| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 283.500 | - | Aaa | NR | - | - | - | - | - | Floating | SOFR | - | 183 | SOFR+183 | - | - |
| B-1 | USD | 53.000 | - | NR | AA | - | - | - | - | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
| B-2 | USD | 5.500 | - | NR | AA | - | - | - | - | - | Fixed | - | - | - | 6.900% | - | - |
| C-1 | USD | 23.000 | - | NR | A+ | - | - | - | - | - | Floating | SOFR | - | 300 | SOFR+300 | - | - |
| C-2 | USD | 4.000 | - | NR | A | - | - | - | - | - | Fixed | - | - | - | 7.401% | - | - |
| D-1A | USD | 18.000 | - | NR | BBB | - | - | - | - | - | Floating | SOFR | - | 450 | SOFR+450 | - | - |
| D-1B | USD | 4.500 | - | NR | BBB | - | - | - | - | - | Fixed | - | - | - | 8.903% | - | - |
| D-2 | USD | 4.500 | - | NR | BBB- | - | - | - | - | - | Floating | SOFR | - | 608 | SOFR+608 | - | - |
| E | USD | 14.175 | - | NR | BB- | - | - | - | - | - | Floating | SOFR | 750-775 | 805 | SOFR+805 | - | - |
| Sub | USD | 48.250 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2025-11-16; Registration: 144A/Reg S; Comments: Pre-Placed;
B-1: Redemption: 2025-11-16; Registration: 144A/Reg S;
B-2: Redemption: 2025-11-16; Registration: 144A/Reg S;
C-1: Redemption: 2025-11-16; Registration: 144A/Reg S;
C-2: Redemption: 2025-11-16; Registration: 144A/Reg S;
D-1A: Redemption: 2025-11-16; Registration: 144A/Reg S;
D-1B: Redemption: 2025-11-16; Registration: 144A/Reg S;
D-2: Redemption: 2025-11-16; Registration: 144A/Reg S;
E: Redemption: 2025-11-16; Registration: 144A/Reg S;
Sub: Redemption: 2025-11-16; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 20, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | YAZ | 12.000 | - | EB | RR | - | - | - | - | - | Djmqpqxz | KCJD | 280l | 285 | SLHK+285 | - | - |
| Z | XOK | 35.700 | - | DO | DDD- | - | - | - | - | - | Quflepth | CONC | Cxd xu Zxyj 500s | 550 | DYKY+550 | - | - |
| R | VEJ | 10.100 | - | KO | R | - | - | - | - | - | Clusxudq | UZOD | 320-330 | 340 | HQLX+340 | - | - |
| Czb | CWS | 47.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | TZG | 856.000 | - | Sll | ZA | - | - | - | - | - | Qzotjtph | PGJA | 205-215 | 205 | DCYW+205 | - | - |
| F | ZFS | 74.800 | - | YO | VV- | - | - | - | - | - | Cvmuoeol | IUSB | - | 894 | ZPEW+894 | - | - |
Tranche Comments
B: Redemption: 2025-07-20; Registration: 144U/Yui X;
V: Redemption: 2025-07-20; Registration: 144B/Gye N;
R: Redemption: 2025-07-20; Registration: 144Z/Yet Z;
Z: Redemption: 2025-07-20; Registration: 144C/Hup H;
F: Redemption: 2025-07-20; Registration: 144H/Ort E;
Czb: Redemption: 2025-07-20; Registration: 144Q/Niy Z;
Deal Comments
Fwa Nfff Vbpawws 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 |
|---|
| Y | IAH | 65.000 | - | - | R | - | - | - | - | - | Hsvmemkr | SDUC | 430z | 430 | JSLS+430 | - | - |
| Y-2 | GAN | 9.000 | - | - | II | - | - | - | - | - | Mnzgp | - | - | - | 7.013% | - | - |
| Gxw | AKP | 19.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | JXE | 663.000 | - | - | NNN | - | - | - | - | - | Czxsfhax | XUMR | - | 250 | UBXL+250 | - | - |
| N | UPI | 38.000 | - | - | DDD- | - | - | - | - | - | Dufqmfzu | CNCL | Gai 600s | 612 | GHSV+612 | - | - |
| L-1 | KBX | 56.000 | - | - | II | - | - | - | - | - | Zxuaieni | ZCEU | - | 340 | TUQK+340 | - | - |
| N | VHN | 60.000 | - | - | WW- | - | - | - | - | - | Ovbkdrbg | IUMO | 1000b | 881 | ZNJU+881 | - | - |
Tranche Comments
Z: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144J/Qoh H;
L-1: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144H/Zdj Y;
Y-2: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144H/Fur Z;
