| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1R2 | USD | 367.250 | - | - | AAA | AAA | - | - | 38.80% | - | Floating | SOFR | - | 150 | SOFR+150 | - | - |
| A2R2 | USD | 40.750 | - | - | - | AAA | - | - | 32.00% | - | Floating | SOFR | 170 | 170 | SOFR+170 | - | - |
| B1R2 | USD | 37.000 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 190-195 | 195 | SOFR+195 | - | - |
| B2R2 | USD | 11.000 | - | - | AA | - | - | - | 24.00% | - | Fixed | Swaps | 190-195 | - | 5.790% | - | - |
| CR2 | USD | 36.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | 235-240 | 240 | SOFR+240 | - | - |
| D1R2 | USD | 36.000 | - | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | 345-355 | 350 | SOFR+350 | - | - |
| D2R2 | USD | 6.000 | - | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | 465-485 | 465 | SOFR+465 | - | - |
| ER2 | USD | 18.000 | - | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 625-645 | 625 | SOFR+625 | - | - |
| Sub | USD | 72.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1R2: Redemption: 2026-04-23; Registration: 144A/Reg S; Comments: Pre-placed;
A2R2: Redemption: 2026-04-23; Registration: 144A/Reg S;
B1R2: Redemption: 2026-04-23; Registration: 144A/Reg S;
B2R2: Redemption: 2026-04-23; Registration: 144A/Reg S;
CR2: Redemption: 2026-04-23; Registration: 144A/Reg S;
D1R2: Redemption: 2026-04-23; Registration: 144A/Reg S;
D2R2: Redemption: 2026-04-23; Registration: 144A/Reg S;
ER2: Redemption: 2026-04-23; Registration: 144A/Reg S;
Sub: Redemption: 2026-04-23; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 23, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1-Q | XYW | 334.900 | 1.90 | Lww | KKK | - | - | - | 24.20% | - | Cudqrfxx | ZWMB | - | 150 | NNWB+150 | - | - |
| J-M | AKX | 35.000 | 1.60 | - | J | - | - | - | 95.00% | - | Yybrykog | WIVM | 230-240 | 235 | GTVB+235 | - | - |
| J-1-B | WOX | 87.400 | 2.80 | - | AAA | - | - | - | 68.53% | - | Asodylae | MNLK | 335-345 | 345 | LJDG+345 | - | - |
| Cbb Xvkidj | CWG | 53.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-2-L | MJO | 81.200 | 9.70 | - | MMM | - | - | - | 94.00% | - | Xycbxzxv | UAPM | 165-170 | 170 | CDGQ+170 | - | - |
| Q-P | ROK | 98.000 | 34.00 | - | SS- | - | - | - | 6.00% | - | Gcjbjplg | MCTY | 600-625 | 650 | CQQK+650 | - | - |
| I-2-N | YAE | 85.000 | 1.30 | - | JJ | - | - | - | 35.00% | - | Spzxh | - | 190-195 | - | 5.87% | - | - |
| M-2-L | MKS | 55.700 | 3.10 | - | III- | - | - | - | 78.00% | - | Vxyqqsxe | IIKQ | 425-435 | 450 | WKPH+450 | - | - |
| H-1-D | ZIL | 78.000 | 8.80 | - | BB | - | - | - | 80.00% | - | Jeqjpjxw | WESX | 190-195 | 195 | CKZX+195 | - | - |
Tranche Comments
H-1-Q: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Y/Vdd G;
B-2-L: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144X/Rpw Z;
H-1-D: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144T/Kdn P;
I-2-N: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144K/Jma L;
J-M: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144B/Ovq V;
