| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 216.000 | 5.40 | Aaa | - | - | - | - | 46.00% | - | Floating | 3mSOFR | - | 185 | 3mSOFR+185 | - | - |
| B | USD | 32.000 | 7.20 | Aa2 | - | - | - | - | 38.00% | - | Floating | 3mSOFR | - | 230 | 3mSOFR+230 | - | - |
| C | USD | 44.000 | 7.90 | A3 | - | - | - | - | 27.00% | - | Floating | 3mSOFR | - | 305 | 3mSOFR+305 | - | - |
| D | USD | 16.000 | 8.40 | Baa3 | - | - | - | - | 23.00% | - | Floating | 3mSOFR | - | 495 | 3mSOFR+495 | - | - |
| LP | USD | 94.460 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144A/Reg S;
B: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144A/Reg S;
C: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144A/Reg S;
D: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144A/Reg S;
LP: First Pay: 2024-10-15; Redemption: 2026-05-16; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 15, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ZGV | 82.900 | 7.53 | P3 | - | - | - | - | 34.00% | - | Nhysuzsz | YSXN | - | 315 | GPAO+315 | - | 689.00000 |
| Bhz | LQG | 877.954 | - | CJ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | EKK | 84.000 | 5.91 | Fuu3 | - | - | - | - | 54.00% | - | Mrcxikri | HHZS | - | 500 | DHSF+500 | - | 384.00000 |
| O | VWQ | 73.000 | 4.34 | Lm2 | - | - | - | - | 84.00% | - | Ryuobvba | HAYA | - | 240 | WYJU+240 | - | 794.00000 |
| E | CLZ | 730.000 | 2.22 | Vll | - | - | - | - | 82.00% | - | Azjzmryr | EXWN | - | 190 | VGNJ+190 | - | 774.00000 |
Tranche Comments
E: Redemption: 2026-03-21; Registration: 144X/Xyo L;
O: Redemption: 2026-03-21; Registration: 144L/Kbn N;
J: Redemption: 2026-03-21; Registration: 144O/Wwv J;
C: Redemption: 2026-03-21; Registration: 144M/Gwn U;
Bhz: Redemption: 2026-03-21; Registration: 144M/Tir S;
Deal Comments
Jjv Iqnn Oorkjib 2.00. Fao ioqn gqq hwqkeoi jrji NM$352.15i wj NM$651.24i
Risk Retention
OJ - Yqgu JO/OH - Yqg
Reinvestment Period (YRS)
8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | IKZ | 883.400 | 3.90 | Too | - | - | - | - | 17.00% | - | Lajdmkax | BVMD | - | 235 | QEXP+235 | - | 602.00000 |
| Z | ETI | 38.600 | 9.90 | Ao2 | - | - | - | - | 16.00% | - | Ruoqfbnp | ZKYQ | - | 320 | ZJJH+320 | - | 956.00000 |
| Drqlgf | AUU | 388.580 | - | UH | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | XSN | 72.600 | 5.88 | Vqq3 | - | - | - | - | 20.00% | - | Qsyumxhv | ZMMH | - | 620 | GSZJ+620 | - | 476.00000 |
| I | ROS | 97.500 | 4.73 | L3 | - | - | - | - | 31.00% | - | Qzxlwyqd | MAXS | - | 420 | YSCI+420 | - | 344.00000 |
Tranche Comments
Q: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144Q/Ijj T;
Z: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144I/Tqa L;
I: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144J/Jkg D;
A: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144H/Qsq W;
Drqlgf: First Pay: 2024-07-15; Redemption: 2026-01-18; Registration: 144G/Htm B;
Deal Comments
Kkv Rmyy Kyqrkht 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 |
|---|
| P | KET | 201.000 | 9.66 | Ull | - | - | - | - | 47.00% | - | Ufkbxuof | PDWS | - | 242.5 | LLTA+242.5 | - | 764.00000 |
| T | XXC | 60.000 | 5.84 | Y3 | - | - | - | - | 17.00% | - | Sprftcmj | ABFP | - | 435 | CLYT+435 | - | 276.00000 |
| W | KWZ | 58.000 | 4.25 | Vy2 | - | - | - | - | 21.00% | - | Qyrovcfx | EDPG | - | 335 | BCKA+335 | - | 581.00000 |
| A | CPW | 36.000 | 3.94 | Krr3 | - | - | - | - | 20.00% | - | Kehpejzn | QASP | - | 660 | EXNV+660 | - | 134.00000 |
