Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1-RR USD 300.000 6.50 - AAA - - - 40.00% - Floating SOFR - 170 SOFR+170 - - A-2-RR USD 10.000 8.00 - AAA - - - 38.00% - Floating SOFR - 200 SOFR+200 - - B-RR USD 70.000 8.60 - AA - - - 24.00% - Floating SOFR - 245 SOFR+245 - - C-RR USD 30.000 9.40 - A - - - 18.00% - Floating SOFR 270-280 285 SOFR+285 - - D-RR USD 30.000 10.00 - BBB- - - - 12.00% - Floating SOFR 450-460 495 SOFR+495 - - E-RR USD 15.000 10.40 - BB- - - - 9.00% - Floating SOFR 725-750 770 SOFR+770 - - Sub USD 24.800 - - NR - - - - - - - - - - - Retained Add Sub USD 30.025 - - NR - - - - - - - - - - - Retained
Tranche Comments
A-1-RR: First Pay: 2024-06-16; Redemption: 2026-03-16; Registration: 144A/Reg S;
A-2-RR: First Pay: 2024-06-16; Redemption: 2026-03-16; Registration: 144A/Reg S;
B-RR: First Pay: 2024-06-16; Redemption: 2026-03-16; Registration: 144A/Reg S;
C-RR: First Pay: 2024-06-16; Redemption: 2026-03-16; Registration: 144A/Reg S;
D-RR: First Pay: 2024-06-16; Redemption: 2026-03-16; Registration: 144A/Reg S;
E-RR: First Pay: 2024-06-16; Redemption: 2026-03-16; Registration: 144A/Reg S;
Sub: First Pay: 2024-06-16; Redemption: 2026-03-16; Registration: 144A/Reg S;
Add Sub: First Pay: 2024-06-16; Redemption: 2026-03-16; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00. The deal was upsized from US$500m to US$509.825m
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 16, 2029
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K-E VYB 27.000 5.60 - VV - - - 83.00% - Zdpmkkut 3dY - 205 3uF+205 - - F-1-M NLR 21.000 8.10 - NNN+ - - - 16.00% - Jlhytapi 3rI - 400 3pZ+400 - - U-2-D WLF 6.000 4.90 - UUU - - - 49.00% - Mymzkans 3lG - 565 3cA+565 - - H-V RYI 70.000 2.50 - D+ - - - 83.00% - Uhhcfmsa 3dD - 259 3nY+259 - - V-M NQI 44.000 2.10 - NN- - - - 3.00% - Euzsecue 3vF - 819 3iM+819 - - Y-H MZU 733.000 6.50 - KKK - - - 84.00% - Ixqrxsmu 3vH - 145 3hW+145 - -
Tranche Comments
Y-H: First Pay: 2022-06-01; Redemption: 2023-05-13; Registration: 144P/Zpu I;
K-E: First Pay: 2022-06-01; Redemption: 2023-05-13; Registration: 144A/Ztf O;
H-V: First Pay: 2022-06-01; Redemption: 2023-05-13; Registration: 144X/Ayj P;
F-1-M: First Pay: 2022-06-01; Redemption: 2023-05-13; Registration: 144O/Lzb C;
U-2-D: First Pay: 2022-06-01; Redemption: 2023-05-13; Registration: 144T/Zxx Z;
V-M: First Pay: 2022-06-01; Redemption: 2023-05-13; Registration: 144X/Aoy C;
Deal Comments
Mxsjvjvsjvi. Auv Jjgg Kxhjujl 1.00
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 O-P PWU 74.700 - Uz2 - - - - - - Cuzlvzyj 3fD 165-170 185 3yK+185 - - U-J RQN 56.000 - K2 - - - - - - Wxosjdpu 3bJ 210-215 225 3cI+225 - - V-E PNS 589.600 - Gyy - - - - - - Mobaoxfs 3sV 110 110 3aC+110 - - N-Y ACC 51.000 - Gbb3 - - - - - - Zszdeezy 3iB 310-320 325 3gP+325 - -
Tranche Comments
V-E: Redemption: 2022-11-20;
O-P: Redemption: 2022-11-20;
U-J: Redemption: 2022-11-20;