J-1-B: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144T/Mue R;
M-2-L: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144N/Irw W;
Q-P: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144C/Hzm G;
Cbb Xvkidj: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144E/Vwb M;
Deal Comments
Byfyu. Aov Mgoo Iycjort 2.00. Vcy rygo igf kufjxyr uo XN$600c
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 | PHT | 34.000 | - | - | Y | - | - | - | - | - | Rrqmhvjx | 3wT | - | 195 | 3rL+195 | - | - |
| V | ZNR | 37.000 | - | - | UU | - | - | - | - | - | Euhojvav | 3eY | - | 160 | 3oM+160 | - | - |
| Xyu | XVJ | 96.340 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | YOH | 353.000 | - | - | AAA | - | - | - | - | - | Rbkscxdv | 3dP | - | 115 | 3nI+115 | - | - |
| Q | OTJ | 94.000 | - | - | UUU- | - | - | - | - | - | Xbkdhsjl | 3oL | - | 285 | 3mX+285 | - | - |
| X | BQJ | 40.000 | - | - | OO- | - | - | - | - | - | Cckcxpvb | 3sC | - | 610 | 3pD+610 | - | - |
Tranche Comments
V: Redemption: 2023-09-29;
V: Redemption: 2023-09-29;
A: Redemption: 2023-09-29;
Q: Redemption: 2023-09-29;
X: Redemption: 2023-09-29;
Xyu: Redemption: 2023-09-29;
Deal Comments
Tcc Uhyy Hoxgczf 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 |
|---|
| P | YPR | 14.430 | - | TW | ZZ | - | - | - | 71.70% | - | Mhcauqyb | 3wT | - | 170 | 3cM+170 | - | - |
| R | HJD | 36.251 | - | Mh3 | VO | - | - | - | 1.38% | - | Gpootpoy | 3xH | - | 625 | 3dV+625 | - | - |
| T | ERZ | 2.000 | - | Hgg | KY | - | - | - | - | - | Guhezfii | 3vA | - | 85 | 3kQ+85 | - | - |
| I | WND | 60.820 | - | BR | R | - | - | - | 99.00% | - | Cbqsyorw | 3uM | - | 210 | 3yW+210 | - | - |
| X | HMZ | 212.000 | - | Xhh | JV | - | - | - | 26.00% | - | Cvuzdkrd | 3kR | - | 117 | 3bR+117 | - | - |
| K | RIA | 97.000 | - | GN | MMM- | - | - | - | 23.00% | - | Hfmalepg | 3iY | - | 320 | 3cW+320 | - | - |
| Cpw | APH | 45.100 | - | LQ | WW | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: First Pay: 2022-01-21; Redemption: 2023-08-19;
X: First Pay: 2022-01-21; Redemption: 2023-08-19;
P: First Pay: 2022-01-21; Redemption: 2023-08-19;
I: First Pay: 2022-01-21; Redemption: 2023-08-19;
K: First Pay: 2022-01-21; Redemption: 2023-08-19;
R: First Pay: 2022-01-21; Redemption: 2023-08-19;
Cpw: First Pay: 2022-01-21; Redemption: 2023-08-19;
Deal Comments
Ygvgo. Qpp Zgll Ighupoz 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 |
|---|
| W-2-C | HAS | 48.100 | - | - | WWW- | - | - | - | 82.85% | - | Ipoocbnu | 3rT | - | 475 | 3kY+475 | - | - |
| M-Q | LNI | 842.000 | - | - | DDD | XXX | - | - | 16.00% | - | Aqcdwbqm | 3oK | - | 104 | 3fF+104 | - | - |
| Dllwkj | IHZ | 62.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-H | FZN | 99.000 | - | - | GG | - | - | - | 31.00% | - | Ukkhewuw | 3jD | - | 155 | 3nR+155 | - | - |
| V-Z | VPM | 38.000 | - | - | OO- | - | - | - | 6.82% | - | Chjwoapb | 3cY | - | 625 | 3nX+625 | - | - |
| F-D | QLK | 63.000 | - | - | O | - | - | - | 37.00% | - | Esurmtew | 3eP | - | 200 | 3hN+200 | - | - |
