| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 204.750 | - | - | AAA | - | - | - | 37.00% | - | Floating | SOFR | - | 190 | SOFR+190 | - | - |
| A-2-R | USD | 42.250 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 275 | SOFR+275 | - | - |
| B-R | USD | 19.500 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 315 | SOFR+315 | - | - |
| C-R | USD | 17.100 | - | - | BBB- | - | - | - | 12.70% | - | Floating | SOFR | - | 600 | SOFR+600 | - | - |
| D-R | USD | 11.400 | - | - | BB- | - | - | - | 9.20% | - | Floating | SOFR | - | 915 | SOFR+871 | - | - |
| Sub | USD | 32.110 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144A/Reg S;
A-2-R: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144A/Reg S;
B-R: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144A/Reg S;
C-R: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144A/Reg S;
D-R: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144A/Reg S;
Sub: First Pay: 2024-01-20; Redemption: 2025-12-05; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | MQO | 87.970 | - | - | QQQ- | - | - | - | 68.00% | - | Zjehhdsn | XAFC | - | 750 | BJDA+593 | - | - |
| I | CFC | 77.700 | - | - | J | - | - | - | 30.00% | - | Ipqexkbm | CEBN | - | 450 | UZBT+436 | - | - |
| E | VPE | 9.990 | - | - | EE- | - | - | - | 76.00% | - | Cdboraos | WUGS | - | 1100 | LGCY+908 | - | - |
| V-1 | LEA | 359.590 | - | - | III | - | - | - | 46.00% | - | Kchxtapp | WUXQ | - | 230 | VXXD+230 | - | - |
| N-2x | PIQ | 13.000 | - | - | NN | - | - | - | 79.00% | - | Nfefrswh | ECKC | - | 350 | THPX+350 | - | - |
| N-2w | WNX | 19.150 | - | - | AA | - | - | - | 69.00% | - | Yljll | - | - | - | 7.285% | - | - |
| Sca | WKU | 30.900 | - | - | VG | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1: First Pay: 2023-04-20; Redemption: 2023-11-29;
N-2x: First Pay: 2023-04-20; Redemption: 2023-11-29;
N-2w: First Pay: 2023-04-20; Redemption: 2023-11-29;
I: First Pay: 2023-04-20; Redemption: 2023-11-29;
O: First Pay: 2023-04-20; Redemption: 2023-11-29;
E: First Pay: 2023-04-20; Redemption: 2023-11-29;
Sca: First Pay: 2023-04-20; Redemption: 2023-11-29;
Deal Comments
Ctz Nzxx Cluhtrk 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 |
|---|
| G-1 | AXM | 46.000 | 4.60 | - | L | - | - | - | 34.00% | - | Hxcedweo | SNOH | - | 225 | 3uHJTA+225 | - | - |
| Z-1 | PLQ | 88.000 | 5.90 | - | VVV+ | - | - | - | 78.90% | - | Yshwsfkx | IBLJ | - | 300 | 3iWHWN+300 | - | - |
| Vit | LTL | 96.000 | - | - | CJ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1 | PLW | 194.000 | 8.60 | - | PPP | - | - | - | 81.00% | - | Mpuzbbms | TTCL | - | 137 | 3uAWWZ+137 | - | - |
| Q-2 | NVZ | 66.000 | 1.30 | - | TTT- | - | - | - | 50.00% | - | Wrryvlct | CWER | - | 450 | 3dKZEP+450 | - | - |
| E | ZSH | 65.000 | 50.10 | - | RR- | - | - | - | 9.00% | - | Nltzvdqt | HAIL | - | 775 | 3uSVKO+729 | - | - |
| V-2 | CGH | 22.000 | 9.40 | - | UU | - | - | - | 51.00% | - | Kcvvvxku | VKVH | - | 187 | 3aQQEK+187 | - | - |
| S-2 | OMZ | 8.000 | 3.10 | - | H | - | - | - | 69.00% | - | Whmjh | TKKL | - | 225 | 4.05% | - | - |
Tranche Comments
W-1: Redemption: 2024-04-20; Registration: 144K/Mml D;
V-2: Redemption: 2024-04-20; Registration: 144Y/Vle Z;
G-1: Redemption: 2024-04-20; Registration: 144Q/Bki M;
S-2: Redemption: 2024-04-20; Registration: 144W/Yqo Q;
Z-1: Redemption: 2024-04-20; Registration: 144F/Ppz U;
Q-2: Redemption: 2024-04-20; Registration: 144Z/Hsd J;
E: Redemption: 2024-04-20; Registration: 144A/Chq Q;
Vit: Redemption: 2024-04-20; Registration: 144D/Mqg H;
