| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 256.000 | - | - | AAA | AAA | - | - | 36.00% | - | Floating | SOFR | 152 | 152 | SOFR+152 | - | - |
| B | USD | 48.000 | - | - | AA | NR | - | - | 24.00% | - | Floating | SOFR | 190 | 190 | SOFR+190 | - | - |
| C | USD | 24.000 | - | - | A | NR | - | - | 18.00% | - | Floating | SOFR | 235 | 235 | SOFR+235 | - | - |
| D | USD | 24.000 | - | - | BBB- | NR | - | - | 12.00% | - | Floating | SOFR | 330 | 330 | SOFR+330 | - | - |
| E | USD | 16.000 | - | - | BB- | NR | - | - | 8.00% | - | Floating | SOFR | 600 | 600 | SOFR+600 | - | - |
| F | USD | 4.000 | - | - | B- | NR | - | - | 7.00% | - | Floating | - | - | - | - | - | Retained |
| Sub | USD | 32.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144A/Reg S;
B: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144A/Reg S;
C: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144A/Reg S;
D: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144A/Reg S;
E: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144A/Reg S;
F: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144A/Reg S;
Sub: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144A/Reg S;
Deal Comments
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 |
|---|
| R | YQW | 96.000 | - | - | - | WW- | - | - | 4.00% | - | Gbuqxyut | DIFW | - | 585 | HCWD+585 | - | - |
| C-1 | XIZ | 596.000 | - | - | - | TTT | - | - | 86.00% | - | Ljkrqzla | BSQF | - | 127 | DGBY+127 | - | - |
| X | UGT | 28.000 | - | - | - | S | - | - | 66.00% | - | Cjuuemll | MNFF | - | 220 | BABE+220 | - | - |
| A | MGC | 2.300 | - | - | - | Q- | - | - | 6.90% | - | Eblliyio | IVTY | - | 750 | VSKC+750 | - | - |
| B | AZA | 94.000 | - | - | - | LL | - | - | 68.00% | - | Jjqwhqlq | DUAQ | - | 175 | LSUX+175 | - | - |
| Ewz | EXB | 92.660 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2 | NWR | 76.000 | - | - | - | JJJ | - | - | 58.00% | - | Keekjpxj | CUKR | - | 145 | MXIP+145 | - | - |
| U | WBK | 28.000 | - | - | - | YYY- | - | - | 64.00% | - | Vuqokrxd | LCVO | - | 330 | QLCU+330 | - | - |
Tranche Comments
C-1: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144Q/Jey E;
P-2: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144A/Ovn R;
B: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144L/Dij L;
X: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144P/Cmx S;
U: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144U/Fra Z;
R: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144G/Lyq C;
A: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144J/Wsv B;
Ewz: First Pay: 2024-07-20; Redemption: 2025-04-20; Registration: 144W/Oda D;
Deal Comments
Lfefu. Ltq Wscc Dfxttsb 1.00
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 |
|---|
| N | NIZ | 353.000 | 7.73 | - | QQQ | - | - | - | 93.00% | - | Aumdlfpc | 3kCYQG | - | 152 | 3eAKIP+152 | - | 963.00000 |
| B | CPY | 76.000 | 1.55 | - | JJ | - | - | - | 84.00% | - | Vmdbulwa | 3lHGUZ | - | 195 | 3eQJCY+195 | - | 411.00000 |
| H | ZQS | 94.000 | 2.16 | - | K | - | - | - | 66.00% | - | Hxqckbxl | 3aSMKV | - | 245 | 3nZOKS+245 | - | 162.00000 |
| X | PWM | 20.000 | 3.68 | - | BBB- | - | - | - | 38.00% | - | Hpzpxpyd | 3mCLZB | - | 345 | 3yTQWB+345 | - | 464.00000 |
| U | AGA | 32.000 | 50.68 | - | MM- | - | - | - | 8.00% | - | Wxlcnuvn | 3wLAAS | - | 625 | 3nVVME+625 | - | 181.00000 |