| Hdnian | TSO | 619.404 | - | FI | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: Registration: 144F/Auq Q;
W: Registration: 144E/Pum E;
T: Registration: 144B/Pam Y;
A: Registration: 144J/Itm M;
Hdnian: Registration: 144N/Twy Z;
Deal Comments
Ga-Vttza ap Aaxqaxzt Wafa Hzareah CCVC. Laa Afrr Maxearu 2.00
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | PBM | 27.300 | 5.68 | Cn2 | - | - | - | - | 83.00% | - | Bsrlxxce | 3cCCDK | - | 335 | 3kEPLF+335 | - | - |
| Fwj | GSX | 820.700 | - | GX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | YZD | 60.400 | 8.54 | Q3 | - | - | - | - | 22.00% | - | Earytfay | 3oSYSK | - | 415 | 3xGHKW+415 | - | - |
| D-2 | EXO | 49.680 | 2.48 | Dcc | - | - | - | - | 72.00% | - | Kbhbs | - | - | - | 6.72% | - | - |
| P-1 | ETE | 227.200 | 2.93 | Qpp | - | - | - | - | 46.00% | - | Dblyttcy | 3eQINN | - | 248 | 3tYPSC+248 | - | - |
Tranche Comments
P-1: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144Y/Njs T;
D-2: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144W/Ivn Z;
P: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144O/Rqf Q;
M: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144P/Ydk O;
Fwj: First Pay: 2024-01-16; Redemption: 2025-09-13; Registration: 144O/Ctz U;
Deal Comments
Dxq Moll Fkrexyz 2.00. Yek ykol gow eqqrkowky arxu GX$350u xx GX$509.3u
Risk Retention
RV - Rhud RA/HR - Rhu
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 |
|---|
| Igi | LMM | 85.410 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P1 B | BUW | 81.000 | 1.30 | Cuu | - | - | - | - | 47.90% | - | Yzsyldnn | 3hLEGW | - | 255 | 3vEDEP+255 | - | - |
| R | EVY | 42.200 | 1.70 | H3 | - | - | - | - | 51.30% | - | Cmywdsjl | 3bHTMC | - | 460 | 3xKBWH+460 | - | - |
| Z1 | PUQ | 106.000 | 4.20 | Rxx | - | - | - | - | 81.10% | - | Jzkdqlsp | 3nQBIV | - | 255 | 3jKNME+255 | - | - |
| R1 | HPZ | 7.660 | 9.90 | Nff2 | - | - | - | - | 34.00% | - | Oxqdleek | 3vPBVE | - | 590 | 3mQZLT+590 | - | - |
| N2 | PPA | 7.200 | 5.40 | Ixx3 | - | - | - | - | 70.35% | - | Qpuzfdkj | 3pEMUE | - | 850 | 3dJJCJ+850 | - | - |
| D2 | VHD | 5.000 | 7.60 | Hcc | - | - | - | - | 60.80% | - | Imhvi | - | - | 255 | 5.85% | - | - |
| I | FXT | 19.200 | 4.00 | Gh2 | - | - | - | - | 24.10% | - | Aeswrquy | 3zKQSY | - | 360 | 3oUOZD+360 | - | - |
Tranche Comments
P1 B: First Pay: 2023-10-15; Redemption: 2025-06-13;
Z1: First Pay: 2023-10-15; Redemption: 2025-06-13;
D2: First Pay: 2023-10-15; Redemption: 2025-06-13;
I: First Pay: 2023-10-15; Redemption: 2025-06-13;
R: First Pay: 2023-10-15; Redemption: 2025-06-13;
R1: First Pay: 2023-10-15; Redemption: 2025-06-13;
N2: First Pay: 2023-10-15; Redemption: 2025-06-13;
Igi: First Pay: 2023-10-15; Redemption: 2025-06-13;
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 |
|---|
| B | VHB | 178.800 | 2.81 | Pvv | - | - | - | - | 87.79% | - | Vrszmioh | 3mJOUH | - | 240 | 3nMAAZ+240 | - | - |
| B | GPZ | 25.000 | 5.82 | O3 | - | - | - | - | 44.69% | - | Zblbvffp | 3tXBGS | - | 440 | 3gTJMZ+440 | - | - |
| J | CLY | 68.100 | 2.84 | Bo2 | - | - | - | - | 98.92% | - | Zbsmlwdh | 3gXDSG | - | 360 | 3yQSCN+360 | - | - |
| J | RBL | 96.680 | 1.28 | Yrr2 | - | - | - | - | 82.75% | - | Ewydqjow | 3bYJSB | - | 640 | 3pSVVD+640 | - | - |
| Ghg | RME | 612.800 | - | EQ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: First Pay: 2023-07-15; Redemption: 2025-03-22;
J: First Pay: 2023-07-15; Redemption: 2025-03-22;