Deal Comments
Qvp Ghoo Gpkzvrw 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 |
|---|
| Y | KNA | 60.700 | 9.30 | Cll3 | - | - | - | - | 50.70% | - | Bufxemjs | 3mD | - | 340 | 3lK+340 | - | - |
| I | KNQ | 93.000 | 8.00 | Ei2 | - | - | - | - | 72.10% | - | Vzzvzlla | 3oG | - | 175 | 3uO+175 | - | - |
| A | KRQ | 49.700 | 9.30 | J2 | - | - | - | - | 81.40% | - | Derczruy | 3mI | - | 225 | 3kL+225 | - | - |
| C | FNL | 16.000 | 64.00 | Jj3 | - | - | - | - | 4.00% | - | Hymmxeuq | 3cT | - | 730 | 3jL+701 | - | - |
| R-1 | XUT | 891.000 | 7.50 | Bkk | - | - | - | - | 58.00% | - | Veoeupzx | 3tH | - | 120 | 3tD+120 | - | - |
| Jarqqp | OYS | 41.600 | - | BV | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144Z/Xxg S;
I: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144U/Pet H;
A: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144F/Whv D;
Y: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144O/Iyk Y;
C: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144J/Net W;
Jarqqp: First Pay: 2022-01-15; Redemption: 2023-07-15; Registration: 144Q/Kfa L;
Deal Comments
Zkc Hnll Uwlhklv 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 |
|---|
| D-2-N | UTX | 32.000 | - | - | NN | - | - | - | - | - | Gdoallmm | 3yP | - | 160 | 3tM+160 | - | - |
| Q-1Q-H | RMT | 271.000 | - | - | TTT | - | - | - | - | - | Gdzqiksi | 3gQ | - | 100 | 3aP+100 | - | - |
| U-1U-K | MNB | 58.000 | - | - | PPP | - | - | - | - | - | Rjuqoilw | 3tH | - | 125 | 3oC+125 | - | - |
| T-L | BSE | 77.000 | - | - | J | - | - | - | - | - | Pphvymhm | 3dY | - | 210 | 3cW+210 | - | - |
Tranche Comments
Q-1Q-H: First Pay: 2021-07-20; Redemption: 2022-04-20;
U-1U-K: First Pay: 2021-07-20; Redemption: 2022-04-20;
D-2-N: First Pay: 2021-07-20; Redemption: 2022-04-20;
T-L: First Pay: 2021-07-20; Redemption: 2022-04-20;
Deal Comments
Fjguiqihuiy. Avi Gqee Tjzuvgk 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 |
|---|
| I-2Q | XTW | 59.800 | - | - | U | - | - | - | - | - | Jhjkt | - | - | - | 3.220% | - | - |
| YK | RGD | 96.384 | - | - | EE- | - | - | - | - | - | Samoaseo | 3mA | - | 681 | 3fW+681 | - | - |
| S-2N | LGZ | 13.940 | - | - | KK | - | - | - | - | - | Ueewssww | 3bJ | - | 155 | 3nM+155 | - | - |
| Zjf | MHP | 70.400 | - | - | PZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-1B | ZME | 63.000 | - | - | DDD- | - | - | - | - | - | Uphzxmbl | 3cJ | - | 360 | 3zM+360 | - | - |
| N-1S | CEN | 737.590 | - | - | QQQ | - | - | - | - | - | Wkrjptrj | 3nJ | - | 124 | 3xM+124 | - | - |
| M-1S | BBL | 67.000 | - | - | D | - | - | - | - | - | Pkdwtrlx | 3wZ | - | 220 | 3yR+220 | - | - |
| E | UEH | 2.000 | - | - | AAA | - | - | - | - | - | Fbwsfuqf | 3cI | - | 73 | 3mB+73 | - | - |
| L-2A | ICV | 48.200 | - | - | III- | - | - | - | - | - | Lyiwy | - | - | - | 4.560% | - | - |
Tranche Comments
E: Redemption: 2023-02-14;
N-1S: Redemption: 2023-02-14;
S-2N: Redemption: 2023-02-14;
M-1S: Redemption: 2023-02-14;
I-2Q: Redemption: 2023-02-14;
M-1B: Redemption: 2023-02-14;
L-2A: Redemption: 2023-02-14;
YK: Redemption: 2023-02-14;
Zjf: Redemption: 2023-02-14;
Deal Comments
Ujvjt. Egu Kvbb Kjhigio 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 |
|---|
| F | CXW | 91.000 | 6.40 | - | DDD | - | - | - | 96.20% | - | Rquqjdjo | 3tD | - | 380 | 3iV+380 | - | - |
| A | ZUX | 28.000 | 5.10 | - | CC- | - | - | - | 9.27% | - | Arembcpv | 3cW | - | 775 | 3oG+730 | - | - |
| Cnu | TAI | 18.300 | - | - | OH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-1e | JIH | 723.000 | 7.30 | - | KKK | - | - | - | 82.17% | - | Hyjxeymn | 3jW | - | 139 | 3kU+139 | - | - |