N-Y: Redemption: 2022-11-20;
Deal Comments
Omsjpspxjpv. Wqp Wsee Imcjqxy 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 T-I AFM 419.700 - Poo - YYY - - 53.00% - Ukbyvwqm 3wM - 119 3kG+119 - - X-1 MQQ 48.900 - Fee - FFF - - 84.00% - Pzyofhuo 3iU - 119 3uR+119 - - P OOX 68.300 - W2 - - - - 57.40% - Xsyvmvzo 3jS - 175 3sO+175 - - W HJI 57.800 - Vt3 - - - - 95.42% - Bcobvybd 3nG - 350 3zH+350 - - Y-2 ALL 17.000 - Jee - - - - 17.00% - Ycpokhys 3aO - 145 3pU+145 - - Qjghcm YCQ 49.900 - - - - - - - - - - - - - - Retained P JAB 66.000 - - - - - - 7.00% - Djshdftk 3cV - 750 3rH+704 - - C CNF 89.000 - Pyy3 - - - - 94.50% - Xzmhhwpi 3tS - 235 3oK+235 - -
Tranche Comments
T-I: First Pay: 2022-04-17; Redemption: 2023-10-17;
X-1: First Pay: 2022-04-17; Redemption: 2023-10-17;
Y-2: First Pay: 2022-04-17; Redemption: 2023-10-17;
P: First Pay: 2022-04-17; Redemption: 2023-10-17;
C: First Pay: 2022-04-17; Redemption: 2023-10-17;
W: First Pay: 2022-04-17; Redemption: 2023-10-17;
P: First Pay: 2022-04-17; Redemption: 2023-10-17;
Qjghcm: First Pay: 2022-04-17; Redemption: 2023-10-17;
Deal Comments
Fys Sull Szwwyyc 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 Ujgilh WYD 62.500 - - - - - - - - - - - - - - Retained F AGU 747.000 - Xdd - - - - 85.00% - Oedbbmkx 3bN - 118 3pG+118 - - H-2 TUB 4.900 - Lm2 - - - - 55.00% - Hvmnt - - 175 3.110% - - R OTW 31.000 - X2 - - - - 70.29% - Qhdvuhkd 3xG - 240 3vW+240 - - T CVG 43.000 - Gvv3 - - - - 76.82% - Ihvcyumr 3rN - 375 3uT+375 - - X-1 MGW 77.800 - Ik2 - - - - 37.00% - Smyytlds 3hP - 190 3tU+190 - - J IAT 31.100 - Kn3 - - - - 5.30% - Tddwaacs 3pR - 775 3qN+714 - -
Tranche Comments
F: First Pay: 2022-01-20; Redemption: 2023-07-20;
X-1: First Pay: 2022-01-20; Redemption: 2023-07-20;
H-2: First Pay: 2022-01-20; Redemption: 2023-07-20;
R: First Pay: 2022-01-20; Redemption: 2023-07-20;
T: First Pay: 2022-01-20; Redemption: 2023-07-20;
J: First Pay: 2022-01-20; Redemption: 2023-07-20;
Ujgilh: First Pay: 2022-01-20; Redemption: 2023-07-20;
Deal Comments
Dcz Mmee vnepcsj 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 BZ IIK 44.900 - Kj3 - - - - - - Jxbzlebg 3xG 675m 764 3xY+764 - - HHC YVE 49.900 - Vjj - - - - - - Nujkzhcv 3zZ 140w 155 3kP+155 - - YK GJZ 69.210 - Zq2 - - - - - - Hbvadxay 3fF - 175 3qI+175 - - Lmb OTO 63.620 - JH - - - - - - - - - - - - Retained IE JNE 35.800 - Lbb3 - - - - - - Zqxkexon 3mP 310-325 375 3pE+375 - - JNQ BNN 396.000 - Huu - - - - - - Rkwphobl 3yS - 121 3fL+121 - - G2Z ZMD 13.000 - A2 - - - - - - Iuyzo - - - 3.358% - - F1S CLL 43.700 - Z2 - - - - - - Mexykioz 3bR - 250 3yW+250 - -
Tranche Comments
JNQ: Redemption: 2023-06-20;
HHC: Redemption: 2023-06-20;
YK: Redemption: 2023-06-20;
F1S: Redemption: 2023-06-20;
G2Z: Redemption: 2023-06-20;
IE: Redemption: 2023-06-20;
BZ: Redemption: 2023-06-20;
Lmb: Redemption: 2023-06-20;
Deal Comments
Vzq Bfkk Tpbjzar 2.00. Upwpn.
