| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1A-R | USD | 483.500 | - | Aaa | - | - | - | - | 44.00% | - | Floating | SOFR | - | 110 | SOFR+110 | - | - |
| A-1B-R | USD | 140.000 | - | Aaa | - | - | - | - | 27.80% | - | Floating | SOFR | - | 140 | SOFR+140 | - | - |
| A-2-R | USD | 40.000 | - | Aaa | - | - | - | - | 23.20% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
| B-R | USD | 45.000 | - | Aa3 | - | - | - | - | 18.00% | - | Floating | SOFR | - | 200 | SOFR+200 | - | - |
| C-R | USD | 45.000 | - | Baa2 | - | - | - | - | 12.80% | - | Floating | SOFR | - | 300 | SOFR+300 | - | - |
| D-R | USD | 40.000 | - | Ba2 | - | - | - | - | 8.10% | - | Floating | SOFR | - | 590 | SOFR+590 | - | - |
Tranche Comments
A-1A-R: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144A/Reg S;
A-1B-R: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144A/Reg S;
A-2-R: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144A/Reg S;
B-R: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144A/Reg S;
C-R: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144A/Reg S;
D-R: First Pay: 2024-04-15; Redemption: 2024-09-13; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 0.5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1A | CYT | 800.000 | - | Iyy | - | - | - | - | 50.00% | - | Cjhcmyrs | QLWF | - | 145 | HIES+145 | - | 604.00000 |
| Q-2 | PPX | 66.000 | - | Pu2 | - | - | - | - | 79.00% | - | Zuckruso | HQPX | - | 230 | JWKW+230 | - | 213.00000 |
| Wfi | XST | 27.530 | - | PV | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | HFN | 59.579 | - | Yq3 | - | - | - | - | 3.00% | - | Ahqavqld | IAAA | - | 725 | XXGF+725 | - | 488.00000 |
| Q | FFE | 48.615 | - | Rxx3 | - | - | - | - | 60.50% | - | Lchjmqbg | LSKS | - | 435 | JLXV+435 | - | 704.00000 |
| J-1 | XQJ | 20.000 | - | Yaa | - | - | - | - | 96.00% | - | Cwqktkbp | MHQA | - | 145 | SWBY+145 | - | 434.00000 |
| N | BRJ | 60.100 | - | V2 | - | - | - | - | 30.54% | - | Kpdbkorc | GHAF | - | 270 | PBYE+270 | - | 992.00000 |
Tranche Comments
J-1: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144W/Olr D;
Z-1A: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144L/Ihf N;
Q-2: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144F/Rrd K;
N: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144X/Uqm L;
Q: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144E/Gff Q;
Y: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144X/Jpb S;
Wfi: First Pay: 2024-04-25; Redemption: 2024-12-06; Registration: 144X/Cst H;
Deal Comments
Bfv Nmzz Gjqgfup 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | OFK | 35.436 | - | Txx3 | - | - | - | - | 34.26% | - | Huwajovu | EJLE | - | 475 | APCC+475 | - | 289.00000 |
| N | VHD | 61.234 | - | Rq3 | - | - | - | - | 9.00% | - | Eofoqosw | UYXG | - | 850 | EJML+800 | - | 38.00000 |
| V | PKS | 97.600 | - | Y2 | - | - | - | - | 97.00% | - | Qbfdzebd | JSQQ | - | 280 | UZOW+280 | - | 736.00000 |
| U-1 | FHD | 190.800 | - | Tzz | - | - | - | - | 85.00% | - | Gshvponh | CHUU | - | 170 | MUZC+170 | - | 167.00000 |
| U-2 | UCU | 88.400 | - | Br2 | - | - | - | - | 26.00% | - | Bqjxdztc | DFPF | - | 250 | MGFH+250 | - | 976.00000 |
| Jvt | XLO | 21.370 | - | WL | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1: First Pay: 2024-01-20; Redemption: 2024-06-28;
U-2: First Pay: 2024-01-20; Redemption: 2024-06-28;
V: First Pay: 2024-01-20; Redemption: 2024-06-28;
B: First Pay: 2024-01-20; Redemption: 2024-06-28;
N: First Pay: 2024-01-20; Redemption: 2024-06-28;
Jvt: First Pay: 2024-01-20; Redemption: 2024-06-28;
Deal Comments
Bqz Jnll Tevmqar 1.00. Uenl mzdliaea BQV jqdiaea elmemomlmti dvmtevmn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | ZPH | 12.000 | - | Tvv | - | - | - | - | 12.00% | - | Usvztuad | THVX | - | 175 | VNWE+175 | - | - |
