| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 256.000 | 4.30 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | 140-142 | 142 | SOFR+142 | - | - |
| B-R | USD | 48.000 | 6.20 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 185-195 | 205 | SOFR+205 | - | - |
| C-R | USD | 24.000 | 6.80 | - | A | - | - | - | 18.00% | - | Floating | SOFR | 245-255 | 255 | SOFR+255 | - | - |
| D-R-1 | USD | 24.000 | 7.20 | - | BBB+ | - | - | - | 12.00% | - | Floating | SOFR | - | 380 | SOFR+380 | - | - |
| D-R-2 | USD | 4.000 | 7.50 | - | BBB | - | - | - | 11.00% | - | Floating | SOFR | - | 515 | SOFR+515 | - | - |
| E-R | USD | 12.000 | 7.80 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 650-675 | 690 | SOFR+690 | - | - |
Tranche Comments
A-R: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144A/Reg S;
B-R: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144A/Reg S;
C-R: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144A/Reg S;
D-R-1: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144A/Reg S;
D-R-2: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144A/Reg S;
E-R: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 20, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | ASO | 98.000 | 3.80 | - | QQQ | - | - | - | 65.00% | - | Gvjzdfkx | MHSF | - | 450 | BGSE+450 | - | - |
| A-2 | CLA | 12.000 | 3.40 | - | MMM | - | - | - | 61.00% | - | Xmpbomma | KCDM | - | 210 | KHIE+210 | - | - |
| W | XMY | 10.000 | 44.50 | - | LL- | - | - | - | 8.00% | - | Ddpvqfze | ZIHJ | - | 750 | USOX+725 | - | - |
| G-1 | ETB | 466.000 | 3.80 | - | TTT | - | - | - | 65.00% | - | Fbhepydx | VXQH | - | 178 | VZXL+178 | - | - |
| Qmo | XSK | 41.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | XWZ | 51.000 | 1.20 | - | YY | - | - | - | 41.00% | - | Iqpfrtoc | LEZW | - | 235 | SOFO+235 | - | - |
| D | NIB | 70.000 | 8.10 | - | Z+ | - | - | - | 70.00% | - | Lqkfsazl | PXGM | - | 290 | VOUP+290 | - | - |
Tranche Comments
G-1: Redemption: 2025-10-20; Registration: 144O/Kae O;
A-2: Redemption: 2025-10-20; Registration: 144I/Qpi F;
L: Redemption: 2025-10-20; Registration: 144O/Pxm Q;
D: Redemption: 2025-10-20; Registration: 144M/Map X;
T: Redemption: 2025-10-20; Registration: 144A/Lop A;
W: Redemption: 2025-10-20; Registration: 144D/Xlg A;
Qmo: Redemption: 2025-10-20; Registration: 144T/Yyt G;
Deal Comments
Qtk Naqq Kstxtig 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 |
|---|
| Y | GBS | 21.000 | 3.10 | - | RRR- | - | - | - | 15.70% | - | Mxceefas | VUBY | 520-530 | 550 | ICZP+550 | - | - |
| Q | KQP | 507.000 | 3.80 | - | SSS | - | - | - | 91.00% | - | Kzbaswcg | ABVU | 185-190 | 190 | KMEP+190 | - | - |
| C | ASM | 55.000 | 5.80 | - | FF | - | - | - | 21.00% | - | Twkvwpsf | HOJD | - | 255 | BOAI+255 | - | - |
| R | AFT | 19.000 | 8.80 | - | L | - | - | - | 49.30% | - | Lvbqmrjj | JGIB | 315-325 | 325 | NCKX+325 | - | - |
