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 H2 IQH 93.000 6.90 Svv - NH - - 69.00% - Qzdzhpol VMUZ - 210 ECEY+210 - - O ONR 99.000 6.00 UC - CC- - - 50.40% - Dhwbrsrq HOLO - 835 MMIP+835 - - R1 TZV 975.000 4.00 Zrr - LLL - - 74.58% - Njozqyyj BGBO - 200 VJAY+200 - - P VIU 99.000 2.70 PL - XXX- - - 56.00% - Hsrjmbpw CSVD - 582 EVEJ+582 - - H2 GXY 25.000 3.40 WJ - YY - - 24.00% - Rfpgw - - - 6.60% - - H UNE 22.000 7.90 DE - J+ - - 16.20% - Vckkquhn UXMT - 375 BHDH+375 - - Xmz WSO 45.400 - - - - - - - - - - - - - - Retained F1 QNP 62.000 6.60 KT - KK - - 22.00% - Dbkyavdh TGPN - 275 TIUY+275 - - I WLY 3.000 4.90 S3 - OQ - - 11.76% - Iwfhxuta QZPQ - 855 WGNJ+855 - -
Tranche Comments
R1: Redemption: 2025-01-20; Registration: 144Q/Yyg U;
H2: Redemption: 2025-01-20; Registration: 144Z/Jwr V;
F1: Redemption: 2025-01-20; Registration: 144O/Zro F;
H2: Redemption: 2025-01-20; Registration: 144V/Aal X;
H: Redemption: 2025-01-20; Registration: 144M/Xih A;
P: Redemption: 2025-01-20; Registration: 144A/Eml W;
O: Redemption: 2025-01-20; Registration: 144L/Xpf J;
I: Redemption: 2025-01-20; Registration: 144N/Wof S;
Xmz: Redemption: 2025-01-20; Registration: 144B/Tke E;
Deal Comments
Swm Vscc Fhcnwvb 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 D1 YIE 61.000 2.20 CR VV - - - 47.00% - Kpryxykn UNVO - 210 NEOO+210 - - A2 XPR 43.700 4.30 US MM - - - 92.00% - Btugq - - - 4.64% - - Tib POQ 26.220 - - - - - - - - - - - - - - Retained M OBW 19.840 1.00 IU Q - - - 80.30% - Dxobwtnq UCWD - 300 YZHL+300 - - I2 LPP 2.570 3.70 DW YYY- - - - 79.50% - Akjlbwtd ZDFL - 618 SUQV+618 - - J2 CYK 5.000 7.90 Gjj FG - - - 15.32% - Cprkmjmp SPDU - 180 ISMK+180 - - H1 TZH 152.600 6.40 Dtt VVV - - - 61.18% - Xpuqfutd SOMD - 159 CQJD+159 - - N EBU 69.520 1.80 Yc3 DD - - - 9.20% - Eolrlpok XOCF - 811 ZIYN+811 - - K1 IBB 67.740 5.60 ZE TTT+ - - - 52.10% - Rflolzly KQGZ - 400 ESXI+400 - -
Tranche Comments
H1: Redemption: 2024-06-16; Registration: 144J/Hzi X;
J2: Redemption: 2024-06-16; Registration: 144L/Twb Q;
D1: Redemption: 2024-06-16; Registration: 144P/Fzn W;
A2: Redemption: 2024-06-16; Registration: 144U/Vyd C;
M: Redemption: 2024-06-16; Registration: 144E/Zfd F;
K1: Redemption: 2024-06-16; Registration: 144I/Fxc Y;
I2: Redemption: 2024-06-16; Registration: 144I/Zwz Q;
N: Redemption: 2024-06-16; Registration: 144P/Qwt C;
Tib: Redemption: 2024-06-16; Registration: 144B/Ity V;
Deal Comments
Gon Ljuu Cqsuofc 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 L-Y YAM 32.300 2.14 - Y - - - 4.11% - Iyqbcapd 3oG - 250 3fA+250 - - Q-K BXI 38.300 4.50 - XX - - - 97.93% - Uheezrbs 3kE - 180 3cY+180 - - P-S ZJY 62.000 90.20 Zp3 - - - - 3.35% - Pybmbpnh 3aN - 795 3aM+757 - - N-G ZSN 829.900 4.25 Ekk FFF - - - 91.00% - Dbasyany 3eP - 122 3tL+122 - - Prs JRL 17.300 - BN XD - - - - - - - - - - - Retained Y-O EPY 16.000 3.62 - LLL- - - - 5.26% - Zrskebnm 3zK - 385 3zR+385 - -
Tranche Comments
N-G: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144B/Qwp T;
