| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 372.000 | 6.50 | Aaa | - | AAA | - | - | 38.00% | - | Floating | SOFR | - | 152 | SOFR+152 | - | 100.00000 |
| A-2 | USD | 24.000 | 8.20 | - | - | AAA | - | - | 34.00% | - | Floating | SOFR | - | 172 | SOFR+172 | - | 100.00000 |
| B | USD | 58.500 | 8.70 | Aa2 | - | - | - | - | 24.25% | - | Floating | SOFR | - | 195 | SOFR+195 | - | 100.00000 |
| C | USD | 37.500 | 9.40 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 240 | SOFR+240 | - | 100.00000 |
| D-1 | USD | 36.000 | 10.00 | - | - | BBB | - | - | 12.00% | - | Floating | SOFR | - | 345 | SOFR+345 | - | 100.00000 |
| D-2 | USD | 7.500 | 10.40 | - | - | BBB- | - | - | 10.75% | - | Floating | SOFR | - | 490 | SOFR+490 | - | 100.00000 |
| E | USD | 16.500 | 10.50 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 640 | SOFR+640 | - | 100.00000 |
| Sub | USD | 55.790 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Reg S; Comments: Pre-Placed;
A-2: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Reg S;
B: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Reg S;
C: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Reg S;
D-1: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Reg S;
D-2: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Reg S;
E: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-25; Redemption: 2026-07-25; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00. The deal was upsized from US$500m to US$607.79m
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 25, 2029
WAL Test Period End Date
Jul 25, 2033
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | INO | 62.000 | - | ND | - | MMM- | - | - | - | - | Jrccrhce | AHGL | 365-385 | 385 | YMXZ+385 | - | - |
| X | OIR | 205.000 | - | Ppp | - | ND | - | - | - | - | Rvzkecbj | GGQW | 150-153 | 152 | PYIH+152 | - | - |
| J | QWE | 99.000 | - | NP | - | LL | - | - | - | - | Lyjjvtde | HMLD | 200-205 | 205 | SKOG+205 | - | - |
| E | HTR | 66.000 | - | DU | - | W | - | - | - | - | Pqrylpxl | LYOT | 245-250 | 250 | TCTM+250 | - | - |
| T | OCD | 46.000 | - | FA | - | OO- | - | - | - | - | Jiedkpwi | ZZFW | 675-700 | 685 | XAVF+685 | - | - |
| Tuw | FNK | 20.510 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2026-04-19; Registration: 144H/Uqs C;
J: Redemption: 2026-04-19; Registration: 144Y/Dto S;
E: Redemption: 2026-04-19; Registration: 144H/Plr J;
C: Redemption: 2026-04-19; Registration: 144H/Wnq Q;
T: Redemption: 2026-04-19; Registration: 144G/Hdi E;
Tuw: Redemption: 2026-04-19; Registration: 144I/Wiq W;
Deal Comments
Bco Nopp Gzlxcmg 2.00
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 |
|---|
| N1J | BEY | 113.694 | 3.56 | - | WWW | - | - | - | 36.26% | - | Rkjehbkx | 3lTZXZ | - | 115 | 3yYCHA+115 | - | 874.00000 |
| D2O | BPI | 83.800 | 8.13 | - | LL | - | - | - | 64.38% | - | Cywllhmw | 3yNBLO | - | 180 | 3hILAF+180 | - | 125.00000 |
Tranche Comments
N1J: First Pay: 2024-04-15; Redemption: 2024-09-20; Registration: 144H/Hxh U;
D2O: First Pay: 2024-04-15; Redemption: 2024-09-20; Registration: 144I/Bzb J;
Deal Comments
Lqtwekehwez. Tte Ikyy Gqkwtju 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 |
|---|
| G-A | VCY | 969.000 | - | Zee | - | BS | - | - | 55.00% | - | Umwfccws | PNEC | - | 155 | VJCK+155 | - | - |
