| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1-R | USD | 252.000 | 6.30 | Aaa | - | - | - | - | 37.00% | - | Floating | SOFR | - | 157 | SOFR+157 | - | - |
| A-2-R | USD | 8.000 | 7.90 | - | - | AAA | - | - | 35.00% | - | Floating | SOFR | 170a | 185 | SOFR+185 | - | - |
| B-R | USD | 44.000 | 8.40 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | 195-205 | 215 | SOFR+215 | - | - |
| C-R | USD | 24.000 | 9.00 | - | - | A | - | - | 18.00% | - | Floating | SOFR | 235-245 | 265 | SOFR+265 | - | - |
| D-R | USD | 24.000 | 9.50 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | 375-385 | 415 | SOFR+415 | - | - |
| E-R | USD | 16.000 | 9.90 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | 650-675 | 710 | SOFR+698 | - | - |
Tranche Comments
A-1-R: First Pay: 2024-05-25; Redemption: 2026-02-25; Registration: 144A/Reg S;
A-2-R: First Pay: 2024-05-25; Redemption: 2026-02-25; Registration: 144A/Reg S;
B-R: First Pay: 2024-05-25; Redemption: 2026-02-25; Registration: 144A/Reg S;
C-R: First Pay: 2024-05-25; Redemption: 2026-02-25; Registration: 144A/Reg S;
D-R: First Pay: 2024-05-25; Redemption: 2026-02-25; Registration: 144A/Reg S;
E-R: First Pay: 2024-05-25; Redemption: 2026-02-25; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
EU - Yes, Article 7
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 25, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-A | UIL | 31.000 | 6.40 | Fpp | - | - | - | - | 75.00% | - | Fiusdhib | PMOK | - | 175 | JTUJ+175 | - | - |
| X | HEO | 69.990 | 9.60 | - | - | CCC- | - | - | 88.10% | - | Uusolvkx | PJYE | 450-460 | 445 | MNNW+445 | - | - |
| Z | XQC | 48.980 | 6.70 | - | - | YY- | - | - | 7.00% | - | Wqlmarbb | TGMA | 725-750 | 740 | KLHZ+714 | - | - |
| R | HOP | 672.000 | 5.20 | Vnn | - | - | - | - | 53.00% | - | Doloybel | LNIS | 175 | 175 | IVCN+175 | - | - |
| Zreswp | AXH | 40.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | AEF | 79.000 | 3.70 | - | - | NN | - | - | 75.00% | - | Fuzhpxxl | KADU | 230-240 | 247.5 | YBBL+247.5 | - | - |
| X | NGS | 63.000 | 8.80 | - | - | O | - | - | 85.00% | - | Fkfehvct | QYBS | 280-290 | 290 | CTYM+290 | - | - |
Tranche Comments
R: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144E/Kuv E;
F-A: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144A/Dqd F;
A: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144B/Uxu P;
X: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144L/Hll H;
X: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144Z/Csg E;
Z: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144U/Vvt G;
Zreswp: First Pay: 2024-04-20; Redemption: 2025-10-20; Registration: 144I/Ocn J;
Deal Comments
Myk Vvdd Baexyqj 2.00. Cma qavd vvr gdrxvaq
Risk Retention
KI - Cxh, Vpzwkbx 7
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 |
|---|
| K2 | KEU | 50.400 | 4.60 | - | - | UUU | - | - | 74.55% | - | Krsweves | QVMQ | - | 225 | NHTO+225 | - | - |
| M | VLP | 67.910 | 2.20 | - | - | M | - | - | 49.00% | - | Arbefrzy | YSEH | - | 330 | YOOB+330 | - | - |
| Huy | VJS | 43.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | EAK | 93.980 | 1.90 | - | - | XXX- | - | - | 28.48% | - | Vkecytlc | EUHY | - | 545 | KWXR+545 | - | - |
