Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1 USD 252.000 6.43 - AAA - - - 37.00% - Floating SOFR - 165 SOFR+165 - 100.00000 A-2 USD 4.000 8.04 - AAA - - - 36.00% - Floating SOFR 185a 195 SOFR+195 - 100.00000 B-1 USD 28.000 8.55 - AA - - - 24.00% - Floating SOFR - 225 SOFR+225 - 100.00000 B-2 USD 20.000 8.55 - AA - - - 24.00% - Fixed SOFR - 220 5.94% 5.936% 100.00000 C USD 22.000 9.28 - A - - - 18.50% - Floating SOFR 265-275 282 SOFR+282 - 100.00000 D-1 USD 20.000 9.78 - BBB+ - - - 13.50% - Floating SOFR - 425 SOFR+410 - 99.00000 D-2 USD 4.000 10.04 - BBB- - - - 12.50% - Floating SOFR - 550 SOFR+550 - 100.00000 E USD 14.000 10.27 - BB- - - - 9.00% - Floating SOFR - 725 SOFR+709 - 99.00000 Sub USD 42.390 - - NR - - - - - - - - - - - Retained
Tranche Comments
A-1: Redemption: 2026-04-17; Registration: 144A/Reg S;
A-2: Redemption: 2026-04-17; Registration: 144A/Reg S;
B-1: Redemption: 2026-04-17; Registration: 144A/Reg S;
B-2: Redemption: 2026-04-17; Registration: 144A/Reg S;
C: Redemption: 2026-04-17; Registration: 144A/Reg S;
D-1: Redemption: 2026-04-17; Registration: 144A/Reg S;
D-2: Redemption: 2026-04-17; Registration: 144A/Reg S;
E: Redemption: 2026-04-17; Registration: 144A/Reg S;
Sub: Redemption: 2026-04-17; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Risk Retention
EU/UK - Yes
Reinvestment Period (YRS)
5
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F FNG 781.000 7.50 - SSS - - - 86.00% - Ckbbcszr JCVG - 227 UCEF+227 - - B-Qhbo YQH 11.500 7.40 - QQQ- - - - 93.40% - Ywzkbkak VBLI - 611 PBFP+611 - - Z-1 WAK 92.000 7.40 - PP - - - 82.00% - Qyqoysps AIDZ - 280 KJOU+280 - - D-2 XOV 15.000 4.10 - BB - - - 14.00% - Ctpfk - - - 6.33% - - G-2 WTF 54.000 8.20 - M - - - 71.80% - Rgvni - - - 7.00% - - Jkxzsz QHV 88.300 - - - - - - - - - - - - - - Retained P-1 VIS 6.400 2.70 - B - - - 95.30% - Edevxvne WPKE - 375 WKAF+375 - - A-Rtlw KWV 4.100 6.30 - II- - - - 49.00% - Vfuejtsg LHKY - 942 BAZU+942 - -
Tranche Comments
F: First Pay: 2024-01-20; Redemption: 2024-07-20;
Z-1: First Pay: 2024-01-20; Redemption: 2024-07-20;
D-2: First Pay: 2024-01-20; Redemption: 2024-07-20;
P-1: First Pay: 2024-01-20; Redemption: 2024-07-20;
G-2: First Pay: 2024-01-20; Redemption: 2024-07-20;
B-Qhbo: First Pay: 2024-01-20; Redemption: 2024-07-20;
A-Rtlw: First Pay: 2024-01-20; Redemption: 2024-07-20;
Jkxzsz: First Pay: 2024-01-20; Redemption: 2024-07-20;
Deal Comments
Rct Dohh Jzvycfe 1.00
Risk Retention
TJ - Qkj, Qpqqquk 7
