| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-R | USD | 228.000 | 5.32 | - | AAA | - | - | - | 43.00% | - | Floating | SOFR | - | 185 | SOFR+185 | - | 100.00000 |
| B-R | USD | 32.000 | 7.03 | - | AA | - | - | - | 35.00% | - | Floating | SOFR | - | 235 | SOFR+235 | - | 100.00000 |
| PS | USD | 135.310 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-R: Registration: 144A/Reg S;
B-R: Registration: 144A/Reg S;
PS: Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
US - Yes; EU/UK - Yes
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | OFT | 165.000 | 7.50 | - | TTT | - | - | - | 67.00% | - | Zzvcawng | 3yWETX | - | 200 | 3hBBJR+200 | - | - |
| X | FMG | 59.000 | 4.80 | - | V | - | - | - | 77.00% | - | Dqlmjssd | 3bVVBJ | - | 330 | 3rSJLD+330 | - | - |
| B | JAK | 31.000 | 5.40 | - | EE | - | - | - | 68.00% | - | Hfvvlkvq | 3mCZTI | - | 250 | 3jHUEQ+250 | - | - |
| Llq | VLP | 149.000 | - | - | IW | - | - | - | - | - | Pfhekblp | 3uATZE | - | - | - | - | Retained |
Tranche Comments
J: Redemption: 2026-03-07; Registration: 144C/Eyh L;
B: Redemption: 2026-03-07; Registration: 144A/Wts F;
X: Redemption: 2026-03-07; Registration: 144L/Rsz K;
Llq: Redemption: 2026-03-07; Registration: 144L/Nth B;
Deal Comments
Vqi Xxll Mvkfqdc 2.00. Jnv dvxl nxx xjxfivd aq VB$597d
Risk Retention
MM - Aepm GM/ME - Aep
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 |
|---|
| V | QXO | 43.700 | 8.60 | - | AA | - | - | - | 22.00% | - | Wyhpqvxl | 3uULPV | - | 320 | 3hKYXG+230 | - | - |
| VP | BPL | 470.930 | - | - | YD | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | LQH | 979.100 | 7.00 | - | CCC | - | - | - | 10.00% | - | Kawrejya | 3xMCXM | - | 230 | 3tQGUX+230 | - | - |
Tranche Comments
N: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144C/Ynh D;
V: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144U/Nez D;
VP: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144D/Zzy M;
Deal Comments
Ihc Layy Twvyhco 2.00
Risk Retention
IW - Flq, II/IR - Flq
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 |
|---|
| T-KG | KQO | 62.000 | 2.90 | - | TTT | - | - | - | 40.00% | - | Jkwga | - | - | - | 6.35% | - | - |
| Q-SW | BGL | 174.500 | 6.40 | - | XXX | - | - | - | 88.00% | - | Xrlzbzso | 3hBDPO | - | 240 | 3lZFYF+240 | - | - |
| E-VH | GKO | 29.000 | 7.50 | - | PPP | - | - | - | 60.00% | - | Svfzldcu | 3dWSQW | - | 240 | 3aLHWS+240 | - | - |
| C | MSW | 31.000 | 3.60 | - | P | - | - | - | 42.00% | - | Clufmtmr | 3lDJKZ | - | 425 | 3xLABZ+425 | - | - |
| C-A | FRD | 20.100 | 9.30 | - | TT | - | - | - | 27.00% | - | Fdpxfbcu | 3gBMNE | - | 325 | 3jTVFN+325 | - | - |
Tranche Comments
Q-SW: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144C/Twf I;
E-VH: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144V/Abl Y;
T-KG: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144V/Nqs V;
C-A: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144W/Gvv C;
C: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144Z/Tbc J;
Deal Comments
Rnnnj. Dyr-Eqqq Mngyykd 2.00. Ovn knqq nqn rtnygnk jy WN$520b
Risk Retention
CW - Biwp CC/CM - Biw
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 |
|---|
| Z-F | NHE | 34.000 | 8.76 | - | LLL | - | - | - | 99.00% | - | Crjlkuhe | KBYA | - | 240 | CULY+240 | - | 537.00000 |
| G | VLU | 57.000 | 8.50 | - | TT | - | - | - | 81.00% | - | Aqbmmppv | XTCT | - | 325 | AVNG+325 | - | 962.00000 |
| OO | LLC | 810.100 | - | - | EG | - | - | - | - | - | Lxusfdnj | VHSP | - | - | - | - | Retained |
| T | ZZA | 132.000 | 8.18 | - | QQQ | - | - | - | 62.00% | - | Kxwbolmk | JWSF | - | 240 | GJXC+240 | - | 961.00000 |
Tranche Comments
T: Registration: 144G/Rms P;
Z-F: Registration: 144Y/Hfz N;
G: Registration: 144Q/Ufr A;
OO: Registration: 144L/Ecx F;
Deal Comments
Wsu Dtkk Mxoasdg 2.00
Risk Retention
IB - Guxf DI/ IL - Gux
Reinvestment Period (YRS)
7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | RAF | 13.000 | 3.60 | - | RR | - | - | - | 35.00% | - | Umfmsppt | MPHC | 335-345 | 335 | ZEGR+335 | - | 558.00000 |
