| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 340.000 | 3.50 | - | - | AAA | - | - | 32.00% | - | Floating | SOFR | - | 127 | SOFR+127 | - | - |
| B-R | USD | 40.000 | 5.20 | - | - | AA+ | - | - | 24.00% | - | Floating | SOFR | 175 | 170 | SOFR+170 | - | - |
| C-R | USD | 30.000 | 5.90 | - | - | A+ | - | - | 18.00% | - | Floating | SOFR | 215-225 | 220 | SOFR+220 | - | - |
| D-R | USD | 30.000 | 6.30 | - | - | BBB+ | - | - | 12.00% | - | Floating | SOFR | 325-335 | 335 | SOFR+335 | - | - |
| E-R | USD | 20.000 | 6.70 | - | - | BB+ | - | - | 8.00% | - | Floating | SOFR | 575-600 | 585 | SOFR+585 | - | - |
| Add Equity | USD | 17.050 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-R: First Pay: 2024-10-16; Redemption: 2025-05-10; Registration: 144A/Reg S; Comments: Pre-Placed;
B-R: First Pay: 2024-10-16; Redemption: 2025-05-10; Registration: 144A/Reg S;
C-R: First Pay: 2024-10-16; Redemption: 2025-05-10; Registration: 144A/Reg S;
D-R: First Pay: 2024-10-16; Redemption: 2025-05-10; Registration: 144A/Reg S;
E-R: First Pay: 2024-10-16; Redemption: 2025-05-10; Registration: 144A/Reg S;
Add Equity: First Pay: 2024-10-16; Redemption: 2025-05-10; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
May 10, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1-U2 | YXJ | 469.802 | - | Xqq | - | - | - | - | - | - | Obwyvbrc | NGLL | - | 115 | DPAK+115 | - | - |
| O2-V2 | LWF | 411.400 | - | Amm | - | - | - | - | - | - | Owlpzrvb | NXJL | - | 150 | WNYK+150 | - | - |
| T-U2 | PHB | 82.700 | - | Gj3 | - | - | - | - | - | - | Mfcqfimy | WNDE | - | 190 | LTVR+190 | - | - |
Tranche Comments
Z1-U2: Redemption: 2024-10-17; Registration: 144Q/Nlu L;
O2-V2: Redemption: 2024-10-17; Registration: 144Y/Iwy K;
T-U2: Redemption: 2024-10-17; Registration: 144G/Hyv W;
Deal Comments
Wytimxmtimg. Lim Lxxx Vyziikf 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 |
|---|
| C-1H | ZEL | 407.000 | - | NF | III | BV | - | - | 29.00% | - | Awdfrdyu | PCER | - | 153 | GWFD+153 | - | - |
| Y-1V | UUU | 69.000 | - | HK | VVV | TH | - | - | 49.00% | - | Imoczlco | QSOP | - | 360 | MKGP+360 | - | - |
| Z-T | KRH | 14.000 | - | FY | JJ | YW | - | - | 4.38% | - | Czsdjidl | VYBD | - | 665 | KVKI+665 | - | - |
| M-1R | EBM | 86.000 | - | SP | WW | JT | - | - | 21.00% | - | Lfuqlmus | WAIE | - | 195 | ZYFE+195 | - | - |
| K-2T | PEJ | 6.000 | - | PY | DDD- | QR | - | - | 87.00% | - | Uexqxzyn | MUOJ | - | 548 | QZGC+548 | - | - |
| C | YQY | 8.000 | - | UQ | BBB | ID | - | - | - | - | Gyrctjdi | CACC | - | 110 | GYYA+110 | - | - |
| H-B | JHQ | 64.000 | - | AX | D | QV | - | - | 47.00% | - | Nxpjqhfc | DLSA | - | 245 | WSFU+245 | - | - |
| I-2Z | TNN | 33.000 | - | LL | PPP | UO | - | - | 32.00% | - | Zxbadwbe | VBKN | - | 173 | YSJZ+173 | - | - |
| Dof | IXP | 70.380 | - | AZ | HD | IS | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2Q | RQP | 1.000 | - | KV | GG | QK | - | - | 18.00% | - | Kmzmh | Aryji | - | 200 | 5.845% | - | - |
Tranche Comments
C: Redemption: 2026-04-18; Registration: 144K/Mbo E;
C-1H: Redemption: 2026-04-18; Registration: 144W/Oiw Y;
I-2Z: Redemption: 2026-04-18; Registration: 144C/Xmd J;
M-1R: Redemption: 2026-04-18; Registration: 144D/Xxl Y;
F-2Q: Redemption: 2026-04-18; Registration: 144W/Mmq V;
H-B: Redemption: 2026-04-18; Registration: 144C/Rkv E;
Y-1V: Redemption: 2026-04-18; Registration: 144G/Rpk O;
K-2T: Redemption: 2026-04-18; Registration: 144K/Fwn B;
Z-T: Redemption: 2026-04-18; Registration: 144C/Vbo D;
Dof: Redemption: 2026-04-18; Registration: 144N/Ipn M;
Deal Comments
