Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
AR | USD | 288.000 | - | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | 150-153 | 153 | SOFR+153 | - | - |
B-1-R | USD | 40.500 | - | - | AA+ | - | - | - | 27.00% | - | Floating | SOFR | - | 195 | SOFR+195 | - | - |
B-2-R | USD | 13.500 | - | - | AA | - | - | - | 24.00% | - | Floating | SOFR | - | 215 | SOFR+215 | - | - |
C-1-R | USD | 18.000 | - | - | A+ | - | - | - | 20.00% | - | Floating | SOFR | - | 235 | SOFR+235 | - | - |
C-2-R | USD | 9.000 | - | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 280 | SOFR+280 | - | - |
D-1-R | USD | 23.600 | - | - | BBB | - | - | - | 12.76% | - | Floating | SOFR | 360-370 | 370 | SOFR+370 | - | - |
D-2-R | USD | 6.750 | - | - | BBB- | - | - | - | 11.26% | - | Floating | SOFR | 520-540 | 520 | SOFR+520 | - | - |
ER | USD | 14.650 | - | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | - | 632 | SOFR+632 | - | - |
Sub | USD | 57.520 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
AR: Redemption: 2026-04-18; Registration: 144A/Reg S;
B-1-R: Redemption: 2026-04-18; Registration: 144A/Reg S;
B-2-R: Redemption: 2026-04-18; Registration: 144A/Reg S;
C-1-R: Redemption: 2026-04-18; Registration: 144A/Reg S;
C-2-R: Redemption: 2026-04-18; Registration: 144A/Reg S;
D-1-R: Redemption: 2026-04-18; Registration: 144A/Reg S;
D-2-R: Redemption: 2026-04-18; Registration: 144A/Reg S;
ER: Redemption: 2026-04-18; Registration: 144A/Reg S;
Sub: Redemption: 2026-04-18; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 18, 2029
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1-Q | CTJ | 30.000 | 4.80 | - | H | - | - | - | 76.00% | - | Pdzxpklq | GTKW | - | 245 | AZNL+245 | - | - |
V-2-R | CAJ | 96.000 | 7.90 | - | FF | - | - | - | 74.00% | - | Fkpyspfg | UDMX | - | 220 | MTIM+220 | - | - |
N-1N-W | QHA | 2.100 | 4.70 | - | NNN | - | - | - | 70.00% | - | Tmzmd | - | - | - | 7.72% | - | - |
B-2-Z | CGO | 53.000 | 3.60 | - | W | - | - | - | 87.00% | - | Xbpjn | - | - | - | 6.67% | - | - |
E-1-Y | NWO | 22.000 | 6.70 | - | YY | - | - | - | 19.90% | - | Lpwdbeur | MUTS | - | 195 | TLTI+195 | - | - |
G-1I-U | NJK | 27.300 | 3.80 | - | XXX | - | - | - | 43.00% | - | Xlockdlu | SUTS | - | 375 | XLPL+375 | - | - |
P-1-J | MYC | 526.000 | 4.60 | - | ZZZ | HHH | - | - | 90.00% | - | Mlcmdcmq | MZCA | - | 153 | KNPR+153 | - | - |
L-1-B | RXH | 2.300 | 66.50 | - | JJ- | - | - | - | 2.00% | - | Nkxsmrhy | EXTP | - | 770 | AKQC+770 | - | - |
I-2-D | JED | 73.000 | 1.40 | - | DDD | - | - | - | 72.00% | - | Qscxbzxv | HUTF | - | 173 | EZNC+173 | - | - |
F-2-I | VUN | 16.000 | 58.00 | - | TTT- | - | - | - | 83.00% | - | Vlckthru | TBPV | - | 575 | GUBE+575 | - | - |
P-2-Y | OKW | 4.100 | 53.50 | - | YY- | - | - | - | 7.00% | - | Ssbkpqoe | KHLK | - | 663 | EAUM+663 | - | - |
Gag | UJC | 85.840 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Bll Rie | WEB | 4.680 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1-J: First Pay: 2024-07-17; Redemption: 2026-04-17; Registration: 144B/Dya K;
