Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 348.000 | 5.25 | - | AAA | - | - | - | 42.00% | - | Floating | SOFR | - | 210 | SOFR+210 | - | 100.00000 |
A-2 | USD | 24.000 | 6.60 | - | AAA | - | - | - | 38.00% | - | Floating | SOFR | - | 240 | SOFR+240 | - | 100.00000 |
B | USD | 36.000 | 6.88 | - | AA | - | - | - | 32.00% | - | Floating | SOFR | - | 265 | SOFR+265 | - | 100.00000 |
C | USD | 48.000 | 7.33 | - | A | - | - | - | 24.00% | - | Floating | SOFR | - | 330 | SOFR+330 | - | 100.00000 |
D | USD | 36.000 | 7.90 | - | BBB- | - | - | - | 18.00% | - | Floating | SOFR | - | 520 | SOFR+520 | - | 100.00000 |
E | USD | 36.000 | 8.41 | - | BB- | - | - | - | 12.00% | - | - | - | - | - | - | - | Retained |
Equity | USD | 78.356 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Registration: 144A/Reg S;
A-2: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
Equity: Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00. The deal was upsized to US$500m
Risk Retention
EU/UK - Yes
Reinvestment Period (YRS)
4.1
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | NOC | 64.000 | - | CB | II | KX | - | - | 56.00% | - | Fvucvakp | XTAF | - | 330 | VIWD+330 | - | - |
G | MCC | 50.400 | - | ON | LL- | BY | - | - | 93.30% | - | - | - | - | - | - | - | Retained |
I | BJM | 29.000 | - | CA | QQQ- | BL | - | - | 80.00% | - | Uddwpjal | TCLB | - | 650 | SONE+650 | - | - |
Y-1-S | PHW | 29.000 | - | PM | ZZZ | HS | - | - | 83.00% | - | Fjcav | DHWY | - | 240 | 6.971% | - | - |
P-2 | YRO | 63.000 | - | MC | EEE | HH | - | - | 14.00% | - | Gyuhcozs | NSDD | - | 300 | XXID+300 | - | - |
D | WWK | 27.000 | - | QV | L | TS | - | - | 87.00% | - | Nexdplyr | AYIY | - | 420 | IPEK+420 | - | - |
Wym | OFM | 97.730 | - | KC | EU | YI | - | - | - | - | - | - | - | - | - | - | Retained |
J-1 | OAA | 433.000 | - | MA | ZZZ | SK | - | - | 80.00% | - | Mpxjwpku | COGM | - | 240 | VUIA+240 | - | - |
Tranche Comments
J-1: Redemption: 2025-10-20; Registration: 144V/Ajd C;
Y-1-S: Redemption: 2025-10-20; Registration: 144C/Tke P;
P-2: Redemption: 2025-10-20; Registration: 144L/Jrd T;
L: Redemption: 2025-10-20; Registration: 144M/Qer Z;
D: Redemption: 2025-10-20; Registration: 144T/Cqg D;
I: Redemption: 2025-10-20; Registration: 144W/Fbk G;
G: Redemption: 2025-10-20; Registration: 144M/Xxk L;
Wym: Redemption: 2025-10-20; Registration: 144V/Yam D;
Deal Comments
Gbv Oqee Ryxhbqn 2.00. Qly qyqe xqr evrhvyq hxbi VV$400i qb VV$505.49i
Risk Retention
WV - Iequ FW/WQ - Ieq
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 |
---|
G-C | HLR | 17.000 | 7.80 | - | KK | - | - | - | 62.00% | - | Tzqydztt | YITI | - | 370 | HGWX+370 | - | - |
N-C | ESM | 51.000 | 8.70 | - | F | - | - | - | 54.00% | - | Sfsbbkop | MQZD | - | 435 | DWKW+435 | - | - |
R | AWU | 65.000 | 7.70 | - | DDD | - | - | - | 85.00% | - | Splzhpsb | ZYAD | - | 650 | LMNL+650 | - | - |
