Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | USD | 2.000 | 2.00 | - | AAA | - | - | - | - | - | Floating | SOFR | - | 95 | SOFR+95 | - | - |
A-1 | USD | 248.000 | 6.60 | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 155 | SOFR+155 | - | - |
A-2 | USD | 12.000 | 8.20 | - | AAA | - | - | - | 35.00% | - | Floating | SOFR | - | 175 | SOFR+175 | - | - |
B | USD | 44.000 | 8.80 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 205 | SOFR+205 | - | - |
C | USD | 24.000 | 9.50 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
D | USD | 24.000 | 10.10 | - | BBB- | - | - | - | 12.00% | - | Floating | SOFR | - | 365 | SOFR+365 | - | - |
E | USD | 16.000 | 10.50 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 675 | SOFR+659 | - | - |
Sub | USD | 35.000 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2026-04-20; Registration: 144A/Reg S;
A-1: Redemption: 2026-04-20; Registration: 144A/Reg S;
A-2: Redemption: 2026-04-20; Registration: 144A/Reg S;
B: Redemption: 2026-04-20; Registration: 144A/Reg S;
C: Redemption: 2026-04-20; Registration: 144A/Reg S;
D: Redemption: 2026-04-20; Registration: 144A/Reg S;
E: Redemption: 2026-04-20; Registration: 144A/Reg S;
Sub: Redemption: 2026-04-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
OU | EKP | 66.000 | - | - | GG | - | - | - | - | - | Lhqlwtyv | PPPC | 220f | 215 | MSVT+215 | - | - |
JG | OAS | 71.300 | - | - | MM- | - | - | - | - | - | Mlkzf | XZKH | - | 775 | TWSI+775 | - | - |
O1X | PEM | 577.000 | - | - | HHH | - | - | - | - | - | Qcmbppez | AEAA | 155o | 155 | TMWZ+155 | - | - |
XX | VBK | 72.000 | - | - | W | - | - | - | - | - | Yskematw | GLLX | 270f | 270 | XHWI+270 | - | - |
I2Z | PSN | 74.000 | - | - | KKK | - | - | - | - | - | Ihkotzsn | YPDF | 175y | 180 | TVGM+180 | - | - |
NF | ZAB | 24.000 | - | - | VVV- | - | - | - | - | - | Flfllipf | MJAH | 425-450 | 450 | CNTT+450 | - | - |
Tranche Comments
O1X: Redemption: 2024-07-15; Registration: 144G/Bme G;
I2Z: Redemption: 2024-07-15; Registration: 144B/Nbn N;
OU: Redemption: 2024-07-15; Registration: 144F/Nlg C;
XX: Redemption: 2024-07-15; Registration: 144Y/Bre G;
NF: Redemption: 2024-07-15; Registration: 144Q/Ane U;
JG: Redemption: 2024-07-15; Registration: 144H/Ete F;
Deal Comments
Oebyuauzyuv. Gju Jaff Qeyyjzh 0.5
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 |
---|
Wwg | ARL | 95.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
A | MAY | 21.000 | 35.30 | BH | DD- | - | - | - | 8.20% | - | Fjqmvypu | TAYT | - | 900 | UABA+865 | - | - |
B | FZJ | 39.000 | 8.70 | VG | LL | - | - | - | 73.00% | - | Byqhtbpe | XMOY | - | 270 | WDDQ+270 | - | - |
X | CMF | 551.000 | 9.90 | Vmm | DJ | - | - | - | 89.00% | - | Zyysbmjf | IMZF | - | 190 | QCHM+190 | - | - |
Y | EXO | 11.000 | 8.30 | DY | V | - | - | - | 56.00% | - | Plpuwboc | CPBV | - | 325 | LDPV+325 | - | - |
P | FKI | 62.000 | 2.30 | OP | NNN- | - | - | - | 51.00% | - | Mvzrzvxq | KNII | - | 545 | NKPA+545 | - | - |
Y-F | LNV | 5.000 | 9.00 | Occ | ZK | - | - | - | 84.00% | - | Lwrrpjpk | YZMT | - | 225 | QHLB+225 | - | - |
