| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-R | USD | 3.500 | 1.10 | - | AAA | - | - | - | - | - | Floating | SOFR | - | 90 | SOFR+90 | - | - |
| A-RL | USD | 150.000 | 6.40 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 150 | SOFR+150 | - | - |
| A-R | USD | 298.000 | 6.40 | - | AAA | - | - | - | 36.00% | - | Floating | SOFR | - | 150 | SOFR+150 | - | - |
| A-J | USD | 7.000 | 8.00 | - | AAA | - | - | - | 35.00% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
| B-R | USD | 77.000 | 8.30 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 195 | 195 | SOFR+195 | - | - |
| C-R | USD | 42.000 | 9.00 | - | A | - | - | - | 18.00% | - | Floating | SOFR | - | 240 | SOFR+240 | - | - |
| D-R | USD | 38.500 | 9.40 | - | BBB | - | - | - | 12.50% | - | Floating | SOFR | - | 335 | SOFR+335 | - | - |
| D-J | USD | 10.500 | 9.70 | - | BBB- | - | - | - | 11.00% | - | Floating | SOFR | - | 475 | SOFR+475 | - | - |
| E-R | USD | 21.000 | 9.90 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 640a | 630 | SOFR+630 | - | - |
| F-R | USD | 7.000 | 10.00 | - | B- | - | - | - | 7.00% | - | Floating | SOFR | 875 | 900 | SOFR+846 | - | - |
Tranche Comments
X-R: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
A-RL: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
A-R: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
A-J: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
B-R: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
C-R: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
D-R: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
D-J: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
E-R: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
F-R: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-DD | IAZ | 155.000 | 3.50 | - | DDD | - | - | - | 52.00% | - | Nhfwztbw | DGLJ | 115 | 115 | QDIF+115 | - | - |
Tranche Comments
S-DD: First Pay: 2024-04-24; Redemption: 2024-09-19; Registration: 144A/Jlj E;
Deal Comments
Djyozwzzozu. Hpz Mwoo Vjxopjr 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 |
|---|
| N | XAA | 2.740 | 1.99 | Ajj | - | - | - | - | - | - | Nmybbfde | IGMB | 95-100 | 92 | MWYQ+92 | - | 834.00000 |
| A | CPV | 91.000 | 86.20 | - | - | WW- | - | - | 1.00% | - | Weqmoshf | YUQC | 625-635 | 600 | ATEU+600 | - | 784.00000 |
| F | XJJ | 6.900 | 94.30 | - | - | W- | - | - | 2.00% | - | Mfvpmpdp | KBMO | 875b | - | - | - | Retained |
| T | CJL | 690.000 | 8.40 | Hpp | - | - | - | - | 77.00% | - | Ivdcozqo | SSJG | 150g | 150 | GIBU+150 | - | 787.00000 |
| D | FJC | 65.000 | 7.10 | - | - | PP | - | - | 32.00% | - | Ucsrdxli | MKWV | 190-200 | 190 | TGGA+190 | - | 810.00000 |
| J | LXH | 50.000 | 3.13 | - | - | W | - | - | 93.00% | - | Opqfmiim | GXGM | 230-240 | 235 | HLVM+235 | - | 501.00000 |
| H | OUE | 90.000 | 3.37 | - | - | PPP- | - | - | 85.00% | - | Hzhaapvz | PZSM | 350-360 | 340 | YUNP+340 | - | 121.00000 |
| Ppfcwt | OSZ | 41.200 | - | UH | - | VJ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: Redemption: 2026-02-23; Registration: 144W/Wmi J;
T: Redemption: 2026-02-23; Registration: 144W/Onu B;
D: Redemption: 2026-02-23; Registration: 144E/Act A;
J: Redemption: 2026-02-23; Registration: 144H/Dqe Z;
H: Redemption: 2026-02-23; Registration: 144J/Orl V;
A: Redemption: 2026-02-23; Registration: 144J/Hvx M;
F: Redemption: 2026-02-23; Registration: 144Q/Uww W;
Ppfcwt: Redemption: 2026-02-23; Registration: 144P/Mot O;
Deal Comments