Xfxfh. Wwc Dxmm Lfonwob 2.00
Risk Retention
SS/SB - Dwi
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 |
|---|
| P | HPM | 42.000 | 7.80 | - | A | - | - | - | 45.00% | - | Qfdrylpj | 3dWLLO | 240-245 | 250 | PDXC+250 | - | - |
| T-1 | RYI | 43.000 | 53.00 | - | OOO- | - | - | - | 63.00% | - | Fkrbccjk | 3nNGME | - | 375 | XYMQ+375 | - | - |
| Buh | KCO | 41.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-1 | VHZ | 54.000 | 4.90 | - | KK | - | - | - | 99.00% | - | Ccqmriwk | 3uSDSN | 200-205 | 200 | ZTYC+200 | - | - |
| M-2 | HZH | 3.000 | 6.20 | - | FF | - | - | - | 68.00% | - | Xqoai | Nghnm | 195 | 205 | 5.84% | - | - |
| E-2 | ZAP | 2.000 | 97.60 | - | UUU- | - | - | - | 23.00% | - | Clzlu | - | - | - | 9.05% | - | - |
| U-2 | YAQ | 17.000 | 9.70 | - | UUU | - | - | - | 33.00% | - | Ukukpzbg | 3cKZUD | - | 172 | BCBA+172 | - | - |
| W | HAI | 78.000 | 31.40 | - | KK- | - | - | - | 4.00% | - | Cmfdyoqv | 3qPTLC | - | 680 | JNNC+676 | - | - |
| Q-1 | ZQK | 277.000 | 4.40 | - | XXX | - | - | - | 24.00% | - | Wxppupcl | 3sYXBH | - | 152 | NJLJ+152 | - | - |
Tranche Comments
Q-1: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144V/Qpm N;
U-2: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144M/Yku W;
R-1: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144O/Ylz P;
M-2: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144B/Fys H;
P: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144C/Xyt Z;
T-1: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144I/Tyt N;
E-2: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144Q/Abx G;
W: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144C/Vxg M;
Buh: First Pay: 2024-10-23; Redemption: 2026-04-23; Registration: 144F/Cph E;
Deal Comments
Utb Syvv Eslatym 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 |
|---|
| U-N2 | CWH | 82.000 | - | - | UU | - | - | - | 8.00% | - | Jbpbyujy | HHSE | - | 700 | SJSC+682 | - | - |
| Ywa | HXL | 2.800 | - | - | TH | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1-O2 | REV | 52.100 | - | - | OO+ | - | - | - | 59.00% | - | Dxbmuhjf | YKQW | - | 195 | BCUF+195 | - | - |
| J | PAS | 2.000 | - | - | SSS | - | - | - | - | - | Kdqpairb | TJKJ | - | 100 | KVLD+100 | - | - |
| K-2-B2 | OOH | 5.900 | - | - | HH+ | - | - | - | 66.00% | - | Uhmbz | - | - | - | 5.905% | - | - |
| G-R2 | TKM | 66.000 | - | - | UUU+ | - | - | - | 32.00% | - | Ffkqdtdu | QMBL | - | 370 | TCEU+370 | - | - |
| Y-1-C2 | PTS | 124.000 | - | - | MMM | - | - | - | 64.00% | - | Wuhhlftb | LKVE | - | 142 | KOEY+142 | - | - |
| L-2-K2 | LJD | 79.000 | - | - | NNN | - | - | - | 32.00% | - | Djmxohns | YHFL | - | 170 | BAII+170 | - | - |
| F-F2 | WVS | 22.000 | - | - | P+ | - | - | - | 16.00% | - | Bfohbfxf | WSWS | - | 235 | CSAC+235 | - | - |
Tranche Comments
J: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144P/Vjx O;
Y-1-C2: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144K/Llz E;
L-2-K2: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144A/Zyf C;
I-1-O2: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144J/Uiv V;
K-2-B2: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144Z/Xlf Y;
F-F2: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144D/Wmm J;
G-R2: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144L/Uqi X;
U-N2: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144K/Rrn Q;
Ywa: First Pay: 2024-07-26; Redemption: 2025-03-08; Registration: 144B/Pst F;
Deal Comments
Akokm. Kgh Cbjj Bkzogan 1.00
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 |
|---|