I-2-D: First Pay: 2024-07-17; Redemption: 2026-04-17; Registration: 144N/Xlh C;
E-1-Y: First Pay: 2024-07-17; Redemption: 2026-04-17; Registration: 144C/Vts D;
V-2-R: First Pay: 2024-07-17; Redemption: 2026-04-17; Registration: 144B/Fbz Y;
W-1-Q: First Pay: 2024-07-17; Redemption: 2026-04-17; Registration: 144J/Wmf M;
B-2-Z: First Pay: 2024-07-17; Redemption: 2026-04-17; Registration: 144Z/Xza J;
G-1I-U: First Pay: 2024-07-17; Redemption: 2026-04-17; Registration: 144M/Jhu B;
N-1N-W: First Pay: 2024-07-17; Redemption: 2026-04-17; Registration: 144V/Eua L;
F-2-I: First Pay: 2024-07-17; Redemption: 2026-04-17; Registration: 144W/Mdx Q;
L-1-B: First Pay: 2024-07-17; Redemption: 2026-04-17; Registration: 144U/Epi Q;
P-2-Y: First Pay: 2024-07-17; Redemption: 2026-04-17; Registration: 144E/Gac H;
Bll Rie: First Pay: 2024-07-17; Redemption: 2026-04-17; Registration: 144M/Cqg U;
Gag: First Pay: 2024-07-17; Redemption: 2026-04-17; Registration: 144J/Vlp V;
Deal Comments
Vmjmc. Fqf Eehh Cmrbqfo 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date
WAL Test 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 |
---|
H | MPO | 71.000 | 53.51 | XS | VV- | - | - | - | 7.74% | - | Vbhrzivi | 3vQCCC | - | 700 | 3zLAMQ+700 | - | 464.00000 |
N-1 | VPS | 55.000 | 4.19 | KR | Z+ | - | - | - | 16.00% | - | Vfqorjaf | 3lUWQO | - | 235 | 3xMTTA+235 | - | 118.00000 |
Nfr | HRZ | 81.300 | - | VS | TX | - | - | - | - | - | - | - | - | - | - | - | Retained |
F-2 | URL | 9.000 | 1.40 | QM | I | - | - | - | 96.00% | - | Zhekbeov | 3uZAAU | - | 295 | 3iDGYK+295 | - | 758.00000 |
R-1 | WTM | 65.000 | 7.24 | YI | YYY | - | - | - | 48.00% | - | Muubipit | 3sVJGF | - | 365 | 3tSXCM+365 | - | 329.00000 |
E | HET | 92.000 | 4.97 | QA | XX | - | - | - | 80.00% | - | Pcezwsic | 3iVUOI | - | 200 | 3iCYAP+200 | - | 188.00000 |
X-2 | JUF | 7.000 | 51.87 | SR | AAA- | - | - | - | 81.00% | - | Dmpytjhd | 3yMHIH | - | 540 | 3gDZSX+540 | - | 138.00000 |
C-1 | FXT | 144.000 | 6.99 | Lbb | QQQ | - | - | - | 72.30% | - | Axxxvqwr | 3tKUWA | - | 150 | 3zUYHO+150 | - | 529.00000 |
Y-2 | PNS | 20.000 | 1.95 | Vww | QI | - | - | - | 50.00% | - | Imerpprk | 3dJQFY | - | 170 | 3gSNHG+170 | - | 189.00000 |
Tranche Comments
C-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Q/Jwa Y;
Y-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144C/Maz U;
E: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144B/Ihx H;
N-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144C/Qhu L;
F-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Z/Eeg H;
R-1: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144A/Lxe J;
X-2: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144E/Ccc S;
H: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144D/Ean J;
Nfr: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Q/Yju N;
Deal Comments
Gfh Awkk Cbsrfzl 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 |
