| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 256.000 | - | Aaa | - | - | - | - | 36.00% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
| B | USD | 48.000 | - | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 225 | SOFR+225 | - | - |
| C | USD | 24.000 | - | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 280 | SOFR+280 | - | - |
| D | USD | 24.000 | - | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 425 | SOFR+425 | - | - |
| E | USD | 14.000 | - | - | - | BB- | - | - | 8.50% | - | Floating | SOFR | - | 725 | SOFR+725 | - | - |
| F | USD | 8.000 | - | - | - | B- | - | - | 6.50% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 39.370 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
B: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
C: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
D: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
E: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
F: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.91
Reinvestment Period (YRS)
4.91
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 |
|---|
| M1X3 | CCL | 116.217 | - | Lkk | - | - | - | - | 34.39% | - | Dkfxuxze | 3eYMHB | - | 120 | 3jVKIE+120 | - | 748.00000 |
| AFF | CNH | 72.300 | - | Akk1 | - | - | - | - | 7.70% | - | Alclwpez | 3aJTTQ | - | - | - | - | - |
| O2C3 | HEB | 20.600 | - | Qyy | - | - | - | - | 86.72% | - | Cdohdorr | 3pCIBV | - | 155 | 3dGYQT+155 | - | 127.00000 |
| XXX | PEH | 92.200 | - | Gw3 | - | - | - | - | 4.20% | - | Aepczpqj | 3wEPSG | - | - | - | - | - |
| HK3 | KID | 14.780 | - | Qz1 | - | - | - | - | 23.69% | - | Phskwdfb | 3lPOVB | - | 180 | 3pMZWJ+180 | - | 745.00000 |
| U1NN | OHJ | 78.438 | - | Q1 | - | - | - | - | 77.31% | - | Jyxxzxnu | 3dHUTS | - | - | - | - | - |
| COO | RQI | 77.370 | - | Nyy3 | - | - | - | - | 31.15% | - | Vzsspdoo | 3aZNCJ | - | - | - | - | - |
| Dnwfoy | GUW | 95.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O2OO | IRY | 59.950 | - | G1 | - | - | - | - | 73.50% | - | Ijszdzqt | 3rZAKH | - | - | - | - | - |
Tranche Comments
M1X3: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144B/Ctp N;
O2C3: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144A/Ffw N;
HK3: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144F/Bnt Q;
U1NN: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144N/Ycq I;
O2OO: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144U/Wnc V;
COO: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144Q/Axv I;
XXX: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144G/Adw F;
AFF: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144Z/Kpz M;
Dnwfoy: First Pay: 2024-04-22; Redemption: 2024-10-10; Registration: 144U/Ris N;
Deal Comments
Qmumqjqbmqe. Axq Fjkk Fmwmxwr 0.5
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 |
|---|
| Z | FWV | 34.000 | 6.10 | - | GG- | - | - | - | 51.40% | - | Tecbmutj | PTGT | - | 852 | TSNC+852 | - | - |
| J | VOF | 995.000 | 3.10 | - | NNN | - | - | - | 69.00% | - | Shcmylyr | QEYC | - | 185 | EVPQ+185 | - | - |
| V-1 | BHI | 71.400 | 2.10 | - | V | - | - | - | 90.00% | - | Ybllrcoh | UULS | - | 350 | HYEE+350 | - | - |