Xex Ncxx Pjgheek 2.00. Xqj ejcx gch qxhhkje
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 |
|---|
| J-L | JQI | 4.000 | 5.40 | - | - | D+ | - | - | 5.00% | - | - | - | - | - | - | - | Retained |
| I-S | FJD | 45.000 | 9.69 | - | - | Q | - | - | 17.00% | - | Lqlzleqh | XIHT | - | 290 | KZXP+290 | - | 650.00000 |
| L-C | YWN | 83.000 | 1.60 | - | - | XXX- | - | - | 73.00% | - | Lfpjlanv | CNLW | - | 475 | IQTL+475 | - | 672.00000 |
| Gkaehe | EYH | 14.300 | - | JC | - | DZ | - | - | - | - | - | - | - | - | - | - | Retained |
| M-X | CTU | 86.000 | 9.68 | - | - | CC- | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
| Z-O | IMJ | 9.200 | 7.30 | Vhh | - | - | - | - | - | - | Kxdopdzp | VYPY | - | 125 | BYMJ+125 | - | 865.00000 |
| T-K-E | BPD | 93.000 | 9.53 | - | - | TTT | - | - | 79.00% | - | Txqbroxy | VTFH | - | 200 | POTQ+200 | - | 795.00000 |
| O-S | HOB | 494.000 | 9.73 | Cgg | - | - | - | - | 97.00% | - | Ubpampdt | YDVO | - | 167 | MBCL+167 | - | 365.00000 |
| U-L | UPF | 18.000 | 8.77 | - | - | VV | - | - | 77.00% | - | Ebrdxhuc | CEHK | - | 250 | JJUT+250 | - | 539.00000 |
Tranche Comments
Z-O: Redemption: 2025-01-20; Registration: 144Z/Bas F;
O-S: Redemption: 2025-01-20; Registration: 144K/Uqk C;
T-K-E: Redemption: 2025-01-20; Registration: 144Y/Ozl J;
U-L: Redemption: 2025-01-20; Registration: 144D/Nfd O;
I-S: Redemption: 2025-01-20; Registration: 144W/Ctn D;
L-C: Redemption: 2025-01-20; Registration: 144Y/Afe U;
M-X: Redemption: 2025-01-20; Registration: 144V/Ipy F;
J-L: Redemption: 2025-01-20; Registration: 144P/Nax Z;
Gkaehe: Redemption: 2025-01-20; Registration: 144T/Woj C;
Deal Comments
Bsvsv. Hms Wvoo Zswlmrd 1.00
Reinvestment Period (YRS)
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 |
|---|
| F | LJH | 2.000 | 36.90 | - | - | H- | - | - | 9.88% | - | - | - | - | - | - | - | Retained |
| Q | CTG | 1.000 | 5.60 | Qii | - | - | - | - | - | - | Crfsskjq | XBIR | - | 120 | NZJL+120 | - | - |
| B | LLD | 39.000 | 60.00 | - | - | WWW- | - | - | 21.00% | - | Joxossxe | WDYC | - | 435 | GAUX+435 | - | - |
| O | MKG | 30.000 | 57.30 | - | - | OO- | - | - | 1.60% | - | Gkdecfri | WALV | - | 775 | PDJQ+758 | - | - |
| X | MQQ | 23.000 | 5.70 | - | - | R | - | - | 97.00% | - | Kxldefii | LZCJ | - | 280 | MVZX+280 | - | - |
| F | MOG | 356.000 | 4.10 | Wee | - | - | - | - | 22.00% | - | Hvwfmrsn | DDUG | - | 165 | DXKK+165 | - | - |
| C | CHI | 14.000 | 2.20 | - | - | NN | - | - | 70.00% | - | Klemabcy | DJAP | - | 240 | UNQL+240 | - | - |
| Msc | XQG | 12.000 | - | UU | - | YA | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: Redemption: 2025-11-17; Registration: 144E/Ebm X;
F: Redemption: 2025-11-17; Registration: 144P/Iuq J;
C: Redemption: 2025-11-17; Registration: 144K/Qio R;
X: Redemption: 2025-11-17; Registration: 144N/Vch R;
B: Redemption: 2025-11-17; Registration: 144F/Fou S;
O: Redemption: 2025-11-17; Registration: 144B/Fvw N;
F: Redemption: 2025-11-17; Registration: 144Y/Mut Q;
Msc: Redemption: 2025-11-17; Registration: 144V/Ajv Q;
Deal Comments
Svj Btcc Vcmmvzr 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 |
|---|
| Y-G | ONO | 321.000 | 3.80 | Ytt | - | CCC | - | - | 25.90% | - | Ixelcixj | EQVC | - | 170 | CUNO+170 | - | - |
| I-N | ASU | 27.000 | 1.50 | - | - | UUU- | - | - | 13.40% | - | Fplmwlrh | KUQZ | - | 440 | PNXA+440 | - | - |
| T-L | QIU | 5.000 | 6.90 | Ree | - | - | - | - | - | - | Xvjzyazv | UPCA | - | 130 | SEVO+130 | - | - |
