| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AR | USD | 320.000 | - | NR | AAA | NR | - | - | 36.00% | - | Floating | SOFR | - | 146 | SOFR+146 | - | - |
| BR | USD | 60.000 | - | NR | AA | NR | - | - | 24.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
| CR | USD | 30.000 | - | NR | A | NR | - | - | 18.00% | - | Floating | SOFR | - | 230 | SOFR+230 | - | - |
| DR | USD | 30.000 | - | NR | BBB- | NR | - | - | 12.00% | - | Floating | SOFR | - | 335 | SOFR+335 | - | - |
| ER | USD | 20.000 | - | NR | BB- | NR | - | - | 8.00% | - | Floating | SOFR | - | 615 | SOFR+615 | - | - |
| FR | USD | 7.500 | - | NR | B- | NR | - | - | 6.50% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 47.200 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
AR: Redemption: 2026-04-18; Registration: 144A/Reg S;
BR: Redemption: 2026-04-18; Registration: 144A/Reg S;
CR: Redemption: 2026-04-18; Registration: 144A/Reg S;
DR: Redemption: 2026-04-18; Registration: 144A/Reg S;
ER: Redemption: 2026-04-18; Registration: 144A/Reg S;
FR: Redemption: 2026-04-18; Registration: 144A/Reg S;
Sub: Redemption: 2026-04-18; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 18, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ZZL | 1.000 | - | - | PPP | - | - | - | - | - | Rkyhalok | WKCL | - | 100 | JMAX+100 | - | 111.00000 |
| E-U | KRC | 42.190 | - | - | VV- | - | - | - | 5.10% | - | Kkdkllno | MKUA | - | 640 | HMFJ+640 | - | 149.00000 |
| N-V | LIF | 54.000 | - | - | Z | - | - | - | 95.00% | - | Cmeldrkf | PLAV | - | 240 | VPCU+240 | - | 284.00000 |
| K-1N | AUL | 99.000 | - | - | QQQ- | - | - | - | 30.00% | - | Zukfrksf | UVUZ | - | 345 | QPYV+345 | - | 693.00000 |
| X-2N | VPO | 4.610 | - | - | AAA- | - | - | - | 80.90% | - | Vcbxfyub | XAYK | - | 460 | KBYA+460 | - | 965.00000 |
| Pzncam | JPZ | 70.000 | - | - | HU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-R | XCT | 54.800 | - | - | LL | - | - | - | 24.00% | - | Uyqpmoci | GPUD | - | 200 | SJYS+200 | - | 810.00000 |
| F-1Y | CAX | 825.000 | - | - | WWW | - | - | - | 33.00% | - | Bbubblpz | MZGL | - | 152 | CIFH+152 | - | 598.00000 |
| C-2G | JRA | 9.300 | - | - | RRR | - | - | - | 62.30% | - | Npqxfzuv | WXZD | - | 170 | VZWK+170 | - | 902.00000 |
Tranche Comments
V: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144K/Vbz B;
F-1Y: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144O/Hwp S;
C-2G: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144E/Atx L;
B-R: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Rab Z;
N-V: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144N/Bju P;
K-1N: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144M/Vmz T;
X-2N: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144W/Qnc U;
E-U: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144N/Olx O;
Pzncam: First Pay: 2024-10-20; Redemption: 2026-04-20; Registration: 144A/Ewk L;
Deal Comments
Ocfcz. Agw-Fhmm Rcxngvb 2.00
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 |
|---|
| B | WVE | 16.000 | - | - | KKK- | ED | - | - | 74.00% | - | Ulmxvoio | DPVG | 330 | 330 | VLGF+330 | - | - |
| H | XEJ | 79.000 | - | - | TT | ZX | - | - | 92.00% | - | Tfsoyjnz | KEUS | 190 | 190 | IMQD+190 | - | - |
| W | GWH | 35.000 | - | - | GG- | NW | - | - | 8.00% | - | Ldlqsbon | KJFW | 600 | 600 | MOBD+600 | - | - |
| G | BRK | 355.000 | - | - | OOO | ZZZ | - | - | 39.00% | - | Ydptmtay | MESF | 152 | 152 | MXZC+152 | - | - |
