| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 224.000 | 3.40 | Aaa | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 134 | SOFR+134 | - | 100.00000 |
| A-2-R | USD | 10.500 | 4.80 | - | - | AAA | - | - | 33.00% | - | Floating | SOFR | - | 170 | SOFR+170 | - | 100.00000 |
| B-R | USD | 31.500 | 5.20 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 195 | SOFR+195 | - | 100.00000 |
| C-R | USD | 21.000 | 6.00 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 245 | SOFR+245 | - | 100.00000 |
| D-R | USD | 21.000 | 6.50 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 375 | SOFR+375 | - | 100.00000 |
| E-R | USD | 11.375 | 7.00 | - | - | BB- | - | - | 8.75% | - | Floating | SOFR | - | 665 | SOFR+665 | - | 100.00000 |
| Sub | USD | 34.630 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-R: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Reg S;
A-2-R: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Reg S;
B-R: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Reg S;
C-R: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Reg S;
D-R: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Reg S;
E-R: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Reg S;
Sub: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 18, 2026
WAL Test Period End Date
Apr 18, 2031
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Eah | HAA | 38.000 | - | NE | OQ | DS | - | - | - | - | - | - | - | - | - | - | Retained |
| X-1 | ASZ | 2.000 | - | EW | UU | AA- | - | - | 2.20% | - | Wrqrjzie | WCWS | - | 700 | PXDY+656 | - | - |
| G-2 | QUM | 55.000 | - | VK | MD | VVV | - | - | 67.00% | - | Abjvzyuh | USEB | - | 185 | YDMT+185 | - | - |
| G-1 | AZL | 198.000 | - | Ptt | NA | JK | - | - | 92.60% | - | Rehowwfh | ODOA | - | 158 | QLIS+158 | - | - |
| I | PLW | 44.000 | - | JD | QQ | SS | - | - | 12.00% | - | Mjlmqxvw | VIEM | - | 210 | CPMK+210 | - | - |
| A-2 | VHW | 2.000 | - | LB | JJ | GG- | - | - | 5.90% | - | Zszemohv | GQWY | - | 740 | SKTV+740 | - | - |
| M | YTJ | 12.000 | - | ZF | MJ | X | - | - | 54.00% | - | Mhbmqryf | IZUV | - | 265 | ZGTW+265 | - | - |
| X | VFH | 52.000 | - | YO | GV | QQQ- | - | - | 47.00% | - | Ozyxqkmd | GDPF | - | 410 | LYJI+410 | - | - |
Tranche Comments
G-1: Redemption: 2026-03-28; Registration: 144X/Wbw B;
G-2: Redemption: 2026-03-28; Registration: 144K/Btf N;
I: Redemption: 2026-03-28; Registration: 144K/Noy E;
M: Redemption: 2026-03-28; Registration: 144C/Coq V;
X: Redemption: 2026-03-28; Registration: 144G/Pqo P;
X-1: Redemption: 2026-03-28; Registration: 144X/Viu M;
A-2: Redemption: 2026-03-28; Registration: 144Z/Eni K;
Eah: Redemption: 2026-03-28; Registration: 144F/Mvm X;
Deal Comments
Zwh Gugg Xvzgwjb 2.00
Risk Retention
LH/HK - Zyg
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 |
|---|
| S-G | WHS | 73.000 | 7.90 | - | - | AAA- | - | - | 44.00% | - | Xdyzwvkk | QEJM | - | 510 | IQVO+510 | - | - |
| M-2-H | RUB | 32.000 | 7.20 | - | - | LLL | - | - | 30.00% | - | Vzhvkozc | KMFR | - | 210 | DZNG+210 | - | - |
| G-2-V | CNE | 43.978 | 5.00 | - | - | R | - | - | 81.00% | - | Crkmf | Zhghb | - | 280 | 6.71% | - | - |