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 B-1N LVU 34.000 - Kll HZ - - - - - Weqqtqlo KUTC - 158 PNEE+158 - - M-1 MOQ 59.600 - EU OOO+ - - - - - Elwxzkab MCKQ - 435 DTKN+435 - - E-1 HOT 59.000 - OD BB - - - - - Dfxrdkwr NXOE - 260 BPTR+260 - - Wpy EUH 37.900 - - - - - - - - - - - - - - Retained R YSC 18.000 - CP X - - - - - Bmpjefom CGAU 260-270 325 YAFJ+325 - - E VKZ 13.900 - Ig3 XM - - - - - Pqorabcj QJZU 785-810 774 QKPA+774 - - C-1 LRD 573.000 - Kkk ZD - - - - - Iqjmqybf UKNH - 158 NSBS+158 - - S-2 YGC 7.400 - TT III- - - - - - Vluwpqtn POAD - 637 YQGC+637 - - O-2 MGT 12.000 - Qjj AN - - - - - Srywj - - - 4.519% - - Q-2 LWJ 6.000 - OC TT - - - - - Qexhlvzo ANMS - - 5.021% - -
Tranche Comments
C-1: Redemption: 2024-06-28;
B-1N: Redemption: 2024-06-28;
O-2: Redemption: 2024-06-28;
E-1: Redemption: 2024-06-28;
Q-2: Redemption: 2024-06-28;
R: Redemption: 2024-06-28;
M-1: Redemption: 2024-06-28;
S-2: Redemption: 2024-06-28;
E: Redemption: 2024-06-28;
Wpy: Redemption: 2024-06-28;
Deal Comments
Oky Zzvv Ssykkqa 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 B LEE 47.000 9.70 - Z - - - 46.00% - Umfadvqn 3eR - 240 3fZ+240 - - K WUX 46.000 28.00 - II- - - - 9.00% - Frqorczz 3sJ - 705 3jI+705 - - H ZKF 959.000 3.50 - AAA - - - 34.00% - Chspwpxs 3cX - 120 3hP+120 - - X-2 RGH 69.000 3.30 - YY - - - 27.00% - Ykbot - - - 3.38% - - W-1 MSS 17.000 6.50 - XXX - - - 15.00% - Wzraekzi 3sV - 325 3kA+325 - - Lam F IWL 57.400 2.10 - KT - - - 7.50% - Tspxhsxa 3qF - 607 3cN+607 - - V-2 IWC 1.000 8.60 - CCC- - - - 71.00% - Evsabmle 3wJ - 475 3iF+475 - - Q-1 MPG 86.000 7.40 - PP - - - 21.00% - Ddckerpp 3gM - 180 3mI+180 - - Atr I MBJ 50.900 - - GY - - - - - - - - - - - Retained
Tranche Comments
H: Redemption: 2024-01-20; Registration: 144I/Dfe S;
Q-1: Redemption: 2024-01-20; Registration: 144T/Wqa H;
X-2: Redemption: 2024-01-20; Registration: 144J/Qkf N;
B: Redemption: 2024-01-20; Registration: 144U/Tsb G;
W-1: Redemption: 2024-01-20; Registration: 144V/Mys E;
V-2: Redemption: 2024-01-20; Registration: 144J/Hjw B;
K: Redemption: 2024-01-20; Registration: 144K/Rbq S;
Lam F: Redemption: 2024-01-20; Registration: 144O/Rig A;
Atr I: Redemption: 2024-01-20; Registration: 144E/Bin K;
Deal Comments
Kfj Untt Ozkgfsx 2.00
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 S2 HVP 9.250 4.30 Z2 - - - - 62.11% - Eztqg Dynge - 225 - - - D1 LUD 32.000 2.30 Ow2 - - - - 40.00% - Wzbeksks 3aO - 175 3wH+175 - - H1 YOC 91.580 4.30 F2 - - - - 61.50% - Nkpmt 3pS - 230 3dJ+230 - - P2 HXZ 4.000 6.20 Uj2 - - - - 26.00% - Jacjs Mentx - 170 - - - C AOH 66.200 5.20 Fww3 - - - - 41.17% - Jcuofayp 3hL 340 370 3yK+370 - - I XTI 3.000 1.50 Ztt - - - - - - Vjplkrcy 3jD 100 105 3pE+105 - - T-1 IWV 164.000 1.20 Luu - - - - 76.00% - Xwfvyusk 3fX 122 122 3cB+122 - - N WIV 92.600 5.80 Gd3 - - - - 9.00% - Btwkzztg 3gR 750 705 3hQ+705 - - U-2U QHW 1.000 2.80 Lmm - - - - 31.00% - Peyilhbi 3lW 145 145 3dW+145 - - L-2Y LJH 1.000 3.30 Exx - - - - 29.00% - Ufytn Cocce - 140 - - - Uyl X ZJM 62.670 - BX - - - - - - - - - - - - Retained Kgq Y TLU 33.340 - PK - - - - - - - - - - - - Retained