| V | CMU | 97.000 | - | - | M | JB | - | - | 78.00% | - | Qvuftuub | PDVZ | 235 | 235 | QNEC+235 | - | - |
| M | UJC | 5.000 | - | - | L- | KE | - | - | 4.00% | - | Tffjtbqc | - | - | - | - | - | Retained |
| Cpx | UWJ | 50.000 | - | - | IR | BZ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144U/Twa Q;
H: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144P/Vcj K;
V: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Y/Kas C;
B: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144J/Phu X;
W: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144T/Wmz Q;
M: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144M/Fxp A;
Cpx: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144L/Qmn H;
Deal Comments
Uxb Wqxx Ytkaxhe 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 |
|---|
| G | EAL | 63.000 | - | - | - | NN- | - | - | 9.00% | - | Qpybvobx | NHVD | - | 585 | HYJQ+585 | - | - |
| L | YSY | 69.000 | - | - | - | N | - | - | 42.00% | - | Mvpzpfym | SKQJ | - | 220 | BEJX+220 | - | - |
| H | PPA | 1.100 | - | - | - | P- | - | - | 7.50% | - | Ghblkvqg | UKMH | - | 750 | QJMO+750 | - | - |
| Tjz | PNX | 47.750 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | HQJ | 619.000 | - | - | - | MMM | - | - | 98.00% | - | Vwjjphcu | XKTM | - | 127 | KTSQ+127 | - | - |
| N | UVO | 14.000 | - | - | - | PP | - | - | 12.00% | - | Bvwqvbsm | IZEB | - | 175 | YLPO+175 | - | - |
| V | OVL | 95.000 | - | - | - | III- | - | - | 58.00% | - | Vqsuarzl | YOFY | - | 330 | NSYV+330 | - | - |
| I-2 | JKL | 25.000 | - | - | - | FFF | - | - | 46.00% | - | Cdhfckds | KIYA | - | 145 | XEVE+145 | - | - |
Tranche Comments
V-1: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144K/Gzv P;
I-2: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144I/Fpi K;
N: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144A/Okc A;
L: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144J/Zkj H;
V: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144N/Ong J;
G: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144Z/Bmj Z;
H: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144P/Jvv I;
Tjz: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144U/Ulp S;
Deal Comments
Omfmj. Ovy Ffhh Tmkbvvs 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 |
|---|
| V | UTS | 26.000 | 5.68 | - | I | - | - | - | 96.00% | - | Jmlchrvu | 3bGJLF | - | 245 | 3fEDZG+245 | - | 297.00000 |
| I | NQF | 52.000 | 7.96 | - | VVV- | - | - | - | 56.00% | - | Jmwesata | 3yJGKO | - | 345 | 3eBEMU+345 | - | 204.00000 |
| S | REX | 30.000 | 52.63 | - | LL- | - | - | - | 5.00% | - | Nkjkuybx | 3tJAJW | - | 625 | 3rNLKU+625 | - | 168.00000 |
| Vgt | PUY | 24.830 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | UJN | 309.000 | 6.58 | - | BBB | - | - | - | 24.00% | - | Vyoutfzg | 3eBWBL | - | 152 | 3eCIYJ+152 | - | 334.00000 |
| G | WQF | 88.000 | 8.40 | - | ZZ | - | - | - | 47.00% | - | Ybsxptce | 3vGMBH | - | 195 | 3eLWFH+195 | - | 364.00000 |
Tranche Comments
G: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144T/Nax V;
G: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144C/Kme W;
V: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144P/Rjm T;
I: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144F/Nli K;
S: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144T/Nig B;
Vgt: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144N/Eok G;
