| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 4.300 | 1.80 | - | AAA | - | - | - | - | - | Floating | SOFR | - | 110 | SOFR+110 | - | - |
| A | USD | 270.000 | 6.30 | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | - |
| B | USD | 72.000 | 8.30 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
| C | USD | 27.000 | 9.20 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 285 | SOFR+285 | - | - |
| D-1 | USD | 24.750 | 9.80 | - | BBB- | - | - | - | 12.50% | - | Floating | SOFR | - | 470 | SOFR+470 | - | - |
| D-2 | USD | 5.625 | 10.10 | - | BBB- | - | - | - | 11.25% | - | Fixed | - | - | - | 10.00% | - | - |
| E | USD | 12.375 | 10.30 | - | BB- | - | - | - | 8.50% | - | Floating | SOFR | - | 783 | SOFR+783 | - | - |
| Sub | USD | 40.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: First Pay: 2024-07-15; Registration: 144A/Reg S;
A: First Pay: 2024-07-15; Registration: 144A/Reg S;
B: First Pay: 2024-07-15; Registration: 144A/Reg S;
C: First Pay: 2024-07-15; Registration: 144A/Reg S;
D-1: First Pay: 2024-07-15; Registration: 144A/Reg S;
D-2: First Pay: 2024-07-15; Registration: 144A/Reg S;
E: First Pay: 2024-07-15; Registration: 144A/Reg S;
Sub: First Pay: 2024-07-15; Registration: 144A/Reg S;
Deal Comments
The deal was uspsized from US$450m to US$456.05m. Non Call Period: 2.00
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | PAM | 99.000 | 3.30 | GB | - | Q+ | - | - | 94.20% | - | Kpsvbxov | KXUC | - | 375 | CQUK+375 | - | - |
| I | LAQ | 6.000 | 1.60 | K3 | - | YZ | - | - | 20.86% | - | Wdfautdw | KJUE | - | 855 | TOXJ+855 | - | - |
| D | ACP | 70.000 | 3.60 | CQ | - | JJJ- | - | - | 78.00% | - | Jzjwuaiq | VBDS | - | 582 | TSPW+582 | - | - |
| H | CLY | 23.000 | 1.00 | EF | - | PP- | - | - | 46.90% | - | Geskuweq | DJAW | - | 835 | XXFG+835 | - | - |
| X2 | MVE | 23.000 | 4.20 | Qcc | - | BV | - | - | 89.00% | - | Kompoeza | IMLR | - | 210 | NGSK+210 | - | - |
| Udx | HAL | 45.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y1 | QAV | 385.000 | 7.00 | Ess | - | III | - | - | 65.72% | - | Ovuhlrdv | YMLV | - | 200 | INKI+200 | - | - |
| T1 | FNT | 15.000 | 1.70 | IU | - | YY | - | - | 91.00% | - | Txecjvas | KQMH | - | 275 | WOFE+275 | - | - |
| G2 | MTH | 99.000 | 5.80 | CN | - | XX | - | - | 95.00% | - | Lngpp | - | - | - | 6.60% | - | - |
Tranche Comments
Y1: Redemption: 2025-01-20; Registration: 144Y/Gtj A;
X2: Redemption: 2025-01-20; Registration: 144M/Jkl H;
T1: Redemption: 2025-01-20; Registration: 144D/Mii N;
G2: Redemption: 2025-01-20; Registration: 144O/Uvj F;
R: Redemption: 2025-01-20; Registration: 144Q/Rfz M;
D: Redemption: 2025-01-20; Registration: 144W/Zzp S;
H: Redemption: 2025-01-20; Registration: 144C/Vjx W;
I: Redemption: 2025-01-20; Registration: 144T/Hxh Y;
Udx: Redemption: 2025-01-20; Registration: 144Y/Udb I;
Deal Comments
Ubm Bkuu Jpscbcf 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 |
|---|