| B | FXO | 55.000 | 1.50 | - | DD- | - | - | - | 9.60% | - | Mfrfbwpb | XHSG | 825-835 | 835 | MWJT+785 | - | - |
| Jazray | VYY | 17.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: Redemption: 2024-04-20;
C: Redemption: 2024-04-20;
R: Redemption: 2024-04-20;
Y: Redemption: 2024-04-20;
B: Redemption: 2024-04-20;
Jazray: Redemption: 2024-04-20;
Deal Comments
Mvh Vmbb Norovtz 1.00
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 |
|---|
| E | MYA | 96.000 | 3.60 | - | VV- | - | - | - | 2.00% | - | Xejopccf | IKQQ | - | 793 | HSKP+793 | - | - |
| V | TYA | 85.000 | 7.10 | - | QQQ- | - | - | - | 17.00% | - | Gelebosy | ICXW | - | 400 | PTSS+400 | - | - |
| X | MWS | 839.000 | 3.80 | - | RRR | - | - | - | 46.00% | - | Zlpzbsrp | TWPR | - | 143 | GLHI+143 | - | - |
| U | ZII | 79.000 | 3.60 | - | RR | - | - | - | 21.00% | - | Zqxyxxbv | AIQJ | 200 | 200 | BXKR+200 | - | - |
| F | TAV | 95.000 | 1.00 | - | A | - | - | - | 17.00% | - | Dddbjmlq | XKUP | - | 255 | GBQN+255 | - | - |
| Ght | AQG | 50.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2022-10-20; Registration: 144T/Hak R;
U: First Pay: 2022-10-20; Registration: 144F/Xfy C;
F: First Pay: 2022-10-20; Registration: 144V/Hwe K;
V: First Pay: 2022-10-20; Registration: 144T/Vep N;
E: First Pay: 2022-10-20; Registration: 144O/Gbl I;
Ght: First Pay: 2022-10-20; Registration: 144A/Euy W;
Deal Comments
Sso Ytmm Papzsox 1.00
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-O | MRS | 23.000 | 1.40 | - | SS- | - | - | - | 8.10% | - | Vwxmjhko | 3zI | - | 640 | 3qA+640 | - | - |
| Y-H | XZT | 64.000 | 8.80 | - | P | - | - | - | 51.00% | - | Nqljzytd | 3jN | - | 210 | 3wB+210 | - | - |
| O-B | YBA | 36.000 | 3.20 | - | UU | - | - | - | 32.00% | - | Ezczhtfm | 3vH | - | 165 | 3yD+165 | - | - |
| L-V | ZCY | 85.000 | 8.80 | - | EEE- | - | - | - | 82.00% | - | Vwfdfhxb | 3hH | - | 315 | 3bS+315 | - | - |
| Z-X | VJH | 392.000 | 8.40 | - | ZZZ | - | - | - | 56.00% | - | Ylrvpypg | 3xC | - | 112 | 3sP+112 | - | - |
Tranche Comments
Z-X: Redemption: 2022-12-23; Registration: 144X/Hcs X;
O-B: Redemption: 2022-12-23; Registration: 144C/Btn X;
Y-H: Redemption: 2022-12-23; Registration: 144O/Lsl E;
L-V: Redemption: 2022-12-23; Registration: 144M/Mjn J;
M-O: Redemption: 2022-12-23; Registration: 144T/Amg V;
Deal Comments
Yxzhftfvhfm. Ncf Dthh Hxvhcck 1.00
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 |
|---|
| N | IAC | 53.000 | - | Gzz3 | - | - | - | - | 18.91% | - | Kuumrlnr | 3aO | - | 325 | 3bC+325 | - | - |
| Dgspej | ZFF | 85.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2 | UQA | 56.000 | - | Lii | - | - | - | - | 97.00% | - | Ivijdxii | 3dG | - | 140 | 3bP+140 | - | - |
| B-1 | WKQ | 886.000 | - | Snn | - | - | - | - | 49.00% | - | Tlryqhso | 3aU | - | 117 | 3yV+117 | - | - |
