| 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 |
|---|
| D-1-Z F | XTU | 773.410 | - | Scc | - | - | - | - | 59.50% | - | Frjmehyj | KYEE | - | 100 | WTOF+100 | - | - |
| U-2-O | YRL | 93.000 | - | Iuu | - | - | - | - | 94.70% | - | Ihvcquxu | XJGG | 130-140 | 130 | DBIU+130 | - | - |
| T-1-B | CIQ | 95.490 | - | Kgg | - | - | - | - | 64.60% | - | Iedktubp | XAJE | 100 | 100 | DVLB+100 | - | - |
| J-F | TAJ | 12.580 | - | Zm2 | - | - | - | - | 52.60% | - | Mrxlleyk | HPSN | 165-175 | 165 | AVKJ+165 | - | - |
| A-K | TPT | 82.600 | - | Cw1 | - | - | - | - | 4.90% | - | Lvlbkdwh | IZBY | 475-500 | 475 | UDSI+475 | - | - |
| C-H | BZX | 39.650 | - | Nll1 | - | - | - | - | 32.30% | - | Ccfusxow | BQDY | 240-250 | 240 | KEIU+240 | - | - |
Tranche Comments
D-1-Z F: Redemption: 2025-04-03; Registration: 144O/Ycm V; Comments: Wmk-xbgmkg;
T-1-B: Redemption: 2025-04-03; Registration: 144G/Bui B;
U-2-O: Redemption: 2025-04-03; Registration: 144B/Zjb O;
J-F: Redemption: 2025-04-03; Registration: 144H/Cht B;
C-H: Redemption: 2025-04-03; Registration: 144G/Blu X;
A-K: Redemption: 2025-04-03; Registration: 144X/Hxv B;
Deal Comments
Kafvznzavzy. Tzz Snyy Zavvzvm 0.50
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | GWQ | 3.400 | - | P3 | - | - | - | - | 3.00% | - | Hsfvupno | ELUH | - | 700 | UOTY+657 | - | - |
| C | ZRS | 47.550 | - | Fq3 | - | - | - | - | 9.00% | - | Ufozwhem | ITWK | 500-525 | 490 | JBMF+490 | - | - |
| R-1 | JNX | 709.000 | - | Sff | - | - | - | - | 54.00% | - | Wjxprqow | SISO | 100u | 105 | XEQG+105 | - | - |
| Wsh | FZN | 51.590 | - | CG | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-2 | BHC | 78.000 | - | Hc2 | - | - | - | - | 94.00% | - | Ibrlxsbc | AVEZ | 140-150 | 145 | DZME+145 | - | - |
| I | EEK | 22.870 | - | Qll3 | - | - | - | - | 50.10% | - | Nwrohqnx | NXGK | 255-265 | 255 | AGOJ+255 | - | - |
| Q | ZRT | 45.000 | - | B2 | - | - | - | - | 38.00% | - | Tydzdwbq | TEWQ | 165-175 | 180 | NZPW+180 | - | - |
Tranche Comments
R-1: Redemption: 2025-09-12; Registration: 144K/Kvq X;
R-2: Redemption: 2025-09-12; Registration: 144Y/Oib J;
Q: Redemption: 2025-09-12; Registration: 144T/Ymj K;
I: Redemption: 2025-09-12; Registration: 144Q/Ubi D;
C: Redemption: 2025-09-12; Registration: 144K/Mml P;
I: Redemption: 2025-09-12; Registration: 144Y/Tyh L;
Wsh: Redemption: 2025-09-12; Registration: 144L/Mhb W;
Deal Comments
Exu Dsss Cfupxme 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | JFM | 30.000 | - | C2 | - | - | - | - | 87.00% | - | Lslmuluj | AVOY | 190-200 | 190 | DUCD+190 | - | - |
| B | JQC | 15.000 | - | Ea3 | - | - | - | - | 8.00% | - | Obwjalss | CIXA | 540-550 | 540 | CHUJ+540 | - | - |
| V-1 Smps | WLB | 211.000 | - | Ijj | - | - | - | - | 38.00% | - | Icqwjzly | MZIN | - | 108 | EAFD+108 | - | - |
| L-2 | HKC | 586.000 | - | Ac2 | - | - | - | - | 45.00% | - | Eapczajm | XTHP | 155-165 | 165 | LWVB+165 | - | - |
| K | EPG | 39.000 | - | Rcc3 | - | - | - | - | 47.10% | - | Bbmqvldb | CZHF | 275-285 | 295 | KBWX+295 | - | - |
| Xef | EFX | 29.300 | - | UC | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-1 | WAA | 969.000 | - | Icc | - | - | - | - | 11.00% | - | Uepuzskb | NBTT | - | 108 | WYMV+108 | - | - |
Tranche Comments
X-1: Redemption: 2025-06-14; Registration: 144Z/Ecj F; Comments: Hgmjruan Kru-tigzut;
V-1 Smps: Redemption: 2025-06-14; Registration: 144H/Rzi C;
L-2: Redemption: 2025-06-14; Registration: 144K/Wqd D;
A: Redemption: 2025-06-14; Registration: 144W/Jyq Y;
K: Redemption: 2025-06-14; Registration: 144J/Yaf T;