Tranche Comments
X: Redemption: 2025-07-20; Registration: 144L/Aki B;
Y-F: Redemption: 2025-07-20; Registration: 144J/Amq K;
B: Redemption: 2025-07-20; Registration: 144I/Wuz E;
Y: Redemption: 2025-07-20; Registration: 144D/Tta M;
P: Redemption: 2025-07-20; Registration: 144A/Eqb E;
A: Redemption: 2025-07-20; Registration: 144W/Tig T;
Wwg: Redemption: 2025-07-20; Registration: 144P/Mih C;
Deal Comments
Evp Jbff Ufqjvsy 2.00
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 |
---|
F | RKU | 16.700 | - | EN | BBB- | - | - | - | - | - | Tvzfsqns | MKQV | 540-550 | 525 | CEGV+525 | - | - |
Z | UWO | 39.400 | - | VZ | GG- | - | - | - | - | - | Sypbpxui | BLTZ | 875v | 848 | IXEZ+848 | - | - |
Mcr | UQU | 89.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
A1 | RWF | 689.000 | - | Gss | LU | - | - | - | - | - | Rjrsbixo | GVED | - | 190 | AXXW+190 | - | - |
P2 | EFR | 8.000 | - | Hss | QN | - | - | - | - | - | Xspepvuc | ZJCE | - | 220 | NJBF+220 | - | - |
G | ZYA | 97.000 | - | XX | UU | - | - | - | - | - | Ipsipuil | INOJ | 250-255 | 255 | PDQX+255 | - | - |
R | UPZ | 99.000 | - | JF | A | - | - | - | - | - | Pmjjquwi | JVST | 340-345 | 330 | GVZK+330 | - | - |
Tranche Comments
A1: Redemption: 2025-03-28;
P2: Redemption: 2025-03-28;
G: Redemption: 2025-03-28;
R: Redemption: 2025-03-28;
F: Redemption: 2025-03-28;
Z: Redemption: 2025-03-28;
Mcr: Redemption: 2025-03-28;
Deal Comments
Wwh Sbcc Fgaowmr 2.00
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 |
---|
Q-2 | PQU | 26.000 | - | - | AAA | - | - | - | - | - | Guchpxrw | YJEK | - | 235 | MNFE+230 | - | - |
G | IWW | 23.000 | - | - | HHH- | - | - | - | - | - | Kwwkfhug | QDED | - | 585 | JQVP+569 | - | - |
Bua | MYQ | 12.300 | - | - | NJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
U-K | QPH | 76.000 | - | - | NNN | - | - | - | - | - | Mukohrin | HGJC | - | 235 | QSLK+230 | - | - |
W | XTN | 12.000 | - | - | R | - | - | - | - | - | Gmwctjfo | TVAL | - | 415 | KXIN+415 | - | - |
N-1 | YTJ | 48.890 | - | - | LL | - | - | - | - | - | Qqbeclkk | ZGJP | - | 310 | XSKE+310 | - | - |
E-2 | FHW | 9.660 | - | - | FF | - | - | - | - | - | Imlbx | - | - | - | 5.590% | - | - |
T-1 | PSB | 79.000 | - | - | AAA | - | - | - | - | - | Bmecldyg | EGIA | - | 235 | MBFI+235 | - | - |
S | GYT | 47.000 | - | - | YY- | - | - | - | - | - | Zhcoyhoj | ZGXO | - | 925 | NYCJ+838 | - | - |
Tranche Comments
T-1: First Pay: 2023-01-17; Redemption: 2024-07-15; Registration: 144H/Cnz B;
Q-2: First Pay: 2023-01-17; Redemption: 2024-07-15; Registration: 144G/Yvd N;
U-K: First Pay: 2023-01-17; Redemption: 2024-07-15; Registration: 144W/Aus W;
N-1: First Pay: 2023-01-17; Redemption: 2024-07-15; Registration: 144G/Waw U;
E-2: First Pay: 2023-01-17; Redemption: 2024-07-15; Registration: 144Z/Wsw E;
W: First Pay: 2023-01-17; Redemption: 2024-07-15; Registration: 144V/Psj E;
G: First Pay: 2023-01-17; Redemption: 2024-07-15; Registration: 144B/Zlo K;
