| 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 |
|---|
| Wjwcgu | COY | 34.929 | - | - | SY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-Y | ULD | 60.000 | 6.77 | - | CCC- | - | - | - | 25.00% | - | Wlzxyuie | XGYU | - | 345 | NCQC+345 | - | 255.00000 |
| G-J | COP | 494.000 | 5.79 | - | KKK | - | - | - | 69.00% | - | Osqovvww | HQHB | - | 138 | VEUE+138 | - | 735.00000 |
| M-J | UBA | 31.000 | 6.75 | - | L | - | - | - | 56.00% | - | Iddzwzyw | SXTY | - | 235 | WLCR+235 | - | 275.00000 |
| F-P | JCQ | 28.000 | 8.21 | - | NN- | - | - | - | 2.00% | - | Jxksyptl | BYFW | - | 645 | GMNC+645 | - | 991.00000 |
| X-L | ZVE | 94.000 | 8.54 | - | OO | - | - | - | 73.00% | - | Hzkcdwnb | UZHT | - | 192 | SZBH+192 | - | 592.00000 |
Tranche Comments
G-J: Redemption: 2025-04-11; Registration: 144E/Xvi Y;
X-L: Redemption: 2025-04-11; Registration: 144I/Dxr O;
M-J: Redemption: 2025-04-11; Registration: 144L/Hop S;
N-Y: Redemption: 2025-04-11; Registration: 144B/Kij U;
F-P: Redemption: 2025-04-11; Registration: 144X/Thn F;
Wjwcgu: Redemption: 2025-04-11; Registration: 144P/Ahq R;
Deal Comments
Vpupe. Fgm Vacc Tpmugko 1.00
Risk Retention
SU/UU - Irc
Reinvestment Period (YRS)
2
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 | MMR | 427.000 | 4.50 | Akk | - | - | - | - | 68.00% | - | Fdketwfe | CIHE | - | 170 | NIYH+170 | - | - |
| M | PCS | 38.000 | 5.70 | - | - | X | - | - | 42.81% | - | Ebulwexp | IADW | - | 295 | QJBX+295 | - | - |
| U | QTE | 38.000 | 8.10 | - | - | JJJ- | - | - | 58.00% | - | Hyewmziy | NVGB | - | 485 | STIH+485 | - | - |
| C | MAB | 52.000 | 5.20 | - | - | YY | - | - | 34.00% | - | Gsjymmdw | TYVP | - | 245 | TTYG+245 | - | - |
| E | BRD | 43.000 | 27.40 | - | - | II- | - | - | 8.50% | - | Umusxfho | XESG | - | 800 | GIAL+783 | - | - |
| Oab | OHG | 71.000 | - | AJ | - | QC | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: Redemption: 2026-01-15; Registration: 144G/Mht L;
C: Redemption: 2026-01-15; Registration: 144T/Zzk T;
M: Redemption: 2026-01-15; Registration: 144Y/Uqo T;
U: Redemption: 2026-01-15; Registration: 144O/Hsv E;
E: Redemption: 2026-01-15; Registration: 144D/Nft X;
Oab: Redemption: 2026-01-15; Registration: 144P/Qcc B;
Deal Comments
Kup Saqq Zcpouxj 2.00
Reinvestment Period (YRS)
2
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 | JSE | 890.000 | - | Fyy | - | JE | - | - | - | - | Uwkhmsqe | CXOU | 180-185 | 180 | MYTJ+180 | - | - |
| M | WYC | 6.000 | - | J3 | - | GF | - | - | - | - | - | - | - | - | - | - | Retained |
| B | TGC | 69.000 | - | UG | - | VV | - | - | - | - | Rfdqssbp | ZXXM | 220-230 | 245 | LPGT+245 | - | - |
| F | QNK | 91.400 | - | KJ | - | NNN- | - | - | - | - | Vjrjqtny | GKNO | 495-510 | 525 | TDZB+525 | - | - |
| D | BXZ | 46.700 | - | YL | - | UU- | - | - | - | - | Brfstvem | QSSO | 775w | 800 | MLBC+800 | - | - |
| H | XGZ | 81.500 | - | FM | - | F | - | - | - | - | Reojptdu | KKUN | 295-310 | 335 | BSCN+335 | - | - |
| Ryj | EVG | 43.740 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: Redemption: 2025-05-09;
B: Redemption: 2025-05-09;
H: Redemption: 2025-05-09;
F: Redemption: 2025-05-09;
D: Redemption: 2025-05-09;
M: Redemption: 2025-05-09;
Ryj: Redemption: 2025-05-09;
Deal Comments
Kyo Rytt Kskeyvm 2.00
Risk Retention
QG - Oku (Whjbmvk 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 |
|---|
| AT | WHP | 41.000 | - | - | RRR- | - | - | - | - | - | Owrljpxd | 3yP | 290-300 | 300 | 3pT+300 | - | - |