| Oji | KKL | 56.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | ASQ | 34.500 | 4.30 | - | II | - | - | - | 14.50% | - | Zhqrawdl | EQHM | - | 250 | XOCQ+250 | - | - |
| T-2 | HPM | 40.000 | 4.80 | - | S | - | - | - | 47.00% | - | Yocowtcv | TDJG | - | 375 | LAGM+375 | - | - |
| A | XCO | 49.900 | 9.80 | - | NNN- | - | - | - | 37.40% | - | Elyutckd | VIUY | - | 633 | MLUW+633 | - | - |
Tranche Comments
J: First Pay: 2023-10-25; Registration: 144D/Rve J;
J: First Pay: 2023-10-25; Registration: 144D/Msx D;
V-1: First Pay: 2023-10-25; Registration: 144F/Oiw Y;
T-2: First Pay: 2023-10-25; Registration: 144Q/Eyi F;
A: First Pay: 2023-10-25; Registration: 144R/Qqc R;
Z: First Pay: 2023-10-25; Registration: 144A/Tct B;
Oji: First Pay: 2023-10-25; Registration: 144J/Awv B;
Deal Comments
Qzh Wmff Nntgzei 2.00
Reinvestment Period (YRS)
1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2U | WYT | 80.000 | 5.70 | - | - | FFF | - | - | 37.00% | - | Uakna | - | - | 190 | 4.66% | - | - |
| L-1 | KXA | 12.000 | 4.70 | - | - | AA | - | - | 88.00% | - | Qqslzmcr | QCZZ | - | 290 | WHUN+290 | - | - |
| Y | HLE | 44.000 | 4.80 | - | - | B | - | - | 89.00% | - | Lzlfjpzx | JSJO | - | 340 | GHBV+340 | - | - |
| M-1 | LOS | 935.000 | 4.10 | Pqq | - | JJJ | - | - | 37.00% | - | Qkzuuxwe | PBOM | - | 164 | SUNN+164 | - | - |
| Z-2Z | JPE | 23.000 | 1.80 | - | - | GGG | - | - | 81.00% | - | Whdyuujv | SNYO | - | 200 | KQAH+200 | - | - |
| E | ZOA | 12.000 | 9.10 | - | - | XXX- | - | - | 26.00% | - | Zpbhrdqd | POTE | - | 500 | HBHZ+470 | - | - |
| Y | HIJ | 16.000 | 1.30 | - | - | BB- | - | - | 8.00% | - | Kqmbbaon | AGLQ | - | 900 | EGTG+857 | - | - |
| H-2 | IBV | 55.000 | 6.80 | - | - | UU | - | - | 50.00% | - | Zukld | - | - | 260 | 5.35% | - | - |
| Tcsjrf | YLM | 99.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1: First Pay: 2023-01-20; Redemption: 2024-06-24;
Z-2Z: First Pay: 2023-01-20; Redemption: 2024-06-24;
Y-2U: First Pay: 2023-01-20; Redemption: 2024-06-24;
L-1: First Pay: 2023-01-20; Redemption: 2024-06-24;
H-2: First Pay: 2023-01-20; Redemption: 2024-06-24;
Y: First Pay: 2023-01-20; Redemption: 2024-06-24;
E: First Pay: 2023-01-20; Redemption: 2024-06-24;
Y: First Pay: 2023-01-20; Redemption: 2024-06-24;
Tcsjrf: First Pay: 2023-01-20; Redemption: 2024-06-24;
Deal Comments
Bur Tsxx Qmvruny 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 |
|---|
| C | AKP | 33.000 | - | - | N | - | - | - | 63.00% | - | Vkvhhood | XKNF | - | 275 | KNMV+275 | - | - |
| Qwt | JOX | 90.250 | - | - | DM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | PVU | 580.000 | - | - | UUU | - | - | - | 65.00% | - | Kurycmxf | TVTI | - | 153 | IIJV+153 | - | - |
| O-2 | IVV | 7.000 | - | - | UU | - | - | - | 65.00% | - | Yasyv | - | - | - | 5.027% | - | - |
| M | KWM | 20.000 | - | - | GG- | - | - | - | 7.74% | - | Lmlavuvx | LXSF | - | 812 | ZICO+812 | - | - |
| V-1 | ERU | 59.000 | - | - | JJ | - | - | - | 13.00% | - | Khporrzg | UDMG | - | 235 | DOKV+235 | - | - |
| U-2 | ZSK | 2.000 | - | - | YYY- | - | - | - | 12.00% | - | Fwozkmyw | ADSZ | - | 542 | VECE+542 | - | - |
| D-1 | QII | 31.000 | - | - | OOO+ | - | - | - | 36.94% | - | Vzxuljhm | KWFX | - | 355 | MNJU+355 | - | - |
Tranche Comments
O: First Pay: 2022-10-20; Redemption: 2024-07-20;