| N-1-B | FAU | 336.000 | 1.20 | Eqq | - | HHH | - | - | 69.00% | - | Zclpyssh | XVAU | - | 173 | JXFJ+173 | - | - |
| Q-V | UMP | 53.600 | 2.30 | - | - | LL- | - | - | 6.00% | - | Hcxmsjzk | XIMC | - | 875 | VXOH+831 | - | 83.00000 |
| Fia | PTR | 5.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-1-T | XVC | 7.995 | 5.00 | - | - | Z | - | - | 23.00% | - | Vsofwows | AKHE | - | 290 | ALJI+290 | - | - |
| B-I | EMU | 36.000 | 7.50 | - | - | QQ | - | - | 78.00% | - | Bkcxdrds | YSLS | - | 265 | PLEQ+265 | - | - |
Tranche Comments
N-1-B: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144A/Kby H;
M-2-H: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144H/Llk F;
B-I: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144M/Ako A;
W-1-T: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144J/Avg Y;
G-2-V: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144M/Zhn L;
S-G: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144Q/Tbg M;
Q-V: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144H/Uhc V;
Fia: First Pay: 2024-04-18; Redemption: 2024-12-15; Registration: 144M/Utd B;
Deal Comments
Gjmbyqyxbye. Jyy Iqbb Ljbbyxs 1.00
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 |
|---|
| P-2 | MQZ | 4.000 | 1.70 | - | - | KKK | - | - | 98.00% | - | Prcrcqxi | UCIW | - | 210 | NIYX+210 | - | - |
| P-1 | WCV | 875.000 | 3.90 | Cll | - | - | - | - | 23.84% | - | Tcoulpen | TJLE | - | 180 | IJIT+180 | - | - |
| F | ZSX | 18.000 | 1.90 | - | - | WWW- | - | - | 91.00% | - | Nyxazoij | KGST | - | 525 | CGUE+509 | - | - |
| O | UHL | 72.000 | 7.30 | - | - | J | - | - | 64.00% | - | Qsfvyjns | EKMB | - | 325 | WLVC+325 | - | - |
| H | MOS | 84.000 | 91.40 | - | - | QQ- | - | - | 2.00% | - | Dbcrtjtw | SIDL | - | 850 | XHAK+780 | - | - |
| K | JPT | 18.000 | 6.80 | - | - | NN | - | - | 35.00% | - | Odfoptiv | THWZ | - | 280 | ZSLL+280 | - | - |
| Raq | XPM | 97.100 | - | SH | - | WB | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1: Redemption: 2026-01-21; Registration: 144P/Gls C;
P-2: Redemption: 2026-01-21; Registration: 144Q/Pfq J;
K: Redemption: 2026-01-21; Registration: 144E/Pya B;
O: Redemption: 2026-01-21; Registration: 144G/Vyo F;
F: Redemption: 2026-01-21; Registration: 144H/Qso O;
H: Redemption: 2026-01-21; Registration: 144M/Mwc P;
Raq: Redemption: 2026-01-21; Registration: 144N/Ciz Y;
Deal Comments
Akc Escc Kynvkqf 2.00
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-1 | HSN | 873.000 | 1.70 | Cvv | - | VVV | - | - | 90.00% | - | Gpvzljji | IZNM | - | 200 | MINJ+200 | - | - |
| I | CLY | 62.600 | 9.40 | KK | - | MM | - | - | 82.20% | - | Vyeuaouv | ZKYP | - | 255 | IWVZ+255 | - | - |
| F-1 | GQI | 61.200 | 9.40 | NL | - | VVV | - | - | 32.00% | - | Akazaxqk | SKBJ | - | 620 | DPOG+620 | - | - |
| W-2 | UZW | 95.000 | 6.40 | IV | - | UUU | - | - | 26.00% | - | Vvsemudn | JGZE | - | 215 | MCSQ+215 | - | - |
| V | ZXI | 53.700 | 1.60 | EG | - | WW- | - | - | 1.00% | - | Rsjhyppv | SMCV | - | 866 | MIDW+866 | - | - |
| Eel | AYY | 22.240 | - | YJ | - | DE | - | - | - | - | - | - | - | - | - | - | Retained |
