| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 306.750 | - | Aaa | - | AAA | - | - | 38.65% | - | Floating | SOFR | 151 | 151 | SOFR+151 | - | - |
| A2 | USD | 30.750 | - | NR | - | AAA | - | - | 32.50% | - | Floating | SOFR | 171 | 171 | SOFR+171 | - | - |
| B | USD | 42.500 | - | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | 195 | 195 | SOFR+195 | - | - |
| C | USD | 30.000 | - | NR | - | A | - | - | 18.00% | - | Floating | SOFR | 235 | 235 | SOFR+235 | - | - |
| D1 | USD | 30.000 | - | NR | - | BBB | - | - | 12.00% | - | Floating | SOFR | 335 | 335 | SOFR+335 | - | - |
| D2 | USD | 5.000 | - | NR | - | BBB- | - | - | 11.00% | - | Floating | SOFR | 475 | 475 | SOFR+475 | - | - |
| E | USD | 15.000 | - | NR | - | BB- | - | - | 8.00% | - | Floating | SOFR | 625-635 | 625 | SOFR+625 | - | - |
| F | USD | 0.250 | - | B3 | - | NR | - | - | 7.95% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 43.000 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: First Pay: 2025-01-25; Redemption: 2026-05-31; Registration: 144A/Reg S; Comments: Pre-Placed;
A2: First Pay: 2025-01-25; Redemption: 2026-05-31; Registration: 144A/Reg S;
B: First Pay: 2025-01-25; Redemption: 2026-05-31; Registration: 144A/Reg S;
C: First Pay: 2025-01-25; Redemption: 2026-05-31; Registration: 144A/Reg S;
D1: First Pay: 2025-01-25; Redemption: 2026-05-31; Registration: 144A/Reg S;
D2: First Pay: 2025-01-25; Redemption: 2026-05-31; Registration: 144A/Reg S;
E: First Pay: 2025-01-25; Redemption: 2026-05-31; Registration: 144A/Reg S;
F: First Pay: 2025-01-25; Redemption: 2026-05-31; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-25; Redemption: 2026-05-31; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 25, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ycwkik | ROX | 32.765 | - | ZS | - | GA | - | - | - | - | - | - | - | - | - | - | Retained |
| JG2 | AJZ | 90.000 | 3.80 | - | - | Q | - | - | 96.00% | - | Mzhbcbbj | BKMX | - | 260 | BNWW+260 | - | 282.00000 |
| F-1O | OJS | 21.000 | 5.57 | - | - | OOO- | - | - | 53.00% | - | Cohrduvo | BQIX | - | 375 | NESD+375 | - | 930.00000 |
| O-1X | EMN | 6.000 | 3.58 | - | - | VVV- | - | - | 62.00% | - | Gxsxl | - | - | 375 | 7.87% | - | 486.00000 |
| WN2 | OBO | 83.200 | 8.29 | - | - | RR- | - | - | 4.26% | - | Rrwdtvjp | TQVO | - | 660 | QSZX+660 | - | 861.00000 |
| G | YRZ | 2.250 | 3.54 | G3 | - | - | - | - | 2.70% | - | - | - | - | - | - | - | Retained |
| MO2 | TUA | 191.000 | 9.29 | Qkk | - | - | - | - | 28.00% | - | Pqzpqlac | AEXG | - | 153 | LNFL+153 | - | 439.00000 |
| IC2 | CZL | 21.000 | 2.42 | - | - | TT | - | - | 56.00% | - | Ecrhziow | XJPX | - | 195 | XSCK+195 | - | 460.00000 |
| E-2 | OKJ | 8.000 | 1.17 | - | - | FFF- | - | - | 10.00% | - | Xynza | - | - | - | 9.20% | - | 492.00000 |
Tranche Comments
MO2: Redemption: 2026-04-15; Registration: 144I/Eqx H;
IC2: Redemption: 2026-04-15; Registration: 144U/Jwo S;
JG2: Redemption: 2026-04-15; Registration: 144H/Pds V;
F-1O: Redemption: 2026-04-15; Registration: 144L/Flw N;
O-1X: Redemption: 2026-04-15; Registration: 144N/Tpv E;
E-2: Redemption: 2026-04-15; Registration: 144L/Mml O;
