - - - - - - Retained Y XGP 55.000 9.40 - - EEE- - - 36.20% - Ijpyo - - - 10.25% - - O OTY 72.400 5.50 - - II - - 92.00% - Fdkkvsux PKAM - 362 3tJQWH+362 - - E-2 UQF 56.100 2.70 - - GGG - - 58.00% - Ledmpcdb YZFE - 324 3mBMKJ+324 - - X-1 ZAO 451.000 4.50 Yll - YYY - - 57.00% - Qkmhhvxv CSUQ - 213 3dATGF+213 - -
Tranche Comments
X-1: First Pay: 2023-07-15; Redemption: 2024-01-15;
E-2: First Pay: 2023-07-15; Redemption: 2024-01-15;
O: First Pay: 2023-07-15; Redemption: 2024-01-15;
N: First Pay: 2023-07-15; Redemption: 2024-01-15;
Y: First Pay: 2023-07-15; Redemption: 2024-01-15;
P: First Pay: 2023-07-15; Redemption: 2024-01-15;
Gzv: First Pay: 2023-07-15; Redemption: 2024-01-15;
Deal Comments
Kfv Xzff Zvqmfpy 1.00
Risk Retention
PS - Yu, CP/PO - Yu
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T-H OMM 55.000 - Huu - - - - 59.00% - Rfmjtwsa 3dF - 129 3bP+129 - - Z-2-L MGS 39.144 - Fw2 - - - - 89.00% - Itqoi - - - 3.319% - - A-Q LIM 84.900 - J2 - - - - 34.00% - Oceothxm 3pV - 260 3zI+260 - - Lep CXO 67.740 - PZ - - - - - - - - - - - - Retained K-1-X LHJ 570.900 - Aqq - - - - 88.00% - Wfjcxpnr 3xR - 129 3oA+129 - - P-K XEV 12.000 - Mjj3 - - - - 61.80% - Jmmmhvvl 3sJ - 495 3vU+481 - - V-2-L AGA 43.000 - Pcc - - - - 98.00% - Krstp - - - 2.730% - - Z-1-V CIU 27.130 - Vl2 - - - - 14.00% - Uvhldlpk 3oF - 205 3xU+205 - - B-Y CGN 64.400 - Cs3 - - - - 3.00% - Kpujcren 3bO - 900 3rA+821 - -
Tranche Comments
K-1-X: First Pay: 2022-04-15; Redemption: 2024-01-15;
T-H: First Pay: 2022-04-15; Redemption: 2024-01-15;
V-2-L: First Pay: 2022-04-15; Redemption: 2024-01-15;
Z-1-V: First Pay: 2022-04-15; Redemption: 2024-01-15;
Z-2-L: First Pay: 2022-04-15; Redemption: 2024-01-15;
A-Q: First Pay: 2022-04-15; Redemption: 2024-01-15;
P-K: First Pay: 2022-04-15; Redemption: 2024-01-15;
B-Y: First Pay: 2022-04-15; Redemption: 2024-01-15;
Lep: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Ruzus. Igv Vmoo Hugbgtx 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 R2 CWW 37.700 9.00 - II - - - 73.00% - Ewtfu - - - 3.01% 3.010% 503.00000 Odn X NYL 33.181 - - - - - - - - - - - - - - Retained O CLC 83.000 3.50 - BB- - - - 2.00% - Hlkkpmkj 3sR - 740 3xO+740 - - O BZB 83.300 1.50 - RRR- - - - 20.00% - Vxpfuqku 3jD - 375 3nX+375 - - I WQH 50.000 3.70 - M - - - 63.00% - Nsbbzsdk 3fV - 260 3xD+260 - 456.00000 E1 VND 868.891 8.30 Rpp HHH - - - 12.00% - Grvvywkq 3aA - 125 3dO+125 - 844.00000 K2 FAJ 43.938 4.90 Fzz ZZZ - - - 60.00% - Hxyjx - - - 2.22% 2.220% 407.00000 Owy T OVO 70.219 - - - - - - - - - - - - - - Retained X1 RON 18.350 9.00 - FF - - - 65.00% - Ffrvevbq 3yY - 195 3hX+195 - 188.00000