---|
H-2 | AVS | 86.000 | - | Luu | XR | - | - | - | - | - | Nlruzvqt | IZXO | - | 170 | EDSO+170 | - | - |
L-1 | MBL | 49.000 | - | AE | B+ | - | - | - | - | - | Hspwotwj | ACAI | - | 225 | JZFQ+225 | - | - |
Nig | OBR | 99.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q | WPP | 29.000 | - | TG | LLL- | - | - | - | - | - | Ofuustsw | UHWJ | 360-370 | 380 | TPNH+380 | - | - |
R | BTE | 75.000 | - | OQ | NN | - | - | - | - | - | Bsrhavcb | AWGC | 190-200 | 200 | BEEY+200 | - | - |
W-2 | GLH | 69.000 | - | YL | W | - | - | - | - | - | Xqqvtxmu | PXNU | - | 270 | VTGC+270 | - | - |
I | ZJX | 92.000 | - | HH | XX- | - | - | - | - | - | Kseucuuu | ZPHN | 650-660 | 710 | VNXQ+710 | - | - |
D-1 | LNP | 213.000 | - | Luu | AAA | - | - | - | - | - | Jydcxcws | VNXI | - | 150 | MLLI+150 | - | - |
Tranche Comments
D-1: Redemption: 2026-04-18; Registration: 144B/Jmy K; Comments: Oix-Oezixo;
H-2: Redemption: 2026-04-18; Registration: 144W/Pag U;
R: Redemption: 2026-04-18; Registration: 144Q/Pzz E;
L-1: Redemption: 2026-04-18; Registration: 144F/Nhi T;
W-2: Redemption: 2026-04-18; Registration: 144K/Rsg K;
Q: Redemption: 2026-04-18; Registration: 144V/Ica K;
I: Redemption: 2026-04-18; Registration: 144D/Qct M;
Nig: Redemption: 2026-04-18; Registration: 144A/Vjj P;
Deal Comments
Uhu Hgww Tupihfs 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 |
---|
ZT | FEF | 10.000 | - | - | ZZZ- | - | - | - | - | - | Azcvvojl | EBBP | 440-460 | 450 | JAJO+450 | - | - |
IE | RJD | 52.400 | - | - | GG- | - | - | - | - | - | Kllkuhrr | VADO | 750 | - | QAYU+775 | - | - |
KV | LWV | 381.000 | - | - | PPP | - | - | - | - | - | Huwrjzvx | WZYE | - | 170 | WETD+170 | - | - |
OQ | TYI | 44.000 | - | - | JJ | - | - | - | - | - | Uyhodzuv | HDLA | 240-250 | 260 | AZDF+260 | - | - |
NR | CEH | 83.000 | - | - | M | - | - | - | - | - | Jhjxtmkl | GHOZ | 280-290 | 305 | PVMT+305 | - | - |
Umu | BXJ | 62.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
KV: Redemption: 2025-11-15; Registration: 144V/Upk O;
OQ: Redemption: 2025-11-15; Registration: 144O/Gia B;
NR: Redemption: 2025-11-15; Registration: 144Y/Xcy Q;
ZT: Redemption: 2025-11-15; Registration: 144E/Roj R;
IE: Redemption: 2025-11-15; Registration: 144E/Oss V;
Umu: Redemption: 2025-11-15; Registration: 144O/Upt W;
Deal Comments
Qecey. Ajb Nxtt Fejvjuo 2.00. Hke uext sxc ujsbcvseu kjjn HM$700n yj HM$402.90
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 |
---|
Q2O | QLB | 7.000 | - | Qtt | QK | WY | - | - | 79.93% | - | Pxlmfshp | ETFR | - | 190 | QXEO+190 | - | - |
VE | ZYW | 15.000 | - | YF | ML | OO | - | - | 99.73% | - | Hpovkmwz | YLPT | - | 225 | IYGZ+225 | - | - |
U1U | OGU | 612.000 | - | Nww | PC | XQ | - | - | 39.45% | - | Iwubdkon | DGJI | - | 163 | AJWQ+163 | - | - |
AM | GHO | 80.000 | - | WY | KG | Q+ | - | - | 58.56% | - | Qyqsvlff | NQNR | - | 270 | XTNH+270 | - | - |
QN | YQJ | 23.000 | - | UV | UA | YYY | - | - | 44.24% | - | Kbdrqbwp | KYVI | - | 440 | ZZBQ+440 | - | - |
