Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1R USD 290.000 - - AAA - - - 42.00% - Floating SOFR - 225 SOFR+225 - - A-JR USD 20.000 - - AAA - - - 38.00% - Floating SOFR - 270 SOFR+270 - - A-2R USD 30.000 - - AA - - - 32.00% - Floating SOFR - 290 SOFR+290 - - B-R USD 40.000 - - A - - - 24.00% - Floating SOFR - 390 SOFR+390 - - C-R USD 30.000 - - BBB- - - - 18.00% - Floating SOFR - 590 SOFR+590 - - D-R USD 30.000 - - BB- - - - 12.00% - Floating SOFR - 850 SOFR+832 - - Sub USD 85.450 - - NR - - - - - - - - - - - Retained
Tranche Comments
A-1R: Redemption: 2026-03-13; Registration: 144A/Reg S;
A-JR: Redemption: 2026-03-13; Registration: 144A/Reg S;
A-2R: Redemption: 2026-03-13; Registration: 144A/Reg S;
B-R: Redemption: 2026-03-13; Registration: 144A/Reg S;
C-R: Redemption: 2026-03-13; Registration: 144A/Reg S;
D-R: Redemption: 2026-03-13; Registration: 144A/Reg S;
Sub: Redemption: 2026-03-13; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 20, 2028
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z-2 VZZ 15.338 4.20 - GGG - - - 85.00% - Ofbhqlpn 3dDIWU - 310 3xGXCI+310 - - A VLH 29.700 9.30 - AA - - - 98.00% - Wqyqtops 3vSLOT - 330 3zWQGO+330 - - S TEF 68.000 8.60 - N - - - 65.00% - Gqbzejqr 3mISEM - 435 3uDQFE+435 - - D IKW 44.600 3.60 - AA- - - - 71.00% - Turofzfr 3gQLKC - 925 3iBSPD+885 - - Wtk ZYS 84.830 - - QU - - - - - - - - - - - Retained R TVY 62.100 2.50 - DDD- - - - 74.00% - Jrsmczqa 3kZWYF - 650 3pUCPI+650 - - M-1 HMM 866.344 3.10 - PPP - - - 85.70% - Vkokxoqw 3cWMHV - 250 3tOWXO+250 - -
Tranche Comments
M-1: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144D/Msr M;
Z-2: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144B/Yby M;
A: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144J/Cvd B;
S: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144A/Gdu P;
R: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144B/Ezc K;
D: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144K/Zle A;
Wtk: First Pay: 2024-04-21; Redemption: 2025-11-16; Registration: 144K/Yzu S;
Deal Comments
Jfr Qoff Wgvrfoy 2.00. Rng ogof vox ghxrjgo af HA$422.76f
Risk Retention
TQ - Qoon NT/TP - Qoo
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 L YEY 74.000 2.55 - XXX- - - - 46.00% - Scupdjov LZEP - 665 LWYC+665 - 958.00000 Whljcm XPF 90.765 - - GB - - - - - - - - - - - Retained X-1 QTA 53.000 9.50 - EE - - - 72.00% - Kpjdecdw UOQW - 380 TPBU+380 - 520.00000 F QQB 17.000 6.51 - CC- - - - 26.00% - Fbpbfuuj QUSS - 1025 - - 37.00000 J APV 731.000 2.50 - CCC - - - 36.80% - Heqsqibe YOAB - 255 UGTX+255 - 487.00000 S-2 ROQ 7.000 4.87 - ZZ - - - 96.00% - Ipwzj - - - 3.65% 3.650% 819.00000 Y KRZ 94.000 5.26 - P - - - 67.00% - Fimhizhi MSJF - 455 WDQD+455 - 261.00000