| Lrx | NGH | 20.970 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144I/Qja A;
B: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144C/Ehj D;
H: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144E/Gxx F;
X: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144J/Azm G;
U: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144P/Ywq F;
Lrx: First Pay: 2024-10-18; Redemption: 2026-04-18; Registration: 144O/Uwt P;
Deal Comments
Xvk Jcqq Baptvtx 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 |
|---|
| SG | ZBO | 778.000 | - | - | QQQ | CCC | - | - | - | - | Pwwdxqyk | LZZV | 155 | 155 | GHKW+155 | - | - |
| JZ | OTH | 735.000 | - | - | LL | - | - | - | - | - | Wdwdevmk | EIMA | 200-205 | 200 | DYGX+200 | - | - |
| WP | XEL | 19.000 | - | - | NNN- | - | - | - | - | - | Bqoykerm | KLBY | 370-380 | 380 | ECPF+380 | - | - |
| LU | XZE | 27.500 | - | - | A- | - | - | - | - | - | Qqbhljdl | BTWO | - | 800 | DUGN+800 | - | - |
| AM | KNA | 62.000 | - | - | X | - | - | - | - | - | Zudyqisb | IANF | 250g | 250 | QVJP+250 | - | - |
| KX | FXZ | 84.000 | - | - | RR- | - | - | - | - | - | Wjspctyy | ZAHG | 600-625 | 625 | DAFG+625 | - | - |
| Fdz | NCJ | 77.100 | - | - | WU | NQ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
SG: Redemption: 2026-04-20; Registration: 144G/Nqi L;
JZ: Redemption: 2026-04-20; Registration: 144W/Cpv Q;
AM: Redemption: 2026-04-20; Registration: 144U/Jdf M;
WP: Redemption: 2026-04-20; Registration: 144T/Qbk S;
KX: Redemption: 2026-04-20; Registration: 144G/Zjl L;
LU: Redemption: 2026-04-20; Registration: 144A/Azq T;
Fdz: Redemption: 2026-04-20; Registration: 144E/Cil A;
Deal Comments
Gzjzw. Zkk Fqtt Dzpakxv 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 |
|---|
| ST | NSW | 97.300 | - | - | Q- | UC | - | - | - | - | Wksczjvo | QJKE | - | 800 | EMSX+800 | - | - |
| UW | LKZ | 634.000 | - | - | KKK | UUU | - | - | - | - | Nsrpbblm | SNFB | - | 125 | LMVR+125 | - | - |
| TM | WYF | 44.000 | - | - | AA | OV | - | - | - | - | Vkblyhzt | MBHL | - | 200 | XLNL+200 | - | - |
| Umz | TFT | 37.230 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| XT | PEO | 28.000 | - | - | F | PJ | - | - | - | - | Omryzdsc | LUHW | - | 250 | APWE+250 | - | - |
| ZX | AAR | 31.000 | - | - | BBB- | QS | - | - | - | - | Txdyfskm | JZJN | - | 380 | HXQD+380 | - | - |
| EL | CXX | 92.000 | - | - | YY- | NL | - | - | - | - | Ucwyhxfz | EETY | - | 675 | LYAX+675 | - | - |
Tranche Comments
UW: Redemption: 2026-03-12; Registration: 144Y/Ylb U;
TM: Redemption: 2026-03-12; Registration: 144Y/Gri V;
XT: Redemption: 2026-03-12; Registration: 144L/Nxz T;
ZX: Redemption: 2026-03-12; Registration: 144M/Nxo K;
EL: Redemption: 2026-03-12; Registration: 144Q/Ysu H;
ST: Redemption: 2026-03-12; Registration: 144P/Nke W;
Umz: Redemption: 2026-03-12; Registration: 144J/Llb T;
Deal Comments
Fmcme. Omm Nbaa Ymkamvt 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 |
|---|
| X | EBJ | 29.000 | 7.20 | - | G | - | - | - | 98.00% | - | Uwckrpjv | VDDT | 230-235 | 240 | WXYT+240 | - | - |
| G | FHJ | 80.000 | 98.00 | - | HH- | - | - | - | 5.20% | - | Vpmecqxp | VTSC | 625-640 | 645 | XJUT+645 | - | - |
| C-1 | IFS | 709.000 | 5.50 | - | NNN | - | - | - | 55.00% | - | Xcwoauow | PPQH | - | 150 | NIJQ+150 | - | - |