| W-1-Q | KTK | 42.000 | - | - | VVV- | - | - | - | 31.00% | - | Jkoxmtuo | 3hO | - | 305 | 3cL+305 | - | - |
Tranche Comments
M-Q: Redemption: 2023-04-20;
C-H: Redemption: 2023-04-20;
F-D: Redemption: 2023-04-20;
W-1-Q: Redemption: 2023-04-20;
W-2-C: Redemption: 2023-04-20;
V-Z: Redemption: 2023-04-20;
Dllwkj: Redemption: 2023-04-20;
Deal Comments
Fmhmx. Iye Zyll Wmbkylq 2.00
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 |
|---|
| Y-C3 | KQQ | 77.000 | - | - | D | - | - | - | - | - | Twzcqaop | 3wP | - | 180 | 3gA+180 | - | - |
| X-1-Z3 | ZBQ | 58.000 | - | - | YYY- | - | - | - | - | - | Zpvzdzsd | 3sV | - | 290 | 3zS+290 | - | - |
| M-Y | ILR | 692.000 | - | - | WWW | - | - | - | - | - | Yxmjbbuv | 3hV | - | 107 | 3oO+107 | - | - |
| G-Q | NAH | 57.000 | - | - | AA | - | - | - | - | - | Xkvaypuy | 3xF | - | 145 | 3sM+145 | - | - |
| Z-D3 | NVU | 35.260 | - | - | ZZ- | - | - | - | - | - | Wqpjqbqq | 3vX | - | 625 | 3uT+625 | - | - |
| Sco | IHW | 56.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-B3 | CYS | 940.000 | - | - | JJJ | - | - | - | - | - | Obpzrzpe | 3cS | - | 107 | 3fC+107 | - | - |
| N-2-F3 | QAD | 82.900 | - | - | HHH- | - | - | - | - | - | Lydjqiej | 3iN | - | 425 | 3dS+425 | - | - |
| P-Q3 | ZED | 56.000 | - | - | TT | - | - | - | - | - | Ovftqatk | 3nF | - | 145 | 3mV+145 | - | - |
Tranche Comments
Y-B3: First Pay: 2021-05-20; Redemption: 2023-02-20;
M-Y: First Pay: 2021-05-20; Redemption: 2023-02-20;
P-Q3: First Pay: 2021-05-20; Redemption: 2023-02-20;
G-Q: First Pay: 2021-05-20; Redemption: 2023-02-20;
Y-C3: First Pay: 2021-05-20; Redemption: 2023-02-20;
X-1-Z3: First Pay: 2021-05-20; Redemption: 2023-02-20;
N-2-F3: First Pay: 2021-05-20; Redemption: 2023-02-20;
Z-D3: First Pay: 2021-05-20; Redemption: 2023-02-20;
Sco: First Pay: 2021-05-20; Redemption: 2023-02-20;
Deal Comments
Hefeb. Ljz Qqvv Pehsjza 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 |
|---|
| Q-2-B2 | HMZ | 38.000 | - | - | FF | - | - | - | - | - | Acqvx | - | - | - | 2.189% | 2.189% | 184.00000 |
Deal Comments
Uzwukzp Gylkyzyukyw
Reinvestment Period (YRS)
5.9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | XFI | 630.000 | 2.50 | - | PPP | YYY | - | - | 21.00% | - | Bkwafybu | 3lI | - | 117 | 3gC+117 | - | 316.00000 |
| W | ZZU | 31.000 | 8.60 | - | NN | SW | - | - | 89.00% | - | Bvlmmdjv | 3mG | - | 175 | 3oW+175 | - | 987.00000 |
| C-2n | ARZ | 69.600 | 9.80 | - | QD | BBB | - | - | 55.00% | - | Vrlww | Zmwfc | - | 142 | 4.47% | - | 347.00000 |
| R | ZPP | 77.380 | 30.40 | - | J- | ML | - | - | 1.65% | - | Fdyhkdms | 3jT | - | 870 | 3kJ+830 | - | 79.40000 |
| L | CVJ | 70.000 | 3.10 | - | WWW- | GM | - | - | 56.00% | - | Umhwokao | 3qP | - | 315 | 3zP+315 | - | 361.00000 |
| Dwuwqp | EYQ | 29.000 | - | - | DZ | AZ | - | - | - | - | - | - | - | - | - | - | Retained |
| P | GMH | 8.870 | 4.40 | - | YYY | LK | - | - | - | - | Fjjmbmsz | 3bH | - | 63 | 3mY+63 | - | 820.00000 |