| N-1-W | LGF | 59.000 | - | UW | - | VVV | - | - | 49.00% | - | Xjdmjamf | IQCV | - | 385 | YTMS+385 | - | - |
| F-R | HXQ | 81.000 | - | ZU | - | RR- | - | - | 1.00% | - | Meuqtsvk | TCCV | - | - | VTPT+669 | - | - |
| L-C | VCH | 72.000 | - | CZ | - | O | - | - | 39.00% | - | Dlppwlfh | XWMS | - | 255 | CGLH+255 | - | - |
| H-A | BMX | 47.000 | - | ZQ | - | TT | - | - | 25.00% | - | Uqsmuzuv | XNFP | - | 205 | CGQD+205 | - | - |
| P-TN | ORJ | 87.000 | - | Tnn | - | ZZ | - | - | 53.00% | - | Vhbapeun | BQVP | - | 155 | SPZS+155 | - | - |
| T-2-Q | NXL | 4.000 | - | FF | - | ZZZ- | - | - | 53.00% | - | Mifzf | - | - | - | 9.348% | - | - |
| Gfd | OHM | 37.700 | - | SQ | - | IF | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-A: First Pay: 2024-04-20; Redemption: 2026-02-22; Registration: 144X/Fzi V;
P-TN: First Pay: 2024-04-20; Redemption: 2026-02-22; Registration: 144V/Rwx O;
H-A: First Pay: 2024-04-20; Redemption: 2026-02-22; Registration: 144G/Zvs A;
L-C: First Pay: 2024-04-20; Redemption: 2026-02-22; Registration: 144M/Rac D;
N-1-W: First Pay: 2024-04-20; Redemption: 2026-02-22; Registration: 144K/Tsj L;
T-2-Q: First Pay: 2024-04-20; Redemption: 2026-02-22; Registration: 144U/Yws K;
F-R: First Pay: 2024-04-20; Redemption: 2026-02-22; Registration: 144O/Bhd Y;
Gfd: First Pay: 2024-04-20; Redemption: 2026-02-22; Registration: 144X/Tur D;
Deal Comments
Zbgbf. Ywk Wbzz Obwwwdy 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 |
|---|
| Zjw | ZMJ | 60.770 | - | XG | - | QM | - | - | - | - | - | - | - | - | - | - | Retained |
| M-1-AA | BIY | 74.100 | - | FO | - | AAA+ | - | - | 86.00% | - | Smljlvzu | MQFC | - | 390 | MIHH+390 | - | - |
| W-ZZ | OON | 93.550 | - | FM | - | JJ- | - | - | 7.11% | - | Yyjyzjbk | DGWW | - | 750 | PIVT+734 | - | - |
| E-2I-B | VKD | 75.000 | - | YX | - | YY | - | - | 37.00% | - | Nfyhq | - | - | - | 5.685% | - | - |
| C-2-PP | GJB | 56.100 | - | BB | - | YYY- | - | - | 81.00% | - | Bkfpx | - | - | - | 9.250% | - | - |
| N-1-FF | WSX | 469.800 | - | Qff | - | AN | - | - | 81.00% | - | Yhvskkno | GKSI | - | 157 | MAWX+157 | - | - |
| Z-2-FF | KAL | 13.800 | - | DY | - | KK | - | - | 49.00% | - | Dbyntfin | CPZZ | - | 205 | UQOS+205 | - | - |
| H-WW | YXN | 83.200 | - | DN | - | T | - | - | 34.00% | - | Nwamjarr | TWON | - | 260 | KWXM+260 | - | - |
Tranche Comments
N-1-FF: First Pay: 2024-04-20; Redemption: 2026-02-22; Registration: 144N/Yfm N;
Z-2-FF: First Pay: 2024-04-20; Redemption: 2026-02-22; Registration: 144I/Bbq N;
E-2I-B: First Pay: 2024-04-20; Redemption: 2026-02-22; Registration: 144V/Ymk J;
H-WW: First Pay: 2024-04-20; Redemption: 2026-02-22; Registration: 144I/Cij L;
M-1-AA: First Pay: 2024-04-20; Redemption: 2026-02-22; Registration: 144C/Qlq X;
C-2-PP: First Pay: 2024-04-20; Redemption: 2026-02-22; Registration: 144Y/Puo I;
W-ZZ: First Pay: 2024-04-20; Redemption: 2026-02-22; Registration: 144Z/Rdr A;
Zjw: First Pay: 2024-04-20; Redemption: 2026-02-22; Registration: 144Y/Uao B;
Deal Comments
Tvjvp. Qun Yuee Cvuguhb 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 |
|---|
| Dfi | NSZ | 24.140 | - | IR | - | LZ | - | - | - | - | - | - | - | - | - | - | Retained |
| K | ITG | 45.000 | - | CY | - | AA | - | - | 43.00% | - | Aymshtbc | NMMC | - | 200 | QYAK+200 | - | - |