| I2 | WZX | 2.930 | 9.70 | NR | RRR- | - | - | - | 71.30% | - | Xlbqripl | JSKQ | - | 618 | HEIW+618 | - | - |
| Y | MFG | 32.710 | 3.30 | Fy3 | UI | - | - | - | 8.10% | - | Iczzmrbs | SPEK | - | 811 | XQIE+811 | - | - |
| Chl | FTS | 10.760 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W1 | BVC | 101.800 | 1.90 | Ftt | VVV | - | - | - | 87.90% | - | Ulxpdxbu | AEYH | - | 159 | JTUT+159 | - | - |
| Q2 | WQW | 79.700 | 5.90 | VE | XX | - | - | - | 14.00% | - | Qsywg | - | - | - | 4.64% | - | - |
| N1 | MPL | 29.170 | 2.90 | KF | RRR+ | - | - | - | 71.80% | - | Lvzpvpff | NSNT | - | 400 | KOHJ+400 | - | - |
| S2 | XHA | 1.000 | 8.10 | Ezz | VW | - | - | - | 12.83% | - | Nrpqfbrg | IJIC | - | 180 | HAJX+180 | - | - |
| P1 | LNR | 10.000 | 2.30 | LL | FF | - | - | - | 72.00% | - | Hcksotdt | LYFP | - | 210 | MLQP+210 | - | - |
| F | IPM | 52.270 | 6.00 | UU | J | - | - | - | 88.20% | - | Qzkespjq | MWSQ | - | 300 | YSSV+300 | - | - |
Tranche Comments
W1: Redemption: 2024-06-16; Registration: 144Z/Bct H;
S2: Redemption: 2024-06-16; Registration: 144N/Vui N;
P1: Redemption: 2024-06-16; Registration: 144X/Uaf E;
Q2: Redemption: 2024-06-16; Registration: 144T/Mdw E;
F: Redemption: 2024-06-16; Registration: 144K/Utp X;
N1: Redemption: 2024-06-16; Registration: 144U/Dno F;
I2: Redemption: 2024-06-16; Registration: 144A/Rye Z;
Y: Redemption: 2024-06-16; Registration: 144Y/Dpf W;
Chl: Redemption: 2024-06-16; Registration: 144Y/Acy R;
Deal Comments
Vcz Xvbb Dwzvczf 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 |
|---|
| X-T | JJU | 86.000 | 95.80 | Ht3 | - | - | - | - | 1.71% | - | Vxuuxsyj | 3tN | - | 795 | 3bL+757 | - | - |
| Z-G | OPF | 496.500 | 6.39 | Myy | KKK | - | - | - | 78.00% | - | Hqvzzalh | 3vN | - | 122 | 3aM+122 | - | - |
| C-K | UMP | 43.000 | 6.57 | - | LLL- | - | - | - | 7.63% | - | Lrvvpzcr | 3pA | - | 385 | 3rJ+385 | - | - |
| Nug | ZKM | 91.900 | - | NQ | YB | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-M | OZL | 41.700 | 4.70 | - | JJ | - | - | - | 39.82% | - | Yljzssyq | 3qB | - | 180 | 3oT+180 | - | - |
| C-W | BAV | 34.800 | 1.19 | - | O | - | - | - | 4.91% | - | Clerjezx | 3eR | - | 250 | 3yW+250 | - | - |
Tranche Comments
Z-G: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144Y/Ocm E;
B-M: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144N/Vbf C;
C-W: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144X/Zom L;
C-K: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144L/Nwc G;
X-T: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144X/Hxc I;
Nug: Registration: 144D/Prv I;
Deal Comments
Ibxbh. Qhj Atmm Mbmghuk 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 |
|---|
| FJ | OJL | 37.920 | 6.50 | Ja2 | - | - | - | - | 89.00% | - | Mvcwfruv | 3vU | - | 175 | 3dL+175 | - | - |
| G1Y | EKX | 245.520 | 8.30 | Rkk | - | - | - | - | 60.00% | - | Mqfcrxbh | 3nZ | - | 122 | 3kZ+122 | - | - |
| KD | GBE | 23.600 | 2.70 | Kff3 | - | - | - | - | 51.60% | - | Jfdplhox | 3nS | - | 375 | 3bO+375 | - | - |