S: First Pay: 2023-01-17; Redemption: 2024-07-15; Registration: 144V/Woh K;
Bua: First Pay: 2023-01-17; Redemption: 2024-07-15; Registration: 144Y/Xhq Z;
Deal Comments
Kgq Exjj Jfkegvc 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 |
---|
Uklaaq | EST | 57.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K | NFL | 66.000 | 9.30 | - | YYY- | - | - | - | 21.00% | - | Bjbqdwsf | VEQH | 475-500 | 462 | EVBI+462 | - | - |
B-1 | IFP | 141.000 | 8.50 | - | QQQ | - | - | - | 53.00% | - | Rocsoqkk | EJOY | - | 200 | PQIL+200 | - | - |
N | NXE | 83.000 | 6.30 | - | HH | - | - | - | 78.00% | - | Jrqhxseb | PCYF | 270-280 | 275 | DSWB+275 | - | - |
A | NHH | 37.000 | 5.90 | - | WW- | - | - | - | 8.00% | - | Tewepwfb | KPEL | 875-900 | 834 | KIXQ+834 | - | - |
K | YMV | 89.000 | 8.20 | - | V | - | - | - | 23.00% | - | Xupwojbe | DLQV | 340-350 | 350 | KVDQ+350 | - | - |
T-2 | VBH | 73.000 | 9.60 | - | PPP | - | - | - | 11.00% | - | Cuhwxxoh | PEDS | 220-230 | 230 | GPVQ+230 | - | - |
Tranche Comments
B-1: First Pay: 2023-01-15; Redemption: 2024-01-15;
T-2: First Pay: 2023-01-15; Redemption: 2024-01-15;
N: First Pay: 2023-01-15; Redemption: 2024-01-15;
K: First Pay: 2023-01-15; Redemption: 2024-01-15;
K: First Pay: 2023-01-15; Redemption: 2024-01-15;
A: First Pay: 2023-01-15; Redemption: 2024-01-15;
Uklaaq: First Pay: 2023-01-15; Redemption: 2024-01-15;
Deal Comments
Wwa Aqhh Wuhlwag 1.5
Reinvestment Period (YRS)
4.5
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 |
---|
Nyb | GFO | 53.800 | - | - | EU | - | - | - | - | - | - | - | - | - | - | - | Retained |
Y | FKN | 22.400 | 7.50 | - | RR | - | - | - | 15.00% | - | Flcybmhg | LUZD | - | 195 | XTAT+195 | - | - |
G | TOK | 41.875 | 5.30 | - | JJ- | - | - | - | 4.20% | - | Sfjqptiv | BBVF | - | 835 | VGUJ+776 | - | - |
X | UYR | 29.500 | 3.30 | - | M+ | - | - | - | 81.00% | - | Fzjhwfqv | SUMI | - | 290 | ITMK+290 | - | - |
R2 | KRR | 9.600 | 5.90 | - | BBB | - | - | - | 18.00% | - | Dudwksjd | HHYN | - | 170 | MBIX+170 | - | - |
H1H | HOL | 800.900 | 1.20 | - | CCC | - | - | - | 42.00% | - | Rwfccffl | DPFA | - | 149 | SOWA+149 | - | - |
G1A | FXH | 83.300 | 6.90 | - | KKK | - | - | - | 56.00% | - | Ojqhs | JYP | - | - | 3.32% | - | - |
B | FMM | 98.800 | 1.60 | - | MMM- | - | - | - | 68.00% | - | Pbvxqbon | TOTJ | - | 415 | BPZJ+397 | - | - |
Tranche Comments
H1H: Redemption: 2023-11-15; Registration: 144T/Fta J;
G1A: Redemption: 2023-11-15; Registration: 144H/Urh Z;
R2: Redemption: 2023-11-15; Registration: 144P/Bki L;
Y: Redemption: 2023-11-15; Registration: 144Q/Xpr U;
X: Redemption: 2023-11-15; Registration: 144W/Mhw A;
B: Redemption: 2023-11-15; Registration: 144A/Wem H;
G: Redemption: 2023-11-15; Registration: 144C/Mcw A;
Nyb: Redemption: 2023-11-15; Registration: 144N/Aln C;
Deal Comments
Oxt Cjoo Cnhexvl 1.00
Reinvestment Period (YRS)
8
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 |
---|
J-1 | USY | 77.000 | 3.30 | - | BB | - | - | - | 26.00% | - | Ixesuotk | 3eW | - | 175 | 3wE+175 | - | - |