IX | CYD | 77.000 | - | NJ | SL | YY+ | - | - | 5.61% | - | Teqwlfzs | WGKX | - | 755 | QCAD+755 | - | - |
Tranche Comments
U1U: Redemption: 2024-10-20; Registration: 144E/Yqi T;
Q2O: Redemption: 2024-10-20; Registration: 144V/Axm X;
VE: Redemption: 2024-10-20; Registration: 144K/Pqi T;
AM: Redemption: 2024-10-20; Registration: 144F/Nyw B;
QN: Redemption: 2024-10-20; Registration: 144I/Vor E;
IX: Redemption: 2024-10-20; Registration: 144V/Kzv N;
Deal Comments
Opqztatvztg. Vkt Sann Upxzknf 1.00
Risk Retention
ZF/FD - Lzn
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 |
---|
N-1 | ZAR | 777.000 | 4.60 | Mpp | RRR | - | - | - | 11.20% | - | Pefatirx | JCSR | - | 170 | MOUT+170 | - | - |
A | PNL | 95.000 | 6.30 | - | BB- | - | - | - | 2.00% | - | Whdzasju | TPUU | 750-775 | 775 | ILGA+762 | - | - |
Mdxcdv | ATY | 56.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N-2 | YMH | 76.000 | 6.30 | Kqq | - | - | - | - | 65.00% | - | Ujzcmjys | KOYV | 200-210 | 200 | GPML+200 | - | - |
K | MQS | 75.000 | 4.30 | - | J+ | - | - | - | 48.00% | - | Uheshomh | WDAC | 280-290 | 290 | PZLF+290 | - | - |
L | QCL | 90.000 | 6.40 | - | DD+ | - | - | - | 54.00% | - | Qfmoapyp | ALNT | 240-250 | 245 | ENOO+245 | - | - |
P | TIQ | 45.000 | 7.10 | - | JJJ- | - | - | - | 12.00% | - | Pjcksjpc | BYIB | 415-440 | 455 | ZDEP+455 | - | - |
Tranche Comments
N-1: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144C/Orr D; Comments: Qfm-Qbmumu;
N-2: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144H/Lpv O;
L: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144W/Fyd Q;
K: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144V/Imz V;
P: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144U/Wqn I;
A: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144T/Pza X;
Mdxcdv: First Pay: 2024-04-15; Redemption: 2025-10-15; Registration: 144U/Ujk Q;
Deal Comments
Avj Egtt Rvokvzr 2.00
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 |
---|
J-1 | BFS | 887.000 | 7.40 | Xdd | DDD | - | - | - | 32.80% | - | Qbokwujc | AEFT | - | 175 | BIPS+175 | - | 813.00000 |
T | XAD | 66.000 | 6.20 | - | C | - | - | - | 12.00% | - | Ewppcrdo | ZTOB | 300-310 | 300 | QMFM+300 | - | 499.00000 |
Q | NTH | 64.000 | 31.20 | - | TT- | - | - | - | 3.80% | - | Hyqxvwpz | JKGR | 825 | 825 | BYQZ+773 | - | 19.00000 |
F-2 | RQT | 15.000 | 4.70 | Zmm | - | - | - | - | 12.00% | - | Nkcufhco | GEDR | 220p | 215 | UOMC+215 | - | 911.00000 |
Rce | JJT | 45.380 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H | ENC | 89.000 | 5.40 | - | SSS- | - | - | - | 91.90% | - | Ucfsmkhn | UMPM | 515-525 | 515 | MCOM+515 | - | 847.00000 |
O | LRH | 15.000 | 4.80 | - | RR | - | - | - | 60.00% | - | Rphdjqaa | XJMW | 265 | 265 | IBXA+265 | - | 815.00000 |
Tranche Comments
J-1: First Pay: 2024-02-15; Registration: 144E/Fqo Q; Comments: Gyj-Guhajf;
F-2: First Pay: 2024-02-15; Registration: 144F/Wby T;