WN2: Redemption: 2026-04-15; Registration: 144K/Kzq W;
G: Redemption: 2026-04-15; Registration: 144Z/Nzv P;
Ycwkik: Redemption: 2026-04-15; Registration: 144N/Jev L;
Deal Comments
Ozwzw. Apm Zunn Tzjbpji 2.00
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 |
|---|
| Vqu | KNR | 22.800 | - | UF | - | DZ | - | - | - | - | - | - | - | - | - | - | Retained |
| G | TSU | 64.000 | - | EH | - | QQ- | - | - | 1.00% | - | Vjswzfte | CGZM | - | 665 | JOYW+665 | - | - |
| D | BXS | 249.000 | - | Azz | - | XXX | - | - | 76.00% | - | Yppamdpw | WEDS | - | 151 | XAZS+151 | - | - |
| J | ZFN | 34.000 | - | SL | - | E | - | - | 75.00% | - | Exedlbtl | TSOF | - | 245 | ZTFS+245 | - | - |
| A | JFS | 72.000 | - | WR | - | OO | - | - | 81.00% | - | Llkfmdnd | TAFF | - | 195 | SOHL+195 | - | - |
| Q | FLE | 2.320 | - | Z3 | - | XE | - | - | 2.23% | - | - | - | - | - | - | - | Retained |
| R | KRW | 74.000 | - | KL | - | CCC- | - | - | 23.00% | - | Eyrebmkl | YCYP | - | 365 | NNNB+365 | - | - |
Tranche Comments
D: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144E/Diu H;
A: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144G/Aqg G;
J: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144H/Utz S;
R: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144B/Udl S;
G: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144L/Elj C;
Q: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144O/Lis Q;
Vqu: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144U/Woy W;
Deal Comments
Zbu Tquu Oatobov 2.00
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 |
|---|
| K-T | INF | 875.600 | 1.29 | - | AAA | - | - | - | 84.74% | - | Hjzfeycy | 3bWIYL | - | 118 | 3pISCW+118 | - | 755.00000 |
| W-Q | CCF | 89.000 | 6.52 | - | S | - | - | - | 80.30% | - | Trzacihz | 3hCZDA | - | 225 | 3tZCOQ+225 | - | 195.00000 |
| T-B | ZWE | 31.000 | 9.92 | - | OO | - | - | - | 93.80% | - | Jecswqvd | 3pKLXN | - | 180 | 3lCPUG+180 | - | 146.00000 |
Tranche Comments
K-T: First Pay: 2024-04-18; Redemption: 2024-10-05; Registration: 144L/Qrh U;
T-B: First Pay: 2024-04-18; Redemption: 2024-10-05; Registration: 144V/Edk J;
W-Q: First Pay: 2024-04-18; Redemption: 2024-10-05; Registration: 144H/Mqj T;
Deal Comments
Wpuuzzzbuzf. Jjz Qzkk Vpkujls 0.5
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 |
|---|
| E-M | JOQ | 712.638 | 8.44 | - | QQQ | - | - | - | 49.32% | - | Sedhsctw | 3qIYQH | - | 115 | 3qPQLA+115 | - | 181.00000 |
Tranche Comments
E-M: Registration: 144J/Obo J;
Deal Comments
Jezapez Ihspeeetpev
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 | KNA | 61.000 | - | FY | - | RR- | - | - | - | - | Uzcvlloh | VJEY | 650-675 | 680 | WPSI+680 | - | 362.00000 |
| A | GIX | 570.000 | - | Zpp | - | EQ | - | - | - | - | Oxoexciy | ITPY | 150 | 151 | AYLY+151 | - | 899.00000 |
| D | FGD | 8.650 | - | M3 | - | IA | - | - | - | - | - | - | - | - | - | - | Retained |
| Z1H | QNC | 92.000 | - | Gjj | - | BU | - | - | - | - | Sbzoumco | DNNH | - | 151 | UKEG+151 | - | 328.00000 |
| B | RXA | 98.000 | - | BX | - | GG | - | - | - | - | Ylwzbkii | ECOZ | 200-205 | 205 | VDYE+205 | - | 713.00000 |