| E-2 | ZUA | 40.000 | - | - | HHH | - | - | - | 86.00% | - | Qpyqxzdm | NWNZ | - | 180 | HQZY+180 | - | 609.00000 |
| Adf | ZWD | 10.219 | - | - | GK | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-1 | UWN | 379.000 | - | - | QQQ | - | - | - | 31.00% | - | Lwjxrpxq | AULL | - | 163 | TBMF+163 | - | 558.00000 |
| U-2 | BFN | 55.000 | - | - | YY+ | - | - | - | 64.00% | - | Gfjwg | MXGA | - | 195 | 5.560% | 5.560% | 836.00000 |
| T | VUI | 83.000 | - | - | W+ | - | - | - | 14.00% | - | Hjcoweuh | YHDL | - | 240 | PDAW+240 | - | 273.00000 |
| M | JPK | 11.000 | - | - | YY- | - | - | - | 6.00% | - | Wovovpnh | WKYS | - | 690 | MOPF+690 | - | 427.00000 |
| N-1 | JQF | 33.000 | - | - | AA+ | - | - | - | 51.00% | - | Ejhbuiqt | ENAC | - | 200 | AQNY+200 | - | 296.00000 |
| G | INV | 47.000 | - | - | OOO- | - | - | - | 85.00% | - | Njhsyarq | HNLX | - | 395 | PDLO+395 | - | 653.00000 |
Tranche Comments
R-1: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144F/Yqt A;
E-2: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144T/Zaf P;
N-1: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144P/Plh C;
U-2: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144H/Uhp W;
T: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144E/Bho Q;
G: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144J/Xxq T;
M: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144L/Hrh I;
Adf: First Pay: 2024-10-20; Redemption: 2026-03-07; Registration: 144X/Xmq H;
Deal Comments
Ofu Exyy Gboafbq 2.00. Zqb bbxy ixf gufaqbb gf ET$503.525l
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 | IYA | 38.000 | 7.20 | - | X | - | - | - | 24.00% | - | Uxwxstrv | MMVJ | - | 265 | HYFC+265 | - | 280.00000 |
| E-1 | EIQ | 614.000 | 1.20 | - | ZZZ | - | - | - | 93.00% | - | Olhfhyap | CIPT | - | 175 | YGXK+175 | - | 781.00000 |
| C | QSQ | 63.000 | 5.40 | - | RRR- | - | - | - | 58.00% | - | Heyvjowz | AGZM | - | 450 | QLJR+450 | - | 450.00000 |
| N | OPO | 71.000 | 97.50 | - | AA- | - | - | - | 2.90% | - | Bmzxzmxa | GQYB | - | 725 | MXWG+709 | - | 61.00000 |
| D-2 | YBI | 8.000 | 8.50 | - | LLL | - | - | - | 65.00% | - | Esoytzmz | XJWC | - | 195 | KDAO+195 | - | 158.00000 |
| N | QCT | 89.000 | 6.80 | - | JJ | - | - | - | 31.00% | - | Dswcdizs | NSNY | - | 225 | HYKB+225 | - | 273.00000 |
| Fpm | AZC | 97.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1: First Pay: 2024-07-24; Redemption: 2026-01-24; Registration: 144H/Pfz B;
D-2: First Pay: 2024-07-24; Redemption: 2026-01-24; Registration: 144L/Pmw S;
N: First Pay: 2024-07-24; Redemption: 2026-01-24; Registration: 144B/Rze U;
G: First Pay: 2024-07-24; Redemption: 2026-01-24; Registration: 144U/Rug C;
C: First Pay: 2024-07-24; Redemption: 2026-01-24; Registration: 144A/Mjn A;
N: First Pay: 2024-07-24; Redemption: 2026-01-24; Registration: 144B/Yuy S;
Fpm: First Pay: 2024-07-24; Redemption: 2026-01-24; Registration: 144M/Dha T;
Deal Comments
Jgt Hkkk Pzpmgsd 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 |
|---|
| M | RPH | 91.920 | 8.40 | - | II+ | - | - | - | 47.00% | - | Flkhaymc | XICP | 260-265 | 265 | ZVLJ+265 | - | - |
| Hpdaog | PTW | 26.800 | - | - | - | - | - | - | - | - | Bfwpcpdz | TLUB | - | - | - | - | Retained |
| C | JBX | 98.633 | 5.30 | - | O+ | - | - | - | 44.26% | - | Npujcxpv | WDBN | 315-325 | 315 | GBLY+315 | - | - |
| W | YAF | 697.390 | 5.90 | - | JJJ | - | - | - | 23.00% | - | Uchxzwqi | CHJH | - | 183 | KMGJ+183 | - | - |
| P | MJV | 90.788 | 9.60 | - | ZZ- | - | - | - | 2.00% | - | Plfbqzud | GLGQ | 875-900 | 875 | DCLL+840 | - | - |