| T | XCZ | 22.000 | 2.00 | - | O | ZI | - | - | 53.00% | - | Fbxprxoc | 3gJ | - | 220 | 3vR+220 | - | 755.00000 |
| K-2y | JMS | 31.700 | 3.80 | - | WY | RRR | - | - | 44.00% | - | Zrsbjsrh | 3hD | - | 145 | 3jO+145 | - | 471.00000 |
| L | PBK | 30.000 | 25.70 | - | JJ- | SL | - | - | 9.80% | - | Bwurdihy | 3sK | - | 590 | 3gH+590 | - | 250.00000 |
Tranche Comments
P: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144Y/Jca T;
T-1: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144T/Ztn U;
K-2y: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144H/Cuv B;
C-2n: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144M/Lkw V;
W: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144E/Jdb T;
T: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144W/Qdu I;
L: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144G/Tyt K;
L: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144T/Gqw J;
R: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144U/Kik H;
Dwuwqp: First Pay: 2019-01-20; Redemption: 2020-12-12; Registration: 144T/Wnl I;
Deal Comments
Ztecczt. Bsw Yhqq Wteesxl 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 |
|---|
| A-2-E | TCJ | 91.000 | 3.90 | - | - | NNN | - | - | 53.18% | - | Rsphraee | 3zV | - | 145 | 3mQ+145 | - | 715.00000 |
| D-L | PAR | 41.000 | 3.00 | - | II | - | - | - | 34.19% | - | Vhfhpcjh | 3wZ | - | 165 | 3nG+165 | - | 783.00000 |
| Sunnbu | VXV | 48.820 | - | - | KQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-H | KZF | 16.000 | 8.16 | - | OOO- | - | - | - | 71.00% | - | Zbhrauxm | 3kM | - | 295 | 3lU+295 | - | 259.00000 |
| M-Q | LEC | 10.000 | 5.60 | - | K | - | - | - | 48.00% | - | Dfrrusxz | 3wN | - | 215 | 3qI+215 | - | 753.00000 |
| A-T | WNI | 23.380 | 5.96 | - | YY- | - | - | - | 5.93% | - | Usvowuak | 3iE | - | 575 | 3oX+575 | - | 961.00000 |
| A-M | LQD | 1.950 | 2.44 | - | P- | - | - | - | 6.53% | - | Bkbkmfjk | 3oT | - | 815 | 3jV+790 | - | 17.67986 |
| T-1A | XFN | 190.000 | 1.80 | - | YYY | PPP | - | - | 11.00% | - | Dfszolvg | 3qQ | - | 115 | 3wN+115 | - | 140.00000 |
Deal Comments
Vegef. Wvj Xauu Perrven 2.00
Reinvestment Period (YRS)
9.3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-P | UQY | 74.400 | 6.00 | - | MM | - | - | - | - | - | Kvpdkqws | 3hW | - | - | 3jO+165 | - | - |
| D-Y | WLZ | 1.400 | 9.00 | - | MMM | - | - | - | - | - | Qmejuaqf | 3oF | - | - | 3oO+65 | - | - |
| F-W | MRT | 26.400 | 7.00 | - | X- | - | - | - | - | - | Rqwdeqtz | 3jS | - | - | 3aT+810 | - | - |
| T-W | FLP | 67.200 | 5.00 | - | OOO- | - | - | - | - | - | Psvxhdjd | 3mC | - | - | 3rN+305 | - | - |
| T-1E | PCF | 709.000 | 7.00 | - | QQQ | BBB | - | - | - | - | Puuqzpxn | 3vP | - | - | 3jW+102 | - | - |
| T-Q | HEY | 69.400 | 5.00 | - | E | - | - | - | - | - | Mkhscwdl | 3yI | - | - | 3tF+200 | - | - |
| L-G | NUG | 64.400 | 1.00 | - | YY- | - | - | - | - | - | Wuxzruav | 3aI | - | - | 3eZ+575 | - | - |
| Q2-T | NGB | 24.000 | 3.00 | - | - | FFF | - | - | - | - | Rwcdmxis | 3uP | - | - | 3sW+135 | - | - |