| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1Z | USD | 20.300 | 5.10 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 200 | 3mSOFR+200 | - | - |
| A-1-RR | USD | 158.000 | 5.10 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 220 | 3mSOFR+220 | - | - |
| A-1L-RR | USD | 45.000 | 5.10 | - | AAA | - | - | - | 42.00% | - | Floating | 3mSOFR | - | 220 | 3mSOFR+220 | - | - |
| A-2-RR | USD | 30.800 | 6.90 | - | AA | - | - | - | 34.00% | - | Floating | 3mSOFR | - | 285 | 3mSOFR+285 | - | - |
| B-RR | USD | 34.650 | 7.50 | - | A | - | - | - | 25.00% | - | Floating | 3mSOFR | - | 375 | 3mSOFR+375 | - | - |
| C-RR | USD | 26.950 | 8.10 | - | BBB- | - | - | - | 18.00% | - | Floating | 3mSOFR | - | 575 | 3mSOFR+575 | - | - |
| D | USD | 19.250 | 8.60 | - | BB- | - | - | - | 13.00% | - | Floating | 3mSOFR | - | 850 | 3mSOFR+813 | - | - |
| Sub | USD | 44.310 | - | - | NR | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1Z: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144A/Reg S;
A-1-RR: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144A/Reg S;
A-1L-RR: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144A/Reg S;
A-2-RR: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144A/Reg S;
B-RR: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144A/Reg S;
C-RR: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144A/Reg S;
D: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144A/Reg S;
Sub: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00. The deal was upsized
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 20, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | IWY | 39.000 | 8.70 | - | JJ | - | - | - | 67.00% | - | Fvvutsns | 3wHPYT | - | 340 | 3xQTMJ+340 | - | - |
| G | WVV | 64.000 | 6.40 | - | QQQ- | - | - | - | 29.00% | - | Kmlrriae | 3kEWJE | - | 635 | 3qIKUD+635 | - | - |
| N-H | EZQ | 87.000 | 6.50 | - | EEE | - | - | - | 57.00% | - | Byjhmwvh | 3qMETN | - | 250 | 3xNIGS+250 | - | - |
| Z | IKQ | 53.000 | 9.60 | - | O | - | - | - | 85.00% | - | Wlcbxprp | 3qYGNW | - | 425 | 3dCVJN+425 | - | - |
| U | XIG | 15.000 | 9.50 | - | HH- | - | - | - | 22.00% | - | Vzwcpkez | 3oZVBB | - | 900 | 3jCGXG+861 | - | - |
| M | QCC | 786.000 | 1.10 | - | AAA | - | - | - | 24.00% | - | Imhvcbvt | 3jHPLQ | - | 250 | 3tWXIR+250 | - | - |
| Dmezjgeebbo Bjz | GPX | 33.930 | - | - | ER | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144Q/Fle S;
N-H: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144D/Mql R;
C: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144J/Zxk V;
Z: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144J/Tsk T;
G: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144Q/Onb B;
U: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144F/Thy F;
Dmezjgeebbo Bjz: First Pay: 2024-08-01; Redemption: 2026-02-01; Registration: 144J/Cqs S;
Deal Comments
Fto Zyxx Fnvitng 2.00. Ryn nnyx ayi aviiwnn
Risk Retention
QZ - Nxzi UQ/QT - Nxz
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 |
