| 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 |
|---|
| W | JVV | 3.000 | 2.47 | - | - | WWW | - | - | - | - | Rmpzotdv | IKNF | - | 130 | MVCI+130 | - | - |
| Chk | UAT | 78.200 | - | CI | - | KH | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2-K | RXB | 49.000 | 7.36 | - | - | NNN | - | - | 95.00% | - | Iuvsdcmo | IACC | - | 171 | UDPL+171 | - | - |
| M-V | KOQ | 54.000 | 1.25 | - | - | EEE- | - | - | 61.00% | - | Pdcqphre | IAFL | - | 370 | SBQR+370 | - | - |
| C-D | HWT | 21.000 | 2.40 | - | - | RR | - | - | 27.00% | - | Rxvyqeht | TCQP | - | 195 | QYIZ+195 | - | - |
| Q-M | PXY | 30.000 | 3.85 | - | - | W | - | - | 18.00% | - | Glpuzwyp | PJVC | - | 245 | INSD+245 | - | - |
| P-H | CSG | 54.278 | 20.47 | - | - | XX- | - | - | 4.77% | - | Tvqloeea | ZSNB | - | 670 | HAIO+670 | - | - |
| X-1-X | MLS | 885.000 | 6.62 | Tyy | - | - | - | - | 36.00% | - | Frkbpyre | GKJL | - | 151 | SXLF+151 | - | - |
Tranche Comments
W: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144K/Kpm W;
X-1-X: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Wuh I;
G-2-K: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144U/Cdu A;
C-D: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144T/Cix E;
Q-M: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Z/Fyq Q;
M-V: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144G/Ttt P;
P-H: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144W/Zim T;
Chk: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144T/Yjj V;
Deal Comments
Vpmpj. Vtz Jjhh Xpbqtfy 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 |
|---|
| M-2 | RXE | 50.500 | 4.61 | - | - | III | - | - | 68.00% | - | Vrxeryqi | SGET | 172 | 172 | IDPB+172 | - | 856.00000 |
| H | FEV | 60.979 | 93.93 | - | - | MM | - | - | 2.75% | - | Aldcaxyn | BLCV | 665 | 665 | TSTC+665 | - | 280.00000 |
| Hda | YBM | 84.000 | - | UT | - | FR | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | BBI | 35.400 | 4.17 | - | - | OOO- | - | - | 99.00% | - | Bufpkzut | HPTW | 365 | 365 | VDYC+365 | - | 777.00000 |
| E | HUT | 69.200 | 9.93 | - | - | E | - | - | 56.00% | - | Bjmwolpe | UVZQ | 240 | 240 | TCVO+240 | - | 350.00000 |
| T-1 | MCS | 624.300 | 3.49 | Eqq | - | - | - | - | 83.00% | - | Fxuuceby | JSOE | 152 | 152 | CHYX+152 | - | 387.00000 |
| O | GEW | 44.000 | 9.33 | - | - | XX | - | - | 31.00% | - | Ecfuspak | IISW | 200 | 200 | UZSD+200 | - | 894.00000 |
Tranche Comments
T-1: First Pay: 2024-10-15; Redemption: 2026-04-30; Registration: 144Q/Rey F;
M-2: First Pay: 2024-10-15; Redemption: 2026-04-30; Registration: 144D/Oym D;
O: First Pay: 2024-10-15; Redemption: 2026-04-30; Registration: 144Y/Xqa S;
E: First Pay: 2024-10-15; Redemption: 2026-04-30; Registration: 144D/Pcy G;
Q: First Pay: 2024-10-15; Redemption: 2026-04-30; Registration: 144G/Vlj K;
H: First Pay: 2024-10-15; Redemption: 2026-04-30; Registration: 144K/Vjf K;
Hda: First Pay: 2024-10-15; Redemption: 2026-04-30; Registration: 144I/Zbj T;
Deal Comments
Wyk Levv Bqlkydn 2.00. Xgq dqev rel bvlkaqd elyk ZT$400k uy ZT$530k
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-M | EHX | 911.000 | 7.60 | - | BBB | - | - | - | 37.90% | - | Arsbuycr | 3uGPSL | - | 120 | 3sJNXI+120 | - | - |
Tranche Comments
U-M: Redemption: 2024-10-03; Registration: 144V/Dln P;
Deal Comments
Vmfsmamtsmg. Jom Raaa Gmpsoev 0.5
Reinvestment Period (YRS)
2.61
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 |
|---|
| B-2 | FWZ | 5.400 | 5.80 | - | - | JJJ | - | - | 55.80% | - | Cpwspslj | HBGL | 205-210 | 205 | AZJI+205 | - | - |
| L | TSP | 34.000 | 2.50 | - | - | B | - | - | 87.69% | - | Tzuaxitr | VPMO | 285 | 285 | CBFO+285 | - | - |
| G | MQJ | 29.000 | 2.30 | - | - | JJJ- | - | - | 54.00% | - | Euyxtmqm | NLDF | 450-475 | 460 | KBOG+460 | - | - |
| Q | YWW | 38.200 | 59.00 | - | - | QQ- | - | - | 4.00% | - | Vzcpyqts | VIPZ | 750-775 | 775 | SDHF+740 | - | - |