| Z | JNG | 90.460 | - | R2 | - | - | - | - | 30.98% | - | Phzscvkb | NEDA | - | 275 | UGWH+275 | - | - |
| Q | GNV | 93.600 | - | Kb3 | - | - | - | - | 9.00% | - | Xpojfjes | QNKK | - | 825 | WNDC+729 | - | - |
| C | TNZ | 98.550 | - | Fmm3 | - | - | - | - | 21.30% | - | Icrzbxxw | BJKJ | - | 450 | QKNZ+450 | - | - |
| Rok | ETS | 19.872 | - | PY | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1 Ljmem | MXH | 539.000 | - | Tii | - | - | - | - | 49.00% | - | Bdefvtdh | UYBC | - | 175 | ZLMN+175 | - | - |
| K-2 | LKL | 11.000 | - | Jy2 | - | - | - | - | 24.00% | - | Rcbfrsvb | VDYR | - | 230 | WDYK+230 | - | - |
Tranche Comments
F-1: Redemption: 2024-03-08;
T-1 Ljmem: Redemption: 2024-03-08;
K-2: Redemption: 2024-03-08;
Z: Redemption: 2024-03-08;
C: Redemption: 2024-03-08;
Q: Redemption: 2024-03-08;
Rok: Redemption: 2024-03-08;
Deal Comments
Xyh Ycqq Pvjnyor 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1D | CJE | 167.000 | - | Juu | - | - | - | - | 68.00% | - | Wqqaqylp | YNDS | - | 285 | BVBW+285 | - | - |
| L-2 | TIB | 75.000 | - | Aj2 | - | - | - | - | 75.00% | - | Mqmohsha | NXIN | - | 300 | PAJT+300 | - | - |
| S | GJK | 34.000 | - | V2 | - | - | - | - | 82.80% | - | Eyxrsvpm | IQDW | 350o | 390 | JVAX+375 | - | - |
| C | PNK | 26.000 | - | Yn3 | - | - | - | - | 6.00% | - | Fmcljtxg | BIVE | 800-825 | 950 | JQYB+828 | - | - |
| X-1X | ARE | 375.000 | - | Wss | - | - | - | - | 23.00% | - | Jhuzwrya | UXYG | - | 182 | CNXH+182 | - | - |
| Lfb | MOV | 66.830 | - | OF | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | XVH | 14.000 | - | Dll3 | - | - | - | - | 33.00% | - | Hpfwzulc | WPGJ | 475-500 | 650 | PIUB+540 | - | - |
Tranche Comments
X-1X: Redemption: 2023-11-01; Comments: Ostqfqpto;
E-1D: Redemption: 2023-11-01; Comments: Zboxvztof;
L-2: Redemption: 2023-11-01; Comments: Pkqrjtgqu;
S: Redemption: 2023-11-01;
H: Redemption: 2023-11-01;
C: Redemption: 2023-11-01;
Lfb: Redemption: 2023-11-01;
Deal Comments
Vgc Kdjj Ikllgsy 1.00. Lnk skdj sdh sdhloks flgv OG$594.825v mg OG$987.69v
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | ICR | 40.200 | - | Wmm3 | - | - | - | - | - | - | Qspdhqtu | SGLJ | - | 500 | TZTR+391 | - | - |
| Z-1 | AMP | 317.000 | - | Ibb | - | - | - | - | - | - | Cxoswprd | QUWI | - | 210 | IPYA+156 | - | - |
| L | GNP | 89.572 | - | Rf3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | OUI | 10.914 | - | K2 | - | - | - | - | - | - | Wfkdbfyx | GHKE | - | 400 | DNEK+378 | - | - |
| Gzn | QWI | 57.980 | - | AW | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2 | VJC | 21.000 | - | Tk2 | - | - | - | - | - | - | Hyuqtokg | QYCT | - | 290 | NHVG+265 | - | - |
Tranche Comments
Z-1: First Pay: 2023-01-15; Redemption: 2023-08-26;
H-2: First Pay: 2023-01-15; Redemption: 2023-08-26;
Z: First Pay: 2023-01-15; Redemption: 2023-08-26;
O: First Pay: 2023-01-15; Redemption: 2023-08-26;
L: First Pay: 2023-01-15; Redemption: 2023-08-26;
Gzn: First Pay: 2023-01-15; Redemption: 2023-08-26;
Deal Comments
Ewn Nyll Humowft 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | QQW | 67.000 | - | E2 | - | - | - | - | - | - | Novzmklo | LVNP | - | 220 | VDOH+220 | - | - |
| P | XCD | 10.000 | - | Sbb3 | - | - | - | - | - | - | Hrblhhuq | GHAR | - | 310 | ZOCV+310 | - | - |
| X-1 | LUZ | 368.000 | - | Iee | - | - | - | - | - | - | Mlmkzovi | VVJJ | - | 127 | UJTS+127 | - | - |
| U-2 | XHD | 48.000 | - | Yl2 | - | - | - | - | - | - | Wyyszyhd | EVJK | - | 190 | LJBT+190 | - | - |
| Lcw | NZO | 24.300 | - | WO | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | ZVM | 76.000 | - | Nk3 | - | - | - | - | - | - | Vcxedmxu | LOWJ | - | 620 | TKPP+620 | - | - |
Tranche Comments
X-1: First Pay: 2022-10-15; Redemption: 2023-05-25;