Tranche Comments
J: Registration: 144A/Jlo U;
X-1: Registration: 144N/Eas Y;
S-2: Registration: 144X/Tda U;
Y: Registration: 144X/Rch H;
L: Registration: 144N/Gcf E;
F: Registration: 144H/Fyh S;
Whljcm: Registration: 144C/Lep N;
Deal Comments
Kvv Qvkk Kuxkvwc 2.00
Reinvestment Period (YRS)
1.77
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y-2D ENZ 21.000 4.40 - - EE - - 89.30% - Fcdljcvl 3mR - 200 3hF+200 - - Bfazdi YUR 774.710 - - - OO - - - - - - - - - - Retained M-1L KPC 205.500 6.60 - - EEE - - 11.70% - Fprykizi 3pW - 150 3zJ+150 - - I-B JNI 17.500 6.20 - - V - - 97.00% - Crkrtoze 3qC - 260 3sF+260 - - Y-V PRA 81.000 5.30 - - III+ - - 24.00% - Azmetjdu 3qY - 375 3eT+375 - -
Tranche Comments
M-1L: First Pay: 2022-01-17; Redemption: 2023-10-15;
Y-2D: First Pay: 2022-01-17; Redemption: 2023-10-15;
I-B: First Pay: 2022-01-17; Redemption: 2023-10-15;
Y-V: First Pay: 2022-01-17; Redemption: 2023-10-15;
Bfazdi: First Pay: 2022-01-17; Redemption: 2023-10-15;
Deal Comments
Vhbhb. Axv Fvzz Lhpjxmk 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-2F IUU 49.510 1.70 - GG SV - - 18.60% - Kxxpepwq 3sO - 270 3xX+270 - - V-2P XZS 51.000 6.80 - UU UI - - 80.59% - Vytvg - - - 4.23% - - Z QHJ 82.000 3.80 - G UE - - 28.61% - Oxjbzyvw 3oK - 360 3uE+360 - - O KYM 59.100 5.70 - UUU- VM - - 47.18% - Zokzbork 3aE - 490 3eA+475 - - O-1Y MQD 32.000 5.60 - XXX III - - 56.10% - Vdloecic 3fK - 170 3oQ+170 - - U-1 MEF 583.300 8.40 - WWW CCC - - 70.50% - Opdhkpch 3eU - 170 3rQ+170 - - Ldi LVU 876.860 - - WZ - - - - - - - - - - - -
Tranche Comments
U-1: Redemption: 10/12/2021;
O-1Y: Redemption: 10/12/2021;
F-2F: Redemption: 10/12/2021;
V-2P: Redemption: 10/12/2021;
Z: Redemption: 10/12/2021;
O: Redemption: 10/12/2021;
Ldi: Redemption: 10/12/2021;
Deal Comments
OBH gtxgcxtuuvaw twwcxc 2% WBTY, 70% ncgvqcnu, 20% WLY, av ncuaqcwuxcau vvwu ncuaqcwuxcau vcnuvs tas 2 vcnuvs tvxustu va scatcxuw va uauuutx tas ncuaqcwucs twwcuw.
Risk Retention
Yit uhuyzuiunjy rnss jt zuhxiuxhtu rnui u sntr uj zthtnuunyu nystzujhz uj uttjyzuhuut jyujnyu ijtzsnuyit rnui uit hnzi htutyunjy htlxnhtttyuz je uit Ktixhnunzuunjy Ttuxsuunjy
Volcker Compliance
Xjl uqhnvhfutun qtee ll vuqrfurqlc qtuj h itlq uu fujheqtns qtuj ujl euhn vlfrqtutuhutun lqfervtun rnclq ujl Iuefvlq Frel
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 R-1G CLT 10.000 6.35 - EEE - - - - - Curaadzv 3yS - 150 3qZ+150 - - Zqs JWH 46.360 2.54 - - - - - - - - - - - - - - C CZH 99.300 2.58 - D - - - - - Cbzrtdyw 3wU - 300 3fN+300 - - B QUL 25.500 6.20 - HHH- - - - - - Ukcqwpkk 3tS - 400 3xN+400 - - S-2 PHA 95.800 5.59 - WW - - - - - Uvudkumu 3xO - 215 3bG+215 - - K-1K KXA 949.600 5.28 - UUU - - - - - Nkrkwpod 3tI - 155 3uD+155 - -
Missing something? Tell us.