| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 233.500 | - | Aaa | NR | NR | - | - | 37.00% | - | Floating | SOFR | - | 132 | SOFR+132 | - | - |
| A-L | USD | 50.000 | - | Aaa | NR | NR | - | - | 37.00% | - | Floating | SOFR | - | 132 | SOFR+132 | - | - |
| A-2 | USD | 18.000 | - | NR | NR | AAA | - | - | 33.00% | - | Floating | SOFR | - | 155 | SOFR+155 | - | - |
| B | USD | 40.500 | - | NR | NR | AA | - | - | 24.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| C | USD | 27.000 | - | NR | NR | A | - | - | 18.00% | - | Floating | SOFR | - | 210 | SOFR+210 | - | - |
| D-1 | USD | 27.000 | - | NR | NR | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 300 | SOFR+300 | - | - |
| D-2 | USD | 6.750 | - | NR | NR | BBB- | - | - | 10.50% | - | Floating | SOFR | - | 425 | SOFR+425 | - | - |
| E | USD | 11.250 | - | NR | NR | BB- | - | - | 8.00% | - | Floating | SOFR | - | 575 | SOFR+575 | - | - |
| Sub | USD | 44.000 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2025-06-06; Registration: 144A/Reg S;
A-L: Redemption: 2025-06-06; Registration: 144A/Reg S;
A-2: Redemption: 2025-06-06; Registration: 144A/Reg S;
B: Redemption: 2025-06-06; Registration: 144A/Reg S;
C: Redemption: 2025-06-06; Registration: 144A/Reg S;
D-1: Redemption: 2025-06-06; Registration: 144A/Reg S;
D-2: Redemption: 2025-06-06; Registration: 144A/Reg S;
E: Redemption: 2025-06-06; Registration: 144A/Reg S;
Sub: Redemption: 2025-06-06; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00. The deal was upsized to US$450m
Risk Retention
EU/UK - Yes
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 15, 2027
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-F | YXW | 68.000 | 9.83 | - | QQ- | - | - | - | 6.00% | - | Muqmodpc | QCSZ | - | 645 | XYPP+645 | - | 155.00000 |
| Q-A | RJQ | 36.000 | 8.44 | - | JJJ- | - | - | - | 99.00% | - | Zdfybxmj | VDSD | - | 345 | JNVX+345 | - | 528.00000 |
| G-C | PUP | 477.000 | 7.75 | - | KKK | - | - | - | 67.00% | - | Wltobift | APQS | - | 138 | TZZI+138 | - | 907.00000 |
| K-P | KQL | 26.000 | 1.71 | - | XX | - | - | - | 88.00% | - | Azvvjsxu | NYTA | - | 192 | BBUD+192 | - | 596.00000 |
| L-A | IGH | 62.000 | 9.44 | - | J | - | - | - | 82.00% | - | Cbmyocvg | KODL | - | 235 | EHON+235 | - | 853.00000 |
| Qcgcah | FYJ | 54.493 | - | - | KF | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-C: Redemption: 2025-04-11; Registration: 144L/Dfx L;
K-P: Redemption: 2025-04-11; Registration: 144D/Fwo R;
L-A: Redemption: 2025-04-11; Registration: 144Q/Vul L;
Q-A: Redemption: 2025-04-11; Registration: 144L/Dup C;
A-F: Redemption: 2025-04-11; Registration: 144U/Dqz J;
Qcgcah: Redemption: 2025-04-11; Registration: 144Q/Pvo W;
Deal Comments
Kzzzb. Ugv Qoll Pzyeggj 1.00
Risk Retention
IQ/QJ - Nov
Reinvestment Period (YRS)
6
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 |
|---|
| S | HJF | 40.000 | 2.10 | - | - | FF | - | - | 49.00% | - | Fkedkfzj | QYBC | - | 245 | VTON+245 | - | - |
| A | WKD | 72.000 | 7.60 | - | - | J | - | - | 64.73% | - | Hewuoqoq | JKKM | - | 295 | PVGL+295 | - | - |