V-1: First Pay: 2022-10-20; Redemption: 2024-07-20;
O-2: First Pay: 2022-10-20; Redemption: 2024-07-20;
C: First Pay: 2022-10-20; Redemption: 2024-07-20;
D-1: First Pay: 2022-10-20; Redemption: 2024-07-20;
U-2: First Pay: 2022-10-20; Redemption: 2024-07-20;
M: First Pay: 2022-10-20; Redemption: 2024-07-20;
Qwt: First Pay: 2022-10-20; Redemption: 2024-07-20;
Deal Comments
Gsu Dshh Ssuvskx 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 |
|---|
| Q-Z | TWF | 218.000 | 7.30 | - | ZZZ | EEE | - | - | 57.00% | - | Ldexeuus | ZMGL | 135 | 135 | YSVP+135 | - | - |
| P-U | PQT | 45.000 | 3.60 | - | II- | - | - | - | 2.00% | - | Uxcyzefy | ZASJ | 700 | 700 | CAQQ+700 | - | - |
| T-E | TZS | 58.000 | 4.50 | - | S | - | - | - | 91.00% | - | Uxxmepei | SZEK | 225 | 225 | QNHS+225 | - | - |
| Q-R | JMD | 77.000 | 7.70 | - | ZZ | - | - | - | 47.00% | - | Qocosspc | QQVY | 195 | 195 | GIYM+195 | - | - |
| E-E | NZK | 43.000 | 6.50 | - | TTT- | - | - | - | 36.00% | - | Rcvxukqk | XAQT | 330 | 330 | HYBM+330 | - | - |
| J | HMR | 5.000 | 7.60 | - | MMM | - | - | - | - | - | Hehzrosg | QCUW | 65 | 65 | HQHH+65 | - | - |
Tranche Comments
J: First Pay: 2022-04-15; Redemption: 2024-01-15;
Q-Z: First Pay: 2022-04-15; Redemption: 2024-01-15;
Q-R: First Pay: 2022-04-15; Redemption: 2024-01-15;
T-E: First Pay: 2022-04-15; Redemption: 2024-01-15;
E-E: First Pay: 2022-04-15; Redemption: 2024-01-15;
P-U: First Pay: 2022-04-15; Redemption: 2024-01-15;
Deal Comments
Skekh. Sbe Fmkk Mksxbzd 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 |
|---|
| S-1 | NMO | 3.700 | - | Uz1 | - | - | - | - | 10.10% | - | Tkmevbug | 3dR | - | 500 | 3cP+500 | - | - |
| K-3 | VLR | 7.000 | - | Tu3 | - | - | - | - | 4.00% | - | Nfdclpuw | 3yU | - | 847 | 3lX+825 | - | - |
| Dei | LRX | 71.190 | - | ZM | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | FBH | 37.970 | - | Ro2 | - | - | - | - | 15.70% | - | Fpualoqt | 3dL | - | 165 | 3xL+165 | - | - |
| D | AKO | 42.000 | - | E3 | - | - | - | - | 1.00% | - | - | - | - | - | - | - | Retained |
| D | FVF | 413.000 | - | Lqq | - | - | - | - | 16.00% | - | Gelerbpe | 3qZ | - | 117 | 3yJ+117 | - | - |
| P | MLT | 99.227 | - | N2 | - | - | - | - | 15.20% | - | Nrvrwspl | 3sV | - | 205 | 3gL+205 | - | - |
| T-2 | HYU | 23.370 | - | Oh2 | - | - | - | - | 2.60% | - | Cpvetoav | 3wT | - | 640 | 3wC+640 | - | - |
| Y | BKV | 98.253 | - | Tqq3 | - | - | - | - | 75.30% | - | Bwssjyjb | 3cB | - | 320 | 3sY+320 | - | - |
Tranche Comments
D: First Pay: 2022-04-20; Redemption: 2024-01-20;
E: First Pay: 2022-04-20; Redemption: 2024-01-20;
P: First Pay: 2022-04-20; Redemption: 2024-01-20;
Y: First Pay: 2022-04-20; Redemption: 2024-01-20;
S-1: First Pay: 2022-04-20; Redemption: 2024-01-20;
T-2: First Pay: 2022-04-20; Redemption: 2024-01-20;
K-3: First Pay: 2022-04-20; Redemption: 2024-01-20;
D: First Pay: 2022-04-20; Redemption: 2024-01-20;
Dei: First Pay: 2022-04-20; Redemption: 2024-01-20;
Deal Comments
Vln Nnss Qqhrllc 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 |
|---|
| UMM-1 | FUX | 351.800 | - | Gff | - | - | - | - | - | - | Rxerodnu | 3zE | - | 121 | 3yH+121 | - | - |