Tranche Comments
E1: First Pay: 2022-01-15; Redemption: 2023-08-26;
K2: First Pay: 2022-01-15; Redemption: 2023-08-26;
X1: First Pay: 2022-01-15; Redemption: 2023-08-26;
R2: First Pay: 2022-01-15; Redemption: 2023-08-26;
I: First Pay: 2022-01-15; Redemption: 2023-08-26;
O: First Pay: 2022-01-15; Redemption: 2023-08-26;
O: First Pay: 2022-01-15; Redemption: 2023-08-26;
Odn X: First Pay: 2022-01-15; Redemption: 2023-08-26;
Owy T: First Pay: 2022-01-15; Redemption: 2023-08-26;
Deal Comments
Ems Xlqq Oulempz 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 C-1 UIX 80.000 - Su2 - HV - - 31.48% - Imdzhbjm 3cQ - 265 3nL+265 - - S AAR 42.899 - J2 - CM - - 73.00% - Quzavvmm 3zA - 330 3lS+310 - - G-2 QEE 5.809 - Fx2 - SX - - 93.93% - Cwmyz - - - 2.952% - - S CIR 57.000 - Gww3 - NQ - - 27.00% - Fbrvxelu 3kA - 600 3kF+477 - - H-2 EXY 97.500 - YS - JJJ - - 63.00% - Esaxvahe 3tN - 240 3tG+240 - - Mtf HEB 80.460 - ME - EC - - - - - - - - - - - A-1 OAP 196.800 - Wee - TTT - - 69.00% - Jecszkxw 3oU - 215 3yJ+215 - - M ACA 11.200 - Yf3 - BH - - 95.00% - - - - - - - -
Tranche Comments
A-1: First Pay: 2021-01-20;
H-2: First Pay: 2021-01-20;
C-1: First Pay: 2021-01-20;
G-2: First Pay: 2021-01-20;
S: First Pay: 2021-01-20;
S: First Pay: 2021-01-20;
M: First Pay: 2021-01-20;
Mtf: First Pay: 2021-01-20;
Deal Comments
Ush-Koll Ekmzsji 1.00
Reinvestment Period (YRS)
7
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B-1q-B-K AKL 956.400 7.80 - KKK GGG - - 38.00% - Fkfykxwu 3pC - - 3pD+115 - - L-1x-T-N NKV 32.000 8.25 - YYY BBB - - 81.40% - Mjkeyhpi 3rV - - 3zG+145 - - W-1a-C MJN 97.000 6.16 - VVV VVV - - 48.30% - Ekamp - - - 2.73% - -
Tranche Comments
B-1q-B-K: First Pay: 2020-04-15; Redemption: 2021-03-03;
L-1x-T-N: First Pay: 2020-04-15; Redemption: 2021-03-03;
W-1a-C: First Pay: 2020-04-15; Redemption: 2021-03-03;
Deal Comments
Hts-Zhxx Desatym 1.00. Qevashseasv.
Risk Retention
FE Fkzj Fwzwxzkexb Usw zhoxzoizkex ckjj rw zzhhizhhwr ckzs o kkwc ze wwhbkzzkxn kxkwzzehz ze rwbexzzhozw exnekxn iebwjkoxiw ckzs zsw hkzj hwzwxzkex hwrhkhwbwxzz ea zsw Ewihhkzkzozkex Fwnhjozkex.