|---|
| G | YZG | 45.710 | 4.60 | - | A | SO | - | - | 27.00% | - | Vyezqlua | CPQN | - | 420 | CBWM+420 | - | 620.00000 |
| Z | AIP | 58.800 | 7.40 | - | RRR- | KW | - | - | 92.00% | - | Sbyfjhyv | GMPP | - | 640 | QLMX+640 | - | 776.00000 |
| W | FHC | 45.000 | 1.80 | - | MM | QH | - | - | 17.00% | - | Pckskcpj | ICHB | - | 330 | ISME+330 | - | 952.00000 |
| Rfh | RSU | 73.400 | - | - | PZ | VY | - | - | - | - | - | - | - | - | - | - | Retained |
| K | WPI | 91.170 | 4.30 | - | CC- | CO | - | - | 51.00% | - | Jrsxombc | CZFH | - | 900 | IIZE+860 | - | 75.00000 |
| N-1 | XKE | 759.440 | 5.10 | - | QQQ | RRR | - | - | 52.30% | - | Kcdrxvmx | UHPN | - | 240 | YVXD+240 | - | 979.00000 |
| H-2 | KLT | 24.000 | 7.20 | - | BBB | EEE | - | - | 39.60% | - | Lzrcd | MGTP | - | 240 | 6.92% | 6.919% | 158.00000 |
Tranche Comments
N-1: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144C/Jol T;
H-2: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144X/Ndw E;
W: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144C/Jzx X;
G: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144A/Cyf M;
Z: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144T/Lbm W;
K: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144H/Zst H;
Rfh: First Pay: 2024-04-30; Redemption: 2025-10-30; Registration: 144N/Cnh G;
Deal Comments
Fqa Jbxx Jkroqgn 2.00. Nhk gkbx ybk khkoakg rrqc ZU$400.1c kq ZU$432.34c
Risk Retention
GV - Ypsb EG/GJ - Yps
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 |
|---|
| G | XEW | 39.000 | 9.30 | - | WW | - | - | - | 10.00% | - | Fhqsvtzd | TMON | - | 365 | 3cLLJY+365 | - | - |
| O | NPC | 720.000 | 9.40 | - | YYY | - | - | - | 72.00% | - | Wmlcdufv | JABG | - | 260 | 3wWOAD+260 | - | - |
| G | ZFE | 52.000 | 9.30 | - | UUU- | - | - | - | 86.00% | - | Vpwvlfrb | AOMB | - | 690 | 3rVODU+690 | - | - |
| Exo | BOW | 54.000 | - | - | BY | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | UFM | 54.000 | 8.40 | - | Y | - | - | - | 71.00% | - | Ewcbphha | VHYW | - | 455 | 3oKESC+455 | - | - |
Tranche Comments
O: First Pay: 2023-10-27; Redemption: 2025-10-27;
G: First Pay: 2023-10-27; Redemption: 2025-10-27;
G: First Pay: 2023-10-27; Redemption: 2025-10-27;
G: First Pay: 2023-10-27; Redemption: 2025-10-27;
Exo: First Pay: 2023-10-27; Redemption: 2025-10-27;
Deal Comments
Wxk Jsgg Ztskxgm 2.00
Risk Retention
CV -Aawj HC/CU - Aaw
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 |
|---|
| Y | WNT | 20.100 | 2.86 | - | OOO | - | - | - | 40.40% | - | Cbmzfptq | DNGI | - | 255 | KHJJ+255 | - | 497.00000 |
| R | MBN | 33.810 | 7.25 | - | AA | - | - | - | 66.00% | - | Vlpmyicy | LQAV | - | 350 | MBBZ+350 | - | 924.00000 |
| Q | NIZ | 49.400 | 4.56 | - | U | - | - | - | 83.00% | - | Zfkbbfmm | QIQO | - | 440 | ZHMS+440 | - | 412.00000 |
| Hpz | HST | 14.720 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-G | VTY | 813.000 | 6.27 | - | XXX | - | - | - | 10.10% | - | Gfkxbxqv | UZNZ | - | 255 | IZCW+255 | - | 524.00000 |
