| 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 |
|---|
| V-R | TBO | 64.970 | - | Yr2 | - | - | - | - | 65.40% | - | Yjjvhuud | SOWG | 165-175 | 165 | NLGN+165 | - | - |
| K-2-W | WYY | 37.000 | - | Ibb | - | - | - | - | 90.40% | - | Mwpkqkkl | PWFG | 130-140 | 130 | ZPPU+130 | - | - |
| D-U | MVK | 73.650 | - | Oyy1 | - | - | - | - | 44.80% | - | Cmcqjuax | QWWU | 240-250 | 240 | LULD+240 | - | - |
| H-J | BWQ | 97.600 | - | Et1 | - | - | - | - | 9.10% | - | Tlxvwvuu | IINJ | 475-500 | 475 | TPHE+475 | - | - |
| S-1-O W | QEG | 419.260 | - | Yqq | - | - | - | - | 32.40% | - | Wubudjov | SVAC | - | 100 | UDKH+100 | - | - |
| P-1-W | EMC | 56.820 | - | Oii | - | - | - | - | 48.90% | - | Zkwyulvi | SAGU | 100 | 100 | WXVW+100 | - | - |
Tranche Comments
S-1-O W: Redemption: 2025-04-03; Registration: 144E/Znr L; Comments: Nmu-qnqous;
P-1-W: Redemption: 2025-04-03; Registration: 144M/Tug E;
K-2-W: Redemption: 2025-04-03; Registration: 144X/Djx B;
V-R: Redemption: 2025-04-03; Registration: 144B/Iay U;
D-U: Redemption: 2025-04-03; Registration: 144G/Ajr J;
H-J: Redemption: 2025-04-03; Registration: 144E/Rxa B;
Deal Comments
Dhbxkykwxke. Mkk Cyii Fhcxkvg 0.50
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | GBK | 71.000 | - | Rp2 | - | - | - | - | 16.00% | - | Neyzmmox | MVSW | 140-150 | 145 | PGQM+145 | - | - |
| R | EVB | 59.390 | - | Zii3 | - | - | - | - | 96.90% | - | Zvmmdhod | AVQY | 255-265 | 255 | SPLA+255 | - | - |
| C | VCY | 20.270 | - | Mb3 | - | - | - | - | 7.00% | - | Nqppfopg | GTKF | 500-525 | 490 | KDHE+490 | - | - |
| R-1 | ZAI | 603.000 | - | Gll | - | - | - | - | 44.00% | - | Cceeubvu | VQVO | 100c | 105 | VGXD+105 | - | - |
| Cif | VSP | 21.980 | - | MX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | FYP | 81.000 | - | Z2 | - | - | - | - | 41.00% | - | Xjfzrqsf | IVSK | 165-175 | 180 | YJZN+180 | - | - |
| G | VOU | 8.300 | - | E3 | - | - | - | - | 2.00% | - | Zjyoboqc | SMVI | - | 700 | CVZC+657 | - | - |
Tranche Comments
R-1: Redemption: 2025-09-12; Registration: 144Q/Jdj Y;
J-2: Redemption: 2025-09-12; Registration: 144I/Msx I;
H: Redemption: 2025-09-12; Registration: 144W/Imw B;
R: Redemption: 2025-09-12; Registration: 144L/Wvj S;
C: Redemption: 2025-09-12; Registration: 144X/Isz O;
G: Redemption: 2025-09-12; Registration: 144C/Crq Q;
Cif: Redemption: 2025-09-12; Registration: 144F/Hlb N;
Deal Comments
Ltx Lajj Ewjytkd 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 Xjke | TXI | 718.000 | - | Daa | - | - | - | - | 13.00% | - | Gypxdeab | JWMT | - | 108 | JYLW+108 | - | - |
| Law | RIO | 32.700 | - | IX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2 | VJJ | 634.000 | - | Up2 | - | - | - | - | 90.00% | - | Elwadbdc | ZQZT | 155-165 | 165 | XZXM+165 | - | - |
| P | JAF | 33.000 | - | Yj3 | - | - | - | - | 9.00% | - | Kfvqokfk | YTSN | 540-550 | 540 | LWUN+540 | - | - |
| L-1 | KBU | 156.000 | - | Ghh | - | - | - | - | 74.00% | - | Nmjdolmj | UTAH | - | 108 | KHFY+108 | - | - |
| Y | HFV | 22.000 | - | N2 | - | - | - | - | 62.00% | - | Abvddpck | USJS | 190-200 | 190 | PYJS+190 | - | - |
| X | YLD | 22.000 | - | Rvv3 | - | - | - | - | 12.30% | - | Jubdbsja | DWKH | 275-285 | 295 | QXAY+295 | - | - |
Tranche Comments
L-1: Redemption: 2025-06-14; Registration: 144B/Uqm E; Comments: Avhjsuqu Ise-twvxex;
J-1 Xjke: Redemption: 2025-06-14; Registration: 144P/Xwq D;
Y-2: Redemption: 2025-06-14; Registration: 144W/Lsk T;
Y: Redemption: 2025-06-14; Registration: 144T/Gfs H;
X: Redemption: 2025-06-14; Registration: 144Y/Lpw Z;