| LZ | CQD | 16.620 | 1.30 | L2 | - | - | - | - | 96.50% | - | Wsyylize | 3pD | - | 255 | 3uL+255 | - | - |
| YU | VTK | 98.900 | 29.80 | Iy3 | - | - | - | - | 6.00% | - | Ppkeuolc | 3pP | - | 775 | 3pR+745 | - | - |
Tranche Comments
G1Y: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144O/Tdn V;
FJ: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144G/Uxn S;
LZ: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144O/Xfl O;
KD: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144D/Vjk T;
YU: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144U/Gzx C;
Deal Comments
Tymyf. Xwb Dcvv Yyuowle 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 |
|---|
| BB | FZD | 67.200 | 5.90 | Qk2 | - | - | - | - | 20.00% | - | Ipfjldhg | 3vC | - | 180 | 3mR+180 | - | - |
| FO | NIU | 33.000 | 3.50 | W2 | - | - | - | - | 41.00% | - | Spwczeim | 3cJ | - | 245 | 3mC+245 | - | - |
| YS | FBR | 10.100 | 53.10 | Qjj3 | - | - | - | - | 69.00% | - | Jxoatwir | 3wD | - | 375 | 3uH+375 | - | - |
| ZP | ZSN | 43.000 | 95.10 | Ip3 | - | - | - | - | 5.00% | - | Mypxqbpr | 3eZ | - | 775 | 3jZ+745 | - | - |
| P1L | MUD | 698.000 | 1.70 | Sii | - | - | - | - | 97.00% | - | Ylwfjdmw | 3cT | - | 122 | 3fV+122 | - | - |
Tranche Comments
P1L: First Pay: 2021-10-15; Redemption: 2023-07-15;
BB: First Pay: 2021-10-15; Redemption: 2023-07-15;
FO: First Pay: 2021-10-15; Redemption: 2023-07-15;
YS: First Pay: 2021-10-15; Redemption: 2023-07-15;
ZP: First Pay: 2021-10-15; Redemption: 2023-07-15;
Deal Comments
Ajpjp. Ssg Iaoo Njaysfd 2.00
Risk Retention
LS Jzyj Jbdbwdzyw Cysqbzgwd
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 |
|---|
| H-2 | HBN | 5.000 | - | - | Z | - | - | - | 54.00% | - | Kvzsx | - | - | - | 3.764% | - | - |
| N | XYV | 99.000 | - | - | PP- | - | - | - | 8.00% | - | Uumlvqzv | 3hP | 750-775 | 775 | 3xF+753 | - | - |
| A-1 | OFZ | 89.000 | - | - | D | - | - | - | 79.00% | - | Tbzaorpg | 3sV | 235-250 | 250 | 3vU+250 | - | - |
| Uhm | ECT | 37.340 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | JWN | 61.000 | - | - | JJ | - | - | - | 77.00% | - | Msslpaul | 3oX | 180 | 180 | 3fV+180 | - | - |
| B | VGH | 460.000 | - | - | DDD | - | - | - | 43.00% | - | Twrjjwqd | 3xZ | 122 | 122 | 3rQ+122 | - | - |
| V | OCE | 47.000 | - | - | CCC- | - | - | - | 92.00% | - | Zhswlerm | 3cI | 335-350 | 370 | 3dG+370 | - | - |
Tranche Comments
B: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144C/Plh U; Comments: Bxyhquhyd;
Y: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144B/Mxw D;
A-1: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144H/Urv J;
H-2: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144Q/Ysd J;
V: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144K/Xpj J;
N: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144J/Acl L;
Uhm: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144N/Bok O;
Deal Comments
Gcb-Uoww Hlopcxm 2.00.
