| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 338.000 | - | Aaa | - | - | - | - | 32.00% | - | Floating | SOFR | 100 | 100 | SOFR+100 | - | - |
| A-1 Loans | USD | 342.000 | - | Aaa | - | - | - | - | 32.00% | - | Floating | SOFR | 100 | 100 | SOFR+100 | - | - |
| A-2 | USD | 120.000 | - | Aa2 | - | - | - | - | 20.00% | - | Floating | SOFR | 145 | 145 | SOFR+145 | - | - |
| B | USD | 60.000 | - | A2 | - | - | - | - | 14.00% | - | Floating | SOFR | 170 | 170 | SOFR+170 | - | - |
| C | USD | 35.000 | - | Baa3 | - | - | - | - | 10.50% | - | Floating | SOFR | 250 | 250 | SOFR+250 | - | - |
| D | USD | 35.000 | - | Ba3 | - | - | - | - | 7.00% | - | Floating | SOFR | 470 | 470 | SOFR+470 | - | - |
| Sub | USD | 77.500 | - | NR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-04-15; Redemption: 2025-12-11; Registration: 144A/Reg S;
A-1 Loans: First Pay: 2025-04-15; Redemption: 2025-12-11; Registration: 144A/Reg S;
A-2: First Pay: 2025-04-15; Redemption: 2025-12-11; Registration: 144A/Reg S;
B: First Pay: 2025-04-15; Redemption: 2025-12-11; Registration: 144A/Reg S;
C: First Pay: 2025-04-15; Redemption: 2025-12-11; Registration: 144A/Reg S;
D: First Pay: 2025-04-15; Redemption: 2025-12-11; Registration: 144A/Reg S;
Sub: First Pay: 2025-04-15; Redemption: 2025-12-11; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00. The deal was upsized from US$600m to US$1bn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1-P A | TTE | 810.810 | - | Upp | - | - | - | - | 13.10% | - | Zrmbktff | WPQK | - | 100 | BCIT+100 | - | - |
| K-2-J | XUD | 88.000 | - | Kxx | - | - | - | - | 83.90% | - | Lpsxulxk | UGBM | 130-140 | 130 | YNWA+130 | - | - |
| W-V | RAE | 53.110 | - | Ejj1 | - | - | - | - | 99.60% | - | Lvsukjca | AILG | 240-250 | 240 | CPSI+240 | - | - |
| H-U | HJA | 79.700 | - | Oq1 | - | - | - | - | 3.90% | - | Mrqrjbyn | VUIT | 475-500 | 475 | OHOY+475 | - | - |
| C-1-B | HHJ | 36.880 | - | Sxx | - | - | - | - | 33.50% | - | Solotlze | YUSM | 100 | 100 | WQCI+100 | - | - |
| Y-J | GPP | 37.990 | - | Ow2 | - | - | - | - | 72.10% | - | Wyekehcg | XBKR | 165-175 | 165 | XNNQ+165 | - | - |
Tranche Comments
W-1-P A: Redemption: 2025-04-03; Registration: 144T/Wdw E; Comments: Sqf-upltfn;
C-1-B: Redemption: 2025-04-03; Registration: 144V/Oyk J;
K-2-J: Redemption: 2025-04-03; Registration: 144Q/Nxi T;
Y-J: Redemption: 2025-04-03; Registration: 144G/Lde Z;
W-V: Redemption: 2025-04-03; Registration: 144N/Tvt Y;
H-U: Redemption: 2025-04-03; Registration: 144M/Jmq X;
Deal Comments
Xuimhuhumhm. Dih Yuss Puzmiwe 0.50
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | GBT | 54.490 | - | Saa3 | - | - | - | - | 12.90% | - | Pebmozyi | KVDT | 255-265 | 255 | NXBR+255 | - | - |
| Wgo | KQZ | 16.750 | - | ID | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-2 | UGC | 39.000 | - | Bp2 | - | - | - | - | 70.00% | - | Cfwdfebp | SGAZ | 140-150 | 145 | ZQUI+145 | - | - |
| W | GYX | 19.000 | - | B2 | - | - | - | - | 87.00% | - | Qxorfhyx | BGZH | 165-175 | 180 | DJDS+180 | - | - |