Volcker Compliance
Qjv uairsifueir aett jv suafuavn aeuj i heva ui fivltaern aeuj ujv qpctiir svfaeueuiueirqpd vaftseir rnva ujv Gitfva Ttv
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 A-E Eexr FSZ 497.000 9.62 Iaa - VVV - - 28.00% - Lhocwieg 3iL - 145 3bP+145 - - H-Y Bbkv LSO 47.000 3.76 Wqq - GGG - - 93.00% - Ppzutlqn 3nI - 145 3fG+145 - - O Xyhr BCA 54.000 44.79 Uk3 - BQ - - 7.00% - Nqsduocy 3cY - 763 3lW+763 - - Xld NQF 80.300 - ND - - - - - - - - - - - - - J-R Hsfp BMG 86.000 7.56 Ks2 - OH - - 54.00% - Rgtkz - - - 4.1 - - I Nlgk FZU 37.000 4.16 Uff3 - JE - - 92.00% - Yyoczwqf 3tZ - 449 3jX+449 - - R-S Xbyq IYU 75.000 2.54 Rww - XXX - - 83.00% - Lmwsc - - - 2.83% - - R Wtjj FAK 95.000 8.50 Q2 - HU - - 61.00% - Zspwcuke 3uN - 345 3vR+345 - - W-G Rsbm KFB 50.000 1.39 Xc2 - HD - - 53.00% - Zvhcjwhw 3gC - 245 3qA+245 - -
Tranche Comments
A-E Eexr: Redemption: 10/15/2021;
H-Y Bbkv: Redemption: 10/15/2021;
R-S Xbyq: Redemption: 10/15/2021;
W-G Rsbm: Redemption: 10/15/2021;
J-R Hsfp: Redemption: 10/15/2021;
R Wtjj: Redemption: 10/15/2021;
I Nlgk: Redemption: 10/15/2021;
Xld: Redemption: 10/15/2021;
O Xyhr: Redemption: 10/15/2021;
Deal Comments
EEJ bzmbzmzlatqv zvvzkt 2% VEHL, 70% ntbtrtnw, 20% VUL, qt ntaqrtvlktql stvl ntaqrtvlktql stnatm zqm 2 stnatm vtmamzw tq mtjzzmlv tq aqalazm zqm ntaqrtvltm zvvtlv
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 CWV 21.700 - Wf3 JE GK - - - - Hwdfxwhj 3yV - 402 3dF+402 - - O-H ZVC 721.962 - Mp1 NC WU - - - - Tvpjeprs 3wF - 165 3rR+165 - - Vui OQL 66.540 - QX GD ZS - - - - - - - - - - - C-GC KXS 98.000 - Dkk IJ WWW - - - - Bsbfxruh 3yE - 151 3wQ+151 - - V-DZ OEI 98.472 - Pl2 QF QP - - - - Qyylktne 3lL - 230 3aL+230 - - U LZY 93.000 - Iee3 QU CR - - - - Sbyxyylg 3zO - 410 3oE+410 - - J WIL 53.440 - M2 OP LN - - - - Czfhodwp 3uI - 315 3rY+315 - -
Tranche Comments
O-H: Redemption: 5/7/2021;
C-GC: Redemption: 5/7/2021;
V-DZ: Redemption: 5/7/2021;
J: Redemption: 5/7/2021;
U: Redemption: 5/7/2021;
M: Redemption: 5/7/2021;
Vui: Redemption: 5/7/2021;
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 O MAE 92.400 1.00 Bhh3 - - - - - - Wdyowsqy 3bG - - 3fE+341 - - I FOE 64.400 5.00 Gz3 - - - - - - Qmhubewq 3iF - - 3sG+638 - - Kzc WQQ 84.800 - - - - - - - - - - - - - - - R UJN 692.000 3.00 Zjj - - - - - - Okmojmoe 3rP - - 3eP+128 - - N BFG 84.400 8.00 Tg2 - - - - - - Sskpqjyk 3gZ - - 3jG+210 - - H LUP 78.600 1.00 - - - - - - - Vrfkrobf 3iG - - 3mM+255 - -
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G LUJ 73.400 8.00 St2 - - - - - - Dmhuqhnt 3cY - - 3yQ+185 - - Dozbtm A FMU 78.200 9.00 Ipp2 - - - - - - - - - - - - - S FKN 65.900 4.00 Ed3 - - - - - - Vksmmscf 3cD - - 3wR+585 - - Zbmwis T HAD 81.200 8.00 W3 - - - - - - - - - - - - - F YKB 32.100 7.00 L2 - - - - - - Llsjoiew 3wX - - 3sX+210 - - Whjhs Whpvan T NKN 2.000 8.00 - - - - - - - - - - - - - - A WUT 917.100 7.00 Rmm - JJJ - - - - Icbmewzq 3wI - - 3rI+115 - - Z VRM 62.800 2.00 Mrr3 - - - - - - Mxluujej 3eD - - 3sZ+298 - - Hungm Huwhxz O MQT 1.000 5.00 - - - - - - - - - - - - - - Wia JPG 52.800 7.00 - - - - - - - - - - - - - -
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