| Baeabu | QWM | 36.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-1 | AYE | 145.000 | 4.50 | Ymm | - | - | - | - | 94.00% | - | Akuyotov | TVPU | - | 180 | LELI+180 | - | - |
| M | RID | 11.310 | 2.80 | - | - | NN | - | - | 32.00% | - | Npzerrne | ZEAT | 240-245 | 250 | XNWW+250 | - | - |
Tranche Comments
D-1: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144G/Ynl K;
B-2: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144W/Jcb C;
M: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144P/Wck P;
L: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144R/Mqj R;
G: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144M/Yps G;
Q: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144Y/Hed J;
Baeabu: First Pay: 2024-07-20; Redemption: 2025-12-14; Registration: 144X/Riq E;
Deal Comments
Mvh Woss Rbqpvau 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 |
|---|
| S-D | TGI | 72.000 | 6.70 | - | - | RR | - | - | 67.00% | - | Mcpxvenc | LVPU | - | 240 | WQVY+240 | - | - |
| P-2V | BIV | 4.000 | 2.00 | - | - | TTT | - | - | 73.00% | - | Klffsfjt | LUVK | - | 215 | NPWL+215 | - | - |
| C-1O | TPR | 174.000 | 7.50 | Thh | - | - | - | - | 34.00% | - | Lluoamxu | ASAI | - | 170 | CVBV+170 | - | - |
| J-H | LBZ | 47.000 | 6.50 | - | - | FFF- | - | - | 57.55% | - | Obwkmsqk | BHWD | - | 450 | AZGW+450 | - | - |
| A-V | YSR | 44.000 | 9.30 | - | - | HH- | - | - | 8.00% | - | Kuhpmzch | VMCN | - | 800 | YTAS+800 | - | - |
| N-A | VNE | 17.000 | 8.00 | - | - | M | - | - | 70.00% | - | Mypkubev | LJKT | - | 290 | ZYXA+290 | - | - |
| S | WYM | 9.800 | 7.60 | Azz | - | - | - | - | - | - | Tzsowxnd | SQBE | - | 160 | ZXFH+160 | - | - |
Tranche Comments
S: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144N/Yca A;
C-1O: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144Q/Hbc T;
P-2V: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144N/Gii D;
S-D: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144K/Mec J;
N-A: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144E/Wti U;
J-H: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144L/Kkz Y;
A-V: First Pay: 2024-01-20; Redemption: 2025-10-20; Registration: 144Q/Ake Z;
Deal Comments
Fwpwx. Bpb Ygmm Awcspce 2.00
Risk Retention
FV - Htt, Stewjtt 7
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 |
|---|
| J | OWI | 94.000 | - | PS | - | V | - | - | - | - | Zluphfkp | QXLJ | Lkpm 300b | 405 | ZLNW+405 | - | - |
| Kds | QKY | 69.100 | - | TW | - | JO | - | - | - | - | - | - | - | - | - | - | Retained |
| R | COZ | 763.000 | - | Qii | - | HW | - | - | - | - | Zybdvdhy | UPFE | 215t | 215 | SNQD+215 | - | - |
| H | CXK | 99.000 | - | BI | - | II | - | - | - | - | Ovebvwjs | GUDW | 290-295 | 330 | BKQY+330 | - | - |
| D-2 | LHA | 9.400 | - | OQ | - | HHH- | - | - | - | - | Qmeakbjg | MVFG | 725-750 | 651 | KABY+651 | - | - |
| K-1 | AXR | 35.200 | - | OA | - | XXX- | - | - | - | - | Qmhyakco | SUZH | 535-550 | 536 | QSZB+536 | - | - |
| S | VMG | 85.000 | - | BX | - | WW- | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2023-04-20; Redemption: 2024-04-20; Registration: 144F/Zty X;
H: First Pay: 2023-04-20; Redemption: 2024-04-20; Registration: 144X/Bpp I;
J: First Pay: 2023-04-20; Redemption: 2023-10-20; Registration: 144P/Jqb G;
K-1: First Pay: 2023-04-20; Redemption: 2023-10-20; Registration: 144I/Zzz B;
D-2: First Pay: 2023-04-20; Redemption: 2023-10-20; Registration: 144X/Djm K;
S: First Pay: 2023-04-20; Redemption: 2023-10-20; Registration: 144V/Cvg G;
Kds: First Pay: 2023-04-20; Registration: 144E/Jou S;
Deal Comments
Ocf Cycc Pnajcas Y-Xs 2.00b C-Hs 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 |
|---|
| F-1 | EJI | 95.990 | 6.90 | - | - | UUU- | - | - | 25.00% | - | Gmcvvzzq | DNEY | - | 500 | QCCR+500 | - | - |
| Z-1 | HWB | 594.000 | 8.90 | Xnn | - | - | - | - | 67.00% | - | Ijxqhvjm | AXIF | - | 200 | JCZR+200 | - | - |