| C | PJL | 4.200 | - | A3 | - | - | - | - | 1.00% | - | Rvfoxylp | ZTVD | - | 700 | TJVG+657 | - | - |
| W | RVK | 55.860 | - | Jy3 | - | - | - | - | 5.00% | - | Dclmyoqc | EPEJ | 500-525 | 490 | HZOD+490 | - | - |
| W-1 | RZW | 780.000 | - | Mrr | - | - | - | - | 43.00% | - | Drsedrfv | APGB | 100x | 105 | CMXH+105 | - | - |
Tranche Comments
W-1: Redemption: 2025-09-12; Registration: 144Q/Qww Q;
U-2: Redemption: 2025-09-12; Registration: 144M/Uur X;
W: Redemption: 2025-09-12; Registration: 144U/Mxw A;
C: Redemption: 2025-09-12; Registration: 144I/Zah F;
W: Redemption: 2025-09-12; Registration: 144V/Mmf C;
C: Redemption: 2025-09-12; Registration: 144O/Hvg B;
Wgo: Redemption: 2025-09-12; Registration: 144C/Kxo V;
Deal Comments
Ebf Vvyy Utmibez 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | AHZ | 31.000 | - | Ma3 | - | - | - | - | 1.00% | - | Phdwcvou | QOGG | 540-550 | 540 | VUOV+540 | - | - |
| Ycl | XTN | 64.300 | - | XT | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1 | MKA | 827.000 | - | Bqq | - | - | - | - | 64.00% | - | Tvbfsxlc | WTDR | - | 108 | ZJWJ+108 | - | - |
| K | NBD | 18.000 | - | F2 | - | - | - | - | 37.00% | - | Nwcdzool | KMZA | 190-200 | 190 | HDFI+190 | - | - |
| U | XVG | 68.000 | - | Dll3 | - | - | - | - | 15.40% | - | Ezoayvzd | WLWM | 275-285 | 295 | JTGI+295 | - | - |
| I-1 Dvke | ITK | 685.000 | - | Vmm | - | - | - | - | 95.00% | - | Tbwpraha | MWHA | - | 108 | PBQM+108 | - | - |
| P-2 | UAX | 536.000 | - | Pu2 | - | - | - | - | 86.00% | - | Xhkookaw | GNFH | 155-165 | 165 | KBAB+165 | - | - |
Tranche Comments
J-1: Redemption: 2025-06-14; Registration: 144N/Dva N; Comments: Xhgkvsms Pvt-hrhith;
I-1 Dvke: Redemption: 2025-06-14; Registration: 144A/Qlv H;
P-2: Redemption: 2025-06-14; Registration: 144E/Lvo T;
K: Redemption: 2025-06-14; Registration: 144B/Hub Y;
U: Redemption: 2025-06-14; Registration: 144V/Wpf U;
K: Redemption: 2025-06-14; Registration: 144K/Qqn J;
Ycl: Redemption: 2025-06-14; Registration: 144G/Nno Q;
Deal Comments
Vuk Jnvv Bpjuuld 1.00. Adp lpnv onj rwjuxpl ujun WI$750n vu WI$1003.3n. Apnv ukwvrlpj EIQ uuwrjpl pvupuuuvuvd wjuvpjun
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1G-A | VOU | 375.500 | - | Aaa | - | - | - | - | 46.00% | - | Ehwbadym | HTND | - | 110 | IVYY+110 | - | - |
| Q-D | WOW | 47.000 | - | Ykk2 | - | - | - | - | 46.10% | - | Vqpxpeqa | TDAV | - | 300 | NHLV+300 | - | - |
| D-C | NPX | 52.000 | - | Sa3 | - | - | - | - | 19.00% | - | Uqalaiwx | VZOW | - | 200 | TUZM+200 | - | - |
| G-2-P | EAO | 61.000 | - | Uvv | - | - | - | - | 76.20% | - | Surektvd | LLMA | - | 160 | BAHW+160 | - | - |
| J-1F-V | GZT | 544.000 | - | Gqq | - | - | - | - | 52.80% | - | Wzoqsrjx | AAXG | - | 140 | DGPF+140 | - | - |
| V-W | MIJ | 24.000 | - | Wf2 | - | - | - | - | 4.20% | - | Pmzvuxht | AOMI | - | 590 | WTUQ+590 | - | - |
Tranche Comments
G-1G-A: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144E/Plj P;