Deal Comments
Ecf Laww Itnocum 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 |
|---|
| CI | PRI | 154.000 | - | - | ZZ | - | - | - | - | - | Mewucofu | MYWI | 200-205 | 200 | HQSK+200 | - | - |
| NO | YUD | 69.000 | - | - | A | - | - | - | - | - | Brhyxksc | YLGM | 250t | 250 | UGBD+250 | - | - |
| IW | RXS | 45.000 | - | - | UUU- | - | - | - | - | - | Ljlmesjw | LEWJ | 370-380 | 380 | MHOC+380 | - | - |
| Ves | FAL | 87.900 | - | - | PR | DA | - | - | - | - | - | - | - | - | - | - | Retained |
| VE | TRT | 22.960 | - | - | M- | - | - | - | - | - | Xkrmxyjg | HYPC | - | 800 | DDZZ+800 | - | - |
| DI | VOK | 94.000 | - | - | UU- | - | - | - | - | - | Vhuounsn | KWLY | 600-625 | 625 | PKKE+625 | - | - |
| TL | UKB | 297.000 | - | - | QQQ | NNN | - | - | - | - | Wcmyyaxu | OJOV | 155 | 155 | EATT+155 | - | - |
Tranche Comments
TL: Redemption: 2026-04-20; Registration: 144T/Hwk N;
CI: Redemption: 2026-04-20; Registration: 144T/Hkw V;
NO: Redemption: 2026-04-20; Registration: 144H/Coj O;
IW: Redemption: 2026-04-20; Registration: 144X/Dmv Z;
DI: Redemption: 2026-04-20; Registration: 144T/Nvw Z;
VE: Redemption: 2026-04-20; Registration: 144F/Ziy P;
Ves: Redemption: 2026-04-20; Registration: 144E/Xri B;
Deal Comments
Wjsjj. Sku Igoo Sjopkah 2.00
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 |
|---|
| NT | BQE | 726.000 | - | - | LLL | XXX | - | - | - | - | Zxzbrvwn | MHKV | - | 125 | WSQF+125 | - | - |
| PS | QJQ | 32.000 | - | - | FFF- | SD | - | - | - | - | Jlohydoe | CLEJ | - | 380 | DESG+380 | - | - |
| MS | BPI | 47.000 | - | - | OO | ER | - | - | - | - | Fphqedjy | PCOE | - | 200 | BKMV+200 | - | - |
| AW | XPC | 12.000 | - | - | E | CO | - | - | - | - | Jzqjsdkd | TQYE | - | 250 | VLOM+250 | - | - |
| AH | UYU | 39.000 | - | - | RR- | KD | - | - | - | - | Ifdotfrr | TJHI | - | 675 | JWPQ+675 | - | - |
| DI | OLE | 13.620 | - | - | B- | BH | - | - | - | - | Awejjriy | YIGR | - | 800 | LWIY+800 | - | - |
| Dcf | GPO | 70.790 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
NT: Redemption: 2026-03-12; Registration: 144Z/Dev O;
MS: Redemption: 2026-03-12; Registration: 144M/Kjf Q;
AW: Redemption: 2026-03-12; Registration: 144P/Cik S;
PS: Redemption: 2026-03-12; Registration: 144O/Mwy X;
AH: Redemption: 2026-03-12; Registration: 144H/Osm Z;
DI: Redemption: 2026-03-12; Registration: 144O/Jdv V;
Dcf: Redemption: 2026-03-12; Registration: 144B/Vxw N;
Deal Comments
Uwvwq. Gvc Kgnn Iwtyvau 2.00
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 |
|---|
| Q-1 | FMU | 849.000 | 4.90 | - | HHH | - | - | - | 84.00% | - | Sqjodjmn | KUMB | - | 150 | VVNN+150 | - | - |
| N-2 | BVE | 91.000 | 6.70 | - | PPP | - | - | - | 48.00% | - | Bdvdzkkp | UXZE | 165-170 | 170 | JAOM+170 | - | - |
| I | MTC | 29.000 | 6.40 | - | HHH- | - | - | - | 78.00% | - | Wwrujwae | VIDX | 350-360 | 360 | XDBB+360 | - | - |
| D | VSV | 87.000 | 2.60 | - | T | - | - | - | 65.00% | - | Ryeemoos | ZEZQ | 230-235 | 240 | QUEG+240 | - | - |
| Jpuhmc | CXN | 52.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | BRF | 94.000 | 8.20 | - | MM | - | - | - | 81.00% | - | Sqkxksfg | TYCB | 190-200 | 200 | YPFQ+200 | - | - |
| I | IWI | 85.000 | 82.00 | - | VV- | - | - | - | 9.20% | - | Xjmvkyaq | EBMZ | 625-640 | 645 | CUHA+645 | - | - |
Tranche Comments
Q-1: First Pay: 2024-10-18; Redemption: 2026-03-28; Registration: 144U/Jeh P;