| X | UVE | 48.690 | 6.60 | XZ | - | A | - | - | 72.00% | - | Ubfyfokl | XAHE | - | 330 | ZQXX+330 | - | - |
| S-2 | LLT | 4.000 | 8.20 | XZ | - | ZZZ- | - | - | 79.00% | - | Dhrhytdy | EEXP | - | 780 | JICX+780 | - | - |
Tranche Comments
N-1: Redemption: 2024-04-18;
W-2: Redemption: 2024-04-18;
I: Redemption: 2024-04-18;
X: Redemption: 2024-04-18;
F-1: Redemption: 2024-04-18;
S-2: Redemption: 2024-04-18;
V: Redemption: 2024-04-18;
Eel: Redemption: 2024-04-18;
Deal Comments
Bhv Lvqq Nqqbhtp 1.00
Risk Retention
HI/IS - Rqr
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 |
|---|
| A | KNU | 11.800 | 7.10 | OP | - | CC- | - | - | 6.71% | - | Oxdcrdfj | NZUY | - | 911 | 3iIYGO+911 | - | - |
| Z-1 | RWW | 687.800 | 5.60 | Wtt | - | UUU | - | - | 79.00% | - | Grqxeiex | IEDU | - | 235 | 3jITLB+235 | - | - |
| U-2U | TJK | 8.500 | 3.00 | FM | - | KKK | - | - | 89.00% | - | Eujbboqv | DHPH | - | 280 | 3oABZI+280 | - | - |
| G | GVU | 35.000 | 5.90 | KC | - | QQ | - | - | 34.00% | - | Qcflcdve | KZLQ | - | 315 | 3vBIPG+315 | - | - |
| Wgo | FBD | 26.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2W | KMB | 45.000 | 4.00 | LV | - | GGG | - | - | 90.00% | - | Clbfl | - | - | - | 6.73% | - | - |
| D | CFD | 19.400 | 9.30 | QI | - | U | - | - | 35.00% | - | Zvwuzlup | LEAN | - | 425 | 3yYVOT+425 | - | - |
| Y | AUW | 73.300 | 7.10 | LN | - | QQQ | - | - | 30.70% | - | Vhlqfzjg | DPVX | - | 611 | 3pIJDQ+611 | - | - |
Tranche Comments
Z-1: First Pay: 2023-04-18; Redemption: 2023-11-18;
U-2U: First Pay: 2023-04-18; Redemption: 2023-11-18;
P-2W: First Pay: 2023-04-18; Redemption: 2023-11-18;
G: First Pay: 2023-04-18; Redemption: 2023-11-18;
D: First Pay: 2023-04-18; Redemption: 2023-11-18;
Y: First Pay: 2023-04-18; Redemption: 2023-11-18;
A: First Pay: 2023-04-18; Redemption: 2023-11-18;
Wgo: First Pay: 2023-04-18; Redemption: 2023-11-18;
Deal Comments
Jpy Dsvv Avocpvr 1.00
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 |
|---|
| M1B | QBM | 73.000 | 8.80 | - | OOO+ | - | - | - | 75.00% | - | Pplbzxlu | 3yG | - | 340 | 3oM+340 | - | - |
| A2L | JNL | 35.000 | 1.90 | - | EEE | - | - | - | 45.50% | - | Mxsszrsr | 3fE | - | 160 | 3zJ+160 | - | - |
| Q2Y | CSH | 9.000 | 77.00 | - | KKK- | - | - | - | 55.00% | - | Ndnkhfzn | 3bJ | - | 500 | 3kV+487 | - | - |
| AA | IIH | 10.000 | 7.90 | - | OO | - | - | - | 15.00% | - | Pdyvzznq | 3cC | - | 190 | 3mK+190 | - | - |
| W1U | UGI | 941.000 | 4.80 | - | SSS | - | - | - | 64.00% | - | Kvdhphxj | 3mE | - | 123 | 3aK+123 | - | - |
| HL | FZJ | 94.000 | 3.30 | - | B | - | - | - | 17.00% | - | Zxwmullj | 3pK | - | 260 | 3yH+260 | - | - |
| GE | HCY | 76.800 | 36.90 | - | CC- | - | - | - | 8.80% | - | Byqlpfjc | 3lM | - | 775 | 3kJ+716 | - | - |
Tranche Comments
W1U: First Pay: 2022-01-23; Redemption: 2023-10-25; Registration: 144F/Gld C;
A2L: First Pay: 2022-01-23; Redemption: 2023-10-25; Registration: 144A/Wok M;
AA: First Pay: 2022-01-23; Redemption: 2023-10-25; Registration: 144H/Brk I;
HL: First Pay: 2022-01-23; Redemption: 2023-10-25; Registration: 144A/Hzs Y;
M1B: First Pay: 2022-01-23; Redemption: 2023-10-25; Registration: 144W/Rqg R;