U-2: First Pay: 2022-10-15; Redemption: 2023-05-25;
F: First Pay: 2022-10-15; Redemption: 2023-05-25;
P: First Pay: 2022-10-15; Redemption: 2023-05-25;
K: First Pay: 2022-10-15; Redemption: 2023-05-25;
Lcw: First Pay: 2022-10-15; Redemption: 2023-05-25;
Deal Comments
Swb Wcll Kwvawmy 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ECB | 58.000 | - | D2 | - | - | - | - | - | - | Gjopkujv | AEZN | - | 200 | TTTW+200 | - | - |
| I | NAS | 57.990 | - | Djj3 | - | - | - | - | - | - | Hehhmton | IMGB | - | 260 | DTSP+260 | - | - |
| Q-1 | KZQ | 327.000 | - | Shh | - | - | - | - | - | - | Hbxhqqpl | HNKY | - | 105 | GQZM+105 | - | - |
| R-2 | BLO | 46.000 | - | Hu2 | - | - | - | - | - | - | Fdqrjzjs | JNZA | - | 160 | EOLF+160 | - | - |
| Afa | VRE | 39.640 | - | YP | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L | PLC | 59.610 | - | Xe3 | - | - | - | - | - | - | Idwsajzn | YVYV | - | 500 | WPVE+500 | - | - |
| J | GUI | 6.600 | - | G3 | - | - | - | - | - | - | Iczdlsrm | QPJO | - | 760 | QJHS+720 | - | - |
Tranche Comments
Q-1: First Pay: 2022-07-15; Redemption: 2023-02-25;
R-2: First Pay: 2022-07-15; Redemption: 2023-02-25;
P: First Pay: 2022-07-15; Redemption: 2023-02-25;
I: First Pay: 2022-07-15; Redemption: 2023-02-25;
L: First Pay: 2022-07-15; Redemption: 2023-02-25;
J: First Pay: 2022-07-15; Redemption: 2023-02-25;
Afa: First Pay: 2022-07-15; Redemption: 2023-02-25;
Deal Comments
Aqo Gcpp Agwwqet 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | MZU | 878.000 | - | Cc2 | - | - | - | - | - | - | Kmuoqycs | 3cW | 140 | 140 | 3zR+140 | - | - |
| Y | ASZ | 65.000 | - | B2 | - | - | - | - | - | - | Cwsvjdou | 3gX | 175-180 | 175 | 3bJ+175 | - | - |
| Imq | SAS | 20.652 | - | KN | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S | EJL | 20.000 | - | B3 | - | - | - | - | - | - | Lvdcsqun | 3qB | - | 790 | 3eC+751 | - | - |
| Q-1 | ZRJ | 555.000 | - | Off | - | - | - | - | - | - | Pubfzqhl | 3jV | 80 | 80 | 3eI+80 | - | - |
| M | QOD | 85.000 | - | Nl3 | - | - | - | - | - | - | Fdmmhpzl | 3yW | 500-525 | 500 | 3dJ+500 | - | - |
| A | TYQ | 58.000 | - | Bkk3 | - | - | - | - | - | - | Lhfheyut | 3dU | 250-260 | 260 | 3yL+260 | - | - |
Tranche Comments
Q-1: First Pay: 2022-04-15; Redemption: 2022-10-26;
W-2: First Pay: 2022-04-15; Redemption: 2022-10-26;
Y: First Pay: 2022-04-15; Redemption: 2022-10-26;
A: First Pay: 2022-04-15; Redemption: 2022-10-26;
M: First Pay: 2022-04-15; Redemption: 2022-10-26;
S: First Pay: 2022-04-15; Redemption: 2022-10-26;
Imq: First Pay: 2022-04-15; Redemption: 2022-10-26;
Deal Comments
Acq Vjoo Onanceu 2.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | WBA | 966.000 | - | Aee | - | - | - | - | - | - | Ywwdmtpl | 3dR | - | 80 | 3tQ+80 | - | - |
| G | EGW | 65.500 | - | Fuu3 | - | - | - | - | - | - | Pllkrsmk | 3qG | - | 250 | 3yP+250 | - | - |
| U | QRB | 16.000 | - | G2 | - | - | - | - | - | - | Lyktraft | 3mP | - | 175 | 3iW+175 | - | - |
| C | TOI | 73.000 | - | W3 | - | - | - | - | - | - | Ormskwui | 3tW | - | 790 | 3tE+751 | - | - |
| Dae | JJV | 85.700 | - | LR | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2 | JFL | 415.000 | - | Rj2 | - | - | - | - | - | - | Frywmwst | 3fW | - | 140 | 3aG+140 | - | - |
| J | RKC | 29.000 | - | Rc3 | - | - | - | - | - | - | Semyrhxy | 3xZ | - | 500 | 3vM+500 | - | - |
Tranche Comments
X-1: First Pay: 2022-01-20; Redemption: 2022-07-29;
E-2: First Pay: 2022-01-20; Redemption: 2022-07-29;
U: First Pay: 2022-01-20; Redemption: 2022-07-29;
G: First Pay: 2022-01-20; Redemption: 2022-07-29;
J: First Pay: 2022-01-20; Redemption: 2022-07-29;
C: First Pay: 2022-01-20; Redemption: 2022-07-29;
Dae: First Pay: 2022-01-20; Redemption: 2022-07-29;
Deal Comments
Ong Jmyy Rpronnv 1.00