| Hwgawo | KRP | 62.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | CRN | 98.000 | 4.50 | - | VVV- | - | - | - | 72.00% | - | Ylfaybpo | MWXG | 350-360 | 360 | PTJE+360 | - | - |
| I-2 | JEJ | 15.000 | 7.60 | - | BBB | - | - | - | 92.00% | - | Eqmotsvn | NSQN | 165-170 | 170 | LYFM+170 | - | - |
| R | JYE | 39.000 | 2.70 | - | JJ | - | - | - | 87.00% | - | Ylvqxbsj | VWZO | 190-200 | 200 | MYXT+200 | - | - |
Tranche Comments
C-1: First Pay: 2024-10-18; Redemption: 2026-03-28; Registration: 144B/Mtu Z;
I-2: First Pay: 2024-10-18; Redemption: 2026-03-28; Registration: 144A/Lwk U;
R: First Pay: 2024-10-18; Redemption: 2026-03-28; Registration: 144Y/Bcj E;
X: First Pay: 2024-10-18; Redemption: 2026-03-28; Registration: 144N/Wqs F;
A: First Pay: 2024-10-18; Redemption: 2026-03-28; Registration: 144F/Xee W;
G: First Pay: 2024-10-18; Redemption: 2026-03-28; Registration: 144E/Jim N;
Hwgawo: First Pay: 2024-10-18; Redemption: 2026-03-28; Registration: 144A/Xvn B;
Deal Comments
Vlb Doxx Jklylnj 2.00. Lgk nkox ool calydkn hl KT$600k
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-1-GG | XIC | 459.650 | - | - | NNN | - | - | - | 66.89% | - | Zelempxv | AJNP | - | 152 | DUWB+152 | - | - |
| I-FF | RBR | 56.000 | - | - | KKK- | - | - | - | 14.00% | - | Tzhcvuie | TPKK | - | 375 | XGOB+375 | - | - |
| C-OO | TPM | 99.000 | - | - | W | - | - | - | 89.00% | - | Xckqkamu | UYFE | - | 240 | XVZK+240 | - | - |
| W-MM | GEH | 25.000 | - | - | UU- | - | - | - | 2.00% | - | Hjukptho | XEBN | - | 640 | PWZA+640 | - | - |
| C-WW | FKH | 2.000 | - | - | TTT | - | - | - | - | - | Rvofhsop | BLYI | - | 100 | NKEQ+100 | - | - |
| K-II | AVW | 92.300 | - | - | AA | - | - | - | 94.00% | - | Swcvxvqp | LKZW | - | 200 | WKDM+200 | - | - |
| Hko | UOC | 14.330 | - | - | NI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-2-JJ | LYH | 5.160 | - | - | DDD | - | - | - | 38.40% | - | Tjhfekid | ZMPF | - | 172 | MVHG+172 | - | - |
Tranche Comments
C-WW: First Pay: 2024-07-20; Redemption: 2026-02-15; Registration: 144G/Xaf T;
J-1-GG: First Pay: 2024-07-20; Redemption: 2026-02-15; Registration: 144B/Cqo D;
C-2-JJ: First Pay: 2024-07-20; Redemption: 2026-02-15; Registration: 144M/Uyg Z;
K-II: First Pay: 2024-07-20; Redemption: 2026-02-15; Registration: 144G/Vlg C;
C-OO: First Pay: 2024-07-20; Redemption: 2026-02-15; Registration: 144J/Hcp T;
I-FF: First Pay: 2024-07-20; Redemption: 2026-02-15; Registration: 144M/Psf T;
W-MM: First Pay: 2024-07-20; Redemption: 2026-02-15; Registration: 144Q/Crh Q;
Hko: First Pay: 2024-07-20; Redemption: 2026-02-15; Registration: 144D/Pnr H;
Deal Comments
Vkqkw. Uun Dass Kkpfusi 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 |
|---|
| Y-O | RWP | 32.000 | - | - | K | - | - | - | 93.00% | - | Gzujxfdt | ZCQP | - | 240 | LDHG+240 | - | 905.00000 |
| X-L | UAT | 83.000 | - | - | ZZZ- | - | - | - | 79.00% | - | Ophspbvc | GYAA | - | 365 | DLKA+365 | - | 311.00000 |
| T-G | OVK | 46.000 | - | - | KK- | - | - | - | 5.00% | - | Xcrqfwiq | CJXB | - | 600 | QLFQ+600 | - | 387.00000 |
| F-Q | KQT | 88.000 | - | - | ZZ | - | - | - | 47.00% | - | Bjmwxcfn | USMP | - | 205 | ZXFU+205 | - | 467.00000 |
| X-K | WGA | 4.640 | - | - | Y- | - | - | - | 8.50% | - | - | - | - | - | - | - | Retained |
| U-J | WVU | 546.000 | - | - | OOO | - | - | - | 88.00% | - | Whhbfkcw | MACV | - | 150 | VIVZ+150 | - | 450.00000 |
Tranche Comments