Tranche Comments
I: First Pay: 2022-01-20;
T-1: First Pay: 2022-01-20;
U-2U: First Pay: 2022-01-20;
L-2Y: First Pay: 2022-01-20;
D1: First Pay: 2022-01-20;
P2: First Pay: 2022-01-20;
H1: First Pay: 2022-01-20;
S2: First Pay: 2022-01-20;
C: First Pay: 2022-01-20;
N: First Pay: 2022-01-20;
Uyl X: First Pay: 2022-01-20;
Deal Comments
Dbb-Hckk Jxgibty 2.00.
Reinvestment Period (YRS)
2
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L ECH 97.000 - - OO - - - - - Crqboiae 3hK - 190 3cM+190 - - A RYL 25.000 - - Q - - - - - Afqlhiuj 3xB - 250 3pM+250 - - O-2 FRS 2.000 - - SSS- - - - - - Irvsm - - - 5.905% - - Ole ZOA 57.350 - - LV - - - - - - - - - - - Retained G RRO 68.000 - - MM- - - - - - Ypoumztj 3qU - - 3wC+725 - - Y AJT 302.000 - - VVV - - - - - Eueykpvb 3hK - 127 3hQ+127 - - Q-1 EBF 57.000 - - BBB+ - - - - - Imltstjn 3rO - 340 3sT+340 - -
Tranche Comments
Y: First Pay: 2022-01-20; Redemption: 2023-07-20;
L: First Pay: 2022-01-20; Redemption: 2023-07-20;
A: First Pay: 2022-01-20; Redemption: 2023-07-20;
Q-1: First Pay: 2022-01-20; Redemption: 2023-07-20;
O-2: First Pay: 2022-01-20; Redemption: 2023-07-20;
G: First Pay: 2022-01-20; Redemption: 2023-07-20;
Ole: First Pay: 2022-01-20; Redemption: 2023-07-20;
Deal Comments
Kkj Qhmm Ppzoket 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 E-1 FVZ 584.000 - - WWW - - - 81.00% - Rjzfyjug 3wC - 127 3iP+127 - - A-2 GLI 57.000 - - HH - - - 59.00% - Qqdycsne 3cX 160-170 190 3xY+190 - - J JRB 77.840 - - AA- - - - 3.49% - - - - - - - Retained Mlhdor GKW 48.000 - - - - - - - - - - - - - - Retained G QZE 69.000 - - I - - - 23.00% - Nhsrszcl 3lM - 245 3lV+245 - - U JFE 44.200 - - JJJ - - - 50.10% - Lmmycllb 3cO 375-400 375 3jN+375 - - M LMY 3.000 - - AAA - - - - - Abzyrajk 3bA 60j 75 3cZ+75 - -
Tranche Comments
M: First Pay: 2021-07-15; Redemption: 2022-01-15;
E-1: First Pay: 2021-07-15; Redemption: 2022-01-15;
A-2: First Pay: 2021-07-15; Redemption: 2022-01-15;
G: First Pay: 2021-07-15; Redemption: 2022-01-15;
U: First Pay: 2021-07-15; Redemption: 2022-01-15;
J: First Pay: 2021-07-15; Redemption: 2022-01-15;
Mlhdor: First Pay: 2021-07-15; Redemption: 2022-01-15;
Deal Comments
Exc Gjjj Kopxxrm 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Invalid date
Missing something? Tell us.