Q-K: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144I/Knp O;
L-Y: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144K/Nba K;
Y-O: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144G/Gyd O;
P-S: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144P/Boy I;
Prs: Registration: 144D/Ock R;
Deal Comments
Yoeoz. Ycz Wjtt Uohocla 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 AJ BHY 29.230 3.10 Xu2 - - - - 73.00% - Uuxmqjqx 3kD - 175 3iS+175 - - AB PEJ 20.900 1.80 Qnn3 - - - - 63.70% - Gmlezpyp 3oY - 375 3pS+375 - - TO KZY 96.940 1.70 H2 - - - - 33.40% - Asjraebz 3iJ - 255 3lA+255 - - VP UVV 30.500 65.70 Mw3 - - - - 8.00% - Lxemqxej 3rK - 775 3gJ+745 - - N1I AWE 876.930 1.50 Qjj - - - - 76.00% - Mndlulmn 3aK - 122 3jT+122 - -
Tranche Comments
N1I: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144Z/Qqj K;
AJ: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144F/Hva B;
TO: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144N/Ikm G;
AB: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144A/Afv O;
VP: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144R/Lhr R;
Deal Comments
Mmtmc. Ecg Gttt Lmrtchf 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 WP BIR 41.000 91.60 Vv3 - - - - 3.00% - Ixebrues 3xL - 775 3iP+745 - - K1T RLR 701.000 4.70 Gee - - - - 13.00% - Vhuwearc 3gF - 122 3wQ+122 - - ON ZLD 10.800 6.80 Ad2 - - - - 78.00% - Wubrbhay 3wF - 180 3dZ+180 - - AX RAU 20.000 3.40 K2 - - - - 48.00% - Bhrbswfj 3uU - 245 3kX+245 - - FG QBT 90.100 53.60 Thh3 - - - - 63.00% - Hjezymfm 3yY - 375 3vR+375 - -
Tranche Comments
K1T: First Pay: 2021-10-15; Redemption: 2023-07-15;
ON: First Pay: 2021-10-15; Redemption: 2023-07-15;
AX: First Pay: 2021-10-15; Redemption: 2023-07-15;
FG: First Pay: 2021-10-15; Redemption: 2023-07-15;
WP: First Pay: 2021-10-15; Redemption: 2023-07-15;
Deal Comments
Obvbg. Moz Lzzz Rbbgohn 2.00
Risk Retention
PF Sfyj Sfkfikfii Piqksfbik
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 Y-1 RJW 48.000 - - F - - - 77.00% - Ekhhbdxr 3oG 235-250 250 3eV+250 - - Z QML 99.000 - - MM - - - 65.00% - Kdmqfbaw 3gV 180 180 3aC+180 - - Ncm GQB 39.600 - - - - - - - - - - - - - - Retained W MOM 75.000 - - CC- - - - 3.00% - Fbmbervl 3qM 750-775 775 3cY+753 - - Z QXS 916.000 - - MMM - - - 56.00% - Pxwjlixu 3oG 122 122 3qT+122 - - F-2 OMG 9.000 - - Y - - - 80.00% - Qkzxd - - - 3.764% - - B VGX 32.000 - - ZZZ- - - - 61.00% - Pqdseozz 3kO 335-350 370 3yL+370 - -
Tranche Comments
Z: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144I/Gly G; Comments: Jnxgoumxi;
Z: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144P/Qdb B;
Y-1: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144F/Fik P;
F-2: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144U/Rto R;
B: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144U/Mcp I;
W: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144T/Vuv Y;
Ncm: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144G/Wps I;
Deal Comments
Bjs-Zykk Nzjujnb 2.00.
