| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R | USD | 4.500 | - | Aaa | - | NR | - | - | - | - | Floating | SOFR | - | 110 | SOFR+110 | - | - |
| A-R | USD | 256.000 | - | Aaa | - | AAA | - | - | 36.00% | - | Floating | SOFR | 154 | 154 | SOFR+154 | - | - |
| B-R | USD | 48.000 | - | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | 195-200 | 200 | SOFR+200 | - | - |
| C-R | USD | 23.000 | - | NR | - | A | - | - | 18.25% | - | Floating | SOFR | 240-250 | 255 | SOFR+255 | - | - |
| D1-R | USD | 21.000 | - | NR | - | BBB | - | - | 13.00% | - | Floating | SOFR | - | 370 | SOFR+370 | - | - |
| D2-R | USD | 4.000 | - | NR | - | BBB- | - | - | 12.00% | - | Fixed | - | - | - | 9.033% | - | - |
| E-R | USD | 13.000 | - | NR | - | BB- | - | - | 8.75% | - | Floating | SOFR | 655-670 | 670 | SOFR+670 | - | - |
Tranche Comments
X-R: First Pay: 2024-07-20; Redemption: 2026-04-22; Registration: 144A/Reg S;
A-R: First Pay: 2024-07-20; Redemption: 2026-04-22; Registration: 144A/Reg S;
B-R: First Pay: 2024-07-20; Redemption: 2026-04-22; Registration: 144A/Reg S;
C-R: First Pay: 2024-07-20; Redemption: 2026-04-22; Registration: 144A/Reg S;
D1-R: First Pay: 2024-07-20; Redemption: 2026-04-22; Registration: 144A/Reg S;
D2-R: First Pay: 2024-07-20; Redemption: 2026-04-22; Registration: 144A/Reg S;
E-R: First Pay: 2024-07-20; Redemption: 2026-04-22; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | TFI | 16.000 | - | - | - | KKK | - | - | 80.00% | - | Xveufudn | KTOO | - | 172 | IDIY+172 | - | 671.00000 |
| G | XJC | 64.000 | - | - | - | UU- | - | - | 2.00% | - | Srvrftyv | XSVE | - | 640 | KWSB+640 | - | 134.00000 |
| L-1 | JIM | 945.000 | - | Jdd | - | - | - | - | 38.00% | - | Pechryrw | ISYD | - | 152 | IXSZ+152 | - | 648.00000 |
| G | OKW | 33.000 | - | - | - | NN | - | - | 10.00% | - | Yqlvdivg | YQMR | - | 195 | TIUP+195 | - | 222.00000 |
| J | GQI | 98.000 | - | - | - | KKK- | - | - | 54.00% | - | Selfhpjd | EZQI | - | 350 | XUGA+350 | - | 912.00000 |
| Gzn | RRL | 99.750 | - | CS | - | VI | - | - | - | - | - | - | - | - | - | - | Retained |
| E | LLD | 92.000 | - | - | - | P | - | - | 37.00% | - | Yecpafzz | QHYW | - | 240 | HJFF+240 | - | 742.00000 |
| D | XYF | 4.830 | - | - | - | Z- | - | - | 4.30% | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: First Pay: 2024-10-22; Redemption: 2026-04-22; Registration: 144Q/Oqj D;
G-2: First Pay: 2024-10-22; Redemption: 2026-04-22; Registration: 144T/Uys P;
G: First Pay: 2024-10-22; Redemption: 2026-04-22; Registration: 144U/Rar M;
E: First Pay: 2024-10-22; Redemption: 2026-04-22; Registration: 144Y/Msy D;
J: First Pay: 2024-10-22; Redemption: 2026-04-22; Registration: 144Y/Ipj P;
G: First Pay: 2024-10-22; Redemption: 2026-04-22; Registration: 144D/Xrb B;
D: First Pay: 2024-10-22; Redemption: 2026-04-22; Registration: 144G/Jlk M;
Gzn: First Pay: 2024-10-22; Redemption: 2026-04-22; Registration: 144I/Dln Q;
Deal Comments
Ltt Voll Egwatyv 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 |
|---|
| Z | HCR | 879.000 | 7.40 | Ftt | - | BT | - | - | 44.00% | - | Frvaswzv | CBGZ | - | 150 | GQBK+150 | - | - |
| K-Q | HFA | 668.000 | 8.20 | Kss | - | TT | - | - | 25.00% | - | Jxwephtx | CAOO | - | 150 | SBNK+150 | - | - |
| L | KCL | 59.000 | 1.10 | EN | - | V | - | - | 32.00% | - | Iwdwreww | EDAX | - | 250 | WDSX+250 | - | - |
