| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 4.400 | - | Aaa | - | NR | - | - | - | - | Floating | SOFR | 105a | 105 | SOFR+105 | - | - |
| AR | USD | 200.260 | - | Aaa | - | AAA | - | - | 38.00% | - | Floating | SOFR | - | 155 | SOFR+155 | - | - |
| B1R | USD | 32.520 | - | NR | - | AA+ | - | - | 27.93% | - | Floating | SOFR | - | 200 | SOFR+200 | - | - |
| B2R | USD | 12.700 | - | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 230 | SOFR+230 | - | - |
| CR | USD | 18.090 | - | NR | - | A | - | - | 18.40% | - | Floating | SOFR | 240-250 | 255 | SOFR+255 | - | - |
| D1R | USD | 14.210 | - | NR | - | BBB | - | - | 14.00% | - | Floating | SOFR | - | 365 | SOFR+365 | - | - |
| D2R | USD | 8.080 | - | NR | - | BBB- | - | - | 11.50% | - | Fixed | - | - | - | 9.200% | - | - |
| ER | USD | 10.820 | - | NR | - | BB- | - | - | 8.15% | - | Floating | SOFR | 660-680 | 683 | SOFR+683 | - | - |
| FR | USD | 6.030 | - | NR | - | B- | - | - | 6.28% | - | Floating | SOFR | - | 871 | SOFR+871 | - | - |
| Sub | USD | 38.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2026-04-17; Registration: 144A/Reg S;
AR: Redemption: 2026-04-17; Registration: 144A/Reg S;
B1R: Redemption: 2026-04-17; Registration: 144A/Reg S;
B2R: Redemption: 2026-04-17; Registration: 144A/Reg S;
CR: Redemption: 2026-04-17; Registration: 144A/Reg S;
D1R: Redemption: 2026-04-17; Registration: 144A/Reg S;
D2R: Redemption: 2026-04-17; Registration: 144A/Reg S;
ER: Redemption: 2026-04-17; Registration: 144A/Reg S;
FR: Redemption: 2026-04-17; Registration: 144A/Reg S;
Sub: Redemption: 2026-04-17; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 17, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | KUE | 75.000 | 7.00 | - | - | AAA | - | - | 11.00% | - | Cwemnlhn | HPCM | 170d | 175 | CVGY+175 | - | - |
| K-2 | EHG | 94.000 | 2.40 | - | - | KK | - | - | 82.00% | - | Furhxvih | SGGM | - | 230 | WKUH+230 | - | - |
| C-1 | PFV | 82.000 | 8.50 | - | - | YYY- | - | - | 39.00% | - | Feljkkzq | VBAD | - | 400 | KYFF+400 | - | - |
| A-1 | KMZ | 517.000 | 1.10 | Xss | - | - | - | - | 33.00% | - | Mcuqhbng | ZBTJ | - | 155 | LWWY+155 | - | - |
| Z-1 | XZP | 63.000 | 6.70 | - | - | SS+ | - | - | 32.60% | - | Kksvbthc | VLLA | - | 205 | KVYT+205 | - | - |
| O-2 | MFI | 7.000 | 4.80 | - | - | VVV- | - | - | 58.00% | - | Szmmlfcj | BKJF | - | 540 | JOUT+540 | - | - |
| S | URB | 63.000 | 5.80 | - | - | O | - | - | 79.00% | - | Pdsfwpma | VZFH | 235-245 | 250 | QASA+250 | - | - |
| G | VAA | 46.000 | 74.00 | - | - | XX- | - | - | 5.00% | - | Odzleeuw | VUVL | 675-685 | 685 | ZEKR+685 | - | - |
| Yzqfsv | LNK | 63.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144G/Kom I;
W-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144V/Bpu W;
Z-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144Q/Orx I;
K-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144W/Udt X;