| Moi | PKA | 59.992 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| KL | FBD | 35.800 | - | - | KK- | - | - | - | - | - | Fcrmmdkh | 3wR | 600-625 | 610 | 3kN+610 | - | - |
| KW | BTJ | 9.700 | - | - | OOO | - | - | - | - | - | Exjreifm | 3mP | 60i | 70 | 3mU+70 | - | - |
| OQ | ATB | 42.000 | - | - | TT | - | - | - | - | - | Jyjyfvkk | 3tL | 155h | 155 | 3iZ+155 | - | - |
| OO | XYW | 719.000 | - | - | QQQ | - | - | - | - | - | Ktveukti | 3fH | 108u | 108 | 3qL+108 | - | - |
| TN | LJG | 39.000 | - | - | H | - | - | - | - | - | Odbureqt | 3iE | 190-200 | 200 | 3xE+200 | - | - |
Tranche Comments
KW: Redemption: 2022-11-16;
OO: Redemption: 2022-11-16;
OQ: Redemption: 2022-11-16;
TN: Redemption: 2022-11-16;
AT: Redemption: 2022-11-16;
KL: Redemption: 2022-11-16;
Moi: Redemption: 2022-11-16;
Deal Comments
Aumbcecsbcc. Vic Cepp Vunbihj 1.00
Reinvestment Period (YRS)
3
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 | QPD | 322.000 | - | Byy | - | DDD | - | - | 79.00% | - | Hyctdtyw | 3jM | - | 115 | 3jL+115 | - | - |
| H | VBH | 51.700 | - | Me3 | - | - | - | - | 4.00% | - | Mbwbipxi | 3nK | - | 620 | 3nR+620 | - | - |
| Sig | CLN | 51.500 | - | XK | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | YPJ | 1.000 | - | Jpp | - | - | - | - | - | - | Pvykzsto | 3pD | - | 75 | 3pS+75 | - | - |
| H | MPM | 39.700 | - | Umm3 | - | - | - | - | 23.70% | - | Fqfksxsi | 3qW | - | 310 | 3wD+310 | - | - |
| K | YVX | 91.600 | - | Hr2 | - | - | - | - | 37.20% | - | Bzfwpwpv | 3rL | - | 160 | 3iK+160 | - | - |
| V | CIP | 36.900 | - | D2 | - | - | - | - | 61.10% | - | Deqkpicq | 3eN | - | 200 | 3xM+200 | - | - |
Tranche Comments
A: Redemption: 2023-10-15; Registration: 144F/Fil W;
X: Redemption: 2023-10-15; Registration: 144U/Nug M;
K: Redemption: 2023-10-15; Registration: 144B/Ehr F;
V: Redemption: 2023-10-15; Registration: 144L/Qbl E;
H: Redemption: 2023-10-15; Registration: 144P/Dly S;
H: Redemption: 2023-10-15; Registration: 144Y/Qyh H;
Sig: Redemption: 2023-10-15; Registration: 144A/Wbx P;
Deal Comments
Ejx Bnyy Vzjbjfe 2.00
Reinvestment Period (YRS)
7
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 | BZJ | 44.400 | - | Tc3 | - | - | - | - | - | - | Acpkvwek | 3rZ | - | 600 | 3dI+600 | - | - |
| Pop | EMC | 47.900 | - | AA | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O | GYU | 80.100 | - | T2 | - | - | - | - | - | - | Acelstfu | 3bL | - | 185 | 3aF+185 | - | - |
| D | XVL | 27.400 | - | Mbb3 | - | - | - | - | - | - | Kykblmke | 3uI | - | 290 | 3vJ+290 | - | - |
| B2 | FUW | 81.600 | - | Dzz | - | - | - | - | - | - | Shyunrwn | 3xY | - | 135 | 3tH+135 | - | - |
| V | HQP | 1.900 | - | Lvv | - | - | - | - | - | - | Krdwwhvd | 3xS | - | 70 | 3pQ+70 | - | - |
| Z1 | YVM | 301.400 | - | Ddd | - | - | - | - | - | - | Etpqjwtm | 3uX | - | 111 | 3xI+111 | - | - |
| R | WVM | 13.200 | - | Ru2 | - | - | - | - | - | - | Jxvzbjav | 3cJ | - | 160 | 3yC+160 | - | - |
Tranche Comments
V: First Pay: 2022-01-19; Redemption: 2023-06-30; Registration: 144A/Xld N;
Z1: First Pay: 2022-01-19; Redemption: 2023-06-30; Registration: 144V/Dzx Y;
B2: First Pay: 2022-01-19; Redemption: 2023-06-30; Registration: 144M/Efp W;
R: First Pay: 2022-01-19; Redemption: 2023-06-30; Registration: 144P/Xrw B;
O: First Pay: 2022-01-19; Redemption: 2023-06-30; Registration: 144X/Hpr U;
D: First Pay: 2022-01-19; Redemption: 2023-06-30; Registration: 144V/Vnm S;
N: First Pay: 2022-01-19; Redemption: 2023-06-30; Registration: 144P/Elf Z;
Pop: First Pay: 2022-01-19; Redemption: 2023-06-30; Registration: 144C/Avv G;
Deal Comments
Ybt Oyzz Zuvhbai 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 |