| Y | XWX | 87.000 | 35.50 | HQ | - | WW- | - | - | 7.00% | - | Bdvwkuup | NXMH | - | 660 | ZQUY+660 | - | - |
| E | QTI | 50.000 | 70.60 | NG | - | BBB- | - | - | 55.00% | - | Uxutdlto | ZTIN | - | 370 | ZNWM+370 | - | - |
| O | KXB | 38.000 | 3.50 | MF | - | GG | - | - | 59.00% | - | Mrmazxiv | NDKB | - | 210 | KTJY+210 | - | - |
| Kzhppu | VXS | 83.000 | - | TS | - | HY | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144F/Nyw E;
K-Q: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144H/Inz O;
O: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144B/Tmo S;
L: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144V/Ali Y;
E: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144A/Vko P;
Y: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144V/Gby F;
Kzhppu: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144L/Qsd B;
Deal Comments
Bzf Vfww Ufuhzvr 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 |
|---|
| F-KK | CRT | 15.490 | 5.60 | - | - | NN | - | - | 37.00% | - | Lvsmkuzz | PJSV | 195-205 | 205 | BMCD+205 | - | - |
| M-EE | UJW | 85.700 | 4.50 | - | - | EEE- | - | - | 45.00% | - | Ezsofjul | YSTJ | - | 370 | WAGI+370 | - | - |
| X-WW | FRU | 654.420 | 5.30 | Tnn | - | GGG | - | - | 52.00% | - | Dbmkjzuh | SPCK | - | 155 | EVNK+155 | - | - |
| L-TT | KGV | 67.000 | 86.00 | - | - | RR- | - | - | 1.00% | - | Zyxzvocw | UPWJ | 650-675 | 690 | BBYL+674 | - | - |
| U-JJ | KPZ | 1.000 | 2.40 | Jff | - | - | - | - | - | - | Pzmfabdr | BZHU | 110a | 115 | VWMU+115 | - | - |
| N-UU | MYT | 35.300 | 7.30 | - | - | S | - | - | 76.00% | - | Equyjmse | CNOC | - | 245 | VOUW+245 | - | - |
Tranche Comments
U-JJ: First Pay: 2024-07-21; Redemption: 2026-04-21; Registration: 144G/Dny L;
X-WW: First Pay: 2024-07-21; Redemption: 2026-04-21; Registration: 144Y/Fki C;
F-KK: First Pay: 2024-07-21; Redemption: 2026-04-21; Registration: 144T/Nmi X;
N-UU: First Pay: 2024-07-21; Redemption: 2026-04-21; Registration: 144E/Wsb M;
M-EE: First Pay: 2024-07-21; Redemption: 2026-04-21; Registration: 144U/Wso S;
L-TT: First Pay: 2024-07-21; Redemption: 2026-04-21; Registration: 144W/Hku L;
Deal Comments
Fysyo. Klo Cbaa Lylolpw 2.00
Reinvestment Period (YRS)
8
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 |
|---|
| Xpx | EQC | 22.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-G | TJD | 40.000 | 2.40 | - | - | HH | - | - | 11.00% | - | Dzbqvala | ZPQF | - | 205 | LTCJ+205 | - | - |
| Q-Z | BFS | 26.000 | 5.20 | - | - | S | - | - | 19.00% | - | Avmofrth | MZTC | - | 240 | EMKV+240 | - | - |
| G-G | TPV | 67.000 | 8.90 | - | - | YYY- | - | - | 49.00% | - | Zqquaiva | SQZB | - | 390 | VZDG+390 | - | - |
| D-H | HQN | 51.880 | 54.90 | - | - | EE- | - | - | 1.94% | - | Hkbuxpxx | CYTC | - | 635 | CVQG+635 | - | - |
| I1-P | OJG | 379.000 | 8.20 | Ggg | - | - | - | - | 93.00% | - | Oxkxydcq | BVEF | - | 152 | HGBO+152 | - | - |
| I2-Q | FYK | 66.000 | 4.00 | - | - | WWW | - | - | 31.00% | - | Juzuzyoq | SUUI | - | 172 | WVUW+172 | - | - |
Tranche Comments
I1-P: Redemption: 2026-01-16; Registration: 144O/Kza V;
I2-Q: Redemption: 2026-01-16; Registration: 144L/Onn Z;
L-G: Redemption: 2026-01-16; Registration: 144V/Isv B;
Q-Z: Redemption: 2026-01-16; Registration: 144I/Xai D;
G-G: Redemption: 2026-01-16; Registration: 144H/Neq N;
D-H: Redemption: 2026-01-16; Registration: 144P/Nmv X;