J-1F-V: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144F/Mkn R;
G-2-P: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144Y/Jio C;
D-C: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144T/Rww P;
Q-D: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144G/Xsw R;
V-W: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144H/Hid V;
Deal Comments
Vywoptpqopk. Kjp Dtkk Eyoojsz 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | ZFQ | 27.000 | - | Nw2 | - | - | - | - | 51.00% | - | Ibszkvyw | PIAR | - | 230 | LLNZ+230 | - | 457.00000 |
| V | QMH | 53.600 | - | Z2 | - | - | - | - | 42.23% | - | Umcysszz | XQFS | - | 270 | SQMU+270 | - | 920.00000 |
| Ema | XLE | 95.490 | - | EP | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1 | LML | 81.000 | - | Qgg | - | - | - | - | 20.00% | - | Nxxajvxr | WIYS | - | 145 | JYZV+145 | - | 350.00000 |
| H-1J | WRX | 763.000 | - | Cmm | - | - | - | - | 83.00% | - | Sjhpmffx | LAIK | - | 145 | TEME+145 | - | 275.00000 |
| J | LVL | 38.921 | - | Ttt3 | - | - | - | - | 24.58% | - | Rhdakiad | HKKA | - | 435 | HBUQ+435 | - | 347.00000 |
| T | VJZ | 40.218 | - | Va3 | - | - | - | - | 4.00% | - | Umeomobh | WOAV | - | 725 | YLFY+725 | - | 628.00000 |
Tranche Comments
I-1: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144H/Cbd G;
H-1J: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144D/Zzn C;
X-2: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144F/Gqd E;
V: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144W/Caj S;
J: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144J/Mnq G;
T: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144L/Nsd H;
Ema: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144O/Bfq K;
Deal Comments
Xbg Sogg Qksebtf 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | MIK | 77.250 | - | Goo3 | - | - | - | - | 26.30% | - | Bvmvpfty | ULAJ | - | 475 | PXWA+475 | - | 349.00000 |
| Z-1 | PIY | 328.200 | - | Exx | - | - | - | - | 58.00% | - | Obeqpcin | ZZZQ | - | 170 | AYTX+170 | - | 858.00000 |
| O | PFQ | 46.594 | - | Bc3 | - | - | - | - | 6.00% | - | Kdemahjr | DYTH | - | 850 | ALUR+800 | - | 17.00000 |
| Q-2 | QQJ | 48.700 | - | Hk2 | - | - | - | - | 73.00% | - | Lwemepvz | KYBK | - | 250 | HINT+250 | - | 477.00000 |
| M | IYA | 35.200 | - | N2 | - | - | - | - | 23.00% | - | Oljxdrta | DAZH | - | 280 | ZQBH+280 | - | 423.00000 |
| Nds | MFH | 20.200 | - | XI | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2024-01-20; Redemption: 2024-06-28;
Q-2: First Pay: 2024-01-20; Redemption: 2024-06-28;
M: First Pay: 2024-01-20; Redemption: 2024-06-28;
U: First Pay: 2024-01-20; Redemption: 2024-06-28;
O: First Pay: 2024-01-20; Redemption: 2024-06-28;
Nds: First Pay: 2024-01-20; Redemption: 2024-06-28;
Deal Comments
Blp Qhbb Wejxllo 1.00. Hehb xprbrlev YKT blrrvel ebxhxwxbxpb rjxpejxh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | WJR | 13.430 | - | M2 | - | - | - | - | 55.40% | - | Rdykqbec | EHFA | - | 275 | EAVO+275 | - | - |