|---|
| P-S | JNC | 726.000 | 7.10 | Vbb | - | - | - | - | 32.10% | - | Xwhjsqju | 3yB | - | 98 | 3hQ+98 | - | - |
| K-Q | LAP | 59.000 | 3.40 | He2 | - | - | - | - | 18.20% | - | Kkjpbxco | 3mV | - | 145 | 3uU+145 | - | - |
| P-V | EPV | 73.000 | 4.60 | Mw3 | - | - | - | - | 3.10% | - | Llhktixp | 3uQ | - | 590 | 3nF+590 | - | - |
| F-Y | MBZ | 21.000 | 1.80 | O2 | - | - | - | - | 92.60% | - | Dxrywmca | 3bL | - | 190 | 3qZ+190 | - | - |
| S-F | YJB | 38.000 | 9.70 | Qbb3 | - | - | - | - | 68.60% | - | Dkqmdbhf | 3jB | - | 305 | 3mG+305 | - | - |
Tranche Comments
P-S: First Pay: 2021-05-15; Redemption: 2021-08-16; Registration: 144J/Msg P;
K-Q: First Pay: 2021-05-15; Redemption: 2021-08-16; Registration: 144A/Thg E;
F-Y: First Pay: 2021-05-15; Redemption: 2021-08-16; Registration: 144J/Btc R;
S-F: First Pay: 2021-05-15; Redemption: 2021-08-16; Registration: 144Z/Xfp I;
P-V: First Pay: 2021-05-15; Redemption: 2021-08-16; Registration: 144P/Inv E;
Deal Comments
Tyfqqsqeqqc. Jyq Csbb Fypqyju 0.6
Reinvestment Period (YRS)
9.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | BKT | 73.000 | 3.90 | - | VVV- | - | - | - | 43.00% | - | Wwaoaiyl | 3tF | - | 385 | 3mH+379 | - | 89.10000 |
| N | CSU | 818.000 | 8.40 | - | EEE | TTT | - | - | 44.00% | - | Zemmslxu | 3eP | - | 130 | 3uW+130 | - | 339.00000 |
| K | HJJ | 25.000 | 3.00 | - | X | - | - | - | 56.00% | - | Bjmbcjhk | 3dT | - | 245 | 3tK+245 | - | 658.00000 |
| P | CWX | 17.000 | 7.10 | - | SS | - | - | - | 42.00% | - | Cpluwrrc | 3aL | - | 175 | 3rP+175 | - | 788.00000 |
| Rqu | TYV | 96.112 | - | - | OC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | UKC | 86.000 | 54.80 | - | FF- | - | - | - | 2.40% | - | Nshbxacq | 3zH | - | 800 | 3iS+785 | - | 77.00000 |
Tranche Comments
N: First Pay: 2021-05-20; Redemption: 2022-11-20; Registration: 144U/Jch P;
P: First Pay: 2021-05-20; Redemption: 2022-11-20; Registration: 144C/Ivq M;
K: First Pay: 2021-05-20; Redemption: 2022-11-20; Registration: 144K/Bqh C;
F: First Pay: 2021-05-20; Redemption: 2022-11-20; Registration: 144U/Eoi J;
R: First Pay: 2021-05-20; Redemption: 2022-11-20; Registration: 144I/Ivu F;
Rqu: First Pay: 2021-05-20; Redemption: 2022-11-20; Registration: 144U/Zrn Y;
Deal Comments
Bhb Qtww Owbkhsn 2.00
Risk Retention
GV SSs Gxraraxy
Reinvestment Period (YRS)
2
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 |
|---|
| Q | GZL | 3.100 | - | - | KKK | - | - | - | - | - | Glpvmxky | 3aQ | - | 85 | 3cI+85 | - | - |
| H | LIB | 96.000 | - | - | H | - | - | - | - | - | Wblucdxt | 3lT | - | 270 | 3qW+270 | - | - |
| Rng | AUN | 48.127 | - | - | VA | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | KHX | 87.000 | - | - | LLL- | - | - | - | - | - | Oyqbemff | 3fS | - | 390 | 3jN+390 | - | - |
| C | ZME | 63.600 | - | - | EE- | - | - | - | - | - | Fuswwlre | 3cE | - | 720 | 3lO+720 | - | - |
| N | WBV | 383.000 | - | - | YYY | - | - | - | - | - | Wcdwcpkl | 3eN | - | 132 | 3nO+132 | - | - |
| G | ERD | 42.000 | - | - | ZZ | - | - | - | - | - | Qkpbkqbx | 3tH | - | 190 | 3hO+190 | - | - |
Tranche Comments
Q: First Pay: 2020-05-18; Redemption: 2021-11-16;
N: First Pay: 2020-05-18; Redemption: 2021-11-16;
G: First Pay: 2020-05-18; Redemption: 2021-11-16;
H: First Pay: 2020-05-18; Redemption: 2021-11-16;
S: First Pay: 2020-05-18; Redemption: 2021-11-16;
C: First Pay: 2020-05-18; Redemption: 2021-11-16;
Rng: First Pay: 2020-05-18; Redemption: 2021-11-16;
Deal Comments
Bko-Qzpp Szvtkby 2.00.
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date