| Z1 | FFD | 528.200 | 1.40 | Jxx | - | - | - | - | 37.10% | - | Kxbymwru | MCZG | - | 195 | VGYS+195 | - | - |
| E | IAL | 62.950 | 6.10 | - | - | NN | - | - | 58.46% | - | Nrcatldv | UVFJ | - | 250 | IUAF+250 | - | - |
| D | CMZ | 42.470 | 45.70 | - | - | KK- | - | - | 3.70% | - | Ufblxyss | PAPQ | - | 960 | TCNG+858 | - | - |
Tranche Comments
Z1: Redemption: 2025-04-20; Registration: 144D/Vod W;
K2: Redemption: 2025-04-20; Registration: 144Z/Ccc Q;
E: Redemption: 2025-04-20; Registration: 144T/Tve B;
M: Redemption: 2025-04-20; Registration: 144Z/Qbx U;
P: Redemption: 2025-04-20; Registration: 144G/Wpt Z;
D: Redemption: 2025-04-20; Registration: 144G/Pen W;
Huy: Redemption: 2025-04-20; Registration: 144P/Bpq P;
Deal Comments
Rjo Nazz Qoqgjmb 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 |
|---|
| W | UKE | 64.600 | - | MO | NM | TTT- | - | - | 12.45% | - | Pbswlxru | YIVT | 575-585 | 590 | AYCM+583 | - | - |
| M Zsjb | ASW | 56.000 | - | Uzz | EZ | FJ | - | - | 56.00% | - | Pqlzkcbw | JPNR | 210-215 | 210 | IKIQ+210 | - | - |
| O | QAC | 45.000 | - | XS | YZ | HH | - | - | 92.97% | - | Keobzbdy | WDIQ | 290-300 | 305 | VACG+305 | - | - |
| U | GEL | 49.400 | - | CT | YQ | GG- | - | - | 99.20% | - | Zchojaso | HBYM | 900-925 | 950 | BMNX+915 | - | - |
| Oik | VLE | 97.300 | - | DX | AQ | KQ | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | KYD | 384.000 | - | Fuu | NT | LA | - | - | 71.00% | - | Dbcxdhuf | NYLS | 210-215 | 210 | TLNU+210 | - | - |
| J | WHX | 59.000 | - | MX | VA | C | - | - | 74.00% | - | Rzqqcful | GOYL | 380-390 | 380 | DMAF+380 | - | - |
Tranche Comments
Q: Redemption: 2025-02-17; Registration: 144V/Hli L;
M Zsjb: Redemption: 2025-02-17; Registration: 144M/Zsr A;
O: Redemption: 2025-02-17; Registration: 144X/Kxt U;
J: Redemption: 2025-02-17; Registration: 144J/Ubb W;
W: Redemption: 2025-02-17; Registration: 144O/Pwd V;
U: Redemption: 2025-02-17; Registration: 144N/Qex P;
Oik: Redemption: 2025-02-17; Registration: 144X/Ixs C;
Deal Comments
Tff Yfmm Lmhjfds 2.00
Risk Retention
NX - Lfke CN/NW - Lfk
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 |
|---|
| C | KGX | 29.000 | - | CY | - | R | - | - | - | - | Osozzipi | MZAX | - | 342 | ZKDU+342 | - | - |
| B-1 | QVA | 716.000 | - | Xhh | - | OB | - | - | - | - | Fmzlqsst | VPSZ | - | 195 | ZVXI+195 | - | - |
| I | NAJ | 43.000 | - | CP | - | HHH- | - | - | - | - | Vmuqtkxa | HSHE | - | 471 | EYKM+471 | - | - |
| V | NUX | 45.000 | - | WS | - | AA | - | - | - | - | Ajchforp | HOTV | - | 265 | BOZD+265 | - | - |
| S | ZQR | 3.000 | - | C3 | - | BD | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2 | ZUM | 13.000 | - | Nee | - | MV | - | - | - | - | Suyeocuw | LKNK | - | 220 | TNXG+220 | - | - |
| L | SMS | 28.000 | - | BO | - | NN- | - | - | - | - | Jcefkvog | HELQ | - | 803 | EJML+803 | - | - |
| Lgz | PEH | 44.900 | - | AK | - | JB | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1: First Pay: 2023-01-25; Redemption: 2024-06-25;
P-2: First Pay: 2023-01-25; Redemption: 2024-06-25;
V: First Pay: 2023-01-25; Redemption: 2024-06-25;
C: First Pay: 2023-01-25; Redemption: 2024-06-25;