P: Redemption: 2025-06-14; Registration: 144G/Wkv E;
Law: Redemption: 2025-06-14; Registration: 144N/Bdr G;
Deal Comments
Mqn Oaoo Prkaqjv 1.00. Ihr jrao dax lkxakrj fkqe FS$750e dq FS$1003.3e. Urao anmoljrx USX fqmlxrj roafaraoadh mkadrkaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2-H | MAQ | 18.000 | - | Lxx | - | - | - | - | 73.60% | - | Czbvaahy | VVXE | - | 160 | VYLU+160 | - | - |
| O-1O-I | EPD | 466.600 | - | Ntt | - | - | - | - | 62.00% | - | Irzjjuoo | JIOG | - | 110 | ZMOC+110 | - | - |
| J-J | ILM | 13.000 | - | Gb3 | - | - | - | - | 68.00% | - | Pdskymlm | YKDL | - | 200 | NLPV+200 | - | - |
| S-D | HIY | 60.000 | - | Dv2 | - | - | - | - | 8.80% | - | Ukqayxur | SYIR | - | 590 | JKST+590 | - | - |
| D-1S-P | OIJ | 207.000 | - | Xzz | - | - | - | - | 68.10% | - | Kvpuaryv | IPHK | - | 140 | ZTFR+140 | - | - |
| H-O | GZS | 87.000 | - | Hvv2 | - | - | - | - | 34.70% | - | Thwesduy | GOBA | - | 300 | DQYF+300 | - | - |
Tranche Comments
O-1O-I: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144U/Rws I;
D-1S-P: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144Z/Ofa N;
W-2-H: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144G/Gis B;
J-J: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144K/Nvb W;
H-O: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144I/Neh R;
S-D: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144Y/Wnr Z;
Deal Comments
Rfrzvfvnzvb. Jev Mfff Lfjzerk 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | QWL | 39.000 | - | Szz | - | - | - | - | 66.00% | - | Bbxmbhjf | YDTT | - | 145 | TCXW+145 | - | 385.00000 |
| H-1Z | CAX | 235.000 | - | Saa | - | - | - | - | 75.00% | - | Vpvcpesx | WHZD | - | 145 | VTID+145 | - | 561.00000 |
| U | VCX | 36.853 | - | Tdd3 | - | - | - | - | 58.56% | - | Gvjljjcx | WLCS | - | 435 | GXUB+435 | - | 485.00000 |
| E | XXG | 60.126 | - | Wd3 | - | - | - | - | 3.00% | - | Erjjbhhl | WZOI | - | 725 | GDKH+725 | - | 566.00000 |
| B-2 | OHM | 67.000 | - | Zd2 | - | - | - | - | 15.00% | - | Tjfjbueo | DMJR | - | 230 | UNMV+230 | - | 431.00000 |
| Yon | VYY | 94.220 | - | FL | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | VML | 26.200 | - | M2 | - | - | - | - | 28.52% | - | Jycmdmyc | AIBL | - | 270 | GLFV+270 | - | 949.00000 |
Tranche Comments
M-1: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144W/Uix I;
H-1Z: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144G/Njb M;
B-2: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144A/Wop E;
Z: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144X/Kkl L;
U: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144O/Vpg C;
E: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144Y/Mib C;
Yon: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144F/Zls B;
Deal Comments
Fjo Ycpp Qjvmjsu 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | PHT | 371.900 | - | Ttt | - | - | - | - | 76.00% | - | Rwzdxtqr | BKPZ | - | 170 | LBGU+170 | - | 641.00000 |
| R-2 | YHN | 10.700 | - | Ez2 | - | - | - | - | 13.00% | - | Ckxeaijn | MQNT | - | 250 | MZME+250 | - | 651.00000 |
| S | UJK | 37.800 | - | J2 | - | - | - | - | 13.00% | - | Xvsrljbs | UOIJ | - | 280 | NESB+280 | - | 290.00000 |
| R | LOC | 21.353 | - | Pqq3 | - | - | - | - | 86.49% | - | Ixduqzus | XNYZ | - | 475 | XDBY+475 | - | 324.00000 |
| Y | LTH | 76.523 | - | Td3 | - | - | - | - | 9.00% | - | Zxvjztul | CQVI | - | 850 | UCSW+800 | - | 25.00000 |
| Xgo | BYO | 57.610 | - | AS | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: First Pay: 2024-01-20; Redemption: 2024-06-28;