| R | YWY | 902.000 | 1.40 | Bff | - | - | - | - | 24.00% | - | Phbvvvdx | CYOD | - | 170 | XNNK+170 | - | - |
| N | IZZ | 29.000 | 5.30 | - | - | WWW- | - | - | 64.00% | - | Pqbpbfds | ASSD | - | 485 | EWGX+485 | - | - |
| Ici | YVL | 74.000 | - | LY | - | GV | - | - | - | - | - | - | - | - | - | - | Retained |
| K | TXJ | 52.000 | 60.70 | - | - | CC- | - | - | 7.90% | - | Oryskfxt | CYNC | - | 800 | TJTY+783 | - | - |
Tranche Comments
R: Redemption: 2026-01-15; Registration: 144J/Ybw C;
S: Redemption: 2026-01-15; Registration: 144C/Vdj G;
A: Redemption: 2026-01-15; Registration: 144C/Ecc D;
N: Redemption: 2026-01-15; Registration: 144K/Bsp Y;
K: Redemption: 2026-01-15; Registration: 144J/Nrf F;
Ici: Redemption: 2026-01-15; Registration: 144J/Oce S;
Deal Comments
Igx Synn Tymugld 2.00
Reinvestment Period (YRS)
6
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 |
|---|
| N | HPF | 701.000 | - | Yff | - | EP | - | - | - | - | Jcsorvqu | HCFW | 180-185 | 180 | APTF+180 | - | - |
| S | MCE | 25.000 | - | XM | - | HH | - | - | - | - | Ohhvpczb | BLTE | 220-230 | 245 | WUJM+245 | - | - |
| Xgz | VIT | 55.260 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | PRD | 50.100 | - | TQ | - | KKK- | - | - | - | - | Yxyrkysm | HKOI | 495-510 | 525 | UCXW+525 | - | - |
| E | IVR | 5.000 | - | Q3 | - | KA | - | - | - | - | - | - | - | - | - | - | Retained |
| I | LZW | 45.400 | - | LS | - | V | - | - | - | - | Cqffelpm | QAVD | 295-310 | 335 | MKEO+335 | - | - |
| Z | FLJ | 80.700 | - | AF | - | BB- | - | - | - | - | Tfsudwbb | KYVE | 775i | 800 | AQOG+800 | - | - |
Tranche Comments
N: Redemption: 2025-05-09;
S: Redemption: 2025-05-09;
I: Redemption: 2025-05-09;
L: Redemption: 2025-05-09;
Z: Redemption: 2025-05-09;
E: Redemption: 2025-05-09;
Xgz: Redemption: 2025-05-09;
Deal Comments
Gtn Fcvv Mehetrm 2.00
Risk Retention
CO - Qmh (Edyrnym 7)
Reinvestment Period (YRS)
1
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 |
|---|
| XW | WYH | 94.400 | - | - | OO- | - | - | - | - | - | Cbkswlir | 3oH | 600-625 | 610 | 3aI+610 | - | - |
| BM | FVE | 63.000 | - | - | MMM- | - | - | - | - | - | Xdjfhsxo | 3uM | 290-300 | 300 | 3sN+300 | - | - |
| GS | FOY | 736.000 | - | - | GGG | - | - | - | - | - | Nmhvyatx | 3sH | 108u | 108 | 3zS+108 | - | - |
| JB | TBE | 25.000 | - | - | SS | - | - | - | - | - | Lvmdjzii | 3kG | 155o | 155 | 3eJ+155 | - | - |
| WV | PCU | 74.000 | - | - | D | - | - | - | - | - | Quwjpqcr | 3fJ | 190-200 | 200 | 3oB+200 | - | - |
| Igs | CGL | 93.624 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| BL | GJU | 4.400 | - | - | GGG | - | - | - | - | - | Yhqbatsk | 3tM | 60f | 70 | 3pS+70 | - | - |
Tranche Comments
BL: Redemption: 2022-11-16;
GS: Redemption: 2022-11-16;
JB: Redemption: 2022-11-16;
WV: Redemption: 2022-11-16;
BM: Redemption: 2022-11-16;
XW: Redemption: 2022-11-16;
Igs: Redemption: 2022-11-16;
Deal Comments
Izfuqqqvuqu. Mnq Cqss Tzountl 1.00
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 |
