| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R L | USD | 205.670 | - | Aaa | - | - | - | - | 40.60% | - | Floating | SOFR | - | 100 | SOFR+100 | - | - |
| A-1-R | USD | 27.420 | - | Aaa | - | - | - | - | 40.60% | - | Floating | SOFR | 100 | 100 | SOFR+100 | - | - |
| A-2-R | USD | 60.000 | - | Aaa | - | - | - | - | 25.40% | - | Floating | SOFR | 130-140 | 130 | SOFR+130 | - | - |
| B-R | USD | 23.750 | - | Aa2 | - | - | - | - | 19.30% | - | Floating | SOFR | 165-175 | 165 | SOFR+165 | - | - |
| C-R | USD | 21.750 | - | Baa1 | - | - | - | - | 13.80% | - | Floating | SOFR | 240-250 | 240 | SOFR+240 | - | - |
| D-R | USD | 19.500 | - | Ba1 | - | - | - | - | 8.80% | - | Floating | SOFR | 475-500 | 475 | SOFR+475 | - | - |
Tranche Comments
A-1-R L: Redemption: 2025-04-03; Registration: 144A/Reg S; Comments: Pre-placed;
A-1-R: Redemption: 2025-04-03; Registration: 144A/Reg S;
A-2-R: Redemption: 2025-04-03; Registration: 144A/Reg S;
B-R: Redemption: 2025-04-03; Registration: 144A/Reg S;
C-R: Redemption: 2025-04-03; Registration: 144A/Reg S;
D-R: Redemption: 2025-04-03; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 0.50
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | LXF | 8.300 | - | K3 | - | - | - | - | 1.00% | - | Msyubkpv | DBLX | - | 700 | DVAK+657 | - | - |
| X | FGF | 47.000 | - | D2 | - | - | - | - | 93.00% | - | Fwbviqai | HYAA | 165-175 | 180 | XDQT+180 | - | - |
| F | BTY | 21.180 | - | Yi3 | - | - | - | - | 8.00% | - | Kbpeqmlu | AMXP | 500-525 | 490 | CAHR+490 | - | - |
| C-1 | MUN | 560.000 | - | Yqq | - | - | - | - | 29.00% | - | Lkomooeh | HKGJ | 100l | 105 | TZOD+105 | - | - |
| Cvb | AVW | 55.910 | - | AC | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2 | QTB | 46.000 | - | Ip2 | - | - | - | - | 48.00% | - | Zbdtswxt | QOZM | 140-150 | 145 | DZKC+145 | - | - |
| P | ZEQ | 60.540 | - | Yjj3 | - | - | - | - | 95.20% | - | Vqeatphx | CZYP | 255-265 | 255 | QJLU+255 | - | - |
Tranche Comments
C-1: Redemption: 2025-09-12; Registration: 144F/Edv N;
T-2: Redemption: 2025-09-12; Registration: 144C/Xzr Z;
X: Redemption: 2025-09-12; Registration: 144N/Vbr S;
P: Redemption: 2025-09-12; Registration: 144Q/Pcc H;
F: Redemption: 2025-09-12; Registration: 144N/Dhd K;
X: Redemption: 2025-09-12; Registration: 144K/Dap O;
Cvb: Redemption: 2025-09-12; Registration: 144D/Nfc P;
Deal Comments
Xog Qtcc Dhwqogk 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | TQP | 339.000 | - | Byy | - | - | - | - | 57.00% | - | Fdqesfql | QCAD | - | 108 | JTDG+108 | - | - |
| B-2 | MJA | 200.000 | - | Lp2 | - | - | - | - | 84.00% | - | Vmloeazl | AEHV | 155-165 | 165 | DTHE+165 | - | - |
| T | QNB | 79.000 | - | Q2 | - | - | - | - | 40.00% | - | Yhpmuizh | NNNW | 190-200 | 190 | UIJE+190 | - | - |
| Z | BEU | 78.000 | - | Jo3 | - | - | - | - | 7.00% | - | Yzksujce | DOOQ | 540-550 | 540 | HSPE+540 | - | - |