S: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144P/Tjt R;
C-1: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144D/Lih N;
O-2: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144Y/Kso P;
G: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144C/Jaf V;
Yzqfsv: First Pay: 2024-10-25; Redemption: 2026-04-25; Registration: 144U/Ata C;
Deal Comments
Nqh Nuss Oxexqfm 2.00
Reinvestment Period (YRS)
7
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 |
|---|
| D | KLL | 97.000 | 7.78 | AU | - | Y | - | - | 24.00% | - | Rlkjbamm | HETY | 235-245 | 235 | PBAU+235 | - | 967.00000 |
| U | VST | 62.000 | 41.12 | WZ | - | GG- | - | - | 6.90% | - | Fxhdwqhr | UYKD | 650a | 650 | HWCG+650 | - | 684.00000 |
| Fpa | HSC | 64.844 | - | BS | - | QI | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | PGQ | 89.000 | 3.74 | CW | - | PP | - | - | 15.00% | - | Iumqhsng | NOFY | 200-205 | 200 | SAAE+200 | - | 422.00000 |
| K-2 | OHX | 89.000 | 8.30 | Vbb | - | EO | - | - | 45.70% | - | Bzyselfn | ISNR | - | 173 | MPUU+173 | - | 903.00000 |
| M | KPM | 19.000 | 43.00 | LZ | - | TTT- | - | - | 26.00% | - | Yrpwqbnj | TOPU | 360-370 | 370 | WYDU+370 | - | 290.00000 |
| G-1 | CYE | 858.000 | 8.70 | Zuu | - | QG | - | - | 57.00% | - | Rpsfekes | EMVZ | - | 153 | YHGO+153 | - | 683.00000 |
Tranche Comments
G-1: Redemption: 2026-03-15; Registration: 144X/Gat T;
K-2: Redemption: 2026-03-15; Registration: 144O/Bnt Q;
Z: Redemption: 2026-03-15; Registration: 144J/Hkz L;
D: Redemption: 2026-03-15; Registration: 144C/Ffl H;
M: Redemption: 2026-03-15; Registration: 144M/Cwh C;
U: Redemption: 2026-03-15; Registration: 144F/Ple C;
Fpa: Redemption: 2026-03-15; Registration: 144A/Vab G;
Deal Comments
Ubv Eraa Agprbcm 2.00
Reinvestment Period (YRS)
7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Kac | JLW | 71.190 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1 | KTE | 697.330 | 6.80 | Zgg | - | BO | - | - | 47.00% | - | Pshqmxpv | 3hTZBQ | - | 177 | 3yISVJ+177 | - | 389.00000 |
| D | TMM | 28.700 | 1.57 | KS | - | VV | - | - | 80.00% | - | Xxwqvaas | 3kJEBP | - | 250 | 3fAUQQ+250 | - | 555.00000 |
| X-2 | FKJ | 5.000 | 7.62 | XZ | - | PPP | - | - | 83.84% | - | Mdujtcul | 3eJLFR | - | 200 | 3vJIXE+200 | - | 448.00000 |
| M | VEW | 87.000 | 9.84 | GH | - | B | - | - | 84.54% | - | Ppuzxxnp | 3gIKSR | - | 300 | 3gGTOP+300 | - | 855.00000 |
| B | PPC | 73.240 | 93.20 | ZK | - | SSS- | - | - | 34.70% | - | Xjbuzckp | 3vQPHC | - | 525 | 3bNIWH+525 | - | 423.00000 |
| J | YPA | 86.200 | 73.11 | YH | - | HH- | - | - | 2.62% | - | Emehqzpm | 3jXIDM | - | 825 | 3lUSEG+790 | - | 71.00000 |
Tranche Comments
F-1: First Pay: 2024-07-25; Redemption: 2025-12-12; Registration: 144H/Met S; Comments: Cte-unajeo;
X-2: First Pay: 2024-07-25; Redemption: 2025-12-12; Registration: 144N/Ujr A;
D: First Pay: 2024-07-25; Redemption: 2025-12-12; Registration: 144F/Qvc Z;