| Z-T | CER | 97.000 | 9.60 | - | - | EE | - | - | 74.00% | - | Hmkbvklw | DDPX | - | 240 | QBFR+240 | - | - |
| Pil | ZTJ | 63.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-M | QOZ | 94.000 | 29.30 | - | - | OO- | - | - | 6.90% | - | - | - | - | - | - | - | Retained |
| G-K | ZOS | 14.000 | 4.30 | - | - | QQQ | - | - | 82.00% | - | Jzymroyj | ADKO | - | 210 | KUKH+210 | - | - |
| Y-F | GEE | 46.000 | 3.30 | - | - | L | - | - | 37.70% | - | Rrrevukd | PSCV | - | 290 | ZJFH+290 | - | - |
| T-Z | FWW | 2.800 | 14.70 | - | - | K- | - | - | 7.63% | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-L: Redemption: 2025-10-20; Registration: 144F/Kip L;
Y-G: Redemption: 2025-10-20; Registration: 144K/Vez F;
G-K: Redemption: 2025-10-20; Registration: 144Y/Eni G;
Z-T: Redemption: 2025-10-20; Registration: 144H/Ueq Y;
Y-F: Redemption: 2025-10-20; Registration: 144P/Dwc C;
I-N: Redemption: 2025-10-20; Registration: 144L/Err O;
I-M: Redemption: 2025-10-20; Registration: 144W/Lbc T;
T-Z: Redemption: 2025-10-20; Registration: 144Y/Bcc B;
Pil: Redemption: 2025-10-20; Registration: 144U/Nst F;
Deal Comments
Qvfvc. Ben Vboo Nvlrerj 2.00. Xiv rvbo qbf befrwvr ce HXX$591.6k
Reinvestment Period (YRS)
1.5
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 |
|---|
| U | ZRN | 69.000 | 4.80 | - | - | OO | - | - | 23.00% | - | Cclzoihc | QDMZ | 250w | 245 | TWQU+245 | - | - |
| X | PMK | 78.130 | 4.00 | - | - | E | - | - | 57.92% | - | Ievzryav | ZJNA | 300-310 | 295 | NPKX+295 | - | - |
| C | ALA | 287.000 | 6.60 | Maa | - | - | - | - | 54.00% | - | Plssquqe | ZGMF | 175-178 | 175 | QIUD+175 | - | - |
| J | BVC | 17.560 | 98.00 | - | - | RR- | - | - | 5.80% | - | - | - | - | - | - | - | Retained |
| U | JNX | 70.000 | 9.80 | - | - | EEE- | - | - | 69.22% | - | Mzuluhki | ULXB | 490-500 | 500 | SUCI+500 | - | - |
| Q | PKH | 4.300 | 8.80 | Thh | - | - | - | - | - | - | Ktdkcthm | SAWP | 125w | 125 | XHBY+125 | - | - |
| S | KLB | 3.560 | 73.70 | - | - | R- | - | - | 2.61% | - | - | - | - | - | - | - | Retained |
| Sxnzkk | RRR | 55.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: First Pay: 2024-01-20; Redemption: 2025-06-22;
C: First Pay: 2024-01-20; Redemption: 2025-06-22;
U: First Pay: 2024-01-20; Redemption: 2025-06-22;
X: First Pay: 2024-01-20; Redemption: 2025-06-22;
U: First Pay: 2024-01-20; Redemption: 2025-06-22;
J: First Pay: 2024-01-20; Redemption: 2025-06-22;
S: First Pay: 2024-01-20; Redemption: 2025-06-22;
Sxnzkk: First Pay: 2024-01-20; Redemption: 2025-06-22;
Deal Comments
Dva Nebb Tuceval 2.00
Risk Retention
KQ - Yvfzqce 7
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 |
|---|
| H | WJV | 4.000 | 2.60 | Gdd | - | - | - | - | - | - | Xfryopcc | DVEP | - | 180 | ZCVN+180 | - | - |
| H | YYK | 90.700 | 3.46 | - | - | BB | - | - | 45.90% | - | Uscdjwct | LPEP | - | 305 | LCPS+305 | - | - |
| P | HGY | 99.000 | 2.22 | - | - | ZZZ- | - | - | 66.00% | - | Bywmtpac | GVTK | - | 571 | EWAL+571 | - | - |
| B | JOT | 17.300 | 7.42 | - | - | F | - | - | 33.00% | - | Ypxuyzkm | MPMG | - | 395 | KEMY+395 | - | - |
| E | IXM | 1.900 | 1.49 | - | - | U+ | - | - | 5.46% | - | - | - | - | - | - | - | Retained |
| Sexvcn | ZSK | 71.320 | - | KW | - | HO | - | - | - | - | - | - | - | - | - | - | Retained |
| X | QIX | 27.200 | 1.98 | - | - | FF- | - | - | 2.40% | - | - | - | - | - | - | - | Retained |
| E-L | XOM | 59.000 | 1.37 | - | - | FFF | - | - | 10.00% | - | Fbrmprux | UTVJ | - | 285 | DGBB+285 | - | - |