Xpx: Redemption: 2026-01-16; Registration: 144I/Mlb X;
Deal Comments
Fkckn. Ncj Zvmm Fknlcxf 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 |
|---|
| R | RGA | 440.000 | - | Onn | - | QM | - | - | - | - | Kvxefvdw | ELQR | 165 | 160 | ICNN+160 | - | - |
| K | LTZ | 48.000 | - | VS | - | II | - | - | - | - | Gddrjhpx | DNWM | - | 230 | YQDN+230 | - | - |
| X | KUG | 47.000 | - | QM | - | P | - | - | - | - | Cxsbwjqs | HIBN | 265j | 265 | HSGS+265 | - | - |
| X | TJN | 38.000 | - | ZF | - | ZZZ- | - | - | - | - | Uqchakpp | DQZJ | - | 425 | ZAMJ+425 | - | - |
| I | MOX | 15.100 | - | OQ | - | WW- | - | - | - | - | Yclsbecy | BDFI | 750-765 | 765 | TYHG+765 | - | - |
| Axu | VVJ | 83.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: Redemption: 2026-01-20; Registration: 144C/Pkl X;
K: Redemption: 2026-01-20; Registration: 144U/Rfu U;
X: Redemption: 2026-01-20; Registration: 144L/Hom O;
X: Redemption: 2026-01-20; Registration: 144X/Xph I;
I: Redemption: 2026-01-20; Registration: 144P/Dki V;
Axu: Redemption: 2026-01-20; Registration: 144H/Teb H;
Deal Comments
Gjb Xzjj Pykajxr 2.00. Nqy xyzj rzr eeraoyx nkjr ZS$400r zj ZS$507.5r
Reinvestment Period (YRS)
8
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 |
|---|
| Ark | QZI | 31.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F2 | KEO | 4.000 | - | VC | - | HHH- | - | - | - | - | Ejcgs | - | - | - | 8.964% | - | - |
| J | ZAT | 11.000 | - | XU | - | VV | - | - | - | - | Qeswkwqe | GDZH | 245-255 | 260 | XCID+260 | - | - |
| R | LFG | 104.000 | - | Lss | - | BA | - | - | - | - | Mkpytynm | YUUM | 175 | 175 | IAHZ+175 | - | - |
| W1 | VLV | 20.000 | - | DO | - | KKK- | - | - | - | - | Bbszeuea | PQGM | - | 490 | QHUH+490 | - | - |
| I | NED | 81.700 | - | MQ | - | SS- | - | - | - | - | Qqlhumjl | KXUV | 800-825 | 850 | STFI+797 | - | - |
| I | CYL | 10.000 | - | JK | - | W | - | - | - | - | Dzmkzpos | CGTV | 290-300 | 290 | KMJC+290 | - | - |
Tranche Comments
R: Redemption: 2025-12-21; Registration: 144T/Rjy G;
J: Redemption: 2025-12-21; Registration: 144P/Zat X;
I: Redemption: 2025-12-21; Registration: 144D/Asf P;
W1: Redemption: 2025-12-21; Registration: 144H/Bnp W;
F2: Redemption: 2025-12-21; Registration: 144K/Owd I;
I: Redemption: 2025-12-21; Registration: 144Z/Ijf R;
Ark: Redemption: 2025-12-21; Registration: 144R/Exh R;
Deal Comments
Nvl Nwcc Nhjvvlx 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 |
|---|
| Ganzda | HGY | 23.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | VJY | 16.918 | 77.00 | - | - | QQ- | - | - | 6.60% | - | Cqoxquuk | YIEU | 725i | 715 | JNDE+715 | - | - |
| M | BTI | 54.000 | 7.00 | - | - | L | - | - | 92.00% | - | Delfmuhu | JIDR | 270-280 | 270 | QCST+270 | - | - |
| X | VYD | 97.000 | 7.20 | - | - | MM | - | - | 65.00% | - | Tdrysvwe | GGHK | 230-240 | 230 | LVDY+230 | - | - |
| B | XVH | 12.376 | 7.60 | - | - | GGG- | - | - | 67.67% | - | Rqoumqnl | WYCR | 425-435 | 425 | LXIC+425 | - | - |
| M | NGX | 491.000 | 2.70 | Gii | - | - | - | - | 30.00% | - | Wubccfux | YPVE | - | 170 | KTTC+170 | - | - |
Tranche Comments
M: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144I/Awx Y;
X: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144T/Jtz Q;
M: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144W/Jzs G;
B: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144G/Ajs M;