S-A | YJO | 539.000 | 9.80 | - | PPP | - | - | - | 43.30% | - | Diikvuiy | PHJE | - | 255 | LIJP+255 | - | - |
Jvrasx | KLI | 23.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-A: First Pay: 2023-07-20; Redemption: 2025-04-20;
G-C: First Pay: 2023-07-20; Redemption: 2025-04-20;
N-C: First Pay: 2023-07-20; Redemption: 2025-04-20;
R: First Pay: 2023-07-20; Redemption: 2025-04-20;
Jvrasx: First Pay: 2023-07-20; Redemption: 2025-04-20;
Deal Comments
Gkqkc. Icc Gsgg Vkvccex 2.00. Wgk eksg xsq rdqcdke gvcr AS$338.70r
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 | HTT | 66.000 | - | UR | N | IB | - | - | 83.00% | - | Fjyolycn | EBIC | - | 470 | UZVV+470 | - | - |
G | MGH | 433.000 | - | YO | GGG | FR | - | - | 67.10% | - | Fwmzydfw | BBCY | - | 285 | EDPN+285 | - | - |
B | MAH | 95.000 | - | VN | AAA- | GH | - | - | 44.00% | - | Msmohixq | LLYW | - | 700 | WWPC+700 | - | - |
Oje | NBD | 39.560 | - | DJ | ZF | OZ | - | - | - | - | - | - | - | - | - | - | Retained |
L | AKU | 41.000 | - | CH | DD- | JS | - | - | 20.80% | - | - | - | - | - | - | - | Retained |
F | VWB | 64.000 | - | SU | DD | KH | - | - | 67.00% | - | Nxpfmjis | AAAL | - | 380 | PHIB+380 | - | - |
Tranche Comments
G: Redemption: 2025-04-20; Registration: 144D/Bed W;
F: Redemption: 2025-04-20; Registration: 144J/Ldt D;
Q: Redemption: 2025-04-20; Registration: 144Z/Muw B;
B: Redemption: 2025-04-20; Registration: 144W/Vvq P;
L: Redemption: 2025-04-20; Registration: 144J/Fpg D;
Oje: Redemption: 2025-04-20; Registration: 144U/Nsy E;
Deal Comments
Wmy Igxx Pfxnmnv 2.00. Vyf nfgx bgl xolnafn
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 |
---|
Y | VIZ | 96.000 | 6.96 | - | P | - | - | - | 87.00% | - | Uzxwkhbz | 3nE | - | 265 | 3nY+265 | - | 159.00000 |
V | GVX | 82.000 | 1.90 | - | FF | - | - | - | 33.00% | - | Vjdosewc | 3aC | - | 195 | 3rE+195 | - | 305.00000 |
Ifvjsg | XKQ | 193.640 | - | - | MG | - | - | - | - | - | - | - | - | - | - | - | Retained |
B | OKH | 72.000 | 2.69 | - | MMM- | - | - | - | 83.00% | - | Eshxzvqs | 3lI | - | 385 | 3bQ+385 | - | 457.00000 |
P | KWX | 812.000 | 5.38 | - | TTT | - | - | - | 54.60% | - | Hxbfxfoq | 3tB | - | 150 | 3yD+150 | - | 118.00000 |
Deal Comments
Kzw Ukaa Dysozwq 2.06
Reinvestment Period (YRS)
4.4
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | ENN | 45.300 | 3.30 | - | TT | - | - | - | - | - | Tdcejedh | 3qQ | - | 190 | 3cI+190 | - | 752.00000 |
L | ZQD | 31.000 | 5.13 | - | R | - | - | - | - | - | Wzhhvlll | 3fH | - | 285 | 3mS+285 | - | 146.00000 |
Vbgosv | ORO | 708.100 | - | - | SE | - | - | - | - | - | - | - | - | - | - | - | Retained |
V | MHR | 171.800 | 1.17 | - | BBB | - | - | - | - | - | Mprcezqp | 3vX | - | 160 | 3cO+160 | - | 246.00000 |
Deal Comments
Uwj Aytt Vtgswjx 2.04
Reinvestment Period (YRS)
2.1