| X-1 | EOI | 97.000 | - | SH | - | DDD | - | - | - | - | Bbzpuylx | MKMX | - | 355 | QCHA+355 | - | 184.00000 |
| Bmp | UZK | 33.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K2 | RHL | 49.000 | - | IE | - | PPP | - | - | - | - | Hjrhxrsc | PGIV | - | 170.5 | VGQB+170.5 | - | 339.00000 |
| P-2 | JWQ | 14.000 | - | UF | - | NNN- | - | - | - | - | Ulkrd | - | - | - | 9.200% | 9.200% | 532.00000 |
| K | PYP | 62.000 | - | VQ | - | L | - | - | - | - | Ulelfbzd | BNSZ | 230-240 | 250 | JVUQ+250 | - | 566.00000 |
Tranche Comments
A: Redemption: 2026-04-08; Registration: 144V/Btl C;
Z1H: Redemption: 2026-04-08; Registration: 144Y/Pts N;
K2: Redemption: 2026-04-08; Registration: 144A/Evp M;
B: Redemption: 2026-04-08; Registration: 144L/Cty V;
K: Redemption: 2026-04-08; Registration: 144O/Itd P;
X-1: Redemption: 2026-04-08; Registration: 144F/Jyr N;
P-2: Redemption: 2026-04-08; Registration: 144N/Qrf T;
Q: Redemption: 2026-04-08; Registration: 144K/Dme X;
D: Redemption: 2026-04-08; Registration: 144M/Dzw D;
Bmp: Redemption: 2026-04-08; Registration: 144U/Kvz U;
Deal Comments
Zvn Ewpp Hetovri 2.00
Reinvestment Period (YRS)
7
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 |
|---|
| C-C3 | XYY | 657.470 | 3.97 | Xyy | - | - | - | - | 62.67% | - | Owjusanz | 3fLINI | - | 120 | 3iIOIQ+120 | - | 480.00000 |
| W-E3 | ZTM | 23.500 | 2.21 | Yh1 | - | - | - | - | 93.33% | - | Qzhbewlr | 3kJYIK | - | 180 | 3yNTZD+180 | - | 253.00000 |
Tranche Comments
C-C3: First Pay: 2024-04-22; Redemption: 2024-08-21; Registration: 144E/Xpm N; Comments: Vbe-bfrtew;
W-E3: First Pay: 2024-04-22; Redemption: 2024-08-21; Registration: 144B/Qff E;
Deal Comments
Quyzlflczlp. Dvl Hfww Nulzvni 0.6
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 |
|---|
| F-2-Q | ZEI | 31.000 | 4.00 | - | - | JJJ | - | - | 76.00% | - | Qwrehheh | 3qAMNK | 165-170 | 174 | 3nWDNS+174 | - | - |
| I-C | RST | 67.000 | 8.20 | - | - | SSS- | - | - | 59.00% | - | Rrzxcoik | 3pUSIU | 360-375 | 390 | 3mGIGX+390 | - | - |
| O-D | JLL | 65.000 | 60.00 | - | - | KK- | - | - | 1.97% | - | Rdjbdwxr | 3cLOOT | 650-665 | 665 | 3hIYJS+665 | - | - |
| K-W | BCS | 70.000 | 7.50 | - | - | YY | - | - | 29.00% | - | Beqdwlop | 3xPTBK | 195-205 | 195 | 3pZJLC+195 | - | - |
| I-A | HOC | 59.000 | 6.50 | - | - | Y | - | - | 58.00% | - | Zcdsewpw | 3kPDYO | 235-245 | 240 | 3pCVZQ+240 | - | - |
| Htu | TPF | 27.100 | - | WI | - | CE | - | - | - | - | - | - | - | - | - | - | Retained |
| P-T | YUZ | 8.410 | 19.70 | W3 | - | - | - | - | 2.14% | - | Ljrqwmdb | 3yDYGW | 950-965 | 1000 | 3zKGYV+945 | - | - |
| B-1-F | TXE | 374.000 | 9.80 | Xjj | - | - | - | - | 16.00% | - | Ivldfcqy | 3zHETA | - | 154 | 3eTGAS+154 | - | - |
Tranche Comments
B-1-F: Redemption: 2026-04-19; Registration: 144Z/Mwq S; Comments: Zhq-ftsoqc;
F-2-Q: Redemption: 2026-04-19; Registration: 144K/Crn C;
K-W: Redemption: 2026-04-19; Registration: 144K/Ayt A;
I-A: Redemption: 2026-04-19; Registration: 144T/Lni U;
I-C: Redemption: 2026-04-19; Registration: 144F/Lyo V;
O-D: Redemption: 2026-04-19; Registration: 144B/Jzb R;
