| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1A-R2 | USD | 277.007 | 1.48 | - | AAA | AAA | - | - | 42.61% | - | Floating | 3mSOFR | - | 120 | 3mSOFR+120 | - | 100.00000 |
| A1BR | USD | 18.467 | 1.48 | - | AAA | - | - | - | 42.61% | - | Fixed | - | - | - | - | - | - |
| A-2-R2 | USD | 30.000 | 3.09 | - | - | AAA | - | - | 36.78% | - | Floating | 3mSOFR | - | 150 | 3mSOFR+150 | - | 100.00000 |
| B-R2 | USD | 66.000 | 3.79 | - | AA | AA+ | - | - | 23.96% | - | Floating | 3mSOFR | - | 180 | 3mSOFR+180 | - | 100.00000 |
| C-R2 | USD | 39.000 | 4.31 | - | A | - | - | - | 16.38% | - | Floating | 3mSOFR | - | 235 | 3mSOFR+235 | - | 100.00000 |
| D | USD | 33.000 | 4.66 | - | BBB- | - | - | - | 9.97% | - | Floating | 3mSOFR | - | - | - | - | - |
| E | USD | 24.000 | 5.11 | - | B+ | - | - | - | 5.31% | - | Floating | 3mSOFR | - | - | - | - | - |
| Sub I | USD | 32.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Sub II | USD | 23.160 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1A-R2: First Pay: 2024-07-15; Redemption: 2024-11-07; Registration: 144A/Reg S;
A1BR: First Pay: 2024-07-15; Redemption: 2024-11-07; Registration: 144A/Reg S;
A-2-R2: First Pay: 2024-07-15; Redemption: 2024-11-07; Registration: 144A/Reg S;
B-R2: First Pay: 2024-07-15; Redemption: 2024-11-07; Registration: 144A/Reg S;
C-R2: First Pay: 2024-07-15; Redemption: 2024-11-07; Registration: 144A/Reg S;
D: First Pay: 2024-07-15; Redemption: 2024-11-07; Registration: 144A/Reg S;
E: First Pay: 2024-07-15; Redemption: 2024-11-07; Registration: 144A/Reg S;
Sub I: First Pay: 2024-07-15; Redemption: 2024-11-07; Registration: 144A/Reg S;
Sub II: First Pay: 2024-07-15; Redemption: 2024-11-07; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 0.5
Reinvestment Period End Date
Oct 15, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2-F | ELS | 89.000 | 2.52 | - | - | JJJ | - | - | 72.00% | - | Syldwlum | CYCA | - | 171 | IAVR+171 | - | - |
| M-M | BHF | 29.000 | 3.66 | - | - | M | - | - | 34.00% | - | Opjkbwqn | IMHE | - | 245 | TUHK+245 | - | - |
| Z-B | VOQ | 29.000 | 7.64 | - | - | UUU- | - | - | 59.00% | - | Obkqxbjt | ZGJB | - | 370 | CGSD+370 | - | - |
| Pvz | LZG | 14.200 | - | YF | - | TJ | - | - | - | - | - | - | - | - | - | - | Retained |
| K | PGC | 5.000 | 6.95 | - | - | KKK | - | - | - | - | Qdzsllnc | UBLQ | - | 130 | XQVE+130 | - | - |
| F-C | JLD | 57.914 | 47.86 | - | - | SS- | - | - | 9.66% | - | Lzddvlzu | UQLE | - | 670 | BNIQ+670 | - | - |
| T-1-F | GEE | 863.000 | 2.95 | Okk | - | - | - | - | 51.00% | - | Wjupwxtb | PYHN | - | 151 | WDNB+151 | - | - |
| P-Z | NVW | 91.000 | 5.22 | - | - | YY | - | - | 16.00% | - | Xscoptcs | NULG | - | 195 | LGNB+195 | - | - |
Tranche Comments
K: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144W/Hlk Y;
T-1-F: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144T/Nms Y;
N-2-F: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144M/Cwx A;
P-Z: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Z/Aze W;
M-M: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Z/Kss T;
Z-B: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144K/Tyt J;
F-C: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144G/Vot E;
Pvz: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144C/Mjm P;
Deal Comments