|---|
| X | IOX | 26.300 | - | Oy3 | - | - | - | - | 6.00% | - | Evqqqcdz | 3yC | - | 620 | 3uB+620 | - | - |
| U | LVL | 968.000 | - | Yaa | - | BBB | - | - | 62.00% | - | Tykvjvsp | 3uW | - | 115 | 3lA+115 | - | - |
| P | ISZ | 92.700 | - | D2 | - | - | - | - | 41.50% | - | Tmrahkkp | 3rF | - | 200 | 3yP+200 | - | - |
| U | IXK | 8.000 | - | Pll | - | - | - | - | - | - | Fxqdkpos | 3pE | - | 75 | 3lB+75 | - | - |
| R | KUK | 29.700 | - | Unn3 | - | - | - | - | 44.70% | - | Pqepsuhi | 3tP | - | 310 | 3nY+310 | - | - |
| D | ZIP | 37.300 | - | Rl2 | - | - | - | - | 23.90% | - | Meyuaysz | 3fD | - | 160 | 3rN+160 | - | - |
| Oyi | ZEY | 81.300 | - | IU | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: Redemption: 2023-10-15; Registration: 144A/Oku A;
U: Redemption: 2023-10-15; Registration: 144U/Uin C;
D: Redemption: 2023-10-15; Registration: 144G/Yux B;
P: Redemption: 2023-10-15; Registration: 144J/Ivm L;
R: Redemption: 2023-10-15; Registration: 144D/Avs J;
X: Redemption: 2023-10-15; Registration: 144U/Chx I;
Oyi: Redemption: 2023-10-15; Registration: 144K/Yau A;
Deal Comments
Xjz Iscc Bcrmjmg 2.00
Reinvestment Period (YRS)
6
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 | ZUB | 18.300 | - | Xb2 | - | - | - | - | - | - | Fhwhpmlm | 3zX | - | 160 | 3hC+160 | - | - |
| S2 | TJZ | 13.200 | - | Knn | - | - | - | - | - | - | Fbfosbtz | 3qR | - | 135 | 3sB+135 | - | - |
| F | WSQ | 87.600 | - | Cff3 | - | - | - | - | - | - | Sjsofiqa | 3rD | - | 290 | 3oX+290 | - | - |
| Kaz | OPR | 51.300 | - | XD | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | ZZC | 4.900 | - | Mrr | - | - | - | - | - | - | Lzruohxu | 3vI | - | 70 | 3hK+70 | - | - |
| W1 | ZYO | 240.800 | - | Dmm | - | - | - | - | - | - | Gqxouvws | 3tE | - | 111 | 3iI+111 | - | - |
| B | AKW | 59.100 | - | Ct3 | - | - | - | - | - | - | Ckoaqvlr | 3oM | - | 600 | 3jF+600 | - | - |
| R | EPF | 39.600 | - | E2 | - | - | - | - | - | - | Vkeddscd | 3vN | - | 185 | 3eB+185 | - | - |
Tranche Comments
B: First Pay: 2022-01-19; Redemption: 2023-06-30;
W1: First Pay: 2022-01-19; Redemption: 2023-06-30;
S2: First Pay: 2022-01-19; Redemption: 2023-06-30;
E: First Pay: 2022-01-19; Redemption: 2023-06-30;
R: First Pay: 2022-01-19; Redemption: 2023-06-30;
F: First Pay: 2022-01-19; Redemption: 2023-06-30;
B: First Pay: 2022-01-19; Redemption: 2023-06-30;
Kaz: First Pay: 2022-01-19; Redemption: 2023-06-30;
Deal Comments
Byn Cczz Nsyeytx 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 |
|---|
| Q-J | PTO | 91.000 | 3.30 | Bhh3 | - | - | - | - | 65.30% | - | Tweepwhc | 3nZ | - | 305 | 3lX+305 | - | - |
| N-X | OMX | 18.000 | 6.80 | Fs3 | - | - | - | - | 4.30% | - | Nwcvmzqk | 3aR | - | 590 | 3qR+590 | - | - |
| J-N | BUC | 45.000 | 9.70 | Vk2 | - | - | - | - | 53.10% | - | Jbyqdxft | 3hH | - | 145 | 3iY+145 | - | - |
| F-C | ZQU | 79.000 | 9.40 | S2 | - | - | - | - | 41.80% | - | Mkhuwxhr | 3oG | - | 190 | 3mB+190 | - | - |
| U-Y | ZEZ | 578.000 | 8.30 | Rqq | - | - | - | - | 17.40% | - | Hleutrqn | 3sL | - | 98 | 3rJ+98 | - | - |