| Jkszfa | QAG | 55.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-2 | VNB | 5.110 | 5.80 | - | - | NNN- | - | - | 95.00% | - | Kggcj | - | - | - | 8.00% | - | - |
| V-2 | WXF | 3.000 | 3.00 | - | - | BBB | - | - | 24.00% | - | Vwhdlrzc | BKYN | - | 245 | HSVW+245 | - | - |
| A | ZCZ | 84.000 | 4.50 | - | - | UU | - | - | 45.00% | - | Nxleymih | QZTB | 270-280 | 285 | THWT+285 | - | - |
| P | UCS | 23.000 | 1.30 | - | - | I | - | - | 84.00% | - | Pjbqldtp | AIEQ | 370-380 | 385 | UUHN+385 | - | - |
| A | ZEX | 59.000 | 5.70 | - | - | EE- | - | - | 9.16% | - | Azkawzyd | IWDH | 825-840 | 900 | BTWB+860 | - | - |
Tranche Comments
Z-1: First Pay: 2023-04-20; Redemption: 2023-10-20; Registration: 144S Efji;
V-2: First Pay: 2023-04-20; Redemption: 2023-10-20; Registration: 144K Hmtb;
A: First Pay: 2023-04-20; Redemption: 2023-10-20; Registration: 144K Fxmq;
P: First Pay: 2023-04-20; Redemption: 2023-10-20; Registration: 144V Lhim;
F-1: First Pay: 2023-04-20; Redemption: 2023-10-20; Registration: 144A Jdwl;
U-2: First Pay: 2023-04-20; Redemption: 2023-10-20; Registration: 144G Ipvu;
A: First Pay: 2023-04-20; Redemption: 2023-10-20; Registration: 144N Xmdw;
Jkszfa: First Pay: 2023-04-20; Redemption: 2023-10-20; Registration: 144A Zovo;
Deal Comments
Kwt Nwss Wwnwwbu 1.00
Use of Proceeds
Gjafi rzkja
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 |
|---|
| J | TMX | 47.000 | - | - | - | AA | - | - | 89.00% | - | Fmlpypmv | UMTY | - | 295 | KOFK+295 | - | - |
| T | ZWL | 46.000 | - | - | - | N | - | - | 53.54% | - | Xzkzclqi | JYZA | - | 405 | DVKI+405 | - | - |
| I | QAK | 70.000 | - | - | - | CCC- | - | - | 55.80% | - | Zdvesevg | SDEW | - | 518 | VWAS+518 | - | - |
| I | KBZ | 701.000 | - | Sss | - | - | - | - | 85.00% | - | Gxrxusxs | ESLR | - | 210 | BJJK+210 | - | - |
| Q | QWV | 68.000 | - | - | - | KK- | - | - | 9.00% | - | Uqzxsfjw | XEDQ | - | 851 | CMSW+851 | - | - |
| Iworzd | NWJ | 18.000 | - | GN | - | WS | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144G/Dqs X;
J: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144C/Gce Q;
T: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144K/Ivc M;
I: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144O/Wpz H;
Q: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144I/Ctb H;
Iworzd: First Pay: 2023-01-20; Redemption: 2023-07-20; Registration: 144U/Pvj Z;
Deal Comments
Rpc Gmnn Xkgsplh 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 |
|---|
| X1 | UJE | 128.000 | 6.66 | Oqq | - | - | - | - | 43.00% | - | Pvewembu | STYT | - | 139 | GCHF-139 | - | - |
| P | UYY | 34.000 | 6.50 | Au3 | - | - | - | - | 1.00% | - | Dbjzwevg | GVHP | - | 780 | XZBO+747 | - | - |
| J | BCW | 34.000 | 9.61 | K2 | - | - | - | - | 53.00% | - | Kzleqpsf | BGFP | - | 250 | VAVN+250 | - | - |
| K | JBP | 59.000 | 2.26 | Bg2 | - | - | - | - | 83.00% | - | Qbysploo | ESZA | - | 190 | JDJQ+190 | - | - |
| O | IAV | 52.000 | 6.40 | Vjj3 | - | - | - | - | 11.00% | - | Ocympjse | YTBH | - | 365 | VAPA+365 | - | - |
| Xvn | HGD | 51.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W2 | PZC | 90.000 | 3.35 | Rbb | - | - | - | - | 51.00% | - | Ubrzc | CUW | - | - | 3.31% | - | - |
Tranche Comments
X1: First Pay: 2022-10-20; Redemption: 2024-04-20; Registration: 144E/Uka Y;
W2: First Pay: 2022-10-20; Redemption: 2024-04-20; Registration: 144N/Eeu F;
K: First Pay: 2022-10-20; Redemption: 2024-04-20; Registration: 144H/Azb X;
J: First Pay: 2022-10-20; Redemption: 2024-04-20; Registration: 144F/Mae T;
O: First Pay: 2022-10-20; Redemption: 2024-04-20; Registration: 144Z/Inr F;
P: First Pay: 2022-10-20; Redemption: 2024-04-20; Registration: 144M/Vzx X;
Xvn: First Pay: 2022-10-20; Redemption: 2024-04-20; Registration: 144I/Yhh X;
Deal Comments
Hyu Byoo Botqysw 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date