H-2 | FZJ | 2.000 | 3.00 | - | T | - | - | - | 36.00% | - | Sbcym | PKE | - | - | 3.70% | - | - |
A-1 | ZIP | 58.000 | 3.00 | - | M | - | - | - | 28.00% | - | Ebqkjtbe | 3lW | - | 225 | 3zE+225 | - | - |
U-2 | TEY | 51.000 | 2.20 | - | SS | - | - | - | 60.00% | - | Cstjo | TKG | - | - | 3.23% | - | - |
C-1 | RHY | 52.000 | 9.40 | - | JJJ+ | - | - | - | 43.56% | - | Gvvbedas | 3gQ | - | 335 | 3rN+335 | - | - |
T | OQR | 464.000 | 7.30 | - | VVV | - | - | - | 82.50% | - | Wmpvvkxa | 3hO | - | 118 | 3lM+118 | - | - |
E-2 | WRT | 9.000 | 1.50 | - | QQQ- | - | - | - | 48.00% | - | Peujkcks | 3yR | - | 505 | 3gT+502 | - | - |
G | ECJ | 34.000 | 4.90 | - | JJ- | - | - | - | 8.77% | - | Mmmrubup | 3fN | - | 735 | 3aS+712 | - | - |
Deg | FBR | 85.100 | - | - | WG | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: Redemption: 2024-01-15;
J-1: Redemption: 2024-01-15;
U-2: Redemption: 2024-01-15;
A-1: Redemption: 2024-01-15;
H-2: Redemption: 2024-01-15;
C-1: Redemption: 2024-01-15;
E-2: Redemption: 2024-01-15;
G: Redemption: 2024-01-15;
Deg: Redemption: 2024-01-15;
Deal Comments
Spf Vopp Nsctpqe 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 |
---|
S-1-L | VYF | 747.200 | 3.60 | - | QQQ | - | - | - | 56.83% | - | Zyfwarxj | 3hX | - | 112 | 3jM+112 | - | - |
I-2-R | OZP | 11.000 | 7.20 | - | NNN | - | - | - | 57.33% | - | Ozyfbafc | 3aB | 135 | 145 | 3iO+145 | - | - |
E-2-H | GUD | 50.200 | - | - | SSS- | - | - | - | 53.76% | - | Fsjjrvbr | 3tV | 400-415 | 415 | 3uT+415 | - | - |
T-U | HQL | 73.000 | 4.50 | - | N | - | - | - | 84.22% | - | Viladyni | 3pL | 215-225 | 225 | 3aR+225 | - | - |
N-D | AHQ | 17.680 | 1.50 | - | ZZ | - | - | - | 19.74% | - | Ydokmsau | 3nV | 170 | 170 | 3cV+170 | - | - |
J-1-R | JVO | 89.300 | 7.30 | - | SSS+ | - | - | - | 99.87% | - | Hcsfrehy | 3bL | 325-335 | 335 | 3uF+335 | - | - |
Tranche Comments
S-1-L: First Pay: 2022-01-20; Redemption: 2022-10-20;
I-2-R: First Pay: 2022-01-20; Redemption: 2022-10-20;
N-D: First Pay: 2022-01-20; Redemption: 2022-10-20;
T-U: First Pay: 2022-01-20; Redemption: 2022-10-20;
J-1-R: First Pay: 2022-01-20; Redemption: 2022-10-20;
E-2-H: First Pay: 2022-01-20; Redemption: 2022-10-20;
Deal Comments
Gemqnjniqnw. Wsn Ijoo Oeqqsmx 1.00
Reinvestment Period (YRS)
8
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-D | RIT | 12.890 | - | CR | O | - | - | - | - | - | Ujvpuuaf | 3vU | - | 235 | 3zC+235 | - | - |
E-2-T | VJP | 79.700 | - | Tcc | RRR | - | - | - | - | - | Hrdifkie | 3lJ | 135 | 135 | 3dI+135 | - | - |
V-1-R | PZY | 809.850 | - | Jcc | VVV | - | - | - | - | - | Yemkpsyk | 3uN | 111 | 111 | 3xT+111 | - | - |
Y-Q | XXQ | 38.890 | - | Mk3 | II | - | - | - | - | - | Qoxzptoo | 3hX | - | 175 | 3mC+175 | - | - |
Tranche Comments
V-1-R: First Pay: 2021-10-22; Redemption: 2022-09-20;
E-2-T: First Pay: 2021-10-22; Redemption: 2022-09-20;
Y-Q: First Pay: 2021-10-22; Redemption: 2022-09-20;
C-D: First Pay: 2021-10-22; Redemption: 2022-09-20;
Deal Comments
Bpifyzymfyi. Qpy Dzpp Tpzfpwa 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date