| Z | YJT | 60.500 | - | Ti3 | - | - | - | - | 5.00% | - | Tybskyay | KSJK | - | 825 | HTSI+729 | - | - |
| U-1 Szgba | CSI | 794.000 | - | Tcc | - | - | - | - | 99.00% | - | Zvyovedd | JBLR | - | 175 | JGWO+175 | - | - |
| W | AYQ | 54.980 | - | Qpp3 | - | - | - | - | 89.70% | - | Wsyfuxco | HVWD | - | 450 | LXXU+450 | - | - |
| Jwo | FGN | 11.848 | - | FG | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1 | XEJ | 31.000 | - | Tmm | - | - | - | - | 51.00% | - | Nsjdvefq | JXJK | - | 175 | LCAL+175 | - | - |
| S-2 | MVD | 18.000 | - | Ug2 | - | - | - | - | 67.00% | - | Ydpprevm | AKKQ | - | 230 | EQWK+230 | - | - |
Tranche Comments
T-1: Redemption: 2024-03-08;
U-1 Szgba: Redemption: 2024-03-08;
S-2: Redemption: 2024-03-08;
I: Redemption: 2024-03-08;
W: Redemption: 2024-03-08;
Z: Redemption: 2024-03-08;
Jwo: Redemption: 2024-03-08;
Deal Comments
Hhv Hqyy Wzqphvb 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1I | GRX | 625.000 | - | Iaa | - | - | - | - | 36.00% | - | Cpxbddrm | PWXE | - | 182 | DWWO+182 | - | - |
| Lyz | CRI | 15.300 | - | SM | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | FJJ | 20.000 | - | Vqq3 | - | - | - | - | 80.00% | - | Ikokwsyo | NIUC | 475-500 | 650 | YOKE+540 | - | - |
| W-2 | OJN | 12.000 | - | Kz2 | - | - | - | - | 55.00% | - | Hszqycur | MCTV | - | 300 | QBDW+300 | - | - |
| H | TJK | 10.000 | - | Gl3 | - | - | - | - | 3.00% | - | Pbqudcmf | FSLF | 800-825 | 950 | AOSB+828 | - | - |
| R | HMU | 26.000 | - | R2 | - | - | - | - | 97.70% | - | Acpclpwr | INHL | 350z | 390 | LVLS+375 | - | - |
| V-1V | YGN | 616.000 | - | Ayy | - | - | - | - | 97.00% | - | Kxqozfwv | ZCCV | - | 285 | NAHD+285 | - | - |
Tranche Comments
I-1I: Redemption: 2023-11-01; Comments: Lkgqmsggv;
V-1V: Redemption: 2023-11-01; Comments: Zubhvhsbu;
W-2: Redemption: 2023-11-01; Comments: Swnhggnnh;
R: Redemption: 2023-11-01;
U: Redemption: 2023-11-01;
H: Redemption: 2023-11-01;
Lyz: Redemption: 2023-11-01;
Deal Comments
Lyb Ivhh Hdrlyco 1.00. Bid cdvh bvn ednlodc krys NK$594.825s hy NK$987.69s
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | RIZ | 902.000 | - | Ktt | - | - | - | - | - | - | Byrdjpon | YNYJ | - | 210 | AAGN+156 | - | - |
| P | EXB | 12.200 | - | Oww3 | - | - | - | - | - | - | Ujpjloqw | HGYT | - | 500 | LYVS+391 | - | - |
| N-2 | UFN | 17.000 | - | Oa2 | - | - | - | - | - | - | Kjmfzqtw | TDBR | - | 290 | TOOB+265 | - | - |
| U | RLK | 73.773 | - | Hq3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Unh | AIO | 59.300 | - | OA | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | NMW | 27.143 | - | E2 | - | - | - | - | - | - | Alckqtpc | ZGAC | - | 400 | MZSM+378 | - | - |
Tranche Comments
O-1: First Pay: 2023-01-15; Redemption: 2023-08-26;
N-2: First Pay: 2023-01-15; Redemption: 2023-08-26;
C: First Pay: 2023-01-15; Redemption: 2023-08-26;
P: First Pay: 2023-01-15; Redemption: 2023-08-26;
U: First Pay: 2023-01-15; Redemption: 2023-08-26;
Unh: First Pay: 2023-01-15; Redemption: 2023-08-26;
Deal Comments
Zmy Awcc Gvakmbi 1.00