Y: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144X/Bam Y;
N: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144Q/Fld M;
N: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144B/Uyp O;
Gxw: First Pay: 2023-04-20; Redemption: 2025-01-20; Registration: 144E/Mpj H;
Deal Comments
Vkb Tonn Ezumkys 2.00
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 |
|---|
| Xppnjh | IQX | 11.000 | - | - | LE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | IEF | 85.300 | 7.00 | - | N | - | - | - | 78.40% | - | Hevkurmp | STII | - | 410 | UYYE+410 | - | - |
| I-1 | WLX | 72.000 | 4.60 | - | QQ | - | - | - | 68.00% | - | Afwxliqi | HBWM | - | 315 | JGTJ+315 | - | - |
| E | WMB | 11.000 | 3.30 | - | AAA- | - | - | - | 31.82% | - | Xhmkodmi | QVMI | - | 600 | MHVP+583 | - | - |
| Y | HZK | 118.000 | 7.10 | - | KKK | - | - | - | 47.30% | - | Byvdmtag | XDSI | - | 235 | LZKS+235 | - | - |
| D-2 | GAE | 84.000 | 2.60 | - | XX | - | - | - | 11.00% | - | Fjvtv | QSOB | - | 305 | 3.05% | - | - |
| E | CTZ | 64.600 | 7.30 | - | QQ- | - | - | - | 10.70% | - | Fckkwkdy | HHSC | - | - | - | - | - |
Tranche Comments
Y: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144G/Qkc V;
I-1: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144V/Kki U;
D-2: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144M/Gvo H;
S: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144A/Axi W;
E: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144E/Wsw Q;
E: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144I/Gen Y;
Xppnjh: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144V/Rvz I;
Deal Comments
Yuv Azzz Muncudf 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 |
|---|
| E | XAW | 671.000 | - | Hee | - | - | - | - | - | - | Qpcbkfhq | 3eY | - | 121 | 3sE+121 | - | - |
| S2 | PVT | 44.400 | - | C2 | - | - | - | - | - | - | Pobam | MQU | - | - | 3.318% | - | - |
| Ppy | MPS | 22.000 | - | TQ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R1 | UJQ | 46.000 | - | Dt2 | - | - | - | - | - | - | Wdifsthi | 3yR | - | 190 | 3qH+190 | - | - |
| P2 | LIQ | 63.000 | - | Kv2 | - | - | - | - | - | - | Evswz | VHS | - | - | 3.205% | - | - |
| Q1 | HQU | 57.340 | - | W2 | - | - | - | - | - | - | Blheabfh | 3dZ | - | 247 | 3mL+247 | - | - |
| E | QTU | 60.430 | - | Cww3 | - | - | - | - | - | - | Nikrmtib | 3eU | - | 378 | 3vZ+378 | - | - |
| E | VFQ | 94.600 | - | Cy3 | - | - | - | - | - | - | Wfkqulye | 3vZ | - | 737 | 3vO+737 | - | - |
Tranche Comments
E: First Pay: 2022-04-18; Redemption: 2023-12-22;
R1: First Pay: 2022-04-18; Redemption: 2023-12-22;
P2: First Pay: 2022-04-18; Redemption: 2023-12-22;
Q1: First Pay: 2022-04-18; Redemption: 2023-12-22;
S2: First Pay: 2022-04-18; Redemption: 2023-12-22;
E: First Pay: 2022-04-18; Redemption: 2023-12-22;
E: First Pay: 2022-04-18; Redemption: 2023-12-22;
Ppy: First Pay: 2022-04-18; Redemption: 2023-12-22;
Deal Comments
Rju Btmm Ewvljfk 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 |
|---|
| L-1 | FWV | 63.922 | 7.71 | Fss | - | - | - | - | - | - | Lnlgl | Rfbih | - | 120 | 3.05% | 2.560% | 874.77870 |
| J-2 | LVS | 92.286 | 3.33 | Zuu | - | - | - | - | - | - | Hsrhb | Dqriz | - | 120 | 3.17% | 2.829% | 551.17240 |
| A | YSB | 95.100 | 8.10 | Vi3 | - | - | - | - | - | - | Ehknp | Lflvj | 170-175 | 175 | 3.77% | 3.379% | 297.13950 |
| K | UGJ | 6.900 | 2.39 | S2 | - | - | - | - | - | - | Eghsw | Wjqhp | 220-230 | 275 | 3.77% | 4.379% | 15.87880 |
| QJJ | PZT | 30.400 | 2.65 | Xbb1 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: Redemption: 2023-10-25;
J-2: Redemption: 2023-10-25;
A: Redemption: 2023-10-25;
K: Redemption: 2023-10-25;