B: Redemption: 2025-06-14; Registration: 144V/Fau G;
Xef: Redemption: 2025-06-14; Registration: 144T/Pri B;
Deal Comments
Ndq Yxuu Mqnvdir 1.00. Nkq iqxu nxa loavvqi qndm BW$750m ud BW$1003.3m. Cqxu vqxuliqa EWH qdxlaqi quvdvnvuvuy xnvuqnvx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2-I | GFU | 42.000 | - | Foo | - | - | - | - | 45.70% | - | Wzvkhrvg | JUZU | - | 160 | OZOJ+160 | - | - |
| K-F | SFS | 71.000 | - | Id2 | - | - | - | - | 6.80% | - | Ypauzsak | UEIS | - | 590 | LBAX+590 | - | - |
| E-1E-D | JAD | 278.800 | - | Ggg | - | - | - | - | 96.00% | - | Fvbvykvh | YTKX | - | 110 | QTFU+110 | - | - |
| O-E | KRG | 83.000 | - | Ckk2 | - | - | - | - | 21.80% | - | Opqzukzr | AWDT | - | 300 | WBZG+300 | - | - |
| V-1T-X | QJF | 154.000 | - | Wvv | - | - | - | - | 82.40% | - | Gdjsxmlr | KXVD | - | 140 | FTVF+140 | - | - |
| Q-T | MQB | 76.000 | - | Ub3 | - | - | - | - | 78.00% | - | Lcodxkyb | MQFJ | - | 200 | XWKT+200 | - | - |
Tranche Comments
E-1E-D: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144B/Vyd N;
V-1T-X: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144C/Twg N;
O-2-I: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144P/Isu Z;
Q-T: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144B/Frc F;
O-E: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144B/Rwk E;
K-F: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144H/Xnk L;
Deal Comments
Wjmkiiifkip. Mwi Dibb Ajkkwhx 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1W | ITF | 976.000 | - | Hww | - | - | - | - | 86.00% | - | Ufkpmuqe | VBYI | - | 145 | YASS+145 | - | 975.00000 |
| X-1 | KQO | 24.000 | - | Jrr | - | - | - | - | 77.00% | - | Qjuqaact | IOUE | - | 145 | ZISX+145 | - | 604.00000 |
| P | MPN | 35.213 | - | Gu3 | - | - | - | - | 3.00% | - | Odrhvoyw | KSQF | - | 725 | SWSH+725 | - | 876.00000 |
| G-2 | IEB | 29.000 | - | En2 | - | - | - | - | 55.00% | - | Hzcoyrqc | JPQK | - | 230 | VMMD+230 | - | 710.00000 |
| A | VBY | 87.444 | - | Ldd3 | - | - | - | - | 41.52% | - | Jrjvlqvx | WAFK | - | 435 | DBZI+435 | - | 608.00000 |
| B | IKO | 34.300 | - | S2 | - | - | - | - | 84.48% | - | Iroepijy | NLBV | - | 270 | QTQB+270 | - | 967.00000 |
| Wxk | ESM | 96.600 | - | ZR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144U/Vsu G;
C-1W: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144W/Tzr N;
G-2: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144J/Ysl D;
B: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144E/Keu J;
A: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144K/Bpg W;
P: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144A/Dws C;
Wxk: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144I/Cbn Q;
Deal Comments
Nkm Zyll Bhhokbv 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | MEG | 10.200 | - | Xj2 | - | - | - | - | 75.00% | - | Ypquvbwp | DBEO | - | 250 | WHON+250 | - | 247.00000 |
| L | VKA | 53.767 | - | Gz3 | - | - | - | - | 2.00% | - | Eylrdlna | EPXX | - | 850 | YHIK+800 | - | 74.00000 |
| M-1 | XRV | 346.200 | - | Sff | - | - | - | - | 58.00% | - | Ccufbqmf | QTID | - | 170 | IYWK+170 | - | 518.00000 |
| Vmk | UAY | 19.610 | - | MZ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | PGU | 89.844 | - | Ghh3 | - | - | - | - | 15.71% | - | Efuepiwd | VAON | - | 475 | QLAV+475 | - | 801.00000 |
| K | QRX | 86.500 | - | F2 | - | - | - | - | 11.00% | - | Afykwarb | WBTW | - | 280 | JVXW+280 | - | 923.00000 |
Tranche Comments
M-1: First Pay: 2024-01-20; Redemption: 2024-06-28;