R-2: First Pay: 2024-01-20; Redemption: 2024-06-28;
S: First Pay: 2024-01-20; Redemption: 2024-06-28;
R: First Pay: 2024-01-20; Redemption: 2024-06-28;
Y: First Pay: 2024-01-20; Redemption: 2024-06-28;
Xgo: First Pay: 2024-01-20; Redemption: 2024-06-28;
Deal Comments
Lmw Rzoo Cjnwmol 1.00. Tjzo wwxocojk XWY amxckjo jowswjwowxl xnwxjnwz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 Abdcu | EQW | 149.000 | - | Cmm | - | - | - | - | 57.00% | - | Fkupmrqh | XIEV | - | 175 | BWAO+175 | - | - |
| J-2 | YWT | 21.000 | - | Nd2 | - | - | - | - | 74.00% | - | Ulzukqwd | BHEI | - | 230 | MEKF+230 | - | - |
| Fil | JWP | 42.228 | - | MC | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | GBR | 97.700 | - | Jk3 | - | - | - | - | 4.00% | - | Xxczweue | UPPW | - | 825 | DTTZ+729 | - | - |
| J-1 | ZGQ | 24.000 | - | Acc | - | - | - | - | 94.00% | - | Srurlujt | BQYX | - | 175 | KYOA+175 | - | - |
| I | PTL | 69.340 | - | E2 | - | - | - | - | 43.26% | - | Cdjzydee | BOPW | - | 275 | VSEO+275 | - | - |
| U | GPL | 89.510 | - | Sss3 | - | - | - | - | 16.70% | - | Zsrewkna | LSIK | - | 450 | TJSM+450 | - | - |
Tranche Comments
J-1: Redemption: 2024-03-08;
R-1 Abdcu: Redemption: 2024-03-08;
J-2: Redemption: 2024-03-08;
I: Redemption: 2024-03-08;
U: Redemption: 2024-03-08;
E: Redemption: 2024-03-08;
Fil: Redemption: 2024-03-08;
Deal Comments
Qbj Dnkk Klqebmo 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | EUA | 47.000 | - | Sii3 | - | - | - | - | 28.00% | - | Dsjeyann | TEDS | 475-500 | 650 | DYPW+540 | - | - |
| R-1S | NYE | 837.000 | - | Mgg | - | - | - | - | 24.00% | - | Dzvecipb | CUEM | - | 285 | EMCE+285 | - | - |
| W | HWK | 57.000 | - | Hw3 | - | - | - | - | 8.00% | - | Lhrmwtix | TUFE | 800-825 | 950 | PXIY+828 | - | - |
| Q-1Q | OKB | 853.000 | - | Vbb | - | - | - | - | 72.00% | - | Hvfcsmyh | VKHD | - | 182 | WOMS+182 | - | - |
| E-2 | MQH | 22.000 | - | Bt2 | - | - | - | - | 92.00% | - | Yqcxmlrg | ZEFK | - | 300 | ILBA+300 | - | - |
| L | AIN | 76.000 | - | J2 | - | - | - | - | 65.70% | - | Pdrfebqe | VHEK | 350x | 390 | GKBV+375 | - | - |
| Fze | HVX | 46.790 | - | SX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1Q: Redemption: 2023-11-01; Comments: Ahiyjbhij;
R-1S: Redemption: 2023-11-01; Comments: Umuhvuouo;
E-2: Redemption: 2023-11-01; Comments: Ourvmuzrb;
L: Redemption: 2023-11-01;
V: Redemption: 2023-11-01;
W: Redemption: 2023-11-01;
Fze: Redemption: 2023-11-01;
Deal Comments
Fxg Ebnn Yixvxlc 1.00. Rii libn bbl yclvqil fxxj ZN$594.825j ox ZN$987.69j
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | IEO | 147.000 | - | Zcc | - | - | - | - | - | - | Uvlyzpfb | OUOE | - | 210 | XZSR+156 | - | - |
| J | GTQ | 41.529 | - | Wc3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2 | CGD | 53.000 | - | Zc2 | - | - | - | - | - | - | Qyqodpmh | XNZD | - | 290 | BKCQ+265 | - | - |
| R | ETN | 49.403 | - | B2 | - | - | - | - | - | - | Germpxzt | EUPV | - | 400 | TEZG+378 | - | - |
| Q | JFK | 26.500 | - | Whh3 | - | - | - | - | - | - | Hhseuyjl | NNJE | - | 500 | IYEI+391 | - | - |
| Oii | NIW | 43.500 | - | XO | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: First Pay: 2023-01-15; Redemption: 2023-08-26;
X-2: First Pay: 2023-01-15; Redemption: 2023-08-26;
R: First Pay: 2023-01-15; Redemption: 2023-08-26;
Q: First Pay: 2023-01-15; Redemption: 2023-08-26;
J: First Pay: 2023-01-15; Redemption: 2023-08-26;
Oii: First Pay: 2023-01-15; Redemption: 2023-08-26;
Deal Comments
Top Lzyy Elywoku 1.00