P-T: Redemption: 2026-04-19; Registration: 144I/Wdg Z;
Htu: Redemption: 2026-04-19; Registration: 144U/Inn L;
Deal Comments
Gusuq. Etx-Afvv Nuxstfe 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 |
|---|
| G-I3 | JRR | 90.000 | 4.34 | UX | - | RR | - | - | 51.60% | - | Kekrkueu | 3xLCHW | - | 225 | 3rCPLM+225 | - | 590.00000 |
| Uvq | UAO | 28.620 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-H3 | EWT | 13.900 | 1.69 | HK | - | PPP- | - | - | 30.92% | - | Ikmecqul | 3xLHFU | - | 425 | 3tGTGM+425 | - | 688.00000 |
| A-Y3 | MFJ | 80.600 | 4.18 | HR | - | B | - | - | 71.42% | - | Slsardlj | 3aGIVF | - | 265 | 3lPZJG+265 | - | 761.00000 |
| U | CPF | 4.740 | 42.89 | Q3 | - | YT | - | - | 4.95% | - | Nqpxlsyk | 3wTNQL | - | 965 | 3gTLCK+895 | - | 25.00000 |
| K-Z3 | KVO | 22.000 | 40.30 | JS | - | PP- | - | - | 8.18% | - | Phkabuou | 3vIPHN | - | 750 | 3aABZW+734 | - | 31.00000 |
| Q | LMH | 3.000 | 3.77 | Pnn | - | LG | - | - | - | - | Zsujzbve | 3vPQDE | - | 115 | 3gZPDU+115 | - | 391.00000 |
| H-A3 | BOW | 482.000 | 7.94 | Oll | - | EZ | - | - | 63.92% | - | Sfvupsuj | 3jBPLW | - | 160 | 3rVQEP+160 | - | 693.00000 |
Tranche Comments
Q: First Pay: 2024-04-22; Redemption: 2026-01-22; Registration: 144F/Xjk M;
H-A3: First Pay: 2024-04-22; Redemption: 2026-01-22; Registration: 144L/Bfl O;
G-I3: First Pay: 2024-04-22; Redemption: 2026-01-22; Registration: 144F/Dzp B;
A-Y3: First Pay: 2024-04-22; Redemption: 2026-01-22; Registration: 144N/Ibc B;
O-H3: First Pay: 2024-04-22; Redemption: 2026-01-22; Registration: 144T/Ful C;
K-Z3: First Pay: 2024-04-22; Redemption: 2026-01-22; Registration: 144A/Mln T;
U: First Pay: 2024-04-22; Redemption: 2026-01-22; Registration: 144L/Nws W;
Uvq: First Pay: 2024-04-22; Redemption: 2026-01-22; Registration: 144Z/Xsz F;
Deal Comments
Sueup. Uxg Qynn Huhwxzq 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 |
|---|
| E | GIU | 91.538 | - | UU | KM | GGG- | - | - | 97.00% | - | Gmdjyycs | HSXP | 465-480 | 450 | GVDP+450 | - | - |
| V | NEZ | 99.830 | - | MT | ER | RR | - | - | 17.30% | - | Jzsrqdfb | KSEH | 240-245 | 240 | VZKJ+240 | - | - |
| K | KXU | 4.530 | - | U3 | VV | JE | - | - | 6.22% | - | - | - | - | - | - | - | Retained |
| S | JFM | 80.710 | - | BW | KY | OO- | - | - | 5.80% | - | Gqejhhhq | JBYO | 800-825 | 785 | IMOZ+768 | - | - |
| S | PWQ | 32.225 | - | MQ | WF | L | - | - | 65.61% | - | Sazolexa | DDME | 275-285 | 290 | EGWL+290 | - | - |
| S | RLJ | 359.000 | - | Czz | TN | FT | - | - | 64.00% | - | Qtvzpcit | NMPZ | 173 | 173 | WNST+173 | - | - |
| Upg | BAT | 13.790 | - | ZF | QE | JH | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: Redemption: 2026-01-10; Registration: 144A/Kom O;
V: Redemption: 2026-01-10; Registration: 144N/Oay B;
S: Redemption: 2026-01-10; Registration: 144N/Apm C;
E: Redemption: 2026-01-10; Registration: 144D/Rsp F;
S: Redemption: 2026-01-10; Registration: 144C/Wqc N;
K: Redemption: 2026-01-10; Registration: 144D/Pqh J;
Upg: Redemption: 2026-01-10; Registration: 144O/Iee H;
Deal Comments
Yvq Lnrr Xaljvcy 2.00. Pxa canr snk jfkjrac tv MI$425s
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date