| E | FWH | 163.000 | 7.30 | - | XXX | - | - | - | 66.00% | - | Fecqkcol | WBGW | 255 | 255 | GSYC+255 | - | 101.00000 |
| Sdeg | XZF | 317.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: First Pay: 2024-03-20; Registration: 144V/Dwd K;
A: First Pay: 2024-03-20; Registration: 144H/Exy F;
Sdeg: First Pay: 2024-03-20; Registration: 144D/Qml H;
Deal Comments
Itm Qaaa Gnnttqh 2.00
Risk Retention
AJ - Ixoq ZA - Ixo (Rsmqzsscoo)
Reinvestment Period (YRS)
5
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | TIP | 68.000 | 4.10 | - | AA | - | - | - | 97.00% | - | Uuvjtfro | HEDG | 360i | 355 | EXGF+355 | - | - |
| U-1G | PVO | 42.000 | 3.60 | - | BBB | - | - | - | 99.00% | - | Lqkoc | - | - | - | 6.37% | - | - |
| Z-1B | KJM | 714.000 | 3.70 | - | MMM | - | - | - | 28.00% | - | Gmcawppu | WPPV | - | 255 | GVAT+255 | - | - |
| Fcmdli | LSU | 877.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1K | FCQ | 28.000 | 4.10 | - | OOO | - | - | - | 14.00% | - | Ruffxylk | NLVG | - | 255 | YQZC+255 | - | - |
| H-2 | WES | 9.000 | 9.40 | - | III | - | - | - | 36.00% | - | Eoluozjz | UBCG | 300-310 | 310 | EMQF+310 | - | - |
Tranche Comments
Z-1B: First Pay: 2024-01-20; Redemption: 2025-01-20;
K-1K: First Pay: 2024-01-20; Redemption: 2025-01-20;
U-1G: First Pay: 2024-01-20; Redemption: 2025-01-20;
H-2: First Pay: 2024-01-20; Redemption: 2025-01-20;
D: First Pay: 2024-01-20; Redemption: 2025-01-20;
Fcmdli: First Pay: 2024-01-20; Redemption: 2025-01-20;
Deal Comments
Nsg Sozz Mfffszm 1.5
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 |
|---|
| Y-1W | ONJ | 446.900 | 8.00 | - | BBB | - | - | - | 15.00% | - | Nvzesvvv | 3qBKFW | - | 250 | 3rBGWV+250 | - | - |
| T-1M | PXE | 63.000 | 7.00 | - | III | - | - | - | 20.00% | - | Gzqsycvm | 3qNNUA | - | 250 | 3qDXIA+250 | - | - |
| R-1X | IOX | 65.300 | 7.00 | - | WWW | - | - | - | 56.00% | - | Cqpnc | - | - | - | 6.10% | - | - |
| Tmo | RWP | 888.990 | - | - | TO | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | BXF | 38.000 | 2.80 | - | XX | - | - | - | 49.00% | - | Zzerbxnp | 3fALTF | - | 360 | 3sPGCI+360 | - | - |
Tranche Comments
Y-1W: First Pay: 2023-11-15; Redemption: 2025-11-15; Registration: 144F/Aic H;
T-1M: First Pay: 2023-11-15; Redemption: 2025-11-15; Registration: 144V/Kiv B;
R-1X: First Pay: 2023-11-15; Redemption: 2025-11-15; Registration: 144B/Wer F;
K: First Pay: 2023-11-15; Redemption: 2025-11-15; Registration: 144Y/Xre L;
Tmo: First Pay: 2023-11-15; Redemption: 2025-11-15; Registration: 144G/Jce K;
Deal Comments
Fub Lsyy Mztgunl 2.5
Risk Retention
WA - Iajy AK - Iaj
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 |
|---|
| V | PUO | 54.000 | 7.70 | - | AA | - | - | - | 28.00% | - | Yxrethkl | KPAC | - | 360 | THCY+360 | - | - |
| Xyf | IGO | 850.500 | - | - | XF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | RAX | 412.000 | 4.50 | - | TTT | - | - | - | 37.00% | - | Nyksvoof | VYFY | - | 245 | QQDY+245 | - | - |
Tranche Comments
J: Redemption: 2025-03-09;
V: Redemption: 2025-03-09;
Xyf: Redemption: 2025-03-09;
Deal Comments
Epx Vpww Rjcxpnb 2.00
Risk Retention
UU - Cbmw IU/UZ - Cbm
Reinvestment Period (YRS)
2
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 |
|---|
| L-2 | OOL | 8.000 | 2.61 | - | DDD | - | - | - | 82.00% | - | Afpzq | - | - | - | 6.80% | 6.800% | 881.00000 |
| N | VJA | 59.000 | 9.60 | - | VV | - | - | - | 42.00% | - | Iceyxowd | DKES | - | 400 | UTIU+400 | - | 778.00000 |
| M-1P | FHZ | 942.000 | 2.99 | - | RRR | - | - | - | 29.00% | - | Nqdhpeev | KOPC | - | 270 | IAWD+270 | - | 997.00000 |
| H-1D | EUV | 22.000 | 2.23 | - | III | - | - | - | 54.00% | - | Xrudhpci | ZQJN | - | 270 | BPOW+270 | - | 552.00000 |
Tranche Comments
M-1P: First Pay: 2023-05-20; Redemption: 2024-11-20;
H-1D: First Pay: 2023-05-20; Redemption: 2024-11-20;
L-2: First Pay: 2023-05-20; Redemption: 2024-11-20;
N: First Pay: 2023-05-20; Redemption: 2024-11-20;
Deal Comments
Yqy Sqww Kxxwqsz 2.00
Risk Retention
VU - Ykvg WV/VA - Ykv (lklguvy uvaklgv)
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date