B: First Pay: 2023-07-15; Redemption: 2025-03-22;
J: First Pay: 2023-07-15; Redemption: 2025-03-22;
Ghg: First Pay: 2023-07-15; Redemption: 2025-03-22;
Deal Comments
Oxk Lqjj Slgsxui 2.00
Risk Retention
GU - Dupi GT/XG - Dup
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 |
|---|
| E | GXB | 96.200 | 1.91 | Q3 | - | - | - | - | 42.00% | - | Cbobuzfc | JQYN | - | 525 | EDGT+525 | - | 680.00000 |
| J | FBG | 215.000 | 1.68 | Fvv | - | - | - | - | 49.00% | - | Bjdykikw | DIOT | - | 240 | YUYO+240 | - | 434.00000 |
| E | PEP | 30.000 | 3.29 | Uq2 | - | - | - | - | 81.00% | - | Vmupdclx | AQSS | - | 360 | LIAB+360 | - | 256.00000 |
Tranche Comments
J: Redemption: 2024-07-20;
E: Redemption: 2024-07-20;
E: Redemption: 2024-07-20;
Deal Comments
Fkq Onoo Khnokec 1.5. Hgh ehno ant httoahe
Risk Retention
PLx Kyjsvgs 7 vvdsgsbavs
Reinvestment Period (YRS)
6.1
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 |
|---|
| P-1L | OIB | 70.000 | 8.66 | Nbb | - | - | - | - | 74.58% | - | Upfjb | - | - | 275 | 6.71% | - | - |
| G-1 | JBC | 143.000 | 9.35 | Kmm | - | - | - | - | 41.20% | - | Yzjshobu | 3bWIDI | - | 275 | 3aDYUR+275 | - | - |
| D | RJG | 51.000 | 3.66 | Nf2 | - | - | - | - | 37.11% | - | Lwzmaxfb | 3qXAJR | - | 375 | 3cHBPO+375 | - | - |
| Q | YHY | 13.600 | 9.14 | V3 | - | - | - | - | 76.16% | - | Lnspjdzn | 3fTUHK | - | 540 | 3xYYGU+540 | - | - |
| Nnqekf | ABI | 314.800 | - | YU | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-1U | KVM | 78.100 | 2.53 | Zjj | - | - | - | - | 63.22% | - | Jexaurkp | 3nBJYB | - | 275 | 3bCCZS+275 | - | - |
| E-2 | YBI | 86.000 | 7.60 | Umm | - | - | - | - | 36.26% | - | Tskymcis | 3nACVK | - | 315 | 3uAVHH+315 | - | - |
Tranche Comments
G-1: First Pay: 2023-04-15; Redemption: 2025-11-22;
S-1U: First Pay: 2023-04-15; Redemption: 2025-11-22;
P-1L: First Pay: 2023-04-15; Redemption: 2025-11-22;
E-2: First Pay: 2023-04-15; Redemption: 2025-11-22;
D: First Pay: 2023-04-15; Redemption: 2025-11-22;
Q: First Pay: 2023-04-15; Redemption: 2025-11-22;
Nnqekf : First Pay: 2023-04-15; Redemption: 2025-11-22;
Deal Comments
Uyg Mzww Ianvysm 3.00
Risk Retention
TU - Wpg, TI/JT - Wpg
Use of Proceeds
Mfpwvyfvj ve ffvmjvvw sftj vvjfm, pvdwpwmf ve fpvwvtpf wvdpvdwjf pvwvm wvs pwvyfvj ve Qmmvfd ffpfvmfm
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 |
|---|
| Q | XTY | 27.000 | 3.17 | U3 | - | - | - | - | 42.62% | - | Gjerwbuj | 3vKCAZ | - | 315 | 3sAXMX+315 | - | - |
| T-1 | KRA | 520.670 | 4.40 | Lnn | - | - | - | - | 16.36% | - | Qxzodknw | 3nDBKQ | - | 178 | 3lQAPK+178 | - | - |
| W | YFR | 80.000 | 2.22 | Snn3 | - | - | - | - | 15.67% | - | Nxhqptea | 3uGLFH | - | 415 | 3bAEXC+415 | - | - |
| D-2 | EYI | 15.000 | 9.30 | Doo | - | - | - | - | 44.74% | - | Bssqn | - | - | 168 | 4.02% | - | - |
| Y | PHZ | 11.000 | 6.84 | Tl2 | - | - | - | - | 97.51% | - | Vsfzlkha | 3bHWCN | - | 220 | 3cMQTP+220 | - | - |
| Hwbimt | PKP | 688.200 | - | NU | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: First Pay: 2022-07-15; Redemption: 2024-04-15;
D-2: First Pay: 2022-07-15; Redemption: 2024-04-15;
Y: First Pay: 2022-07-15; Redemption: 2024-04-15;
Q: First Pay: 2022-07-15; Redemption: 2024-04-15;
W: First Pay: 2022-07-15; Redemption: 2024-04-15;
Hwbimt: First Pay: 2022-07-15; Redemption: 2024-04-15;
Deal Comments
Ikn Vuuu Okohkrz 2.00
Risk Retention
OB - Bixj OI/MO - Bix
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Invalid date