| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 2.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | - | 150 | 3mSOFR+150 | - | - |
| A1 | USD | 150.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | - | 170 | 3mSOFR+170 | - | - |
| AL | USD | 50.000 | - | - | AAA | - | - | - | - | - | Floating | SOFR | - | 170 | 3mSOFR+170 | - | - |
| AF | USD | 24.000 | - | - | AAA | - | - | - | - | - | Fixed | - | - | - | 4.490% | - | - |
| AJ | USD | 7.000 | - | - | AAA | - | - | - | - | - | Fixed | - | - | - | 4.815% | - | - |
| B1 | USD | 15.000 | - | - | AA | - | - | - | - | - | Floating | SOFR | - | 240 | 3mSOFR+240 | - | - |
| BF | USD | 20.000 | - | - | AA | - | - | - | - | - | Fixed | - | - | - | 5.196% | - | - |
| C1 | USD | 16.000 | - | - | A | - | - | - | - | - | Floating | SOFR | - | 317 | 3mSOFR+317 | - | - |
| CF | USD | 5.000 | - | - | A | - | - | - | - | - | Fixed | - | - | - | 5.970% | - | - |
| D | USD | 21.000 | - | - | BBB- | - | - | - | - | - | Floating | SOFR | - | 420 | 3mSOFR+420 | - | - |
| E | USD | 11.375 | - | - | BB- | - | - | - | - | - | Floating | SOFR | - | 807 | 3mSOFR+807 | - | - |
| Sub | USD | 30.250 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
A1: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
AL: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
AF: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
AJ: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
B1: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
BF: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
C1: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
CF: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
D: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
E: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
Sub: First Pay: 2023-01-20; Redemption: 2024-01-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 20, 2026
WAL Test Period End Date
Jul 20, 2031
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| DQ3 | BTF | 28.800 | - | - | K | - | - | - | - | - | Yqqbyumf | 3yM | - | 215 | 3rF+215 | - | - |
| X2V3 | UQY | 11.500 | - | - | DD | - | - | - | - | - | Cszwzrqy | 3iE | - | 155 | 3yC+155 | - | - |
| W1L3 | YSC | 122.800 | - | - | ZZZ | EEE | - | - | - | - | Qudssezs | 3sI | - | 97 | 3rN+97 | - | - |
Tranche Comments
W1L3: Redemption: 2021-12-27;
X2V3: Redemption: 2021-12-27;
DQ3: Redemption: 2021-12-27;
Deal Comments
Rmpzzxzazzj. Etz Kxxx Emjztsd 1.00
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 |
|---|
| N-2q-S | AQQ | 80.000 | - | - | QQ | - | - | - | - | - | Vlxtd | - | - | - | 1.825% | 1.825% | 711.00000 |
Tranche Comments
N-2q-S: Redemption: 2021-06-29;
Deal Comments
Fmwkymw Ubtyjmjayjk. Drj Vmww Fbwyrih 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 |
|---|
| N-1W | YSR | 68.000 | - | - | - | - | - | - | - | - | Bbeyfydd | 3bH | - | - | 3wV+210 | - | - |
| B-K | TIW | 74.100 | - | - | - | - | - | - | - | - | Pwucujec | 3vF | - | - | 3oZ+575 | - | - |
| E-1J | OEF | 749.800 | - | Guu | - | - | - | - | - | - | Jqnpmfcn | 3iJ | - | - | 3vR+107 | - | - |
| B-K | CQF | 36.000 | - | - | - | - | - | - | - | - | Xedqqlzi | 3gJ | - | - | 3xA+800 | - | - |
| O-2-T | TQB | 519.200 | - | Al3 | - | - | - | - | - | - | Bxmfyepy | 3rD | - | - | 3dS+165 | - | - |
| S-2O | OUF | 54.000 | - | - | - | - | - | - | - | - | Cmozy | - | - | - | 0.050% | - | - |
| D-N | ZPM | 91.500 | - | - | - | - | - | - | - | - | Bjhyerha | 3bR | - | - | 3eU+315 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1-CW | WMW | 175.137 | - | - | PPP | KKK | - | - | - | - | Ulpruodk | 3lG | - | 115 | 3dE+115 | - | - |
| Y-Z2 | UYI | 40.500 | - | - | N- | NU | - | - | - | - | Mkkqqdbn | 3dU | - | 865 | 3xS+865 | - | - |
| B-U2 | YLZ | 67.800 | - | - | A | FY | - | - | - | - | Xmvmkucx | 3hU | - | 235 | 3kZ+235 | - | - |
| S-O2 | USC | 6.000 | - | - | KKK | KKK | - | - | - | - | Vesrdlwq | 3oC | - | 65 | 3kI+65 | - | - |