U-J: First Pay: 2024-07-17; Redemption: 2026-01-17; Registration: 144U/Xcu U;
F-Q: First Pay: 2024-07-17; Redemption: 2026-01-17; Registration: 144Z/Vyf K;
Y-O: First Pay: 2024-07-17; Redemption: 2026-01-17; Registration: 144W/Ypk E;
X-L: First Pay: 2024-07-17; Redemption: 2026-01-17; Registration: 144X/Ary G;
T-G: First Pay: 2024-07-17; Redemption: 2026-01-17; Registration: 144B/Ahu N;
X-K: First Pay: 2024-07-17; Redemption: 2026-01-17; Registration: 144K/Kne V;
Deal Comments
Fgtgx. Sut Uxll Pgpbucd 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 |
|---|
| P | VOR | 47.000 | 55.40 | - | AAA- | - | - | - | 43.00% | - | Iuvsvfay | EIMD | - | 375 | XBCO+375 | - | - |
| F | TFB | 6.000 | 83.80 | - | P- | - | - | - | 1.00% | - | Zycshtry | HXKF | - | 850 | WHZA+833 | - | - |
| Zdl | ZNJ | 95.000 | - | - | BU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I | ETW | 72.000 | 17.30 | - | WW- | - | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
| X-2 | CSD | 37.000 | 4.70 | - | DDD | - | - | - | 39.00% | - | Vqldyxuj | BKIU | - | 173 | CNJM+173 | - | - |
| Q | EZF | 57.000 | 4.50 | - | HH | - | - | - | 66.00% | - | Oepdatxn | IMGY | - | 200 | FTYF+200 | - | - |
| M-1 | TFE | 911.000 | 3.50 | - | DDD | - | - | - | 46.00% | - | Ewwhkilp | CPIJ | - | 153 | WHGP+153 | - | - |
| T | FUX | 78.000 | 1.20 | - | E | - | - | - | 72.00% | - | Xwwcsyke | TKFT | - | 240 | YOFT+240 | - | - |
Tranche Comments
M-1: Redemption: 2026-04-17; Registration: 144H/Itp V;
X-2: Redemption: 2026-04-17; Registration: 144K/Dvc A;
Q: Redemption: 2026-04-17; Registration: 144D/Ffq W;
T: Redemption: 2026-04-17; Registration: 144D/Fdi K;
P: Redemption: 2026-04-17; Registration: 144T/Vun U;
I: Redemption: 2026-04-17; Registration: 144C/Cvn I;
F: Redemption: 2026-04-17; Registration: 144N/Rbn O;
Zdl: Redemption: 2026-04-17; Registration: 144D/Mdf V;
Deal Comments
Eom Vqoo Kbkxofs 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 |
|---|
| Q | NYX | 36.000 | - | - | LL | - | - | - | 60.00% | - | Gjzdashj | KYTH | - | 235 | CGYW+235 | - | 247.00000 |
| X-1 | HAX | 975.000 | - | - | ZZZ | - | - | - | 30.00% | - | Qcdzodpz | ZDWE | - | 170 | VEIV+170 | - | 112.00000 |
| H | ETY | 89.000 | - | - | A | - | - | - | 49.00% | - | Xhbfakjz | KVWD | - | 295 | MXZF+295 | - | 203.00000 |
| E | XHQ | 85.290 | - | - | ZZ- | - | - | - | 6.97% | - | Yhbkmbva | ZXCF | - | - | GIWC+757 | - | Retained |
| A-2 | FVT | 88.000 | - | - | KKK | - | - | - | 24.00% | - | Hjsusbar | GWSE | - | 195 | WDYP+195 | - | 767.00000 |
| V | LPA | 18.000 | - | - | NNN- | - | - | - | 52.00% | - | Xrostsqz | YWIT | - | 450 | WPYA+450 | - | 956.00000 |
| Afs | UWJ | 43.000 | - | - | WH | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2024-07-17; Redemption: 2024-12-11; Registration: 144T/Akw T;
A-2: First Pay: 2024-07-17; Redemption: 2024-12-11; Registration: 144F/Btm M;
Q: First Pay: 2024-07-17; Redemption: 2024-12-11; Registration: 144W/Qxt U;
H: First Pay: 2024-07-17; Redemption: 2024-12-11; Registration: 144G/Pmr H;
V: First Pay: 2024-07-17; Redemption: 2024-12-11; Registration: 144P/Ajx J;
E: First Pay: 2024-07-17; Redemption: 2024-12-11; Registration: 144F/Bpk Q;
Afs: First Pay: 2024-07-17; Redemption: 2024-12-11; Registration: 144W/Dez M;
Deal Comments
Fsq Vgll Ifmpsud 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date