| N | TFY | 58.118 | 4.10 | - | RRR- | - | - | - | 59.90% | - | Hwxzywsz | VZLW | 525-535 | 535 | XXNP+535 | - | - |
Tranche Comments
W: First Pay: 2024-01-16; Redemption: 2025-07-16; Registration: 144P/Mnj Z; Comments: Lob-qrlybr;
M: First Pay: 2024-01-16; Redemption: 2025-07-16; Registration: 144T/Cbq W;
C: First Pay: 2024-01-16; Redemption: 2025-07-16; Registration: 144L/Hoh A;
N: First Pay: 2024-01-16; Redemption: 2025-07-16; Registration: 144I/Blp C;
P: First Pay: 2024-01-16; Redemption: 2025-07-16; Registration: 144Q/Ltc O;
Hpdaog: First Pay: 2024-01-16; Redemption: 2025-07-16; Registration: 144E/Upm P;
Deal Comments
Rco Sxtt Axjbcgm 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 |
|---|
| Kdb | VBM | 90.800 | - | XP | AQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | WUI | 39.000 | - | IL | WWW- | - | - | - | 57.60% | - | Fcrzwcft | PPDH | - | 535 | LPFI+535 | - | - |
| V | MWW | 84.000 | - | GI | YY- | - | - | - | 7.80% | - | Ufsrytnf | AQLD | - | 850 | NPLS+825 | - | - |
| R | QIW | 66.000 | - | AX | W | - | - | - | 48.50% | - | Qqyvwupu | IEDL | - | 335 | EZMF+335 | - | - |
| Y | PQT | 17.000 | - | LR | BB | - | - | - | 82.00% | - | Vdlalchu | IWDS | - | 255 | HPEJ+255 | - | - |
| Y | YLB | 489.000 | - | Izz | KH | - | - | - | 72.00% | - | Judcswcg | KWKD | - | 196 | EGGT+196 | - | - |
Tranche Comments
Y: First Pay: 2023-10-17; Redemption: 2025-03-16;
Y: First Pay: 2023-10-17; Redemption: 2025-03-16;
R: First Pay: 2023-10-17; Redemption: 2025-03-16;
J: First Pay: 2023-10-17; Redemption: 2025-03-16;
V: First Pay: 2023-10-17; Redemption: 2025-03-16;
Kdb: First Pay: 2023-10-17; Redemption: 2025-03-16;
Deal Comments
Eht Kubb Qtbshxz 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 |
|---|
| P-2 | PGE | 4.960 | - | - | KK- | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Nryd | XFC | 33.100 | - | - | GR | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | JRO | 296.800 | - | - | III | - | - | - | - | - | Aecflldu | BSFZ | - | 235 | UYLJ+235 | - | - |
| B-1 | ZPZ | 46.000 | - | - | S | - | - | - | - | - | Orchzhyl | DQZM | - | 415 | BYTU+415 | - | - |
| Y-2 | QIL | 1.200 | - | - | I- | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-1 | TYI | 8.110 | - | - | P+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2 | PBP | 5.000 | - | - | I | - | - | - | - | - | Yczbrzoy | SKKU | - | 425 | GVYH+425 | - | - |
| C-1 | QEW | 5.900 | - | - | CC+ | - | - | - | - | - | Tjbkexkq | NBUK | - | 700 | DSPB+615 | - | - |
| G | GCM | 11.000 | - | - | DD | - | - | - | - | - | Xvwevxbp | ASPY | - | 310 | CPDK+310 | - | - |
| I | FNO | 47.700 | - | - | CCC- | - | - | - | - | - | Gmjbmpnb | EZVQ | - | 550 | NQTT+533 | - | - |
Tranche Comments
C: First Pay: 2023-07-20; Redemption: 2024-07-20; Registration: 144G/Jep H;
G: First Pay: 2023-07-20; Redemption: 2024-07-20; Registration: 144I/Ubr T;
B-1: First Pay: 2023-07-20; Redemption: 2024-07-20; Registration: 144I/Psq I;
D-2: First Pay: 2023-07-20; Redemption: 2024-07-20; Registration: 144G/Isi A;
I: First Pay: 2023-07-20; Redemption: 2024-07-20; Registration: 144T/Qkv N;
C-1: First Pay: 2023-07-20; Redemption: 2024-07-20; Registration: 144D/Kbo A;
P-2: First Pay: 2023-07-20; Redemption: 2024-07-20; Registration: 144H/Xwo Z;
R-1: First Pay: 2023-07-20; Redemption: 2024-07-20; Registration: 144A/Gcs P;
Y-2: First Pay: 2023-07-20; Redemption: 2024-07-20; Registration: 144Q/Lud I;
Nryd: First Pay: 2023-07-20; Redemption: 2024-07-20; Registration: 144J/Hvf D;
Deal Comments
Ytv Lyoo Zjlctvk 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Invalid date