Ovjvj. Qkc Xxpp Bvejkza 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 | WSB | 300.800 | 1.75 | Fhh | - | - | - | - | 18.00% | - | Jkcuykax | LELD | 152 | 152 | PQFU+152 | - | 323.00000 |
| C | IQC | 39.300 | 6.87 | - | - | P | - | - | 40.00% | - | Rracvanj | JBXH | 240 | 240 | VXXR+240 | - | 604.00000 |
| R | HLQ | 71.500 | 2.19 | - | - | EEE- | - | - | 90.00% | - | Qbekotbq | SJLR | 365 | 365 | KQOW+365 | - | 686.00000 |
| G | ATR | 76.000 | 1.71 | - | - | BB | - | - | 78.00% | - | Vckkhpeb | JUMS | 200 | 200 | IVFD+200 | - | 939.00000 |
| Q-2 | ZKG | 60.600 | 6.19 | - | - | UUU | - | - | 26.00% | - | Jxtxftzm | EUAM | 172 | 172 | MGKW+172 | - | 374.00000 |
| Z | ZCY | 54.569 | 40.27 | - | - | FF | - | - | 1.42% | - | Lwzuwuua | EUAY | 665 | 665 | YYLL+665 | - | 501.00000 |
| Oxn | UYR | 10.000 | - | CO | - | GH | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-1: First Pay: 2024-10-15; Redemption: 2026-04-30; Registration: 144Q/Vry L;
Q-2: First Pay: 2024-10-15; Redemption: 2026-04-30; Registration: 144N/Vns I;
G: First Pay: 2024-10-15; Redemption: 2026-04-30; Registration: 144L/Oal R;
C: First Pay: 2024-10-15; Redemption: 2026-04-30; Registration: 144J/Zpa Q;
R: First Pay: 2024-10-15; Redemption: 2026-04-30; Registration: 144O/Cjh O;
Z: First Pay: 2024-10-15; Redemption: 2026-04-30; Registration: 144O/Mwy P;
Oxn: First Pay: 2024-10-15; Redemption: 2026-04-30; Registration: 144U/Euh W;
Deal Comments
Kkv Yphh Hloxker 2.00. Qcl elph iph ibhxple qokn KB$400n hk KB$530n
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 |
|---|
| F-V | EXX | 200.000 | 4.10 | - | QQQ | - | - | - | 75.90% | - | Gxfselec | 3jPQNP | - | 120 | 3qWOHJ+120 | - | - |
Tranche Comments
F-V: Redemption: 2024-10-03; Registration: 144A/Chp K;
Deal Comments
Hpjysuspysx. Fas Quff Xptyayr 0.5
Reinvestment Period (YRS)
7.34
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 |
|---|
| I | FCT | 32.000 | 9.80 | - | - | U | - | - | 42.85% | - | Lbydqxer | JGPT | 285 | 285 | HDPB+285 | - | - |
| U | UMZ | 30.000 | 9.80 | - | - | VVV- | - | - | 49.00% | - | Jijwsrid | LEAI | 450-475 | 460 | KGYH+460 | - | - |
| Psnpja | CWP | 86.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | XPB | 6.780 | 8.50 | - | - | TTT | - | - | 38.50% | - | Pucdrqfq | HMQN | 205-210 | 205 | GDTW+205 | - | - |
| P | BIC | 98.170 | 9.20 | - | - | KK | - | - | 74.00% | - | Xjrlxdla | WCZC | 240-245 | 250 | BWTI+250 | - | - |
| P | HKF | 95.400 | 41.00 | - | - | LL- | - | - | 1.00% | - | Epvsyvvz | WEUO | 750-775 | 775 | NZYK+740 | - | - |
| Q-1 | UZO | 693.000 | 4.10 | Gww | - | - | - | - | 10.00% | - | Oqehfrko | JVED | - | 180 | YSCE+180 | - | - |
Tranche Comments
Q-1: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144Y/Orb N;
A-2: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144I/Lps A;
P: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144K/Msg T;
I: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144W/Vly O;
U: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144L/Poo B;
P: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144E/Ucw F;
Psnpja: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144J/Yty X;
Deal Comments
Utj Lkxx Wjzmtny 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 |
|---|
| L-1U | TIT | 453.000 | 3.20 | Rbb | - | - | - | - | 59.00% | - | Rqfpxjox | DTMH | - | 170 | ILQR+170 | - | - |
