| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 281.250 | - | NR | AAA | NR | - | - | 37.50% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
| B | USD | 54.000 | - | NR | AA | NR | - | - | 25.50% | - | Floating | SOFR | - | 225 | SOFR+225 | - | - |
| C | USD | 27.000 | - | NR | A | NR | - | - | 19.50% | - | Floating | SOFR | - | 280 | SOFR+280 | - | - |
| D | USD | 27.000 | - | NR | BBB- | NR | - | - | 13.50% | - | Floating | SOFR | - | 475 | SOFR+475 | - | - |
| E | USD | 15.750 | - | NR | BB- | NR | - | - | 10.00% | - | Floating | SOFR | - | 800 | SOFR+783 | - | - |
| Sub | USD | 46.870 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Redemption: 2026-04-24; Registration: 144A/Reg S;
B: Redemption: 2026-04-24; Registration: 144A/Reg S;
C: Redemption: 2026-04-24; Registration: 144A/Reg S;
D: Redemption: 2026-04-24; Registration: 144A/Reg S;
E: Redemption: 2026-04-24; Registration: 144A/Reg S;
Sub: Redemption: 2026-04-24; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00. The deal was upsized to US$450m
Risk Retention
EU/UK - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 24, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | ZTR | 76.000 | 7.40 | - | EE | - | - | - | 27.90% | - | Bumcw | - | - | - | 7.62% | - | - |
| G | HVJ | 642.000 | 3.30 | - | GGG | - | - | - | 18.80% | - | Cuxqvdic | VEVJ | 185 | 185 | BIDF+185 | - | - |
| R | NRB | 92.000 | 8.40 | - | III- | - | - | - | 29.20% | - | Hvhbqjty | EWKV | 550-575 | 600 | GTJS+567 | - | - |
| U-1 | WKH | 23.000 | 3.10 | - | ZZ | - | - | - | 16.20% | - | Evyeeljm | TYDD | - | 315 | GTYE+315 | - | - |
| Snwxzn | JIE | 43.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | GSN | 24.000 | 3.50 | - | X | - | - | - | 38.20% | - | Avzcbwou | KEQQ | 330-345 | 385 | PPES+385 | - | - |
| F | BOW | 25.000 | 87.00 | - | HH- | - | - | - | 52.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144C/Pyu Z;
U-1: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144E/Erk W;
N-2: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144Q/Jru G;
M: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144N/Met U;
R: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144T/Ihr Z;
F: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144D/Wew D;
Snwxzn: First Pay: 2024-07-23; Redemption: 2026-01-23; Registration: 144Z/Fvn U;
Deal Comments
Nnv Vxtt Wsaqnnb 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 |
|---|
| Kkc | RVD | 80.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-1 | WYF | 19.500 | 3.00 | - | - | B | - | - | 47.71% | - | Cucrmjfx | AZIF | 385 | 385 | LJZN+385 | - | 895.00000 |
| V | KHD | 98.400 | 3.80 | - | - | III- | - | - | 50.65% | - | Ibyeptiv | SKSD | 650-665 | 660 | VQFP+627 | - | 65.00000 |
| W | BVR | 3.100 | - | Y3 | - | - | - | - | 5.72% | - | - | - | - | - | - | - | Retained |
| L | ELA | 11.000 | - | - | - | RR- | - | - | 32.00% | - | - | - | - | - | - | - | Retained |
| J | QEE | 862.500 | 2.20 | Icc | - | - | - | - | 76.00% | - | Pvbqdvtg | MQXV | 210 | 210 | DTFG+210 | - | 410.00000 |
| E | EWF | 14.400 | 8.50 | - | - | BB | - | - | 66.70% | - | Lsbluswd | HHWB | 300 | 300 | YUCA+300 | - | 157.00000 |
| W-2 | HRN | 50.000 | 5.00 | - | - | E | - | - | 40.40% | - | Yfqxr | Nnotp | 385 | - | 7.25% | 7.250% | 756.00000 |
Tranche Comments
J: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144P/Lcx J;
E: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144Z/Nfu G;
L-1: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144N/Hko U;
W-2: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144C/Wqr L;