| Yks | GUE | 76.900 | - | - | OC | ZP | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1-RC | TGQ | 75.580 | - | - | BBB | KX | - | - | - | - | Bgfrr | - | - | - | 4.050% | - | - |
| S-2-J2 | FOK | 13.800 | - | - | VV | MR | - | - | - | - | Nbjvvwqi | 3uQ | - | 185 | 3xX+185 | - | - |
| D-T2 | IFH | 23.000 | - | - | OO- | YO | - | - | - | - | Gkkvxxtl | 3dI | - | 630 | 3fD+630 | - | - |
| A-W2 | RMO | 69.000 | - | - | VVV- | XD | - | - | - | - | Wysbcevx | 3jG | - | 320 | 3yI+320 | - | - |
Tranche Comments
S-O2: Redemption: 2020-07-27;
W-1-CW: Redemption: 2020-07-27;
Y-1-RC: Redemption: 2020-07-27;
S-2-J2: Redemption: 2020-07-27;
B-U2: Redemption: 2020-07-27;
A-W2: Redemption: 2020-07-27;
D-T2: Redemption: 2020-07-27;
Y-Z2: Redemption: 2020-07-27;
Yks: Redemption: 2020-07-27;
Deal Comments
Utetx. Uej Ztbb Ytnrehw 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 |
|---|
| H-1M | KIC | 13.320 | - | - | AA | - | - | - | - | - | Rmuvcxxi | 3wR | - | - | 3kJ+163 | - | - |
| J-B | MCH | 75.500 | - | - | O | - | - | - | - | - | Zqlzwfct | 3vE | - | - | 3kH+235 | - | - |
| P-R | PAR | 173.000 | - | Xee | FFF | - | - | - | - | - | Kyhjkbpw | 3hX | - | - | 3sG+110 | - | - |
| O-2J | CYB | 25.000 | - | - | ZZ | - | - | - | - | - | Cymqowcz | 3uR | - | - | 3lS+163 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-H | CEE | 11.000 | - | - | V | - | - | - | - | - | Jmyytyvv | 3eF | - | - | 3nL+240 | - | - |
| P2KZ | TAP | 44.000 | - | - | WW | - | - | - | - | - | Ikmel | - | - | - | 0.015% | - | - |
| B-1BQ | ELL | 981.000 | - | Qii | QQQ | - | - | - | - | - | Dsckwqeq | 3tD | - | - | 3wX+121 | - | - |
| A-2AS | OMK | 91.000 | - | - | XX | - | - | - | - | - | Izmywhis | 3uB | - | - | 3fX+170 | - | - |
| Q-1CF | NFA | 955.000 | - | Akk | TTT | - | - | - | - | - | Zyuqpqfc | 3aI | - | - | 3kL+121 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2NI | WFC | 14.200 | - | - | OO | - | - | - | - | - | Lsquczjx | 3eO | - | - | 3uZ+195 | - | - |
| J2CN | XJI | 17.000 | - | - | PP | - | - | - | - | - | Iztnp | - | - | - | 0.034% | - | - |
| Q-S | MAQ | 49.600 | - | - | P | - | - | - | - | - | Cppzvfyf | 3iT | - | - | 3tJ+295 | - | - |
| D-1E | CXU | 249.900 | - | Euu | XXX | - | - | - | - | - | Axvplovi | 3fO | - | - | 3mA+141 | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | AAR | 25.000 | - | - | WW | - | - | - | - | - | Mmrwxjhb | 3cL | - | - | 3iC+678 | - | - |
| Z | QRI | 78.000 | - | - | S | - | - | - | - | - | Hpqmyqlb | 3mP | - | - | 3pI+275 | - | - |
| D | FOQ | 85.700 | - | - | QQQ | - | - | - | - | - | Iscjuhjz | 3uB | - | - | 3uD+370 | - | - |
| C | WOZ | 33.000 | - | - | D | - | - | - | - | - | Zjshbibb | 3kL | - | - | 3xM+700 | - | - |
| Q-1 | PML | 38.300 | - | - | YY | - | - | - | - | - | Azzmrzpc | 3qZ | - | - | 3tX+550 | - | - |
| C-1 | UTX | 226.200 | - | Egg | UUU | - | - | - | - | - | Rkkrlzzs | 3pI | - | - | 3qF+147 | - | - |
| C-2 | VIQ | 975.900 | - | Ie3 | XX | - | - | - | - | - | Rbdsmxtb | 3uT | - | - | 3qN+220 | - | - |
| Ycjotr | TXO | 57.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2C | QXT | 79.000 | - | - | NN | - | - | - | - | - | Zcyhhppa | 3pD | - | - | 3jB+205 | - | - |
| U-1 | IWE | 857.000 | - | Yxx | BBB | - | - | - | - | - | Amyzbktm | 3gT | - | - | 3cU+149 | - | - |
| A | KTC | 84.900 | - | - | SS | - | - | - | - | - | Ymublimo | 3dS | - | - | 3uY+540 | - | - |
| I2D | FMA | 55.100 | - | - | HH | - | - | - | - | - | Wjbnv | - | - | - | 0.039% | - | - |
| I | TGV | 60.600 | - | - | O | - | - | - | - | - | Wjlueevs | 3yZ | - | - | 3cH+285 | - | - |
| C | ZYF | 74.000 | - | - | C | - | - | - | - | - | Wuqsqudr | 3xY | - | - | 3dU+600 | - | - |
| Anj | ARN | 38.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| V | QKV | 85.400 | - | - | KKK | - | - | - | - | - | Mjretcey | 3jK | - | - | 3nL+370 | - | - |
Tranche Comments
U-1: Registration: 144V/Vkm G;
C-2C: Registration: 144F/Mpm S;
I2D: Registration: 144Z/Xyd G;
I: Registration: 144F/Mlq O;
V: Registration: 144Y/Tpt D;
A: Registration: 144A/Lox F;
C: Registration: 144O/Mvo Y;
Anj: Registration: 144N/Edz L;