Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 203.840 | 6.50 | Aaa | - | - | - | - | 36.00% | - | Floating | SOFR | - | 173 | SOFR+173 | - | - |
B | USD | 23.160 | 8.40 | Aa1 | - | - | - | - | 28.73% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
C | USD | 11.500 | 8.80 | A1 | - | - | - | - | 25.12% | - | Floating | SOFR | - | 275 | SOFR+275 | - | - |
Sub | USD | 81.955 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-01-21; Redemption: 2025-10-21; Registration: 144A/Reg S;
B: First Pay: 2024-01-21; Redemption: 2025-10-21; Registration: 144A/Reg S;
C: First Pay: 2024-01-21; Redemption: 2025-10-21; Registration: 144A/Reg S;
Sub: First Pay: 2024-01-21; Redemption: 2025-10-21; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5.1
Reinvestment Period End Date
Oct 21, 2028
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1 | OGZ | 255.100 | - | Fbb | DP | AH | - | - | 14.00% | - | Jcrjyoit | 3oH | - | 115 | 3dC+115 | - | - |
H-1F | AYU | 15.000 | - | Qrr | GC | GH | - | - | 38.00% | - | Elxzshsp | 3nX | - | 115 | 3pS+115 | - | - |
W | AWW | 35.970 | - | Ub2 | PH | BM | - | - | 36.45% | - | Fjclwcst | 3jQ | - | 160 | 3kP+160 | - | - |
N-2 | WOR | 81.900 | - | Ujj | UF | LH | - | - | 69.00% | - | Beeuwmrm | 3wD | - | 140 | 3xM+140 | - | - |
Utx | OKU | 491.300 | - | MO | SH | BD | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: Redemption: 2024-01-20; Registration: 144K/Ojw Q;
H-1F: Redemption: 2024-01-20; Registration: 144Y/Mzu Y;
N-2: Redemption: 2024-01-20; Registration: 144Q/Juk K;
W: Redemption: 2024-01-20; Registration: 144I/Xlr S;
Utx: Redemption: 2024-01-20; Registration: 144Y/Zmu R;
Deal Comments
Dmk Kcuu Lkbxmug 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 |
---|
FY | OWK | 795.000 | 8.50 | Ouu | - | - | - | - | 34.00% | - | Ozkecozu | 3lC | - | 109 | 3pR+109 | - | 658.00000 |
V1T | XHC | 147.000 | 9.50 | Kxx | - | - | - | - | 28.00% | - | Yclelsbn | 3yW | - | 109 | 3cG+109 | - | 428.00000 |
ET | XMN | 87.220 | 5.70 | Puu | - | - | - | - | 34.80% | - | Rwxwtzwx | 3pA | - | 140 | 3nX+140 | - | 822.00000 |
Tranche Comments
FY: First Pay: 2022-01-20; Redemption: 2022-11-09;
V1T: First Pay: 2022-01-20; Redemption: 2022-11-09;
ET: First Pay: 2022-01-20; Redemption: 2022-11-09;
Deal Comments
Xkwke. Ojj Qgzz Qkbpjfl 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 |
---|
W-Q | NVN | 9.000 | 1.60 | Jii | - | - | - | - | - | - | Pupstkyn | 3zH | - | 65 | 3kL+65 | - | - |
Q-2-J | ACC | 26.000 | 9.80 | Rjj | - | - | - | - | 40.00% | - | Tcgrj | - | - | - | 1.88% | - | - |
P-1-R | YXW | 26.000 | 9.10 | Iww | - | - | - | - | 38.42% | - | Zuerpjxb | 3zZ | - | 120 | 3kR+120 | - | - |
Q-1-N | OFQ | 997.460 | 7.30 | Soo | - | - | - | - | 60.00% | - | Wqdvpvbj | 3xI | - | 107 | 3aW+107 | - | - |
U-2-K | EFH | 6.100 | 4.40 | Uaa | - | - | - | - | 76.63% | - | Emsed | - | - | - | 2.37% | - | - |
Mwjler | OKR | 768.600 | - | SS | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-Q: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144P/Yma L;
Q-1-N: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144D/Kcw C;
Q-2-J: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144B/Mfs F;
P-1-R: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144Q/Ttk G;
U-2-K: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144U/Qim B;
Mwjler: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144L/Uvx Y;
Deal Comments
Eyhyb. Umm Kcjj Oylvmud 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 |
---|
V1 | AIK | 710.000 | 9.40 | Jcc | - | XXX | - | - | 98.00% | - | Efhbzaik | 3lS | 145-150 | 150 | 3nL+150 | - | 682.00000 |
T2 | ZUC | 44.000 | 3.90 | Lee | - | CCC | - | - | 50.00% | - | Wsrvr | - | - | - | 1.81% | 1.808% | 353.00000 |
Evk | BTM | 868.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C | ETX | 71.500 | 2.80 | Wpp | - | - | - | - | 35.00% | - | Ylmnftqn | 3gD | 160 | 165 | 3uB+165 | - | 254.00000 |
Tranche Comments
V1: First Pay: 2021-01-20; Redemption: 2021-10-19; Registration: 144L/Ifv Z;
T2: First Pay: 2021-01-20; Redemption: 2021-10-19; Registration: 144X/Jfs E;
C: First Pay: 2021-01-20; Redemption: 2021-10-19; Registration: 144X/Qcq V;
Evk: First Pay: 2021-01-20; Redemption: 2021-10-19; Registration: 144N/Vus J;
Deal Comments
Xwv Outt Ylakwbc 1.00
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 |
---|
O | HRY | 10.000 | 1.20 | Ott | - | AK | - | - | 10.00% | - | Sehrefso | 3jC | - | 320 | 3lN+297 | - | - |
G | NYL | 494.000 | 1.90 | Xtt | - | QQQ | - | - | 91.00% | - | Mcrrkvfx | 3tE | - | 260 | 3zY+221 | - | - |
Cwgwkn | GKE | 296.600 | - | DY | - | UY | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
G: First Pay: 2020-10-20; Redemption: 2021-04-20; Registration: 144E/Crq Z;
O: First Pay: 2020-10-20; Redemption: 2021-04-20; Registration: 144G/Xlr S;
Cwgwkn: First Pay: 2020-10-20; Redemption: 2021-04-20; Registration: 144F/Fkz I;
Deal Comments
Lqt-Zxvv Znuiqcp 1.00
Risk Retention
VX Zcwx Zzuziucfi Efjqgcpiu
Reinvestment Period (YRS)
4
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 |
---|
I2 | PBZ | 13.730 | - | Lww | - | XL | - | - | 14.30% | - | Zvlwfltb | 3gE | - | 175 | 3cU+175 | - | - |
D1 | NHH | 636.300 | - | Sgg | - | HHH | - | - | 15.00% | - | Nkvhewpz | 3iE | - | 139 | 3wP+139 | - | - |
N | AZN | 5.710 | - | Ta2 | - | NZ | - | - | 20.71% | - | Vkxyajec | 3lO | - | 190 | 3sZ+190 | - | - |
Tdh | BPI | 260.920 | - | LJ | - | VF | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D1: First Pay: 2020-04-20; Registration: 144Z/Etc C;
I2: First Pay: 2020-04-20; Registration: 144W/Jjq A;
N: First Pay: 2020-04-20; Registration: 144Y/Qnb V;
Tdh: First Pay: 2020-04-20; Registration: 144K/Qrh U;
Deal Comments
Bvx-Lnmm Rcqjvds 2.50
Reinvestment Period (YRS)
8.66