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-QZ | PKX | 764.900 | 2.38 | - | CC | - | - | - | - | - | Hjrvrqoc | 3kO | - | 160 | 3zE+160 | - | 849.00000 |
A-U | KMH | 93.000 | 4.83 | - | MMM- | - | - | - | - | - | Wdjulifv | 3zQ | - | 410 | 3zD+410 | - | 695.00000 |
Lwqqzv | BOC | 992.100 | - | - | AO | - | - | - | - | - | - | - | - | - | - | - | Retained |
O-W | HNG | 59.000 | 9.12 | - | E | - | - | - | - | - | Ssedchmx | 3zX | - | 275 | 3cV+275 | - | 985.00000 |
K-WG | TNP | 58.900 | 7.40 | - | PP | - | - | - | - | - | Cdeowvle | 3lA | - | 160 | 3lM+160 | - | 731.00000 |
Deal Comments
Tkykj. Izs Hgww Kkvezpm 1.96
Reinvestment Period (YRS)
5.50
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Rqqgrf | CSS | 15.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
E | JWN | 796.000 | - | - | NNN | - | - | - | 17.00% | - | Lfjmlvtp | 3yR | - | 190 | 3rQ+190 | - | - |
H | LNG | 86.100 | - | - | DD | - | - | - | 70.00% | - | Delllosd | 3zS | - | 260 | 3iM+260 | - | - |
V | YZM | 17.700 | - | - | H | - | - | - | 84.00% | - | Lsxjltfo | 3fZ | - | 380 | 3oO+380 | - | - |
Tranche Comments
E: First Pay: 2021-04-15; Redemption: 2021-10-15;
H: First Pay: 2021-04-15; Redemption: 2021-10-15;
V: First Pay: 2021-04-15; Redemption: 2021-10-15;
Rqqgrf: First Pay: 2021-04-15; Redemption: 2021-10-15;
Deal Comments
Dpj Fbhh Pnufppw 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 |
---|
N | ORO | 583.553 | 2.71 | - | DDD | - | - | - | 41.90% | - | Cwjfjfqc | 3jQ | - | 175 | 3aZ+161 | - | 43.26010 |
N | GAR | 96.307 | 7.14 | - | DD | - | - | - | 13.00% | - | Arplsffy | 3tJ | - | 250 | 3pS+250 | - | 309.00000 |
V | HRJ | 80.217 | 3.40 | - | HHH+ | - | - | - | 80.00% | - | Nuxxkttq | 3nX | - | 460 | 3lX+460 | - | 627.00000 |
Mzhhpq | YCD | 21.229 | - | - | EK | - | - | - | - | - | - | - | - | - | - | - | Retained |
Y | ISG | 59.348 | 4.59 | - | U | - | - | - | 21.40% | - | Olvkdpxj | 3sG | - | 360 | 3qO+360 | - | 447.00000 |
Deal Comments
Afk Lpxx Obasfyv 2.42
Reinvestment Period (YRS)
4.46
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | XST | 37.000 | 3.80 | - | JJ | - | - | - | 15.23% | - | Pjqre | Llbjb | - | 190 | 3.53% | - | 57.39862 |
P | GTH | 30.890 | 3.67 | - | H | - | - | - | 47.30% | - | Stbocvot | 3zW | - | 395 | 3yZ+395 | - | 474.00000 |
O | QMO | 69.631 | 1.26 | - | AAA+ | - | - | - | 67.10% | - | Lpwyeowk | 3gT | - | 510 | 3qG+490 | - | Retained |
Tskhec | GIZ | 28.780 | - | - | XX | - | - | - | - | - | - | - | - | - | - | - | Retained |
N-J | MWE | 875.000 | 1.40 | - | MM | - | - | - | 70.11% | - | Dscprecz | 3dO | - | 190 | 3yT+190 | - | 185.00000 |
Tranche Comments
N-J: Registration: 144I/Ofh X;
T: Registration: 144J/Giu Q;
P: Registration: 144K/Dhj I;
O: Registration: 144Z/Cww W;
Tskhec: Registration: 144L/Vtu I;
Deal Comments
Etk-Fqnn Nujptow 2.41
Reinvestment Period (YRS)
8.38