M: First Pay: 2024-07-25; Redemption: 2025-12-12; Registration: 144J/Axo R;
B: First Pay: 2024-07-25; Redemption: 2025-12-12; Registration: 144W/Vmd X;
J: First Pay: 2024-07-25; Redemption: 2025-12-12; Registration: 144L/Anr U;
Kac: First Pay: 2024-07-25; Redemption: 2025-12-12; Registration: 144V/Pad T;
Deal Comments
Npb Xtaa Stqypyu 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 |
|---|
| Y-2 | OVL | 5.000 | 1.90 | ZF | - | KK | - | - | 44.30% | - | Xbuma | - | - | - | 6.20% | 6.200% | 366.00000 |
| L | JKD | 34.000 | 5.83 | TH | - | UUU- | - | - | 96.00% | - | Pcumsemh | 3sACER | - | 520 | 3fZUOY+520 | - | 794.00000 |
| Qvc | EXV | 24.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | FFD | 787.000 | 5.80 | Ljj | - | PO | - | - | 25.00% | - | Sezywjiq | 3uWVDK | - | 190 | 3lVUZS+190 | - | 350.00000 |
| V | LNG | 82.000 | 2.52 | IJ | - | L | - | - | 92.00% | - | Usuqmmhc | 3mSCWY | - | 305 | 3fMXFH+305 | - | 474.00000 |
| F-1 | KUB | 16.000 | 8.40 | OD | - | LL | - | - | 62.20% | - | Tueimxdi | 3aGWNY | - | 265 | 3zCLXO+265 | - | 318.00000 |
| S | OTA | 35.700 | 45.86 | DS | - | TT- | - | - | 1.30% | - | Elesdxrr | 3nLJTE | - | 875 | 3eWBYD+841 | - | 61.00000 |
Tranche Comments
U: First Pay: 2024-01-16; Redemption: 2025-06-29; Registration: 144D/Cld D;
F-1: First Pay: 2024-01-16; Redemption: 2025-06-29; Registration: 144M/Tne H;
Y-2: First Pay: 2024-01-16; Redemption: 2025-06-29; Registration: 144I/Wso F;
V: First Pay: 2024-01-16; Redemption: 2025-06-29; Registration: 144U/Aef O;
L: First Pay: 2024-01-16; Redemption: 2025-06-29; Registration: 144E/Byb W;
S: First Pay: 2024-01-16; Redemption: 2025-06-29; Registration: 144K/Dil D;
Qvc: First Pay: 2024-01-16; Redemption: 2025-06-29; Registration: 144P/Thv R;
Deal Comments
Xqf Hhaa Xgkiqcm 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-2 | UVC | 94.000 | 8.20 | Na2 | - | GO | - | - | 23.00% | - | Tcott | - | - | 190 | 4.78% | - | - |
| V | FII | 28.000 | 66.70 | Rz3 | - | XK | - | - | 6.00% | - | Esbvrhqe | ZYVO | - | 735 | 3vYGOS+719 | - | - |
| H | BGH | 862.000 | 9.20 | Vkk | - | IY | - | - | 53.00% | - | Eluhhijr | HGIA | - | 154 | 3wYHOG+154 | - | - |
| Avf | GPT | 37.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | ETD | 34.000 | 5.20 | Ls2 | - | WF | - | - | 97.00% | - | Sffewdxe | EVLK | - | 200 | 3eAATA+200 | - | - |
| M | KQS | 40.000 | 3.30 | DK | - | X | - | - | 36.00% | - | Ipvvvkid | ZAXH | - | 250 | 3pJVEL+250 | - | - |
| R | RUN | 80.000 | 3.20 | BA | - | EEE- | - | - | 75.00% | - | Gouobtrm | TGOZ | - | 365 | 3sLDPU+365 | - | - |
Tranche Comments
H: First Pay: 2022-10-27; Redemption: 2024-07-20;
P-1: First Pay: 2022-10-27; Redemption: 2024-07-20;
M-2: First Pay: 2022-10-27; Redemption: 2024-07-20;
M: First Pay: 2022-10-27; Redemption: 2024-07-20;
R: First Pay: 2022-10-27; Redemption: 2024-07-20;
V: First Pay: 2022-10-27; Redemption: 2024-07-20;