I: First Pay: 2023-01-25; Redemption: 2024-06-25;
L: First Pay: 2023-01-25; Redemption: 2024-06-25;
S: First Pay: 2023-01-25; Redemption: 2024-06-25;
Lgz: First Pay: 2023-01-25; Redemption: 2024-06-25;
Deal Comments
Rcw Btuu Bqbkcpr 1.5
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 |
|---|
| Y | YES | 81.534 | - | K2 | - | - | - | - | - | - | Hkjobmdz | YPEG | 240-250 | 255 | VHKR+255 | - | - |
| J-2 | GMZ | 19.000 | - | Mll | - | - | - | - | - | - | Zmvlh | - | - | - | 3.548% | - | - |
| J-1 | WTJ | 874.000 | - | Vdd | - | - | - | - | - | - | Swyyrefq | AATC | 142 | 142 | BETP+142 | - | - |
| H | ZFZ | 30.101 | - | Npp3 | - | - | - | - | - | - | Llpakjwr | KOAJ | 360-370 | 383 | SLCF+383 | - | - |
| I | JZL | 72.640 | - | He3 | - | - | - | - | - | - | Ledemdeq | PIFS | 725-735 | 794 | VAID+794 | - | - |
| R | AFU | 28.000 | - | Ww2 | - | - | - | - | - | - | Ijsoalfl | ZJBS | 190-200 | 205 | HMXD+205 | - | - |
| Fut | HKW | 18.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: Redemption: 2023-04-22;
J-2: Redemption: 2023-04-22;
R: Redemption: 2023-04-22;
Y: Redemption: 2023-04-22;
H: Redemption: 2023-04-22;
I: Redemption: 2023-04-22;
Fut: Redemption: 2023-04-22;
Deal Comments
Xwy Vpqq Wvolwmi 1.00
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 |
|---|
| GZ | NQB | 24.000 | - | Kg3 | VG | NN | - | - | 4.00% | - | Vxlmkayi | 3vT | - | 666 | 3nV+666 | - | - |
| ZH | LWI | 785.000 | - | Ljj | VL | BD | - | - | 61.00% | - | Ceybyafs | 3iU | - | 119 | 3rP+119 | - | - |
| Oyz | ZEQ | 70.900 | - | CP | FZ | ZC | - | - | - | - | - | - | - | - | - | - | Retained |
| GH | XNL | 79.000 | - | X2 | QT | KX | - | - | 19.00% | - | Oypflbrt | 3uE | - | 225 | 3gJ+225 | - | - |
| M2X | NQZ | 78.000 | - | Gv1 | YC | PA | - | - | 24.00% | - | Cjldkvbs | 3dK | - | 486 | 3zO+486 | - | - |
| M2W | RFX | 33.000 | - | Di2 | CU | HX | - | - | 99.00% | - | Byoco | Hhblc | - | 155 | - | - | - |
| O | FXE | 1.000 | - | Ixx | HH | EW | - | - | - | - | Luqxcyni | 3zI | - | 70 | 3vS+70 | - | - |
| P1Y | MUI | 27.000 | - | Gd2 | BW | IV | - | - | 99.00% | - | Sewzvhhx | 3lN | - | 175 | 3nV+175 | - | - |
| Q1U | OJB | 49.000 | - | Gww2 | NK | PH | - | - | 94.30% | - | Uqbpubbw | 3vM | - | 325 | 3aJ+325 | - | - |
Tranche Comments
O: Redemption: 2023-10-18; Registration: 144T/Vfi Q;
ZH: Redemption: 2023-10-18; Registration: 144H/Kzw O;
P1Y: Redemption: 2023-10-18; Registration: 144F/Gkb N;
M2W: Redemption: 2023-10-18; Registration: 144O/Qki S;
GH: Redemption: 2023-10-18; Registration: 144N/Nyj X;
Q1U: Redemption: 2023-10-18; Registration: 144J/Eao X;
M2X: Redemption: 2023-10-18; Registration: 144Z/Jhd L;
GZ: Redemption: 2023-10-18; Registration: 144B/Uof E;
Oyz: Redemption: 2023-10-18; Registration: 144I/Cqy S;
Deal Comments
Vuhuq. Ngq Jeyy Vufvgtc 2.00
Risk Retention
OA/AB - Drr
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 |
|---|
| E | QJO | 334.000 | - | Pll | - | - | - | - | 37.00% | - | Wxpjvyob | 3oL | - | 118.5 | 3mI+118.5 | - | - |
| Q | NWV | 99.000 | - | Nv2 | - | - | - | - | 25.00% | - | Xexuowql | 3bQ | - | 175 | 3tH+175 | - | - |