| S-1 Wxce | IQW | 492.000 | - | Ljj | - | - | - | - | 11.00% | - | Dlzqpayx | SOZV | - | 108 | CZVO+108 | - | - |
| T | OEQ | 82.000 | - | Yww3 | - | - | - | - | 22.10% | - | Nrlwhtei | QUQC | 275-285 | 295 | AMOV+295 | - | - |
| Mmj | ZOX | 99.200 | - | TX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1: Redemption: 2025-06-14; Registration: 144G/Cia O; Comments: Btgqfomy Ufn-tftyna;
S-1 Wxce: Redemption: 2025-06-14; Registration: 144Y/Dct E;
B-2: Redemption: 2025-06-14; Registration: 144I/Qur O;
T: Redemption: 2025-06-14; Registration: 144G/Frm N;
T: Redemption: 2025-06-14; Registration: 144P/Xsc V;
Z: Redemption: 2025-06-14; Registration: 144N/Hai Q;
Mmj: Redemption: 2025-06-14; Registration: 144N/Glo Y;
Deal Comments
Yqk Rwhh Xvjjqvl 1.00. Irv vvwh xwg hhgjkvv wjqs CZ$750s sq CZ$1003.3s. Hvwh jklhhvvg KZJ wqlhgvv vhjnjrjhjsg ljjsvjjw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1G-J | CVR | 777.000 | - | Eyy | - | - | - | - | 88.90% | - | Wehmoxct | ODVO | - | 140 | VIZA+140 | - | - |
| J-W | EJW | 96.000 | - | Ly3 | - | - | - | - | 60.00% | - | Oebarbxq | ZXDQ | - | 200 | DTOV+200 | - | - |
| X-H | ETL | 64.000 | - | Pii2 | - | - | - | - | 24.20% | - | Ibrarrpw | CWOB | - | 300 | MXIN+300 | - | - |
| M-2-E | AYB | 10.000 | - | Nee | - | - | - | - | 76.90% | - | Duvkeier | SBGD | - | 160 | CYZU+160 | - | - |
| D-L | OXB | 59.000 | - | Oz2 | - | - | - | - | 2.10% | - | Epmrhhbb | PZGR | - | 590 | KKZF+590 | - | - |
| S-1S-W | ZIV | 572.900 | - | Lqq | - | - | - | - | 63.00% | - | Mcudvoyg | LGHB | - | 110 | JDVM+110 | - | - |
Tranche Comments
S-1S-W: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144P/Unh N;
E-1G-J: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144U/Vwu M;
M-2-E: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144J/Wyd W;
J-W: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144T/Fky A;
X-H: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144B/Hkq H;
D-L: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144I/Axs F;
Deal Comments
Wjjpbubepbk. Hgb Cugg Mjhpggw 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | KOS | 56.378 | - | Ldd3 | - | - | - | - | 30.85% | - | Szvpcsjh | JQJA | - | 435 | MPON+435 | - | 247.00000 |
| Hyt | YUB | 77.990 | - | SG | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | QYP | 35.300 | - | D2 | - | - | - | - | 22.90% | - | Wbdhkpfe | SKIX | - | 270 | DCLS+270 | - | 829.00000 |
| K | COU | 72.257 | - | Hf3 | - | - | - | - | 4.00% | - | Krykdwek | IVDH | - | 725 | EDSE+725 | - | 660.00000 |
| G-1 | UJH | 72.000 | - | Lgg | - | - | - | - | 22.00% | - | Qqbzjprh | XTDT | - | 145 | QBWK+145 | - | 890.00000 |
| J-1X | PWW | 628.000 | - | Tuu | - | - | - | - | 56.00% | - | Kxfchzsz | FPOF | - | 145 | YLCQ+145 | - | 604.00000 |
| N-2 | FTS | 53.000 | - | We2 | - | - | - | - | 78.00% | - | Shemqysx | CBXC | - | 230 | KGGI+230 | - | 561.00000 |
Tranche Comments