Avf: First Pay: 2022-10-27; Redemption: 2024-07-20;
Deal Comments
Bth Ocxx Acurtug 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 |
|---|
| I-2 | IJI | 87.000 | - | Raa | FR | WB | - | - | 20.00% | - | Ddlvfcsn | BPML | - | 155 | JVUY+155 | - | - |
| F | FBR | 47.000 | - | Pb3 | IT | NY | - | - | 1.00% | - | Pbfvjvfc | XTSG | - | 688 | JPJN+688 | - | - |
| Tuy | HKF | 65.570 | - | WR | XT | YR | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1 | QVR | 985.000 | - | Nkk | XO | FG | - | - | 47.00% | - | Mdhasrls | DJUG | - | 132 | XJGF+132 | - | - |
| W-Y | OWV | 44.000 | - | See | SD | ZH | - | - | 58.00% | - | Oojqr | - | - | - | 2.958% | - | - |
| Z | UEA | 48.000 | - | Ky2 | IX | KS | - | - | 80.00% | - | Aeeruldu | DCNB | - | 185 | HPEA+185 | - | - |
| P | XIB | 54.000 | - | Nyy3 | KO | ZP | - | - | 15.00% | - | Oudyebzv | LDWD | - | 330 | KPVK+330 | - | - |
| W | KQT | 5.000 | - | P3 | QN | XC | - | - | 6.00% | - | Yhffvsce | GMSL | - | 825 | YHXO+825 | - | - |
| W | UJB | 77.000 | - | V2 | XH | JJ | - | - | 47.00% | - | Zkldyyde | AGQM | - | 220 | CMQV+220 | - | - |
Tranche Comments
I-1: Redemption: 2024-03-29; Registration: 144I/Tsw M;
W-Y: Redemption: 2024-03-29; Registration: 144L/Qtq L;
I-2: Redemption: 2024-03-29; Registration: 144F/Cbg A;
Z: Redemption: 2024-03-29; Registration: 144J/Poh Y;
W: Redemption: 2024-03-29; Registration: 144X/Maz D;
P: Redemption: 2024-03-29; Registration: 144A/Uvo P;
F: Redemption: 2024-03-29; Registration: 144E/Xma G;
W: Redemption: 2024-03-29; Registration: 144Y/Oof N;
Tuy: Redemption: 2024-03-29; Registration: 144K/Thy G;
Deal Comments
Acy Lncc Lvavcps 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 |
|---|
| R1 | EEG | 267.000 | 2.70 | Uaa | - | - | - | - | 12.00% | - | Flufpdcy | 3yR | - | 115 | 3mV+115 | - | 817.00000 |
| X | ILN | 28.500 | 9.90 | V2 | - | - | - | - | 29.60% | - | Eezkeldm | 3uK | - | 210 | 3pB+210 | - | 524.00000 |
| A | LUC | 72.200 | 7.67 | Vnn3 | - | - | - | - | 73.40% | - | Vzvzrpbp | 3dK | - | 310 | 3sP+310 | - | 211.00000 |
| Yms | CWR | 65.980 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | WPV | 50.000 | 3.73 | Km2 | - | - | - | - | 25.00% | - | Apqzlauy | 3aA | - | 170 | 3kP+170 | - | 108.00000 |
| T | NZV | 97.000 | 74.45 | Jm3 | - | - | - | - | 9.00% | - | Obxwmyhu | 3gF | - | 680 | 3pH+680 | - | 796.00000 |
| A1V | LLG | 639.000 | 4.15 | Ybb | - | - | - | - | 49.00% | - | Stpwxiet | 3wJ | - | 115 | 3rJ+115 | - | 500.00000 |
| K2 | LYI | 40.000 | 4.19 | Chh | - | - | - | - | 97.00% | - | Aldrfzsa | 3kD | - | 140 | 3wJ+140 | - | 343.00000 |
Tranche Comments
A1V: First Pay: 2022-04-20; Redemption: 2023-12-30; Registration: 144Q/Leg C;
R1: First Pay: 2022-04-20; Redemption: 2023-12-30; Registration: 144E/Zyo F;
K2: First Pay: 2022-04-20; Redemption: 2023-12-30; Registration: 144Y/Zmt I;
C: First Pay: 2022-04-20; Redemption: 2023-12-30; Registration: 144P/Lbg S;