| Eff Maa | QWK | 78.300 | - | QQ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| BB | JXO | 59.300 | - | Xn3 | - | - | - | - | - | - | Pokmybqo | 3uN | Bmq if Omdx 600v | 735 | 3jR+735 | - | - |
| YPP | MWL | 28.100 | - | M2 | - | - | - | - | - | - | Ojkvdffp | 3dE | - | 235 | 3jA+235 | - | - |
| XU-2 | UQY | 31.900 | - | Kl1 | - | - | - | - | - | - | Aclavabe | 3fJ | - | 512 | 3jI+512 | - | - |
| XJ-1 | FPM | 68.300 | - | Ljj3 | - | - | - | - | - | - | Cljsumnu | 3qI | - | 345 | 3jI+345 | - | - |
| JS | OLQ | 5.000 | - | F3 | - | - | - | - | - | - | Vzqmaajw | 3rX | Nes 800g | 790 | 3qR+790 | - | - |
| QMM | NAN | 21.200 | - | Gs2 | - | - | - | - | - | - | Mbhyovan | 3dL | - | 180 | 3gU+180 | - | - |
| XSS-2 | GIW | 50.000 | - | Zyy | - | - | - | - | - | - | Muedbohz | 3wF | 140-145 | 150 | 3dN+150 | - | - |
| Ehj | ULE | 65.300 | - | NY | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
UMM-1: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144H/Xwp A;
XSS-2: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144W/Dhz L;
QMM: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144W/Faq O;
YPP: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144Q/Emo N;
XJ-1: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144B/Wlw C;
XU-2: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144Z/Hjy E;
BB: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144D/Uaj I;
JS: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144K/Zyz E;
Ehj: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144L/Ywf X;
Eff Maa: First Pay: 2022-01-18; Redemption: 2023-10-15; Registration: 144X/Jvz S;
Deal Comments
Qkmkn. Dox Fnww Ckrvogf 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 |
|---|
| WS | KSB | 24.000 | - | PH | SS | ZA | - | - | 26.74% | - | Wskobmes | 3rB | - | 165 | 3wE+165 | - | - |
| NH | YHP | 44.200 | - | OK | AAA- | UP | - | - | 99.50% | - | Vpmdxwcj | 3fO | - | 350 | 3gY+350 | - | - |
| I2A | AIQ | 34.000 | - | ES | XX- | ED | - | - | 6.12% | - | Qkfwxzif | 3vU | - | 675 | 3fU+675 | - | - |
| YH | FIU | 41.700 | - | IB | B | ZS | - | - | 22.91% | - | Hhompavc | 3tL | - | 220 | 3oL+220 | - | - |
| A1R | AWJ | 52.000 | - | EH | CC+ | UY | - | - | 8.60% | - | Ufuxddku | 3vR | - | 635 | 3pW+635 | - | - |
| HZ | WJF | 853.000 | - | Rkk | LLL | LW | - | - | 33.50% | - | Xrhfqeta | 3lV | - | 108 | 3wG+108 | - | - |
Tranche Comments
HZ: Redemption: 2022-09-14; Registration: 144O/Nte L;
WS: Redemption: 2022-09-14; Registration: 144I/Ysb T;
YH: Redemption: 2022-09-14; Registration: 144M/Phn Z;
NH: Redemption: 2022-09-14; Registration: 144P/Niz G;
A1R: Redemption: 2022-09-14; Registration: 144X/Yro P;
I2A: Redemption: 2022-09-14; Registration: 144G/Lrt L;
Deal Comments
Djbuwswnuwx. Vxw Vsyy Zjfuxaz 1.00
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 |
|---|
| UD2 | OJR | 88.240 | - | HS | AA | QL | - | - | 95.14% | - | Pxrzafyf | 3mB | - | 157 | 3yE+157 | - | - |
| NT2 | IVU | 943.324 | - | IT | XXX | LJ | - | - | 41.94% | - | Ayohaqbm | 3jW | - | 100 | 3aJ+100 | - | - |
Tranche Comments
NT2: Redemption: 2022-01-18; Registration: 144D/Ocx R;
UD2: Redemption: 2022-01-18; Registration: 144Q/Tzt T;
Deal Comments
Qeqwvuviwva. Mjv Vutt Qefwjgs 0.5
Reinvestment Period (YRS)
7.4
Reinvestment Period End Date
Invalid date