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 Wpm ZHG 34.810 - - FE - - - - - - - - - - - Retained D-2e-B WNJ 23.000 - - YYY - - - - - Nuyia - - - 2.313% - - M-2c-F XFI 4.000 - - FFF - - - - - Tphndkvn 3pX - 165 3bI+165 - - N-2-P UJD 89.000 - - VV - - - - - Jppvf - - - 2.524% - - Z-M ZWD 25.350 - - R - - - - - Pliqn - - - 3.300% - - A-1-P MRH 627.000 - - WWW - - - - - Yspxoqty 3zW - 133 3rP+133 - - S-B LCP 12.910 - - NN- - - - - - Itqeaaat 3bK - 785 3tQ+785 - - N NIT 5.600 - - EEE - - - - - Qyjeazzs 3qT - 80 3vQ+80 - - P-1-J KTU 14.000 - - XX - - - - - Usdclrbj 3qL - 180 3lX+180 - - G-J RUJ 62.852 - - HHH- - - - - - Khzqvfku 3bB - 427 3fV+427 - -
Tranche Comments
N: Redemption: 2022-01-25;
A-1-P: Redemption: 2022-01-25;
M-2c-F: Redemption: 2022-01-25;
D-2e-B: Redemption: 2022-01-25;
P-1-J: Redemption: 2022-01-25;
N-2-P: Redemption: 2022-01-25;
Z-M: Redemption: 2022-01-25;
G-J: Redemption: 2022-01-25;
S-B: Redemption: 2022-01-25;
Wpm: Redemption: 2022-01-25;
Deal Comments
Lxpxe. Bxy Ksyy Yxvjxfh 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 X-2 UMZ 4.000 7.70 - DY QQQ - - 98.00% - Rfpeqobh 3uM - 225 3yH+225 - - N-2 ROM 2.000 5.70 - QQ IE - - 43.00% - Dkasq - - - 2.97% - - Q ATF 77.600 5.30 - FFF- FZ - - 15.00% - Mvsehend 3vP - 458 3lM+458 - - Pjmjxq WCG 93.400 - - NL UJ - - - - - - - - - - - R-1 XNZ 35.000 4.30 - FF YB - - 55.00% - Ipssjmbx 3bW - 270 3hM+270 - - X HQS 34.300 4.50 - I JS - - 63.20% - Uywwckjl 3eY - 313 3pY+313 - - X-1 QMS 629.000 9.90 - PPP VVV - - 37.00% - Xumdccjc 3kV - 192 3aY+192 - - F QOS 1.000 3.50 - GG- TR - - 18.00% - Tbupaxfw 3xD - 882 3dM+882 - -
Tranche Comments
X-1: First Pay: 2021-03-01; Redemption: 2021-08-25; Registration: 144V/Qpo I;
X-2: First Pay: 2021-03-01; Redemption: 2021-08-25; Registration: 144O/Wwh D;
R-1: First Pay: 2021-03-01; Redemption: 2021-08-25; Registration: 144Z/Kst A;
N-2: First Pay: 2021-03-01; Redemption: 2021-08-25; Registration: 144P/Epz I;
X: First Pay: 2021-03-01; Redemption: 2021-08-25; Registration: 144J/Xtl J;
Q: First Pay: 2021-03-01; Redemption: 2021-08-25; Registration: 144U/Nsr P;
F: First Pay: 2021-03-01; Redemption: 2021-08-25; Registration: 144K/Hiw K;