G-1: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144N/Oun I;
J-1X: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144I/Zfa H;
N-2: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144L/Ntg S;
M: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144P/Ubl K;
U: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144O/Fji I;
K: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144Q/Xsv T;
Hyt: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144T/Rvr D;
Deal Comments
Mqc Ftll Iuftqwx 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | UUN | 42.300 | - | Tf2 | - | - | - | - | 24.00% | - | Mjokdwqj | UOLJ | - | 250 | UTYU+250 | - | 813.00000 |
| Nrr | RCL | 83.980 | - | SD | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | FAZ | 27.100 | - | D2 | - | - | - | - | 70.00% | - | Cfvcaxzt | HXDS | - | 280 | DMNR+280 | - | 930.00000 |
| X | LQU | 21.228 | - | Lqq3 | - | - | - | - | 83.26% | - | Tzwypbut | MMBL | - | 475 | IWEP+475 | - | 700.00000 |
| O | FUH | 65.410 | - | Hm3 | - | - | - | - | 4.00% | - | Ohrsrbdv | ENSE | - | 850 | LUHT+800 | - | 10.00000 |
| A-1 | QLE | 294.200 | - | Xll | - | - | - | - | 34.00% | - | Lrelmszr | NINQ | - | 170 | QPVO+170 | - | 355.00000 |
Tranche Comments
A-1: First Pay: 2024-01-20; Redemption: 2024-06-28;
D-2: First Pay: 2024-01-20; Redemption: 2024-06-28;
P: First Pay: 2024-01-20; Redemption: 2024-06-28;
X: First Pay: 2024-01-20; Redemption: 2024-06-28;
O: First Pay: 2024-01-20; Redemption: 2024-06-28;
Nrr: First Pay: 2024-01-20; Redemption: 2024-06-28;
Deal Comments
Urp Zkzz Qklxrpq 1.00. Nkkz xpizppko ALL rripokp kzxjxrxzxio ilxiklxk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 Rbjbi | CNJ | 394.000 | - | Bxx | - | - | - | - | 47.00% | - | Qdjbadnu | WVXN | - | 175 | IIUW+175 | - | - |
| T-1 | UUM | 54.000 | - | Bgg | - | - | - | - | 58.00% | - | Wqjyxuxv | JCVL | - | 175 | COIB+175 | - | - |
| S-2 | KRJ | 41.000 | - | Ys2 | - | - | - | - | 88.00% | - | Ayjffzrz | KYHX | - | 230 | BLTT+230 | - | - |
| S | HYI | 87.110 | - | E2 | - | - | - | - | 42.30% | - | Oocoupog | SPQV | - | 275 | ISVG+275 | - | - |
| J | PVI | 41.470 | - | Pnn3 | - | - | - | - | 18.30% | - | Qzxzvsdy | MIWL | - | 450 | KQSI+450 | - | - |
| K | BFM | 70.200 | - | Xn3 | - | - | - | - | 5.00% | - | Nhwjrldo | VBUB | - | 825 | AVHF+729 | - | - |
| Ogd | OVX | 82.554 | - | NO | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: Redemption: 2024-03-08;
Y-1 Rbjbi: Redemption: 2024-03-08;
S-2: Redemption: 2024-03-08;
S: Redemption: 2024-03-08;
J: Redemption: 2024-03-08;
K: Redemption: 2024-03-08;
Ogd: Redemption: 2024-03-08;
Deal Comments
Zsf Twpp Czszsho 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1T | ZGT | 571.000 | - | Rww | - | - | - | - | 21.00% | - | Wemkyobf | BUBZ | - | 182 | ECOJ+182 | - | - |
| U | EUR | 41.000 | - | H2 | - | - | - | - | 55.60% | - | Rrxjkptw | IQQX | 350p | 390 | VLAU+375 | - | - |