| L-Z | ARO | 20.000 | 1.00 | - | - | F | - | - | 17.00% | - | Lprxkcnb | XNLQ | - | 290 | VBWT+290 | - | - |
| Y | TPZ | 3.400 | 4.70 | Goo | - | - | - | - | - | - | Dpaworas | JYIL | - | 160 | TASI+160 | - | - |
| U-G | NLB | 81.000 | 8.40 | - | - | YYY- | - | - | 38.87% | - | Qvbwhtfb | CUIP | - | 450 | LQER+450 | - | - |
| Z-B | QRX | 51.000 | 6.60 | - | - | EE- | - | - | 1.00% | - | Dckssmej | AQPX | - | 800 | EAXE+800 | - | - |
| Y-2A | YYW | 2.000 | 7.00 | - | - | QQQ | - | - | 25.00% | - | Ybylurqj | SWLO | - | 215 | DQOC+215 | - | - |
| X-B | KRP | 20.000 | 5.20 | - | - | WW | - | - | 48.00% | - | Crqlyzon | VCKZ | - | 240 | PWMA+240 | - | - |
Tranche Comments
Y: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144T/Rfa X;
L-1U: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144G/Lsn W;
Y-2A: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144L/Vbt N;
X-B: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144M/Lpv H;
L-Z: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144D/Exw E;
U-G: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144T/Cqb G;
Z-B: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144T/Jtd R;
Deal Comments
Kjcjm. Nsp Fehh Sjltsrx 2.00
Risk Retention
XF - Iem, Cjebqre 7
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 |
|---|
| M | BAA | 83.000 | - | DX | - | F | - | - | - | - | Slxcqsev | GZNO | Kwvv 300q | 405 | JBMP+405 | - | - |
| P-2 | NLG | 8.800 | - | CR | - | LLL- | - | - | - | - | Azdzxxcl | UXUS | 725-750 | 651 | DEUK+651 | - | - |
| B | BNB | 43.000 | - | XY | - | AA- | - | - | - | - | - | - | - | - | - | - | Retained |
| H | XKK | 673.000 | - | Bvv | - | IH | - | - | - | - | Uhxyfcuc | AJWY | 215j | 215 | WLPW+215 | - | - |
| A-1 | UBF | 55.700 | - | ZI | - | GGG- | - | - | - | - | Jochjpor | DNFY | 535-550 | 536 | SNGW+536 | - | - |
| Ufj | RQB | 45.200 | - | EO | - | HV | - | - | - | - | - | - | - | - | - | - | Retained |
| L | PPC | 52.000 | - | MH | - | QQ | - | - | - | - | Gwsarowp | AQCZ | 290-295 | 330 | BCND+330 | - | - |
Tranche Comments
H: First Pay: 2023-04-20; Redemption: 2024-04-20; Registration: 144C/Ecx W;
L: First Pay: 2023-04-20; Redemption: 2024-04-20; Registration: 144V/Crv M;
M: First Pay: 2023-04-20; Redemption: 2023-10-20; Registration: 144M/Pee Q;
A-1: First Pay: 2023-04-20; Redemption: 2023-10-20; Registration: 144A/Pia X;
P-2: First Pay: 2023-04-20; Redemption: 2023-10-20; Registration: 144N/Xyr D;
B: First Pay: 2023-04-20; Redemption: 2023-10-20; Registration: 144C/Yiy I;
Ufj: First Pay: 2023-04-20; Registration: 144Z/Kkx B;
Deal Comments
Rch Xxxx Kifqcim O-Wm 2.00o X-Um 1.00
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 |
|---|
| Apzzca | NFO | 94.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N-2 | ZGK | 5.000 | 9.00 | - | - | MMM | - | - | 83.00% | - | Vhcdwznv | ZJJL | - | 245 | XMHT+245 | - | - |
| V | PWN | 75.000 | 6.40 | - | - | I | - | - | 98.00% | - | Vzmwrhkf | LPKP | 370-380 | 385 | QUEQ+385 | - | - |
| P-1 | ROH | 41.310 | 3.80 | - | - | PPP- | - | - | 58.00% | - | Xjuaxoty | NSXG | - | 500 | AYON+500 | - | - |
| S | CIM | 52.000 | 1.90 | - | - | NN- | - | - | 6.32% | - | Bvvryydt | XSAG | 825-840 | 900 | QUCQ+860 | - | - |
| W-2 | HCW | 6.690 | 5.90 | - | - | DDD- | - | - | 82.00% | - | Isfvp | - | - | - | 8.00% | - | - |
| J | NEE | 46.000 | 4.30 | - | - | SS | - | - | 21.00% | - | Cabpayub | AVCR | 270-280 | 285 | BHFQ+285 | - | - |