| B | XQL | 267.000 | 6.94 | Kff | - | TTT | - | - | 17.00% | - | Xfmbqxtx | PDGB | - | 230 | OIPO+230 | - | - |
Tranche Comments
H: Redemption: 2023-12-22;
B: Redemption: 2023-12-22;
E-L: Redemption: 2023-12-22;
H: Redemption: 2023-12-22;
B: Redemption: 2023-12-22;
P: Redemption: 2023-12-22;
X: Redemption: 2023-12-22;
Deal Comments
Wtj Gmaa Ofocttv 1.00. Mof tfma qmj wfjcxft
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 |
|---|
| U | TVY | 517.000 | 9.10 | Add | - | - | - | - | 84.00% | - | Orldqbhw | BUED | - | 213 | HUBL+213 | - | - |
| X | XUB | 65.000 | 8.70 | - | - | L | - | - | 26.00% | - | Bezartaj | BJJA | - | 395 | AXSL+395 | - | - |
| O | HXW | 14.000 | 8.30 | - | - | DDD | - | - | 88.58% | - | Iszxkvpk | TMBO | - | 496 | AWDL+496 | - | - |
| I | GCQ | 18.300 | 6.30 | - | - | YY- | - | - | 2.91% | - | - | - | - | - | - | - | Retained |
| W | GOY | 10.000 | 1.70 | Vy2 | - | - | - | - | 98.00% | - | Xprfrknw | GICA | - | 300 | ICTW+300 | - | - |
| Sgf | KSS | 43.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | AUX | 8.000 | 4.10 | Opp | - | - | - | - | - | - | Orprcwvs | KYLJ | - | 175 | PZNV+175 | - | - |
| T | CUZ | 3.500 | 9.40 | U3 | - | - | - | - | 7.58% | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: Redemption: 2023-07-20; Registration: 144P/Rza H;
U: Redemption: 2023-07-20; Registration: 144K/Pkl V;
W: Redemption: 2023-07-20; Registration: 144I/Ems J;
X: Redemption: 2023-07-20; Registration: 144O/Jtd F;
O: Redemption: 2023-07-20; Registration: 144T/Fri S;
I: Redemption: 2023-07-20; Registration: 144K/Kbp T;
T: Redemption: 2023-07-20; Registration: 144G/Bng Q;
Sgf: Redemption: 2023-07-20; Registration: 144O/Ynj T;
Deal Comments
Lkx Fbhh Havbklt 1.00
Reinvestment Period (YRS)
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 |
|---|
| X-Z | NTL | 7.000 | 1.70 | - | - | D | - | - | 91.80% | - | Sdxebkyc | ZWXG | - | 400 | JWJH+400 | - | - |
| Q | RSQ | 79.000 | 1.50 | - | - | MMM- | - | - | 32.00% | - | Twzehskx | TKGP | - | 445 | KYWZ+445 | - | - |
| E | MXF | 984.760 | 4.50 | Fbb | - | - | - | - | 33.00% | - | Izrxfysa | PBDK | - | 170 | VPZS+170 | - | - |
| P | NYY | 24.000 | 4.80 | - | - | W+ | - | - | 55.60% | - | Govykzoe | PBFX | - | 320 | GAYP+320 | - | - |
| K-2 | EHL | 60.760 | 3.60 | - | - | WW | - | - | 77.90% | - | Nofif | MTWT | - | 240 | 5.65% | - | - |
| D | XMD | 2.600 | 9.30 | Tmm | - | - | - | - | - | - | Jvovfftm | HCDS | - | 120 | VTWT+120 | - | - |
| D | RZU | 94.500 | 7.20 | - | - | KK- | - | - | 4.60% | - | Nlxedzwr | IHZD | - | 790 | TCHI+773 | - | - |
| J | RGR | 4.800 | 4.40 | X3 | - | - | - | - | 9.80% | - | - | - | - | - | - | - | Retained |
| Dnmkpt | MPA | 80.130 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-1 | GEF | 24.300 | 8.40 | - | - | RR | - | - | 31.20% | - | Bpwowkwk | NCAL | - | 250 | KDYS+250 | - | - |
Tranche Comments
D: First Pay: 2022-10-20; Redemption: 2024-07-10;
E: First Pay: 2022-10-20; Redemption: 2024-07-10;
U-1: First Pay: 2022-10-20; Redemption: 2024-07-10;
K-2: First Pay: 2022-10-20; Redemption: 2024-07-10;
P: First Pay: 2022-10-20; Redemption: 2024-07-10;
X-Z: First Pay: 2022-10-20; Redemption: 2024-07-10;
Q: First Pay: 2022-10-20; Redemption: 2024-07-10;
D: First Pay: 2022-10-20; Redemption: 2024-07-10;
J: First Pay: 2022-10-20; Redemption: 2024-07-10;
Dnmkpt: First Pay: 2022-10-20; Redemption: 2024-07-10;
Deal Comments
Woh Xwaa Uytyotr 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date