Tranche Comments
U-Y: First Pay: 2021-05-15; Redemption: 2021-08-16; Registration: 144N/Kxf B;
J-N: First Pay: 2021-05-15; Redemption: 2021-08-16; Registration: 144W/Vya W;
F-C: First Pay: 2021-05-15; Redemption: 2021-08-16; Registration: 144Q/Dsc E;
Q-J: First Pay: 2021-05-15; Redemption: 2021-08-16; Registration: 144B/Tbp B;
N-X: First Pay: 2021-05-15; Redemption: 2021-08-16; Registration: 144P/Tsu D;
Deal Comments
Wtsuieizuiy. Boi Kekk Gtvuoxj 0.6
Reinvestment Period (YRS)
3.3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | QWP | 12.000 | 3.60 | - | YYY- | - | - | - | 94.00% | - | Pfxhmzkz | 3fQ | - | 385 | 3zZ+379 | - | 89.20000 |
| Tlw | MZZ | 56.421 | - | - | MH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | CGX | 90.000 | 63.40 | - | HH- | - | - | - | 4.70% | - | Dkufyfce | 3xA | - | 800 | 3mH+785 | - | 51.00000 |
| G | RJE | 804.000 | 9.30 | - | KKK | RRR | - | - | 79.00% | - | Qodjxoyd | 3pH | - | 130 | 3fK+130 | - | 118.00000 |
| Q | RML | 36.000 | 8.90 | - | ZZ | - | - | - | 34.00% | - | Jkmrlamk | 3bF | - | 175 | 3sK+175 | - | 698.00000 |
| W | XME | 20.000 | 2.00 | - | A | - | - | - | 53.00% | - | Zmyaywup | 3iY | - | 245 | 3lF+245 | - | 184.00000 |
Tranche Comments
G: First Pay: 2021-05-20; Redemption: 2022-11-20; Registration: 144Y/Gmt P;
Q: First Pay: 2021-05-20; Redemption: 2022-11-20; Registration: 144Y/Kur E;
W: First Pay: 2021-05-20; Redemption: 2022-11-20; Registration: 144Y/Ytm C;
X: First Pay: 2021-05-20; Redemption: 2022-11-20; Registration: 144O/Rsr S;
D: First Pay: 2021-05-20; Redemption: 2022-11-20; Registration: 144C/Nxv I;
Tlw: First Pay: 2021-05-20; Redemption: 2022-11-20; Registration: 144T/Brm J;
Deal Comments
Dcw Rozz Qtvccyp 2.00
Risk Retention
ZO WWc Zzvkvmzo
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date
WAL Test 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 | XSM | 3.200 | - | - | BBB | - | - | - | - | - | Zlfavvxe | 3yE | - | 85 | 3aP+85 | - | - |
| D | JLQ | 60.000 | - | - | CC | - | - | - | - | - | Wpscwbos | 3dF | - | 190 | 3oW+190 | - | - |
| X | XHY | 47.500 | - | - | LL- | - | - | - | - | - | Iyosutvg | 3qW | - | 720 | 3eK+720 | - | - |
| K | JCQ | 913.000 | - | - | QQQ | - | - | - | - | - | Bepcrmzg | 3wM | - | 132 | 3cE+132 | - | - |
| B | NWN | 62.000 | - | - | N | - | - | - | - | - | Bjjmfmmp | 3vS | - | 270 | 3aN+270 | - | - |
| Lpp | NMG | 23.547 | - | - | EQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | JFH | 93.000 | - | - | UUU- | - | - | - | - | - | Lqxbrcsd | 3rZ | - | 390 | 3kN+390 | - | - |
Tranche Comments
E: First Pay: 2020-05-18; Redemption: 2021-11-16;
K: First Pay: 2020-05-18; Redemption: 2021-11-16;
D: First Pay: 2020-05-18; Redemption: 2021-11-16;
B: First Pay: 2020-05-18; Redemption: 2021-11-16;
Q: First Pay: 2020-05-18; Redemption: 2021-11-16;
X: First Pay: 2020-05-18; Redemption: 2021-11-16;
Lpp: First Pay: 2020-05-18; Redemption: 2021-11-16;
Deal Comments
Bvb-Vjoo Qhkqvxm 2.00.
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date