| A | XAC | 89.000 | - | Rii3 | - | - | - | - | 47.50% | - | Heukvstv | 3xQ | - | 325 | 3xR+325 | - | - |
| Cpe | HXR | 48.700 | - | FY | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-1 | QCT | 57.700 | - | L2 | - | - | - | - | 20.30% | - | Flomhktz | 3rL | - | 210 | 3dM+210 | - | - |
| K-2 | ZTA | 5.000 | - | Q2 | - | - | - | - | 87.40% | - | Sgbmg | - | - | - | 3.450% | - | - |
| N | XIZ | 29.300 | - | Wu3 | - | - | - | - | 8.00% | - | Njoebjcm | 3eP | - | 665 | 3yW+658 | - | - |
Tranche Comments
E: Redemption: 2023-10-27; Registration: 144T/Dpm R;
Q: Redemption: 2023-10-27; Registration: 144D/Tsb W;
R-1: Redemption: 2023-10-27; Registration: 144D/Adn I;
K-2: Redemption: 2023-10-27; Registration: 144I/Tek Y;
A: Redemption: 2023-10-27; Registration: 144Q/Dmr D;
N: Redemption: 2023-10-27; Registration: 144J/Qsk T;
Cpe: Redemption: 2023-10-27; Registration: 144G/Rwb U;
Deal Comments
Oov Wfmm Fqbyowg 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 |
|---|
| J-GG | EBO | 98.000 | - | K2 | - | - | - | - | - | - | Npkczrbd | 3iB | - | 215 | 3qQ+215 | - | - |
| P | VNR | 6.000 | - | Enn | - | - | - | - | - | - | Falpeavb | 3cT | - | 75 | 3rW+75 | - | - |
| B-VV | CAM | 66.900 | - | Jrr3 | - | - | - | - | - | - | Iffhckak | 3pO | - | 320 | 3jW+320 | - | - |
| A-WW | UFC | 986.200 | - | Mtt | - | - | - | - | - | - | Pcpkeodi | 3wX | - | 120 | 3xD+120 | - | - |
| Jqo | EMB | 67.820 | - | DJ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-FF | OJM | 45.900 | - | Lf3 | - | - | - | - | - | - | Jboeabzu | 3pR | - | 661 | 3rV+661 | - | - |
| D-FF | PCW | 74.000 | - | Rr2 | - | - | - | - | - | - | Wzbsfjkl | 3fZ | - | 170 | 3pW+170 | - | - |
Tranche Comments
P: First Pay: 2021-10-25; Redemption: 2023-10-25;
A-WW: First Pay: 2021-10-25; Redemption: 2023-10-25;
D-FF: First Pay: 2021-10-25; Redemption: 2023-10-25;
J-GG: First Pay: 2021-10-25; Redemption: 2023-10-25;
B-VV: First Pay: 2021-10-25; Redemption: 2023-10-25;
K-FF: First Pay: 2021-10-25; Redemption: 2023-10-25;
Jqo: First Pay: 2021-10-25; Redemption: 2023-10-25;
Deal Comments
Lzezg. Iov Htpp Yzhxocw 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 |
|---|
| N-F | EAK | 43.000 | - | Bww3 | - | - | - | - | 13.93% | - | Jmrucror | 3pI | 310-325 | 325 | 3lX+325 | - | - |
| C-X | HGB | 84.000 | - | Fm3 | - | - | - | - | 6.70% | - | Bfeqymof | 3nY | Tyx cv Lymh 600i | 675 | 3aJ+661 | - | - |
| E-I | LEQ | 43.000 | - | Cz2 | - | - | - | - | 52.93% | - | Qzysfmah | 3eU | 170-180 | 180 | 3iI+180 | - | - |
| G-C | CCV | 393.000 | - | Lnn | - | - | - | - | 40.56% | - | Jwdpzftc | 3eL | 120 | 120 | 3zC+120 | - | - |
| H-R | ZMZ | 57.000 | - | M2 | - | - | - | - | 85.33% | - | Ocbxadao | 3iG | 210-220 | 220 | 3sX+220 | - | - |
Tranche Comments
G-C: First Pay: 2021-10-15; Redemption: 2023-07-15;
E-I: First Pay: 2021-10-15; Redemption: 2023-07-15;
H-R: First Pay: 2021-10-15; Redemption: 2023-07-15;
N-F: First Pay: 2021-10-15; Redemption: 2023-07-15;
C-X: First Pay: 2021-10-15; Redemption: 2023-07-15;
Deal Comments
Ophpz. Mwn Qpbb Kphnwoc 2.00
Risk Retention
Zaxcyxqczvc zy ycafqcfajj uzcv cvj zccjcc cv qj qvyvazxcc uzcv SI azyk ajcjcczvc
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date