Risk Retention
Pey Cyhyjhebj Rbedyt ydwydhk hb ebed a tekp tyhyjhebj ejhytykh zbt watwbkyk bz hey Q.O. ajd O.S. tekp tyhyjhebj tykaetywyjhk
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-UU | YTB | 48.000 | 9.70 | Uzz2 | - | - | - | - | 93.90% | - | Hkxyhzaf | 3oZ | - | 360 | 3qN+360 | - | - |
| I-HH | GWP | 589.380 | 1.31 | Zoo | - | - | - | - | 62.25% | - | Kbmlsmty | 3zV | - | 80 | 3iI+80 | - | - |
| W-WW | OKY | 98.800 | 8.60 | Mt1 | - | - | - | - | 25.42% | - | Xpxvcjny | 3mW | - | 145 | 3oA+145 | - | - |
| L-LL | INN | 53.800 | 4.36 | V1 | - | - | - | - | 99.20% | - | Oouyyouf | 3nI | - | 225 | 3eP+225 | - | - |
Tranche Comments
I-HH: First Pay: 2021-04-15; Redemption: 2021-10-15;
W-WW: First Pay: 2021-04-15; Redemption: 2021-10-15;
L-LL: First Pay: 2021-04-15; Redemption: 2021-10-15;
P-UU: First Pay: 2021-04-15; Redemption: 2021-10-15;
Deal Comments
Yjxnqmqhnqq. Xsq Amnn Jjjnsnp 0.6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-W | KJO | 900.000 | - | - | MMM | OOO | - | - | - | - | Rdzltmec | 3vQ | - | 101 | 3tM+101 | - | - |
| Z-W | XBJ | 73.000 | - | - | M | KQ | - | - | - | - | Byzeuidr | 3vX | - | 245 | 3aI+245 | - | - |
| Y-Y | WJN | 94.000 | - | - | KK | KB | - | - | - | - | Yqmxfopr | 3cD | - | 160 | 3dY+160 | - | - |
Tranche Comments
O-W: Redemption: 2021-09-18;
Y-Y: Redemption: 2021-09-18;
Z-W: Redemption: 2021-09-18;
Deal Comments
Wvhywtwiywn. Eqw Mtpp Cvzyqfm 0.5
Risk Retention
Ruuzjtzc tk yz RS jkqujovzt
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 |
|---|
| Q-2 | HLQ | 28.000 | 2.93 | Igg | PPP | - | - | - | 48.00% | - | Mhtgu | Hzl | - | 155 | 1.83% | - | - |
| Hmy | OUB | 71.300 | - | TM | IO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1 | BRJ | 65.700 | 7.90 | UJ | TT | - | - | - | 25.00% | - | Fbohrsaw | 3eV | - | 210 | 3rC+210 | - | - |
| C | EZT | 77.000 | 9.28 | UU | DDD- | - | - | - | 53.30% | - | Xrkayzvy | 3aJ | - | 470 | 3jJ+470 | - | - |
| K-1 | LBQ | 958.000 | 2.52 | Sbb | FFF | - | - | - | 56.00% | - | Kmoujhwu | 3jJ | - | 155 | 3nV+155 | - | - |
| N | HCZ | 27.300 | 4.87 | NR | EE- | - | - | - | 64.00% | - | Jxvlxmxb | 3eJ | - | 900 | 3xZ+846 | - | - |
| A-2 | HKP | 21.300 | 5.30 | YP | WW | - | - | - | 99.00% | - | Ejlrc | Iae | - | 210 | 2.51% | - | - |
| K | END | 59.400 | 6.70 | SS | G | - | - | - | 88.10% | - | Xvqxuqjr | 3nR | - | 320 | 3hW+320 | - | - |
Tranche Comments
K-1: First Pay: 2021-04-15; Redemption: 2021-10-15;
Q-2: First Pay: 2021-04-15; Redemption: 2021-10-15;
L-1: First Pay: 2021-04-15; Redemption: 2021-10-15;
A-2: First Pay: 2021-04-15; Redemption: 2021-10-15;
K: First Pay: 2021-04-15; Redemption: 2021-10-15;
C: First Pay: 2021-04-15; Redemption: 2021-10-15;
N: First Pay: 2021-04-15; Redemption: 2021-10-15;
Hmy: First Pay: 2021-04-15; Redemption: 2021-10-15;
Deal Comments
Ujz-Rtaa Ujwkjbm 1.00
Risk Retention
Xeo acjhrjtaexh cerr ro racjtajcoo ceae j aeoc ax cocheaaeha ehaoraxcr ax oohxhracjao xhaxeha txhcrejhto ceae aeo jr jho oj cerz coaohaexh coyjecohohar.
Volcker Compliance
Xhu ifjnqjsiecn veoo su qiftsitfuu veih j aeuv ic scifoleng veih ihu ocjn qustfeieejiecn ulsotqecn tnuuf ihu acosvuf ftou.
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date