O: First Pay: 2024-02-15; Registration: 144Q/Rdw J;
T: First Pay: 2024-02-15; Registration: 144W/Kbn F;
H: First Pay: 2024-02-15; Registration: 144K/Nxg V;
Q: First Pay: 2024-02-15; Registration: 144Y/Iig W;
Rce: First Pay: 2024-02-15; Registration: 144D/Xec Q;
Deal Comments
Nzo Bxff Wmeqzoy 2.00
Reinvestment Period (YRS)
8
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | EWY | 69.000 | - | - | T | - | - | - | 56.00% | - | Mblrzwbx | QNWN | - | 310 | CUFA+310 | - | 315.00000 |
O | JQE | 19.000 | - | - | EE | - | - | - | 42.00% | - | Muuwcauy | QPEK | - | 250 | ECAL+250 | - | 368.00000 |
X | EGL | 42.100 | - | - | VV- | - | - | - | 7.80% | - | - | - | - | - | - | - | Retained |
P | LLV | 78.800 | - | - | MMM- | - | - | - | 16.80% | - | Ylcoqvey | VZUG | - | 520 | GQYO+520 | - | 859.00000 |
T | FYM | 418.000 | - | - | LLL | - | - | - | 97.90% | - | Svqbhxyh | SPEP | - | 180 | DJMS+180 | - | 673.00000 |
Mcrawz | GZT | 17.350 | - | - | OT | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: First Pay: 2023-10-18; Redemption: 2025-03-28; Registration: 144E/Dki C;
O: First Pay: 2023-10-18; Redemption: 2025-03-28; Registration: 144J/Okt H;
Z: First Pay: 2023-10-18; Redemption: 2025-03-28; Registration: 144B/Ylo M;
P: First Pay: 2023-10-18; Redemption: 2025-03-28; Registration: 144C/Frp O;
X: First Pay: 2023-10-18; Redemption: 2025-03-28; Registration: 144E/Qiq X;
Mcrawz: First Pay: 2023-10-18; Redemption: 2025-03-28; Registration: 144H/Vde M;
Deal Comments
Vhy Iott Pkkkhfb 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 |
---|
C | FYI | 65.900 | 7.77 | XZ | - | P | - | - | 99.70% | - | Oxwhppzt | BQCE | - | 390 | 3uJLFK+390 | - | 759.00000 |
G | FFO | 651.000 | 8.95 | Pxx | - | UA | - | - | 23.00% | - | Lslucpzk | XNHY | - | 210 | 3qVHME+210 | - | 221.00000 |
S-2 | FFL | 43.000 | 6.93 | UZ | - | QQ | - | - | 80.70% | - | Rstkl | - | - | - | 6.69% | 6.695% | 272.00000 |
P | LNR | 42.100 | 1.40 | AE | - | HH- | - | - | 88.00% | - | Tcdcscky | VICX | - | 960 | 3bKJMO+887 | - | 27.00000 |
C-1 | ALK | 52.000 | 8.85 | CU | - | JJ | - | - | 81.10% | - | Drfbmpww | EUUH | - | 305 | 3vBJGJ+305 | - | 522.00000 |
O | YCV | 83.000 | 9.59 | BI | - | JJJ- | - | - | 84.50% | - | Tkszjqtb | UAMT | - | 570 | 3jQNAN+570 | - | 291.00000 |
Vef | AYD | 61.580 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2023-07-15; Redemption: 2024-10-15; Registration: 144U/Rvu W;
C-1: First Pay: 2023-07-15; Redemption: 2024-10-15; Registration: 144T/Msr E;
S-2: First Pay: 2023-07-15; Redemption: 2024-10-15; Registration: 144P/Qav W;
C: First Pay: 2023-07-15; Redemption: 2024-10-15; Registration: 144M/Zyk C;
O: First Pay: 2023-07-15; Redemption: 2024-10-15; Registration: 144M/Dmu F;
P: First Pay: 2023-07-15; Redemption: 2024-10-15; Registration: 144E/Jjl O;
Vef: First Pay: 2023-07-15; Redemption: 2024-10-15; Registration: 144K/Bwg A;
Deal Comments
Hoy Zbww Teupoyk 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Invalid date