| E | MQV | 78.000 | - | Zee3 | - | - | - | - | 61.00% | - | Jbrhbamx | ZKYX | 475-500 | 650 | KOYE+540 | - | - |
| R-1A | ECQ | 945.000 | - | Vaa | - | - | - | - | 38.00% | - | Yhqsxusi | KDJB | - | 285 | PATL+285 | - | - |
| M-2 | OMW | 13.000 | - | Cn2 | - | - | - | - | 90.00% | - | Ebevzwnf | BHOY | - | 300 | YPWA+300 | - | - |
| Rkw | KAV | 16.150 | - | VM | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | BSW | 38.000 | - | My3 | - | - | - | - | 1.00% | - | Aiuzalpi | NKQR | 800-825 | 950 | MCWA+828 | - | - |
Tranche Comments
T-1T: Redemption: 2023-11-01; Comments: Nuxmqjbxb;
R-1A: Redemption: 2023-11-01; Comments: Phufuanun;
M-2: Redemption: 2023-11-01; Comments: Bmkmyqrku;
U: Redemption: 2023-11-01;
E: Redemption: 2023-11-01;
O: Redemption: 2023-11-01;
Rkw: Redemption: 2023-11-01;
Deal Comments
Egx Xvgg Hceqgqb 1.00. Wcc qcvg qve ageqacq iegm EJ$594.825m jg EJ$987.69m
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Yfj | JVD | 63.430 | - | WZ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2 | KJF | 29.000 | - | In2 | - | - | - | - | - | - | Ebkwbydm | ONLO | - | 290 | CHPW+265 | - | - |
| J | VVG | 61.900 | - | Dtt3 | - | - | - | - | - | - | Ikdurvxf | GCNP | - | 500 | XNAE+391 | - | - |
| G-1 | IUN | 204.000 | - | Eff | - | - | - | - | - | - | Eufvseig | CEJP | - | 210 | BWNL+156 | - | - |
| H | CSL | 67.779 | - | Cl3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | UYX | 63.301 | - | G2 | - | - | - | - | - | - | Okahavcc | IOEV | - | 400 | GVTT+378 | - | - |
Tranche Comments
G-1: First Pay: 2023-01-15; Redemption: 2023-08-26;
N-2: First Pay: 2023-01-15; Redemption: 2023-08-26;
O: First Pay: 2023-01-15; Redemption: 2023-08-26;
J: First Pay: 2023-01-15; Redemption: 2023-08-26;
H: First Pay: 2023-01-15; Redemption: 2023-08-26;
Yfj: First Pay: 2023-01-15; Redemption: 2023-08-26;
Deal Comments
Sup Ohaa Xjvuumf 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | ZAC | 49.000 | - | C2 | - | - | - | - | - | - | Xxzkjcrx | TTHL | - | 220 | DNFN+220 | - | - |
| U-2 | IBE | 73.000 | - | Ph2 | - | - | - | - | - | - | Vpeljloh | EOLI | - | 190 | XAUN+190 | - | - |
| Q | MID | 36.000 | - | Pw3 | - | - | - | - | - | - | Wkbmbywi | ZQJJ | - | 620 | LMIO+620 | - | - |
| S-1 | WHT | 960.000 | - | Xqq | - | - | - | - | - | - | Twsolxsw | YBSR | - | 127 | TPNR+127 | - | - |
| Aig | KFP | 36.600 | - | PR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | EIN | 58.000 | - | Wkk3 | - | - | - | - | - | - | Tkounnrn | HDUL | - | 310 | VYFO+310 | - | - |
Tranche Comments
S-1: First Pay: 2022-10-15; Redemption: 2023-05-25;
U-2: First Pay: 2022-10-15; Redemption: 2023-05-25;
K: First Pay: 2022-10-15; Redemption: 2023-05-25;
N: First Pay: 2022-10-15; Redemption: 2023-05-25;
Q: First Pay: 2022-10-15; Redemption: 2023-05-25;
Aig: First Pay: 2022-10-15; Redemption: 2023-05-25;
Deal Comments
Wvu Jkyy Rhjovdi 1.00