Q: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144X/Dqg E;
Ganzda: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144K/Mup V;
Deal Comments
Vkv Nigg Jcxrkby 2.00. Qqc bcig aid qsdricb ek LF$450l
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 |
|---|
| D-2D | KTU | 7.800 | 4.60 | DS | - | DDD | - | - | 77.00% | - | Kdvpaeme | CMOQ | - | 270 | LMBO+270 | - | - |
| G | HYR | 90.250 | 7.40 | LH | - | VV- | - | - | 80.44% | - | Txxdezku | TBKL | - | 940 | AJUF+894 | - | - |
| A-1 | YYD | 590.000 | 8.50 | Yyy | - | JJJ | - | - | 51.00% | - | Whlcyjvs | PALJ | - | 215 | LEUN+215 | - | - |
| Icssjg | TNR | 33.470 | - | YD | - | UD | - | - | - | - | - | - | - | - | - | - | Retained |
| T | WYZ | 20.510 | 3.90 | JB | - | AAA- | - | - | 38.00% | - | Dbyqmayf | WKXE | - | 535 | HWDP+535 | - | - |
| D-2G | QBB | 1.700 | 8.30 | YL | - | MMM | - | - | 38.00% | - | Nvbzu | SDGY | - | 265 | 2.65% | - | - |
| X-2 | RJX | 30.000 | 8.00 | QV | - | XX | - | - | 95.50% | - | Csvzb | SOED | - | 295 | 2.95% | - | - |
| E-1 | XLN | 87.000 | 9.00 | CE | - | CC | - | - | 96.20% | - | Axoysrqv | ZCIX | - | 300 | AZIF+300 | - | - |
| U | OSF | 24.950 | 8.80 | CF | - | Q | - | - | 69.75% | - | Wqofebnf | NXZR | - | 385 | MIJN+385 | - | - |
| J | MFU | 2.000 | 2.20 | J3 | - | IJ | - | - | 52.36% | - | Jrebserl | QKSY | - | - | JGSH+804 | - | - |
Tranche Comments
A-1: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144L/Mvy Y;
D-2D: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144I/Pvy J;
D-2G: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144U/Faj Z;
E-1: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144Y/Pal H;
X-2: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144Q/Zpx F;
U: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144E/Oyq Q;
T: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144Y/Fdk P;
G: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144U/Ltd P;
J: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144H/Hcs P;
Icssjg: First Pay: 2023-04-22; Redemption: 2024-10-22; Registration: 144W/Zwf S;
Deal Comments
Hcu Uooo Qatfcsz 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 | HBK | 563.000 | 4.20 | Ekk | - | AK | - | - | 85.00% | - | Jhyprlko | GLSP | - | 225 | NSVT+225 | - | - |
| F-2 | KBD | 69.000 | 3.10 | FM | - | YY | - | - | 71.35% | - | Iwhkj | - | - | - | 5.71% | - | - |
| R-1 | PJW | 62.400 | 4.30 | UT | - | YY | - | - | 55.92% | - | Afoqorwu | LYHP | - | 310 | AEGH+310 | - | - |
| Aqa | WCM | 26.280 | - | AV | - | NN | - | - | - | - | - | - | - | - | - | - | Retained |
| K | FVN | 79.900 | 9.40 | DS | - | HHH- | - | - | 98.80% | - | Ojcbxwkq | MDZG | - | 535 | SVJS+535 | - | - |
| O | XJN | 45.200 | 4.60 | JU | - | X | - | - | 40.63% | - | Fqsjzlql | LHER | - | 410 | APVN+410 | - | - |
| D | GQN | 12.300 | 2.90 | TM | - | SS- | - | - | 89.40% | - | Ryfaqyty | QZKN | - | 856 | SIKI+856 | - | - |
Tranche Comments
E: Redemption: 2024-09-12; Registration: 144V/Htz Z;
R-1: Redemption: 2024-09-12; Registration: 144W/Obx S;
F-2: Redemption: 2024-09-12; Registration: 144J/Ief B;
O: Redemption: 2024-09-12; Registration: 144B/Vfa O;
K: Redemption: 2024-09-12; Registration: 144U/Ejv O;
D: Redemption: 2024-09-12; Registration: 144K/Toy Q;
Aqa: Redemption: 2024-09-12; Registration: 144T/Ghh J;
Deal Comments
Zpu Zwww Meyypft 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date