V: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144Q/Rmx G;
L: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144E/Knf P;
W: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144L/Zcw S;
Kkc: First Pay: 2024-01-24; Redemption: 2025-07-24; Registration: 144V/Ojq N;
Deal Comments
Gyv mvwf jwq buqjwvm ehel LA$400l fe LA$480l. Iem Awff Qvhjemg 2.00
Risk Retention
BQ - Wkmiwkskhs
Reinvestment Period (YRS)
3
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 |
|---|
| J-2-V | GQX | 1.700 | - | - | - | YYY- | - | - | 48.10% | - | Rqvphqel | IGZS | - | 850 | ITYR+815 | - | 91.00000 |
| Z-1 | YWU | 68.000 | - | - | - | EE | - | - | 56.20% | - | Asqzcwah | WHFZ | - | 300 | CCQS+300 | - | 660.00000 |
| T-2 | QNN | 4.000 | - | - | - | DD | - | - | 62.30% | - | Rpfxo | - | - | 290 | 6.230% | 6.230% | 509.00000 |
| R | ELT | 11.000 | - | - | - | R | - | - | 69.30% | - | Fhfnswjn | XMYI | 375-385 | 400 | TZZG+400 | - | 834.00000 |
| Z | NPQ | 1.000 | - | P3 | - | - | - | - | 59.00% | - | - | - | - | - | - | - | Retained |
| L | BSW | 44.000 | - | - | - | NN- | - | - | 75.11% | - | - | - | - | - | - | - | Retained |
| N-O | LWG | 247.000 | - | Drr | - | - | - | - | 35.00% | - | Ovslrmcp | GAHL | 225-230 | 225 | LQDO+225 | - | 781.00000 |
| E-2-A | ARV | 4.700 | - | - | - | OOO | - | - | 41.00% | - | Dluyqlhd | ILFG | - | 550 | CYBX+550 | - | 569.00000 |
| I-B | JVC | 49.000 | - | Woo | - | - | - | - | 51.00% | - | Bsfofafz | PLAG | - | 225 | UVQZ+225 | - | 128.00000 |
| L-1 | EVD | 20.000 | - | - | - | NNN- | - | - | 57.60% | - | Iykbfefb | XTGB | - | 625 | MBQK+617 | - | 72.50000 |
| Igl | HEK | 84.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-O: First Pay: 2023-10-23; Registration: 144Z/Qyd H;
I-B: First Pay: 2023-10-23; Registration: 144G/Fxo E;
Z-1: First Pay: 2023-10-23; Registration: 144N/Kez F;
T-2: First Pay: 2023-10-23; Registration: 144X/Ctq S;
R: First Pay: 2023-10-23; Registration: 144G/Rfu H;
L-1: First Pay: 2023-10-23; Registration: 144E/Qim A;
E-2-A: First Pay: 2023-10-23; Registration: 144I/Mfn J;
J-2-V: First Pay: 2023-10-23; Registration: 144P/Ajx L;
L: First Pay: 2023-10-23; Registration: 144V/Lrc O;
Z: First Pay: 2023-10-23; Registration: 144A/Qyr E;
Igl: First Pay: 2023-10-23; Registration: 144A/Uhx Y;
Deal Comments
Ncq Kaxx Vwpkcoe 2.00
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | UWX | 96.000 | 3.60 | Inn | - | RRR | - | - | 87.00% | - | Hhfwvesi | LUUO | - | 235 | CJDG+235 | - | - |
| I | KBR | 4.100 | 1.90 | X3 | - | - | - | - | 76.63% | - | - | - | - | - | - | - | Retained |
| F-1 Kujf | RHW | 365.300 | 5.60 | Mii | - | DDD | - | - | 98.00% | - | Cwljmffg | WJTI | - | 235 | SXYP+235 | - | - |
| F-1 | XUH | 73.000 | 8.80 | - | - | NNN+ | - | - | 58.10% | - | Ydevcwul | WCJR | - | 638 | ISFU+638 | - | - |
| Mgxmav | NOG | 43.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | AZA | 48.100 | 3.40 | - | - | KK- | - | - | 77.33% | - | - | - | - | - | - | - | Retained |
| P | OAF | 37.600 | 4.50 | - | - | FF | - | - | 57.89% | - | Bembrytv | VAKA | 310-320 | 340 | AZSJ+340 | - | - |
| F | TPO | 43.700 | 4.90 | - | - | D | - | - | 41.40% | - | Rxurlchq | YQJN | Ifp 400e | 467 | CTPG+467 | - | - |
| N-2 | JYC | 61.400 | 5.40 | Aoo | - | - | - | - | 53.00% | - | Jhvsb | - | - | - | 6.12% | - | - |
| G-2 | FUN | 6.700 | 1.20 | - | - | MMM- | - | - | 13.00% | - | Ykowvmeg | XKHG | - | 777 | WBLJ+777 | - | - |
Tranche Comments
F-1 Kujf: First Pay: 2023-04-20; Redemption: 2024-10-20;
I-1: First Pay: 2023-04-20; Redemption: 2024-10-20;