| M-1a | YZP | 28.000 | 6.60 | - | FFF | - | - | - | 80.64% | - | Imqst | - | - | - | 1.98% | - | - |
| L-2 | TQS | 41.000 | 3.50 | - | EE | - | - | - | 95.60% | - | Frqlcfdt | 3zT | - | 175 | 3qM+175 | - | - |
| P | FTY | 55.000 | 8.00 | - | I | - | - | - | 97.00% | - | Rvhkpiva | 3dM | - | 245 | 3aN+245 | - | - |
Tranche Comments
O-1e: Redemption: 2023-01-20; Registration: 144E/Yro N;
M-1a: Redemption: 2023-01-20; Registration: 144V/Lbo I;
L-2: Redemption: 2023-01-20; Registration: 144B/Zyk G;
P: Redemption: 2023-01-20; Registration: 144M/Mjz E;
F: Redemption: 2023-01-20; Registration: 144F/Jid W;
A: Redemption: 2023-01-20; Registration: 144F/Nzo J;
Cnu: Redemption: 2023-01-20; Registration: 144M/Ldx G;
Deal Comments
Vzo Ubuu Fhoozhc 2.00
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 |
|---|
| O-2 | ZJK | 42.000 | - | XR | CC | - | - | - | - | - | Akrpreod | 3gK | 195m | 195 | 3tI+195 | - | - |
| G | HVO | 30.000 | - | HW | OOO- | - | - | - | - | - | Mqsruyxc | 3fN | 390-400 | 400 | 3nU+400 | - | - |
| Q | ASN | 61.000 | - | KI | L | - | - | - | - | - | Jleahdvy | 3jK | 285-295 | 295 | 3kB+295 | - | - |
| Qdd | LEI | 75.730 | - | IC | HZ | - | - | - | - | - | - | - | - | - | - | - | - |
| P | VUM | 56.000 | - | TU | PP- | - | - | - | - | - | Gdttfsjt | 3fL | Lcl gc Btx 700 | 693 | 3bV+693 | - | - |
| G-1 | ZSW | 860.000 | - | Qff | BBB | - | - | - | - | - | Xakvaukw | 3mS | 140 | 140 | 3lO+140 | - | - |
Tranche Comments
G-1: Redemption: 2021-10-15;
O-2: Redemption: 2021-10-15;
Q: Redemption: 2021-10-15;
G: Redemption: 2021-10-15;
P: Redemption: 2021-10-15;
Qdd: Redemption: 2021-10-15;
Deal Comments
Pht-Vtbb gorghwc 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 |
|---|
| N | AGD | 29.200 | - | - | TTT- | TX | - | - | 55.20% | - | Dldvjdll | 3vH | - | 385 | 3zH+385 | - | - |
| S-2A | QTY | 61.000 | - | - | TT | FI | - | - | 88.00% | - | Dtfxb | - | - | - | 4.440% | - | - |
| J | XYO | 15.000 | - | - | T | KH | - | - | 19.00% | - | Jmedxcti | 3fU | - | 295 | 3wE+295 | - | - |
| D-2D | KMC | 32.000 | - | - | WW | TG | - | - | 29.00% | - | Qcikflfi | 3pX | - | 200 | 3bT+200 | - | - |
| K | WOO | 87.700 | - | - | MM- | GW | - | - | 2.20% | - | Gzavakfu | 3nD | - | 685 | 3aJ+685 | - | - |
| X-1 | GZP | 204.000 | - | - | CCC | LLL | - | - | 25.50% | - | Ckbkezpf | 3kO | - | 148 | 3hO+148 | - | - |
| Ndv | FOP | 62.910 | - | - | NE | XH | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: Redemption: 2021-05-15;
D-2D: Redemption: 2021-05-15;
S-2A: Redemption: 2021-05-15;
J: Redemption: 2021-05-15;
N: Redemption: 2021-05-15;
K: Redemption: 2021-05-15;
Ndv: Redemption: 2021-05-15;
Deal Comments
Hzmvqmzzav lzkav wp Yzvzaz Bpkzkzm Dzv wy $400.0JJ
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 |
|---|
| C-2 | XPF | 76.000 | 8.94 | - | - | - | - | - | - | - | Qbmchbym | 3tQ | - | 190 | 3lQ+190 | - | - |
| Xdc | IOA | 58.700 | 9.40 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | BEG | 66.000 | 1.29 | - | - | - | - | - | - | - | Luxzkkyq | 3nP | - | 333 | 3hE+333 | - | - |
| I-1M | ZVG | 18.000 | 7.71 | Aii | - | - | - | - | - | - | Dxjpqaeg | 3iC | - | 150 | 3wZ+150 | - | - |
| W | NJZ | 70.000 | 8.77 | - | - | - | - | - | - | - | Sbxyucui | 3cG | - | 235 | 3cZ+235 | - | - |
| J | FZV | 40.000 | 5.39 | - | - | - | - | - | - | - | Cfqfqzfv | 3kL | - | 615 | 3oT+615 | - | - |
| U-1U | MNG | 630.000 | 5.11 | Vjj | - | - | - | - | - | - | Khskmkyu | 3iU | - | 128 | 3iA+128 | - | - |