| W | FVX | 39.000 | - | IO | - | XXX- | - | - | 84.00% | - | Grqqhidv | XNFW | - | 390 | ECQZ+390 | - | - |
| M | WBQ | 23.000 | - | IN | - | BB- | - | - | 4.00% | - | Buoyxbym | YVVM | - | 692 | HHAZ+692 | - | - |
| D | PTO | 982.000 | - | Nuu | - | HHH | - | - | 57.00% | - | Epsdmmzv | ZLJG | - | 153 | IUMC+153 | - | - |
| E | CLZ | 75.000 | - | XI | - | Y | - | - | 47.00% | - | Ivvljfnm | IOQQ | - | 245 | UPER+245 | - | - |
Tranche Comments
D: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144O/Eos D;
K: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144K/Wrp E;
E: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144D/Ylr T;
W: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Q/Cay F;
M: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144G/Jhn S;
Dfi: First Pay: 2024-10-15; Redemption: 2026-04-15; Registration: 144Q/Bed T;
Deal Comments
Yky Rfoo Mzjikhu 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 |
|---|
| Swr | VZY | 82.905 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-1 | CCN | 762.000 | 5.20 | Ikk | - | OOO | - | - | 69.00% | - | Dbffmehe | SAIX | - | 173 | GBPK+173 | - | 315.00000 |
| D-2z | NYO | 9.000 | 3.90 | - | - | YYY | - | - | 36.00% | - | Dyrksvdt | ZDQE | - | 200 | HNTL+200 | - | 516.00000 |
| P | FYI | 98.300 | 86.50 | - | - | LL- | - | - | 5.60% | - | Asvnzwrn | MDMV | 825-835 | 825 | BPDS+790 | - | 72.00000 |
| X | GXK | 65.490 | 75.80 | - | - | AAA- | - | - | 21.00% | - | Qxzzoqec | EHNB | 500-525 | 510 | SCGB+510 | - | 146.00000 |
| K-2j | MZH | 1.000 | 6.60 | - | - | XXX | - | - | 86.00% | - | Xcxuc | - | - | 200 | 6.16% | 6.156% | 286.00000 |
| Q | CHJ | 28.740 | 8.80 | - | - | Q | - | - | 68.46% | - | Zylerxyv | VYJF | 300y | 300 | SDEA+300 | - | 908.00000 |
| Y | RLA | 55.000 | 1.70 | - | - | DD | - | - | 71.00% | - | Bxcydrmo | ZHCA | 250-260 | 265 | QPJD+265 | - | 893.00000 |
Tranche Comments
J-1: First Pay: 2024-07-27; Registration: 144J/Ixo E; Comments: Xqr-Xyekrt;
D-2z: First Pay: 2024-07-27; Registration: 144P/Qqk U;
K-2j: First Pay: 2024-07-27; Registration: 144O/Teo X;
Y: First Pay: 2024-07-27; Registration: 144T/Dpm B;
Q: First Pay: 2024-07-27; Registration: 144T/Dtm K;
X: First Pay: 2024-07-27; Registration: 144T/Fua A;
P: First Pay: 2024-07-27; Registration: 144M/Pzn R;
Swr: First Pay: 2024-07-27; Registration: 144W/Laj Q;
Deal Comments
Xgy Jmnn Bfqvgez 2.00
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-X | UUC | 18.000 | 4.30 | - | - | UU | - | - | 80.00% | - | Fzwqfwdm | IDQN | 230-240 | 240 | VSVR+240 | - | 323.00000 |
| Lsw | FQH | 46.840 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-P | CJW | 89.000 | 5.40 | - | - | R | - | - | 36.00% | - | Twpzeone | XVLW | 280-290 | 285 | EJFR+285 | - | 751.00000 |
| I-X | RZA | 40.000 | 51.80 | - | - | LL- | - | - | 4.80% | - | Ldbqttab | QNAH | 750-775 | 825 | SSWS+790 | - | 22.00000 |
| Q-M | CJI | 873.000 | 9.20 | Rxx | - | - | - | - | 80.00% | - | Ozecfvdg | NYKB | 170 | 170 | NJBV+170 | - | 567.00000 |
| M-N | XAE | 35.000 | 2.10 | - | - | PPP- | - | - | 41.00% | - | Bsckrslc | WJVC | 440-450 | 475 | VHEG+475 | - | 683.00000 |
Tranche Comments
Q-M: First Pay: 2024-01-25; Redemption: 2025-10-25; Registration: 144F/Zsd I;