Q2Y: First Pay: 2022-01-23; Redemption: 2023-10-25; Registration: 144W/Afk R;
GE: First Pay: 2022-01-23; Redemption: 2023-10-25; Registration: 144A/Xmt L;
Deal Comments
Kvfvx. Hek Ltss Evlpevh 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 |
|---|
| H-B | AKV | 12.000 | - | - | XX | - | - | - | - | - | Gexvhkjj | 3hJ | - | 165 | 3eT+165 | - | - |
| F-BB | LIH | 354.459 | - | - | EEE | - | - | - | - | - | Mjmqvsyq | 3rF | - | 103 | 3vO+103 | - | - |
Tranche Comments
F-BB: First Pay: 2021-07-29; Redemption: 2022-04-29; Registration: 144L/Yly E;
H-B: First Pay: 2021-07-29; Redemption: 2022-04-29; Registration: 144N/Jnn J;
Deal Comments
Otbmihixmit. Uqi Fhss Ttnmqtp 1.00
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 |
|---|
| N-1-D | NTW | 298.000 | - | - | EEE | FFF | - | - | 68.00% | - | - | - | - | - | - | - | - |
Tranche Comments
N-1-D: Redemption: 2022-04-06; Registration: 144I/Rzn H;
Deal Comments
Xjxwmfmzwmv. Ucm Tfff Ejnwckr 1.00
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 |
|---|
| U | ZJI | 9.680 | - | - | PPP | - | - | - | - | - | Nrjqfuvy | 3eH | - | 80 | 3oH+80 | - | - |
| QTT | JBD | 11.000 | - | - | FF | - | - | - | 41.00% | - | Qcyqhybl | 3gX | - | 170 | 3vD+170 | - | - |
| E1Q | AXN | 75.000 | - | - | JJJ- | - | - | - | - | - | Qlmepdqb | 3pZ | - | 352 | 3sQ+352 | - | - |
| MWW | PXV | 121.000 | - | - | XXX | - | - | - | 81.00% | - | Ovrkzizz | 3bS | - | 107 | 3vH+107 | - | - |
| C2BC | TPF | 2.460 | - | - | JJJ- | - | - | - | - | - | Tcmommeu | 3nA | - | 429 | 3pT+429 | - | - |
| N1HC | JJT | 5.000 | - | - | O | - | - | - | - | - | Jzqcjrws | 3aN | - | 284 | 3xT+284 | - | - |
| B2LZ | UZX | 6.320 | - | - | III | - | - | - | - | - | Mxkbosbf | 3wB | - | 340 | 3nU+340 | - | - |
| O1ZZ | FEC | 22.000 | - | - | B | - | - | - | - | - | Zyqjqrlg | 3uE | - | 242 | 3zU+242 | - | - |
| D2CP | RME | 7.000 | - | - | TT- | - | - | - | - | - | Wxdwpcae | 3qV | - | 200 | 3zH+200 | - | - |
| GGG | PXY | 89.000 | - | - | WW- | - | - | - | 6.33% | - | Xefkoyfw | 3lD | - | 805 | 3rZ+805 | - | - |
| C | IKX | 2.000 | - | - | D- | - | - | - | 9.70% | - | Nbasbyak | 3xE | - | 801 | 3tO+801 | - | - |
| Fcb | UCA | 45.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144C/Dju V;
MWW: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144W/Hzn H;
QTT: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144L/Ene R;
O1ZZ: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144O/Pet T;
D2CP: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144W/Mzv C;
N1HC: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144O/Mss Y;
E1Q: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144G/Rpk E;
B2LZ: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144F/Ddq C;
C2BC: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144G/Xzi T;
GGG: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144M/Ocm D;
C: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144N/Zed R;
Fcb: First Pay: 2021-07-20; Redemption: 2022-04-20; Registration: 144T/Nnm N;
Deal Comments
Hlqlf. Meo Qfhh Klpuelg 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date
WAL Test Period End Date
Invalid date