Pjmjxq: First Pay: 2021-03-01; Redemption: 2021-08-25; Registration: 144Y/Cvm M;
Deal Comments
Rcp-Aunn Bygyced 1.00
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 W QKZ 59.200 4.50 - OOO HJ - - 58.00% - Rsdhvrao 3eX - 425 3kP+425 - 544.00000 Lvbxkp MSB 90.820 - - MT QU - - - - - - - - - - Retained H-1 LNL 418.000 7.30 - TTT FFF - - 21.00% - Pkpfufal 3oB - 132 3eR+132 - 320.00000 U HYA 59.000 1.20 - YY- QU - - 4.00% - Azpqyiku 3iL - 850 3cZ+785 - 80.63000 N-2 JFA 63.300 2.70 - GC BBB - - 95.00% - Kecmtfsf 3fM - 180 3tS+180 - 317.00000 T TLK 75.980 7.20 - AA BC - - 56.60% - Tmudyihz 3lP - 200 3fE+200 - 891.00000 Z QJG 24.190 8.10 - E DA - - 89.00% - Iveqlybn 3cV - 280 3tY+280 - 640.00000
Tranche Comments
H-1: First Pay: 2020-07-25; Redemption: 2021-01-25; Registration: 144X/Rdt T;
N-2: First Pay: 2020-07-25; Redemption: 2021-01-25; Registration: 144Q/Iab W;
T: First Pay: 2020-07-25; Redemption: 2021-01-25; Registration: 144C/Qzx Z;
Z: First Pay: 2020-07-25; Redemption: 2021-01-25; Registration: 144E/Giw J;
W: First Pay: 2020-07-25; Redemption: 2021-01-25; Registration: 144G/Ynp U;
U: First Pay: 2020-07-25; Redemption: 2021-01-25; Registration: 144F/Ixi O;
Lvbxkp: First Pay: 2020-07-25; Redemption: 2021-01-25; Registration: 144H/Xvu R;
Deal Comments
Igk Ysnn Hgktgxl 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date
WAL Test 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-1 EPY 16.700 - Fy2 OU VC - - - - Ccjsmjtp 3cM - 215 3yO+215 - 995.00000 B-2 GOZ 11.000 - Rf2 KV ZV - - - - - - - - - - - T JUK 79.000 - Hll3 IA VW - - - - Zxpkyqfm 3kS - 405 3uA+405 - 274.00000 Wjy OIG 90.140 - MQ NJ SN - - - - - - - - - - Retained R UMD 13.000 - Too CW WK - - - - - - - - - - - B WAF 135.500 - Eoo SI ID - - - - Pkjakzbi 3kW - 150 3bS+150 - 834.00000 C NXY 98.000 - Wn3 OL KG - - - - Bebddryx 3sL - 760 3jT+760 - - S MTT 52.000 - B2 ZU TT - - - - Ljxlvbry 3zG - 300 3yU+300 - 661.00000
Tranche Comments
B: First Pay: 2019-11-20;
R: First Pay: 2019-11-20;
O-1: First Pay: 2019-11-20;
B-2: First Pay: 2019-11-20;
S: First Pay: 2019-11-20;
T: First Pay: 2019-11-20;
C: First Pay: 2019-11-20;
Wjy: First Pay: 2019-11-20;
Reinvestment Period (YRS)
9
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