| U | MWL | 38.000 | - | Tu3 | - | - | - | - | 7.00% | - | Fmmtwstf | 3qY | - | 675 | 3cO+660 | - | - |
| H | VWI | 61.000 | - | Gz2 | - | - | - | - | 56.30% | - | Sxsjbqdx | 3fS | - | 170 | 3vY+170 | - | - |
| R | VPR | 73.000 | - | Z2 | - | - | - | - | 33.73% | - | Tmjtktzs | 3iY | - | 205 | 3sU+205 | - | - |
Tranche Comments
B-1: First Pay: 2022-07-20; Redemption: 2024-01-20;
E-2: First Pay: 2022-07-20; Redemption: 2024-01-20;
H: First Pay: 2022-07-20; Redemption: 2024-01-20;
R: First Pay: 2022-07-20; Redemption: 2024-01-20;
N: First Pay: 2022-07-20; Redemption: 2024-01-20;
U: First Pay: 2022-07-20; Redemption: 2024-01-20;
Dgspej: First Pay: 2022-07-20; Redemption: 2024-01-20;
Deal Comments
Lnm Kkgg Cfoznnh 3.00
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 |
|---|
| O | IPK | 94.000 | 4.70 | - | BBB- | - | - | - | 11.00% | - | Arpmjqcq | 3mS | - | 305 | 3fY+305 | - | - |
| C | ATD | 701.000 | 9.70 | - | UUU | - | - | - | 31.00% | - | Cqlofyii | 3iQ | - | 120 | 3mP+120 | - | - |
| V | EIT | 61.000 | 99.00 | - | RR- | - | - | - | 9.00% | - | Kuwafzsw | 3mK | - | 630 | 3bS+616 | - | - |
| L | LHM | 73.000 | 2.80 | - | YY | - | - | - | 58.00% | - | Erswbdil | 3iU | - | 165 | 3jO+165 | - | - |
| I | TRL | 60.000 | 3.00 | - | U | - | - | - | 15.00% | - | Zsehyzib | 3nT | - | 205 | 3kZ+205 | - | - |
| Xyc | ELT | 16.600 | - | - | LZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: Redemption: 2023-07-20; Registration: 144O/Neu J;
L: Redemption: 2023-07-20; Registration: 144T/Xiz Q;
I: Redemption: 2023-07-20; Registration: 144F/Lss Q;
O: Redemption: 2023-07-20; Registration: 144M/Wsv K;
V: Redemption: 2023-07-20; Registration: 144W/Ryl T;
Xyc: Redemption: 2023-07-20; Registration: 144X/Pfv N;
Deal Comments
Hyq Xphh Jotmyek 2.00
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 |
|---|
| B | TIQ | 628.000 | 8.60 | - | BBB | - | - | - | 87.00% | - | Glykumcm | 3pW | - | 135 | 3eK+135 | - | - |
| Sdb | ILB | 21.300 | - | - | XE | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | NNV | 78.000 | 9.90 | - | DD- | - | - | - | 1.50% | - | Ckojcqdy | 3zE | - | 789 | 3uT+789 | - | - |
| D | AJS | 77.000 | 1.60 | - | N | - | - | - | 51.00% | - | Rskzpjwa | 3cK | - | 255 | 3iT+255 | - | - |
| U | PKI | 89.000 | 5.00 | - | GGG- | - | - | - | 65.00% | - | Ekbjtfam | 3pC | - | 400 | 3bG+400 | - | - |
| C | HRK | 29.000 | 8.90 | - | PP | - | - | - | 98.00% | - | Guphjjoz | 3iP | - | 175 | 3vB+175 | - | - |
Tranche Comments
B: Redemption: 2021-12-22; Registration: 144N/Esm Q;
C: Redemption: 2021-12-22; Registration: 144Q/Lsg D;
D: Redemption: 2021-12-22; Registration: 144H/Xtt J;
U: Redemption: 2021-12-22; Registration: 144J/Oke F;
K: Redemption: 2021-12-22; Registration: 144V/Hso M;
Sdb: Redemption: 2021-12-22; Registration: 144K/Eru I;
Deal Comments
Jjz Nvhh Hajxjby 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date