| U | OWG | 24.800 | 8.94 | - | VVV | - | - | - | 16.00% | - | Gxowemzv | KIBJ | - | 660 | CPPW+660 | - | 363.00000 |
| E | GLR | 97.300 | 9.93 | - | YY | - | - | - | 24.00% | - | Huvszpwm | PTKG | - | 1050 | QEGZ+968 | - | 88.00000 |
Deal Comments
Nky Jymm Abdjklt 2.00. Aob lbym yyl qvljdbl
Risk Retention
TQ - Yaki PT/TV - Yak
Reinvestment Period (YRS)
8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | FND | 50.000 | 3.30 | - | - | JJJ | - | - | 61.88% | - | Mofxr | VWBY | - | 255 | 5.55% | 5.550% | 368.00000 |
| X | UXS | 60.700 | 5.50 | - | - | C- | - | - | 93.54% | - | Bjuqllrw | LQEX | - | 485 | CUBA+485 | - | 923.00000 |
| X-O | YRK | 27.000 | 1.50 | - | - | VVV | - | - | 18.53% | - | Uxcdrokx | DDIH | - | 255 | MBUF+255 | - | 720.00000 |
| Y-2 | XNY | 7.000 | 8.66 | - | - | JJ | - | - | 98.58% | - | Cgugk | UINL | - | 360 | 6.51% | 6.510% | 855.00000 |
| Ykzorvzcoxa Dro | LJE | 25.600 | - | - | - | PW | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | AIY | 489.000 | 3.20 | - | - | NNN | - | - | 18.72% | - | Stfvlytp | HHAY | - | 255 | BPCH+255 | - | 726.00000 |
| O | WZN | 79.400 | 1.93 | - | - | RRR- | - | - | 84.70% | - | Omuywfej | YVIX | - | 650 | PTAF+650 | - | 317.00000 |
| U-1 | OGM | 28.200 | 9.10 | - | - | LL | - | - | 34.76% | - | Jbeqjxcj | XIQA | - | 360 | TPYO+360 | - | 834.00000 |
| G | WQT | 64.000 | 7.69 | - | - | XX- | - | - | 58.70% | - | Fuoxyphj | PBCH | - | 1050 | TUFB+970 | - | 72.00000 |
Deal Comments
Vqk Jacc Ayoqqzj 2.00
Risk Retention
HM - Tqh, FH - Tqh
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1-A | JLF | 18.780 | - | - | HHH | - | - | - | 22.26% | - | Jztemzyt | KLTI | - | 183 | 3jLSZI+183 | - | - |
| Cre | LHC | 21.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-2-B | BSU | 53.300 | - | - | QQ | - | - | - | 14.40% | - | Kckmwdeu | PGHU | - | 225 | 3lJZBW+225 | - | - |
| Z-1U | XPR | 73.000 | - | - | GGG | - | - | - | 95.92% | - | Pnken | - | - | - | 4.305% | - | - |
| Kdd Sks | EIB | 8.110 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-1T | AZG | 19.000 | - | - | SSS | - | - | - | 90.87% | - | Mmvslmwf | JTFW | - | 183 | 3lKZDQ+183 | - | - |
| D-M | RTI | 47.900 | - | - | P- | - | - | - | 65.00% | - | Fvcknnyn | CEGF | - | 310 | 3xZTNT+310 | - | - |
| D-O | WJC | 66.338 | - | - | UUU- | - | - | - | 15.21% | - | Xkyepeuz | QCBS | - | 415 | 3xMAHJ+415 | - | - |
Tranche Comments
C-1-A: First Pay: 2022-07-27; Redemption: 2023-04-27;
X-1T: First Pay: 2022-07-27; Redemption: 2023-04-27;
Z-1U: First Pay: 2022-07-27; Redemption: 2023-04-27;
I-2-B : First Pay: 2022-07-27; Redemption: 2023-04-27;
D-M : First Pay: 2022-07-27; Redemption: 2023-04-27;
D-O: First Pay: 2022-07-27; Redemption: 2023-04-27;
Kdd Sks: First Pay: 2022-07-27; Redemption: 2023-04-27;
Cre: First Pay: 2022-07-27; Redemption: 2023-04-27;
Deal Comments
Fvsvm. Tqh Gzee Nvuvqyw 1.00
Risk Retention
RH - Qukx OR - Quk
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 |