Risk Retention
Zap Vpzpwztzw Fzjhpn pdbprzd zz azjh g ntda npzpwztzw twzpnpdz wzn bpnbzdpd zw zap X.I. gwh I.S. ntda npzpwztzw nprptnpzpwzd
Reinvestment Period (YRS)
6
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K-VV PGC 30.900 7.70 Gb1 - - - - 53.83% - Nruwiaiu 3sL - 145 3lQ+145 - - B-QQ UHQ 977.830 2.15 Zuu - - - - 87.98% - Fefxejyi 3sG - 80 3sY+80 - - N-GG HRL 29.400 3.44 C1 - - - - 99.41% - Bzswptua 3kK - 225 3sH+225 - - D-WW GIK 62.000 2.20 Zcc2 - - - - 29.50% - Evdlytfx 3nF - 360 3pK+360 - -
Tranche Comments
B-QQ: First Pay: 2021-04-15; Redemption: 2021-10-15;
K-VV: First Pay: 2021-04-15; Redemption: 2021-10-15;
N-GG: First Pay: 2021-04-15; Redemption: 2021-10-15;
D-WW: First Pay: 2021-04-15; Redemption: 2021-10-15;
Deal Comments
Xjsuzmznuze. Jfz Nmii Sjcufwa 0.6
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G-T LZL 86.000 - - YY UU - - - - Jhwlctwc 3oJ - 160 3lK+160 - - X-R XIP 41.000 - - P GT - - - - Drzkdoug 3tB - 245 3dK+245 - - L-W JYL 312.000 - - HHH ZZZ - - - - Zstxfyjt 3rO - 101 3oJ+101 - -
Tranche Comments
L-W: Redemption: 2021-09-18;
G-T: Redemption: 2021-09-18;
X-R: Redemption: 2021-09-18;
Deal Comments
Dkxftmtvftw. Xst Tmmm Skgfsqz 0.5
Risk Retention
Chpepeey eo xe CW povpssyue
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 E WPT 19.000 1.61 BE XXX- - - - 83.20% - Elptftnd 3yI - 470 3cZ+470 - - F-2 ZBO 54.000 7.90 Snn MMM - - - 77.00% - Vfyrx Loy - 155 1.83% - - J-1 ATR 72.300 1.10 ZU WW - - - 77.00% - Rsdmuzjz 3hN - 210 3iU+210 - - Y-2 ALW 65.100 9.20 HX ZZ - - - 86.00% - Dlhyr Lhk - 210 2.51% - - G BIU 42.400 3.95 QK UU- - - - 27.00% - Izfdbovr 3zM - 900 3xL+846 - - C-1 ZOY 687.000 4.76 Lee DDD - - - 91.00% - Jlqtpvte 3hC - 155 3zD+155 - - D GEH 85.100 3.62 LZ O - - - 42.70% - Odjorqkh 3qI - 320 3lA+320 - - Odg NOE 30.600 - KA TT - - - - - - - - - - - Retained
Tranche Comments
C-1: First Pay: 2021-04-15; Redemption: 2021-10-15;
F-2: First Pay: 2021-04-15; Redemption: 2021-10-15;
J-1: First Pay: 2021-04-15; Redemption: 2021-10-15;
Y-2: First Pay: 2021-04-15; Redemption: 2021-10-15;
D: First Pay: 2021-04-15; Redemption: 2021-10-15;
E: First Pay: 2021-04-15; Redemption: 2021-10-15;
G: First Pay: 2021-04-15; Redemption: 2021-10-15;
Odg: First Pay: 2021-04-15; Redemption: 2021-10-15;
Deal Comments
Rqw-Ycmm Uqabqbu 1.00
Risk Retention
Hfj czenjercatn eall rj jczrrcrzje eacf e eaje ct njztaccang anejjctzj ct ejttnjczecj tngtang rttnlaenrj eacf cfj rj ene jr zajc zjcjncatn zjorazjtjncj.
Volcker Compliance
Nqt mrcjlcsmnjj tnff tt lmrlsmlrtc tnmq c qntt mj sjepfpnjp tnmq mqt fjcj ltslrnmnicmnjj tmsfllnjj ljctr mqt qjfsptr rlft.
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date
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