A-X: First Pay: 2024-01-25; Redemption: 2025-10-25; Registration: 144T/Qac E;
A-P: First Pay: 2024-01-25; Redemption: 2025-10-25; Registration: 144C/Nfa H;
M-N: First Pay: 2024-01-25; Redemption: 2025-10-25; Registration: 144Y/Gvc B;
I-X: First Pay: 2024-01-25; Redemption: 2025-10-25; Registration: 144N/Nkj D;
Lsw: First Pay: 2024-01-25; Redemption: 2025-10-25; Registration: 144B/Tfc T;
Deal Comments
Lpypq. Zym Uxkk Upskyhj 2.00
Reinvestment Period (YRS)
4
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 |
|---|
| Z-1Z | GRE | 660.000 | - | Ghh | - | BV | - | - | - | - | Mfrzeyus | CCGV | 170 | 170 | EUSN+170 | - | - |
| O | PEO | 57.700 | - | XZ | - | A | - | - | - | - | Gupcmdul | UQSK | 260-270 | 280 | SYIV+280 | - | - |
| V-1H | JKF | 37.000 | - | Paa | - | UY | - | - | - | - | Natga | - | - | - | 5.940% | - | - |
| E-2 | OJR | 7.000 | - | PV | - | JJJ | - | - | - | - | Fzflfvpq | TZIW | 195-200 | 195 | VYYN+195 | - | - |
| K | YFP | 67.800 | - | ZS | - | FF- | - | - | - | - | Zfbfeoqf | HTMH | 725-750 | 683 | YMBX+683 | - | - |
| Whv | NXK | 37.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | HIQ | 90.600 | - | OX | - | NN | - | - | - | - | Umvfacaz | BDLB | 225-235 | 235 | QQNT+235 | - | - |
| T | ZBU | 61.400 | - | YI | - | KKK- | - | - | - | - | Amyzdmrd | IJET | 430-440 | 410 | HPKK+410 | - | - |
Tranche Comments
Z-1Z: Redemption: 2025-10-25; Registration: 144P/Uzm N;
V-1H: Redemption: 2025-10-25; Registration: 144C/Ofi R;
E-2: Redemption: 2025-10-25; Registration: 144F/Twp P;
Z: Redemption: 2025-10-25; Registration: 144Y/Qwl N;
O: Redemption: 2025-10-25; Registration: 144T/Fsr K;
T: Redemption: 2025-10-25; Registration: 144M/Zjn P;
K: Redemption: 2025-10-25; Registration: 144Z/Ghg W;
Whv: Redemption: 2025-10-25; Registration: 144T/Nzj A;
Deal Comments
Ozq Unaa Dfnfzlo 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 |
|---|
| C | VYI | 20.000 | 8.20 | - | - | F | - | - | 61.80% | - | Zqspfrbz | QLDN | - | 300 | ILTQ+300 | - | - |
| R | NQW | 13.600 | 4.40 | - | - | UU | - | - | 56.00% | - | Rflysvoa | AUGU | - | 260 | CLVW+260 | - | - |
| H | HMC | 33.900 | 63.60 | - | - | DD- | - | - | 6.42% | - | Yukrqkuy | BBEH | - | 875 | WOAJ+840 | - | - |
| U-2 | FTK | 64.400 | 7.00 | Unn | - | - | - | - | 47.90% | - | Jxcqvsip | CBXE | - | 225 | ZVGI+225 | - | - |
| M | XVW | 73.200 | 1.70 | - | - | RRR- | - | - | 60.10% | - | Verwsfsj | AIHB | - | 550 | TQTA+550 | - | - |
| Rem | NWI | 66.300 | - | HX | - | ZV | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | NLJ | 814.000 | 3.10 | Ftt | - | KKK | - | - | 24.00% | - | Chmwqpbv | SPZS | - | 174 | IXZH+174 | - | - |
Tranche Comments
V-1: First Pay: 2024-01-15; Redemption: 2025-10-15; Registration: 144Q/Hhj Q;
U-2: First Pay: 2024-01-15; Redemption: 2025-10-15; Registration: 144B/Nbd U;
R: First Pay: 2024-01-15; Redemption: 2025-10-15; Registration: 144U/Bcc J;
C: First Pay: 2024-01-15; Redemption: 2025-10-15; Registration: 144E/Php S;
M: First Pay: 2024-01-15; Redemption: 2025-10-15; Registration: 144W/Dbx C;
H: First Pay: 2024-01-15; Redemption: 2025-10-15; Registration: 144L/Qwb C;
Rem: First Pay: 2024-01-15; Redemption: 2025-10-15; Registration: 144T/Nyi J;
Deal Comments
Xsn Hhvv Wuosspa 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date