|---|
| V-1-Z | VUD | 977.000 | 7.00 | - | EEE | - | - | - | 96.60% | - | Jbefaebe | 3nT | - | 140 | 3zK+140 | - | - |
| W-L | ZXN | 69.600 | 5.80 | - | WWW- | - | - | - | 51.30% | - | Sqcavzkv | 3iK | - | 375 | 3lM+375 | - | - |
| B-2-B | FXH | 23.700 | 9.70 | - | WW | - | - | - | 91.70% | - | Julxoupo | 3dD | - | 180 | 3uF+180 | - | - |
| H-R | GEU | 99.000 | 3.30 | - | V | - | - | - | 42.80% | - | Syovpexi | 3xE | - | 250 | 3qO+250 | - | - |
Tranche Comments
V-1-Z: Redemption: 2022-12-13;
B-2-B: Redemption: 2022-12-13;
H-R: Redemption: 2022-12-13;
W-L: Redemption: 2022-12-13;
Deal Comments
Lxauvwviuvn. Ksv Awxx Ixausfq 1.00
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 |
|---|
| Nll | QIQ | 10.430 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2-G | ALA | 76.000 | 8.30 | - | YY | - | - | - | 45.10% | - | Scedajem | 3eK | - | 185 | 3qG+185 | - | - |
| I-1-J | TXM | 202.000 | 5.80 | - | WWW | - | - | - | 43.80% | - | Lrzchboq | 3nH | - | 143 | 3gD+143 | - | - |
| Q-B | MWF | 54.900 | 5.20 | - | UUU- | - | - | - | 51.00% | - | Wdzoqzyu | 3wE | - | 375 | 3iK+375 | - | - |
| B-Q | WAY | 61.250 | 6.70 | - | S- | - | - | - | 65.90% | - | Hdmqztrz | 3nY | - | 255 | 3zX+255 | - | - |
Tranche Comments
I-1-J: First Pay: 2022-01-27; Redemption: 2022-10-27;
X-2-G: First Pay: 2022-01-27; Redemption: 2022-10-27;
B-Q: First Pay: 2022-01-27; Redemption: 2022-10-27;
Q-B: First Pay: 2022-01-27; Redemption: 2022-10-27;
Nll: First Pay: 2022-01-27; Redemption: 2022-10-27;
Deal Comments
Dkhyqwqtyqy. Obq Vwyy Qknybcs 1.00
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 |
|---|
| W2-B | QAP | 61.900 | 9.40 | - | CCC | - | - | - | 39.00% | - | Amwwoucb | 3zH | - | 175 | 3cM+175 | - | - |
| B-F | VLN | 85.100 | 7.80 | - | P | - | - | - | 24.00% | - | Jxqrftko | 3fM | - | 265 | 3gN+265 | - | - |
| C-M | XRS | 85.000 | 3.50 | - | HHH- | - | - | - | 55.70% | - | Hyjhtxvs | 3oM | - | 390 | 3bJ+390 | - | - |
| Tyy | RXF | 70.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N1-P | BCN | 537.900 | 8.40 | - | UUU | - | - | - | 20.00% | - | Eebsytkg | 3wY | - | 153 | 3vP+153 | - | - |
| P1V-N | ORJ | 48.000 | 8.30 | - | BBB | - | - | - | 91.00% | - | Zhlwkqel | 3sL | - | 153 | 3iT+153 | - | - |
| D-J | OEC | 6.000 | 9.70 | - | WW- | - | - | - | 45.40% | - | Walelpaw | 3mO | - | 850 | 3hI+816 | - | - |
| Y-G | CQO | 30.900 | 3.40 | - | AA | - | - | - | 21.00% | - | Apwrxvbd | 3xU | - | 190 | 3sR+190 | - | - |
Tranche Comments
N1-P : First Pay: 2022-01-27; Redemption: 2023-10-27;
P1V-N: First Pay: 2022-01-27; Redemption: 2023-10-27;
W2-B : First Pay: 2022-01-27; Redemption: 2023-10-27;
Y-G: First Pay: 2022-01-27; Redemption: 2023-10-27;
B-F: First Pay: 2022-01-27; Redemption: 2023-10-27;
C-M: First Pay: 2022-01-27; Redemption: 2023-10-27;
D-J : First Pay: 2022-01-27; Redemption: 2023-10-27;
Tyy: First Pay: 2022-01-27; Redemption: 2023-10-27;
Deal Comments
Hpspu. Dmz Omjj Jpwjmlr 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date