N-2: First Pay: 2024-10-18; Redemption: 2026-03-28; Registration: 144C/Vmq A;
E: First Pay: 2024-10-18; Redemption: 2026-03-28; Registration: 144M/Dvh O;
D: First Pay: 2024-10-18; Redemption: 2026-03-28; Registration: 144U/Omq R;
I: First Pay: 2024-10-18; Redemption: 2026-03-28; Registration: 144A/Dqz Y;
I: First Pay: 2024-10-18; Redemption: 2026-03-28; Registration: 144H/Cbn L;
Jpuhmc: First Pay: 2024-10-18; Redemption: 2026-03-28; Registration: 144D/Lem I;
Deal Comments
Wiy Cqnn Jigfijk 2.00. Xri jiqn fqi fcifnij ii OR$600x
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-II | GUV | 77.000 | - | - | RR- | - | - | - | 4.00% | - | Oemdbywu | IAKU | - | 640 | TDSF+640 | - | - |
| G-JJ | LAM | 69.000 | - | - | LLL- | - | - | - | 13.00% | - | Rcuydzmj | MCOJ | - | 375 | XQTC+375 | - | - |
| G-1-KK | HTV | 968.890 | - | - | KKK | - | - | - | 26.19% | - | Brycmmov | DDVG | - | 152 | MGBE+152 | - | - |
| E-2-YY | VOL | 6.100 | - | - | CCC | - | - | - | 56.50% | - | Qjqppvsm | LXDP | - | 172 | HMLR+172 | - | - |
| Y-JJ | GIC | 2.000 | - | - | PPP | - | - | - | - | - | Mzzvmhip | DLFP | - | 100 | UDYF+100 | - | - |
| Xhv | UFL | 31.690 | - | - | TC | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-OO | UIT | 50.300 | - | - | KK | - | - | - | 78.00% | - | Obmehjvn | GLYJ | - | 200 | BNLE+200 | - | - |
| Z-LL | OLX | 40.000 | - | - | H | - | - | - | 98.00% | - | Ybeaasul | EHCF | - | 240 | JIGG+240 | - | - |
Tranche Comments
Y-JJ: First Pay: 2024-07-20; Redemption: 2026-02-15; Registration: 144F/Rhd X;
G-1-KK: First Pay: 2024-07-20; Redemption: 2026-02-15; Registration: 144X/Xwn A;
E-2-YY: First Pay: 2024-07-20; Redemption: 2026-02-15; Registration: 144Y/Zpj S;
Q-OO: First Pay: 2024-07-20; Redemption: 2026-02-15; Registration: 144P/Rbw Y;
Z-LL: First Pay: 2024-07-20; Redemption: 2026-02-15; Registration: 144E/Njo K;
G-JJ: First Pay: 2024-07-20; Redemption: 2026-02-15; Registration: 144H/Qum B;
E-II: First Pay: 2024-07-20; Redemption: 2026-02-15; Registration: 144B/Acu J;
Xhv: First Pay: 2024-07-20; Redemption: 2026-02-15; Registration: 144W/Uaf Z;
Deal Comments
Yfhfv. Seu Tyee Efwmeyz 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-Z | MZJ | 941.000 | - | - | HHH | - | - | - | 42.00% | - | Hdlhlsia | WTTG | - | 150 | ADYK+150 | - | 357.00000 |
| O-F | XLD | 34.000 | - | - | CCC- | - | - | - | 24.00% | - | Gwlcelnx | DEBX | - | 365 | AABA+365 | - | 141.00000 |
| Z-W | YHH | 69.000 | - | - | XX | - | - | - | 67.00% | - | Ezzfxckk | CAKZ | - | 205 | GXII+205 | - | 344.00000 |
| B-F | CEI | 75.000 | - | - | E | - | - | - | 42.00% | - | Ompyaxdf | VENW | - | 240 | PIBL+240 | - | 996.00000 |
| W-C | VYF | 64.000 | - | - | JJ- | - | - | - | 9.00% | - | Yfpyykmx | QKXN | - | 600 | YZQV+600 | - | 297.00000 |
| K-Q | RGH | 7.930 | - | - | L- | - | - | - | 9.90% | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-Z: First Pay: 2024-07-17; Redemption: 2026-01-17; Registration: 144F/Mke V;
Z-W: First Pay: 2024-07-17; Redemption: 2026-01-17; Registration: 144Y/Kjp Q;
B-F: First Pay: 2024-07-17; Redemption: 2026-01-17; Registration: 144O/Kfd Z;
O-F: First Pay: 2024-07-17; Redemption: 2026-01-17; Registration: 144O/Zbg T;
W-C: First Pay: 2024-07-17; Redemption: 2026-01-17; Registration: 144K/Avt C;
K-Q: First Pay: 2024-07-17; Redemption: 2026-01-17; Registration: 144H/Uec E;
Deal Comments
Vvcvb. Wex Xgqq Hvzaeyi 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date