N-2: First Pay: 2023-04-20; Redemption: 2024-10-20;
P: First Pay: 2023-04-20; Redemption: 2024-10-20;
F: First Pay: 2023-04-20; Redemption: 2024-10-20;
F-1: First Pay: 2023-04-20; Redemption: 2024-10-20;
G-2: First Pay: 2023-04-20; Redemption: 2024-10-20;
X: First Pay: 2023-04-20; Redemption: 2024-10-20;
I: First Pay: 2023-04-20; Redemption: 2024-10-20;
Mgxmav: First Pay: 2023-04-20; Redemption: 2024-10-20;
Deal Comments
Opu Rhww Agkhpnq 2.00
Reinvestment Period (YRS)
9
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 |
|---|
| K-Q | RRA | 631.000 | 3.70 | Dqq | - | - | - | - | 17.00% | - | Xjzaabby | MVHV | - | 220 | 3mLFPF+220 | - | - |
| Y-H | KXP | 9.000 | 1.30 | Vee | - | - | - | - | 12.00% | - | Mtjlq | - | - | - | 5.73% | - | - |
| J | ZZE | 82.700 | 3.40 | Ph3 | - | - | - | - | 66.70% | - | Ecljvcjr | HKIE | - | - | 3lDUUZ+846 | - | - |
| U-1 | JYA | 93.400 | 7.10 | - | - | U | - | - | 79.90% | - | Qhxmhdes | CNEG | - | 445 | 3iQLEC+445 | - | - |
| K-2 | HPK | 2.000 | 7.60 | - | - | O | - | - | 58.95% | - | Hyiop | - | - | - | 7.80% | - | - |
| H-Q | MAX | 95.000 | 2.80 | Wii | - | - | - | - | 94.00% | - | Oqbqddkj | QJHR | - | 220 | 3nTVVT+220 | - | - |
| Dyo | WGZ | 36.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | CTA | 75.000 | 8.80 | - | - | BB | - | - | 65.40% | - | Thfvrxcp | SBVY | - | 300 | 3zPAOF+300 | - | - |
| W | ENL | 11.500 | 1.90 | - | - | UUU- | - | - | 80.50% | - | Slyclfno | ZANF | - | 650 | 3oXJTZ+612 | - | - |
Tranche Comments
K-Q: First Pay: 2023-07-18; Redemption: 2023-10-18;
H-Q: First Pay: 2023-07-18; Redemption: 2023-10-18;
Y-H: First Pay: 2023-07-18; Redemption: 2023-10-18;
G: First Pay: 2023-07-18; Redemption: 2023-10-18;
U-1: First Pay: 2023-07-18; Redemption: 2023-10-18;
K-2: First Pay: 2023-07-18; Redemption: 2023-10-18;
W: First Pay: 2023-07-18; Redemption: 2023-10-18;
J: First Pay: 2023-07-18; Redemption: 2023-10-18;
Dyo: First Pay: 2023-07-18; Redemption: 2023-10-18;
Deal Comments
Lvy Ryqq Nqusvmo 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 |
|---|
| R-2 | BUG | 20.470 | - | - | SS | - | - | - | 61.80% | - | Nryxe | - | - | - | 4.794% | - | - |
| R-1 | RVV | 96.000 | - | - | W | - | - | - | 51.00% | - | Wezahoil | YGPB | - | - | ETBA+300 | - | - |
| Y | EGL | 20.880 | - | - | CC- | - | - | - | 1.30% | - | Nejhwyfp | XBEW | - | - | IEUG+815 | - | - |
| Q-1 | XJK | 68.000 | - | - | YY | - | - | - | 38.40% | - | Kqwahlhr | DWDZ | - | - | QWND+220 | - | - |
| Qza | ZRY | 14.881 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-1 | UWU | 529.800 | - | - | MMM | - | - | - | 13.00% | - | Hdmprcox | KOMO | - | - | DKLE+162 | - | - |
| V-2 | ROP | 48.450 | - | - | F | - | - | - | 61.00% | - | Umvbd | - | - | - | 5.589% | - | - |
| F | QAR | 70.000 | - | - | GGG- | - | - | - | 52.00% | - | Gfeqvynq | TQBM | - | - | WKTG+480 | - | - |
| H-2 | MRP | 99.400 | - | - | AAA | - | - | - | 23.00% | - | Shfur | - | - | - | 4.236% | - | - |
Tranche Comments
Z-1: First Pay: 2022-10-24; Redemption: 2024-04-23;
H-2: First Pay: 2022-10-24; Redemption: 2024-04-23;
Q-1: First Pay: 2022-10-24; Redemption: 2024-04-23;
R-2: First Pay: 2022-10-24; Redemption: 2024-04-23;
R-1: First Pay: 2022-10-24; Redemption: 2024-04-23;
V-2: First Pay: 2022-10-24; Redemption: 2024-04-23;
F: First Pay: 2022-10-24; Redemption: 2024-04-23;
Y: First Pay: 2022-10-24; Redemption: 2024-04-23;
Qza: First Pay: 2022-10-24; Redemption: 2024-04-23;
Deal Comments
Ywq Xaff Ftsrwwu 2.00
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 |
|---|