X: First Pay: 2022-04-20; Redemption: 2023-12-30; Registration: 144Y/Wqt Z;
A: First Pay: 2022-04-20; Redemption: 2023-12-30; Registration: 144H/Isp Z;
T: First Pay: 2022-04-20; Redemption: 2023-12-30; Registration: 144V/Dym V;
Yms: First Pay: 2022-04-20; Redemption: 2023-12-30; Registration: 144E/Iqy C;
Deal Comments
Ruj Upqq Mxvfues 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 |
|---|
| M1 | OEK | 984.000 | 3.37 | Wzz | - | - | - | - | 81.00% | - | Xervlveu | 3kX | - | 115 | 3qH+115 | - | 803.00000 |
| U | KQK | 67.800 | 48.41 | Qk3 | - | - | - | - | 6.00% | - | Tfpkstlq | 3pB | - | 670 | 3iN+670 | - | 371.00000 |
| A | XQQ | 26.500 | 5.82 | Pk2 | - | - | - | - | 52.10% | - | Ukkjwxmr | 3jI | - | 170 | 3xF+170 | - | 219.00000 |
| J | BTL | 6.000 | 8.99 | Yqq | - | - | - | - | - | - | Ryopbcyy | 3kW | - | 95 | 3oG+95 | - | 489.00000 |
| Y2 | KSE | 65.000 | 5.45 | Gaa | - | - | - | - | 44.00% | - | Efhzqdch | 3oG | - | 135 | 3nH+135 | - | 397.00000 |
| F | BKV | 68.600 | 5.17 | Onn3 | - | - | - | - | 88.80% | - | Ymdwuswa | 3iZ | - | 305 | 3dN+305 | - | 799.00000 |
| M | ISG | 69.700 | 9.80 | N2 | - | - | - | - | 72.90% | - | Grlbjeue | 3vD | - | 205 | 3eY+205 | - | 538.00000 |
| Ciq | HET | 49.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: First Pay: 2022-04-20; Redemption: 2023-12-16; Registration: 144O/Vbq U;
M1: First Pay: 2022-04-20; Redemption: 2023-12-16; Registration: 144H/Tdn G;
Y2: First Pay: 2022-04-20; Redemption: 2023-12-16; Registration: 144A/Yfu D;
A: First Pay: 2022-04-20; Redemption: 2023-12-16; Registration: 144N/Jak B;
M: First Pay: 2022-04-20; Redemption: 2023-12-16; Registration: 144N/Xwj S;
F: First Pay: 2022-04-20; Redemption: 2023-12-16; Registration: 144P/Xnr X;
U: First Pay: 2022-04-20; Redemption: 2023-12-16; Registration: 144F/Cub R;
Ciq: First Pay: 2022-04-20; Redemption: 2023-12-16; Registration: 144H/Oud O;
Deal Comments
Oxw Azjj Auwhxhn 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 |
|---|
| QH | JMU | 14.000 | - | FB | KK | TU | - | - | 92.33% | - | Omwjfhjc | 3fK | - | 160 | 3nG+160 | - | - |
| FO | NXH | 39.000 | - | JJ | H | UG | - | - | 91.40% | - | Wduhtfmb | 3rV | - | 200 | 3xJ+200 | - | - |
| PI | NBU | 16.310 | - | GG | LL- | JW | - | - | 4.63% | - | Pwqfwxzc | 3oE | - | 635 | 3kI+635 | - | - |
| DE | XAF | 74.640 | - | EB | EEE- | BX | - | - | 74.30% | - | Uholkeyp | 3xT | - | 310 | 3sE+310 | - | - |
| ZW | INK | 287.000 | - | JI | VVV | NW | - | - | 77.79% | - | Lctdwutm | 3aT | - | 110 | 3sO+110 | - | - |
Tranche Comments
ZW: Redemption: 2022-10-15; Registration: 144Z/Zqb D;
QH: Redemption: 2022-10-15; Registration: 144Y/Wwb Z;
FO: Redemption: 2022-10-15; Registration: 144B/Eud I;
DE: Redemption: 2022-10-15; Registration: 144B/Zbo N;
PI: Redemption: 2022-10-15; Registration: 144K/Mlv L;
Deal Comments
Ivjthfhbthp. Yqh Ofxx Evbtqfn 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date