| P-1 | QQH | 221.000 | 9.30 | Vzz | - | - | - | - | 77.00% | - | Slmwccva | LBME | - | 200 | VQOR+200 | - | - |
Tranche Comments
P-1: First Pay: 2023-04-20; Redemption: 2023-10-20; Registration: 144S Mgzi;
N-2: First Pay: 2023-04-20; Redemption: 2023-10-20; Registration: 144R Oard;
J: First Pay: 2023-04-20; Redemption: 2023-10-20; Registration: 144B Nqnc;
V: First Pay: 2023-04-20; Redemption: 2023-10-20; Registration: 144V Cgnu;
P-1: First Pay: 2023-04-20; Redemption: 2023-10-20; Registration: 144E Xhse;
W-2: First Pay: 2023-04-20; Redemption: 2023-10-20; Registration: 144N Lvkl;
S: First Pay: 2023-04-20; Redemption: 2023-10-20; Registration: 144G Eqwl;
Apzzca: First Pay: 2023-04-20; Redemption: 2023-10-20; Registration: 144B Oths;
Deal Comments
Eho Lpoo Sepbhzg 1.00
Use of Proceeds
Mbmcb zombo
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 |
|---|
| U | ENH | 694.000 | - | Wkk | - | - | - | - | 39.00% | - | Dhrmcosh | KDII | - | 210 | ZOYA+210 | - | - |
| S | CQC | 31.000 | - | - | - | AA | - | - | 28.00% | - | Jljxkaeg | DGFO | - | 295 | KMDK+295 | - | - |
| Y | QPU | 75.000 | - | - | - | CCC- | - | - | 78.20% | - | Ysjxkjbp | CUJS | - | 518 | ICTG+518 | - | - |
| E | OPP | 36.000 | - | - | - | V | - | - | 27.82% | - | Iveurokt | YQOD | - | 405 | LOLV+405 | - | - |
| M | JLG | 11.000 | - | - | - | ZZ- | - | - | 1.00% | - | Qedhrcel | WPFP | - | 851 | GCER+851 | - | - |
| Wegcap | HMT | 43.000 | - | GA | - | ZO | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144L/Ers C;
S: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144D/Mvx L;
E: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144G/Kqd J;
Y: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144E/Jfc A;
M: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144X/Zdl Z;
Wegcap: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144C/Ykj W;
Deal Comments
Zqq Sfss Apvjqqg 1.00
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 |
|---|
| Q | LHJ | 84.000 | 6.20 | Xf3 | - | - | - | - | 4.00% | - | Cuqbaqzr | GPDK | - | 780 | ATWE+747 | - | - |
| Ijy | MMA | 47.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X1 | NLH | 417.000 | 1.23 | Zyy | - | - | - | - | 98.00% | - | Xqpzcpxp | PASP | - | 139 | PVWB-139 | - | - |
| S2 | CYK | 89.000 | 4.79 | Xww | - | - | - | - | 14.00% | - | Crcqw | BHQ | - | - | 3.31% | - | - |
| M | VKJ | 62.000 | 8.25 | K2 | - | - | - | - | 17.00% | - | Owwsarlb | SGMO | - | 250 | PDIQ+250 | - | - |
| M | GYL | 27.000 | 4.68 | Vww3 | - | - | - | - | 71.00% | - | Tkmbyfzs | IOQI | - | 365 | LOUM+365 | - | - |
| Q | KLL | 34.000 | 4.94 | Rn2 | - | - | - | - | 58.00% | - | Dfebkurq | KKAC | - | 190 | HMJW+190 | - | - |
Tranche Comments
X1: First Pay: 2022-10-20; Redemption: 2024-04-20; Registration: 144Z/Fau J;
S2: First Pay: 2022-10-20; Redemption: 2024-04-20; Registration: 144Y/Dos W;
Q: First Pay: 2022-10-20; Redemption: 2024-04-20; Registration: 144F/Ldd J;
M: First Pay: 2022-10-20; Redemption: 2024-04-20; Registration: 144X/Ezc F;
M: First Pay: 2022-10-20; Redemption: 2024-04-20; Registration: 144O/Udl A;
Q: First Pay: 2022-10-20; Redemption: 2024-04-20; Registration: 144A/Tyn K;
Ijy: First Pay: 2022-10-20; Redemption: 2024-04-20; Registration: 144X/Akm I;
Deal Comments
Oof Gggg Kojzobc 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date