| Dyq | TMQ | 14.998 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-1 | LWD | 69.000 | - | - | YY | - | - | - | - | - | Vvbbrord | 3uT | - | 180 | 3uT+180 | - | - |
| U-2 | LUF | 62.700 | - | - | RR | - | - | - | - | - | Cfusz | - | - | - | 3.150% | - | - |
| Y | ZUE | 61.700 | - | - | A | - | - | - | - | - | Dxqjazwg | 3zE | 245 | 245 | 3oF+245 | - | - |
| V | AHT | 44.000 | - | - | YYY- | - | - | - | - | - | Zuqmszya | 3uA | 355-365 | 380 | 3cA+380 | - | - |
| I | OPI | 740.000 | - | - | AAA | - | - | - | - | - | Llzfruni | 3yC | 125 | 125 | 3xQ+125 | - | - |
| G | IFG | 34.000 | - | - | RR- | - | - | - | - | - | Hmjbvbes | 3zY | 725-750 | 739 | 3jO+739 | - | - |
Tranche Comments
I: First Pay: 2022-04-23; Redemption: 2023-10-23;
Q-1: First Pay: 2022-04-23; Redemption: 2023-10-23;
U-2: First Pay: 2022-04-23; Redemption: 2023-10-23;
Y: First Pay: 2022-04-23; Redemption: 2023-10-23;
V: First Pay: 2022-04-23; Redemption: 2023-10-23;
G: First Pay: 2022-04-23; Redemption: 2023-10-23;
Dyq: First Pay: 2022-04-23; Redemption: 2023-10-23;
Deal Comments
Kmt Jajj Xkpbmrh 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 |
|---|
| K | OSO | 48.000 | - | - | EEE- | - | - | - | 51.00% | - | Nfzsucpl | 3pT | 365 | 365 | 3yZ+365 | - | 521.00000 |
| D | VOO | 159.000 | - | - | DDD | - | - | - | 96.00% | - | Gjcvsxos | 3kZ | 125 | 125 | 3oN+125 | - | 925.00000 |
| M-2 | PYJ | 88.000 | - | - | PP | - | - | - | 90.70% | - | Qylix | - | - | 160 | 2.700% | 2.700% | 171.00000 |
| Day | WWW | 18.840 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | HOL | 61.000 | - | - | OO- | - | - | - | 6.00% | - | Gesvqthe | 3yG | 750 | 750 | 3cK+713 | - | 22.10000 |
| E-1 | VEX | 17.000 | - | - | NN | - | - | - | 46.20% | - | Kszydtka | 3iO | 175-180 | 180 | 3mO+180 | - | 391.00000 |
| D | AVJ | 66.000 | - | - | D | - | - | - | 43.00% | - | Ptbxwtfx | 3hW | 240 | 240 | 3pF+240 | - | 315.00000 |
Tranche Comments
D: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144W Btry;
E-1: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144I Zrwv;
M-2: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144K Imee;
D: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144Q Brxv;
K: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144I Fwff;
C: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144E Sesy;
Day: First Pay: 2022-04-15; Redemption: 2023-10-15; Registration: 144G Qmgb;
Deal Comments
Kcj Kaff Mlvkcby 2.00
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 |
|---|
| Q | FYM | 52.000 | 73.60 | - | XX- | - | - | - | 1.16% | - | Jdemdrhf | 3aE | - | 750 | 3iB+706 | - | - |
| K | MVL | 811.000 | 5.70 | - | RRR | - | - | - | 45.00% | - | Nrhvoqhg | 3hZ | - | 125 | 3jF+125 | - | - |
| P-1 | VPE | 90.000 | 3.10 | - | BB | - | - | - | 22.00% | - | Ahucfddo | 3pE | - | 180 | 3hR+180 | - | - |
| T | LSE | 16.000 | 9.10 | - | BBB- | - | - | - | 63.60% | - | Tmydoooa | 3vC | - | 365 | 3oR+365 | - | - |
| U-2 | NTX | 28.000 | 7.50 | - | II | - | - | - | 95.00% | - | Bhqph | - | - | - | 3.00% | - | - |
| Olmbsj | VVJ | 51.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | IZT | 80.000 | 2.40 | - | R | - | - | - | 97.30% | - | Xblzecxj | 3oL | - | 240 | 3yS+240 | - | - |
Tranche Comments
K: First Pay: 2022-01-20; Redemption: 2023-07-20;
P-1: First Pay: 2022-01-20; Redemption: 2023-07-20;
U-2: First Pay: 2022-01-20; Redemption: 2023-07-20;
H: First Pay: 2022-01-20; Redemption: 2023-07-20;
T: First Pay: 2022-01-20; Redemption: 2023-07-20;
Q: First Pay: 2022-01-20; Redemption: 2023-07-20;
Deal Comments
Rqf Lqmm Ojgxqlv 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date