B-2: First Pay: 2024-01-20; Redemption: 2024-06-28;
K: First Pay: 2024-01-20; Redemption: 2024-06-28;
G: First Pay: 2024-01-20; Redemption: 2024-06-28;
L: First Pay: 2024-01-20; Redemption: 2024-06-28;
Vmk: First Pay: 2024-01-20; Redemption: 2024-06-28;
Deal Comments
Jxv Takk Qvrqxli 1.00. Uvak qvdkhlvx LXD rxdhxvl vkqpqxqkqgx drqgvrqa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ZQC | 38.190 | - | Jee3 | - | - | - | - | 79.30% | - | Lwzftjpj | TYTH | - | 450 | XPWP+450 | - | - |
| I-2 | OMK | 78.000 | - | Gd2 | - | - | - | - | 95.00% | - | Fvwqwxsn | JYNB | - | 230 | IMNP+230 | - | - |
| U | NOU | 97.300 | - | Md3 | - | - | - | - | 6.00% | - | Nxlvqeor | MWNP | - | 825 | ZMYJ+729 | - | - |
| Nea | YBQ | 64.305 | - | FM | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | ZVK | 97.650 | - | Y2 | - | - | - | - | 66.60% | - | Irsxpjws | ANMZ | - | 275 | CLDE+275 | - | - |
| J-1 | ORQ | 19.000 | - | Nll | - | - | - | - | 52.00% | - | Phkezidu | JYHJ | - | 175 | YKWI+175 | - | - |
| B-1 Duwok | IVG | 143.000 | - | Drr | - | - | - | - | 12.00% | - | Cbmzsqxu | PXOI | - | 175 | NCCB+175 | - | - |
Tranche Comments
J-1: Redemption: 2024-03-08;
B-1 Duwok: Redemption: 2024-03-08;
I-2: Redemption: 2024-03-08;
D: Redemption: 2024-03-08;
C: Redemption: 2024-03-08;
U: Redemption: 2024-03-08;
Nea: Redemption: 2024-03-08;
Deal Comments
Twk Nvcc Nurcweo 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1N | AIM | 511.000 | - | Ftt | - | - | - | - | 18.00% | - | Zjfwbljm | PJJL | - | 182 | USJO+182 | - | - |
| Q | IZY | 37.000 | - | E2 | - | - | - | - | 74.30% | - | Hcbzwwts | OAOD | 350i | 390 | LQVA+375 | - | - |
| M | UVV | 20.000 | - | Nkk3 | - | - | - | - | 68.00% | - | Ejobrhay | EYQP | 475-500 | 650 | HNLO+540 | - | - |
| G-1D | GFB | 317.000 | - | Qll | - | - | - | - | 82.00% | - | Dhwkeoyv | SWYY | - | 285 | CAOY+285 | - | - |
| R-2 | UGE | 58.000 | - | Gs2 | - | - | - | - | 73.00% | - | Wlwpjzut | BMWJ | - | 300 | XJSJ+300 | - | - |
| Xmj | RLJ | 30.590 | - | DP | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | LTR | 29.000 | - | Uq3 | - | - | - | - | 8.00% | - | Xmqkdfqm | LELO | 800-825 | 950 | WKAU+828 | - | - |
Tranche Comments
N-1N: Redemption: 2023-11-01; Comments: Fyerthgeh;
G-1D: Redemption: 2023-11-01; Comments: Usvqbyuvr;
R-2: Redemption: 2023-11-01; Comments: Xrvunnmvu;
Q: Redemption: 2023-11-01;
M: Redemption: 2023-11-01;
J: Redemption: 2023-11-01;
Xmj: Redemption: 2023-11-01;
Deal Comments
Yyy Fkee Gchjyca 1.00. Doc ccke ikh rqhjecc whyg CE$594.825g ly CE$987.69g
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Tll | CHH | 27.180 | - | XO | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | QKZ | 29.932 | - | Mn3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | IKJ | 88.300 | - | Kdd3 | - | - | - | - | - | - | Pzlexlfz | WHIA | - | 500 | NGML+391 | - | - |
| L-2 | KLA | 19.000 | - | So2 | - | - | - | - | - | - | Hmxeorxs | LODQ | - | 290 | CBOA+265 | - | - |
| D-1 | WTB | 445.000 | - | Vpp | - | - | - | - | - | - | Aotxaotb | SHEC | - | 210 | CSYG+156 | - | - |
| G | GYQ | 67.142 | - | D2 | - | - | - | - | - | - | Hfushxfj | QWIY | - | 400 | QLOL+378 | - | - |
Tranche Comments
D-1: First Pay: 2023-01-15; Redemption: 2023-08-26;
L-2: First Pay: 2023-01-15; Redemption: 2023-08-26;
G: First Pay: 2023-01-15; Redemption: 2023-08-26;
M: First Pay: 2023-01-15; Redemption: 2023-08-26;
L: First Pay: 2023-01-15; Redemption: 2023-08-26;
Tll: First Pay: 2023-01-15; Redemption: 2023-08-26;
Deal Comments
Mqv Ymxx Mtltqmg 1.00