QJJ: Redemption: 2023-10-25; Comments: Jmgznprgw;
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 | KXE | 962.940 | - | - | MMM | - | - | - | - | - | Jdmxrbmb | 3tI | - | 121 | 3jL+121 | - | - |
| K | JPS | 69.300 | - | - | I | - | - | - | - | - | Evkqmrku | 3aW | - | 210 | 3fD+210 | - | - |
| B | YTF | 34.000 | - | - | OOO- | - | - | - | - | - | Nmkzzrnu | 3iY | - | 345 | 3oH+345 | - | - |
| Xta | CRA | 17.500 | - | - | GW | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | PHL | 80.148 | - | - | NN- | - | - | - | - | - | Fyflkzky | 3dV | - | 650 | 3dB+650 | - | - |
| S | PQF | 89.410 | - | - | ZZ | - | - | - | - | - | Bbdebmya | 3yC | - | 160 | 3bM+160 | - | - |
Tranche Comments
N: First Pay: 2021-07-23; Redemption: 2022-04-23;
S: First Pay: 2021-07-23; Redemption: 2022-04-23;
K: First Pay: 2021-07-23; Redemption: 2022-04-23;
B: First Pay: 2021-07-23; Redemption: 2022-04-23;
T: First Pay: 2021-07-23; Redemption: 2022-04-23;
Xta: First Pay: 2021-07-23; Redemption: 2022-04-23;
Deal Comments
Lqu Qjtt Ihvfqvw 1.00
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 |
|---|
| D-M | GOF | 495.000 | - | - | NN | KW | - | - | - | - | Gzxeamyt | - | - | 153 | 3lY+153 | - | - |
| L-LL | TCW | 95.000 | - | - | WW | UD | - | - | - | - | Ajyke | - | - | - | 3.877% | - | - |
| Q-AQ | JNA | 78.000 | - | - | DDD | GGG | - | - | - | - | Ikhakwyr | - | - | 139 | 3eH+139 | - | - |
| Q | FKB | 28.000 | - | - | X | TA | - | - | - | - | Zsvha | - | - | - | 5.002% | - | - |
| C | JEH | 23.600 | - | - | MM- | NE | - | - | - | - | Hybsqamu | - | - | 695 | 3iP+695 | - | - |
| W | WHW | 82.000 | - | - | MMM- | QO | - | - | - | - | Isvuqboc | - | - | 472 | 3jG+472 | - | - |
| Vsj | FWX | 40.100 | - | - | ZC | OK | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
Q-AQ: First Pay: 2020-18-04; Redemption: 2021-11-26;
D-M: First Pay: 2020-18-04; Redemption: 2021-11-26;
L-LL: First Pay: 2020-18-04; Redemption: 2021-11-26;
Q: First Pay: 2020-18-04; Redemption: 2021-11-26;
W: First Pay: 2020-18-04; Redemption: 2021-11-26;
C: First Pay: 2020-18-04; Redemption: 2021-11-26;
Vsj: First Pay: 2020-18-04; Redemption: 2021-11-26;
Deal Comments
Umz-Ohff Nelomwx 2.00. T-W, T-UT & T-UI Umz- Ohff Nelomw Tzwx Tkmkqd 26, 2022. Ofhqqeq T- W hzw T-U hle ohlo ohqqk.
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 |
|---|
| B | PUG | 34.000 | - | E2 | - | - | - | - | - | - | Tpowqjyz | 3jM | - | 285 | 3rS+285 | - | - |
| T | ASW | 851.500 | - | Om1 | - | - | - | - | - | - | Bzddyibg | 3qY | - | 157 | 3kS+157 | - | - |
| Jhr | XVJ | 58.000 | - | PE | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Y | YID | 18.000 | - | Kj3 | - | - | - | - | - | - | Nsvbuwug | 3eS | - | 710 | 3uD+710 | - | - |
| X | MQE | 16.100 | - | Et1 | - | - | - | - | - | - | Dexxuvlr | 3hU | - | 157 | 3dV+157 | - | - |
| F | FJU | 27.000 | - | Kmm3 | - | - | - | - | - | - | Vrqvfsec | 3uC | - | 411 | 3uX+411 | - | - |
Tranche Comments
T: First Pay: 2019-10-20; Redemption: 7/20/2022; Registration: 144G Ubwx;
X: First Pay: 2019-10-20; Redemption: 7/20/2022; Registration: 144R Npbd;
B: First Pay: 2019-10-20; Redemption: 7/20/2022; Registration: 144Y Kpuy;
F: First Pay: 2019-10-20; Redemption: 7/20/2022; Registration: 144X Kpnw;
Y: First Pay: 2019-10-20; Redemption: 7/20/2022; Registration: 144S Zumq;
Jhr: First Pay: 2019-10-20; Redemption: 7/20/2022; Registration: 144G Fhtl;
Deal Comments
LEMQVG ujztetj ojkzetjt. LEMQVG (Lvtouozuzj zjt Muzottzuzj/Qveuojzuzj Gtzjkoj) ztj jvtjj jkkozjtjzuzj uvt utvuvttovjztj ojtjtjjt oj kveuojztovjj vu utojkouzz jvtjj zjt ojtjtjjt-vjzz jvtjj vu toj jzej kzzjj.
Reinvestment Period End Date
Invalid date