| 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 |
|---|
| Khj | ZZG | 777.000 | - | - | IX | - | - | - | - | - | Qxohttlh | 3bEEBE | - | - | - | - | Retained |
| B | BJB | 530.000 | 8.80 | - | PPP | - | - | - | 86.00% | - | Isrprven | 3vLNEV | - | 200 | 3qUVFU+200 | - | - |
| J | MIO | 64.000 | 9.70 | - | B | - | - | - | 16.00% | - | Ypqvuffq | 3aGVSZ | - | 330 | 3jHAIM+330 | - | - |
| H | NAV | 82.000 | 1.40 | - | LL | - | - | - | 52.00% | - | Nsklrlmc | 3aPSQM | - | 250 | 3tEGDF+250 | - | - |
Tranche Comments
B: Redemption: 2026-03-07; Registration: 144I/Yip R;
H: Redemption: 2026-03-07; Registration: 144E/Zxp S;
J: Redemption: 2026-03-07; Registration: 144B/Ffn E;
Khj: Redemption: 2026-03-07; Registration: 144B/Hpk M;
Deal Comments
Mrb Ntxx Halerrf 2.00. Kga ratx ati klierar qr RB$597t
Risk Retention
JF - Xzbg UJ/JK - Xzb
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 |
|---|
| H | YPN | 37.800 | 4.40 | - | QQ | - | - | - | 16.00% | - | Akqbsoeu | 3xAZVU | - | 320 | 3uWDVB+230 | - | - |
| N | OOX | 371.200 | 9.00 | - | QQQ | - | - | - | 52.00% | - | Qhmdxtum | 3bBXCA | - | 230 | 3hYXMZ+230 | - | - |
| XE | FTN | 569.310 | - | - | OH | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144H/Gpk O;
H: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144W/Nxb H;
XE: First Pay: 2024-07-20; Redemption: 2026-01-20; Registration: 144U/Mog H;
Deal Comments
Imz Tzgg Vkwrmbp 2.00
Risk Retention
BM - Rzs, AB/BH - Rzs
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 |
|---|
| U-NC | YJH | 487.400 | 8.80 | - | CCC | - | - | - | 93.00% | - | Sklpfiwn | 3nHGGQ | - | 240 | 3jJVCW+240 | - | - |
| K-M | UMW | 22.700 | 3.10 | - | YY | - | - | - | 59.00% | - | Vhqysufb | 3eTSGW | - | 325 | 3eXMFO+325 | - | - |
| G | KVI | 40.000 | 5.50 | - | U | - | - | - | 21.00% | - | Erfwjwss | 3oGYDE | - | 425 | 3hDAMZ+425 | - | - |
| D-VJ | UHT | 65.000 | 7.60 | - | EEE | - | - | - | 26.00% | - | Akmzy | - | - | - | 6.35% | - | - |
| T-MW | RCU | 29.000 | 8.70 | - | YYY | - | - | - | 47.00% | - | Hfredyco | 3qCQTM | - | 240 | 3uCMYP+240 | - | - |
Tranche Comments
U-NC: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144L/Oqj O;
T-MW: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144T/Mub F;
D-VJ: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144D/Vov H;
K-M: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144V/Izp F;
G: First Pay: 2024-05-20; Redemption: 2026-02-20; Registration: 144U/Zky Y;
Deal Comments
Ofxfj. Xtk-Rkjj Hffdthq 2.00. Ygf hfkj dkx hxxdifh jt MU$520o
Risk Retention
VJ - Pkuz GV/VK - Pku
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 |
|---|
| Z | HSB | 192.000 | 5.89 | - | TTT | - | - | - | 55.00% | - | Ohzmrplc | KKBZ | - | 240 | ZBFC+240 | - | 592.00000 |
| N | QMG | 69.000 | 7.80 | - | MM | - | - | - | 61.00% | - | Uhwpoplp | UOTH | - | 325 | JXFL+325 | - | 310.00000 |
| UP | QVZ | 747.700 | - | - | SL | - | - | - | - | - | Eskfzaja | KONV | - | - | - | - | Retained |
| W-A | KMD | 82.000 | 2.46 | - | SSS | - | - | - | 34.00% | - | Xlhxjkwr | LAZT | - | 240 | JDXQ+240 | - | 145.00000 |
Tranche Comments
Z: Registration: 144Z/Zbc S;
W-A: Registration: 144K/Tts Y;
N: Registration: 144B/Qum Z;
UP: Registration: 144O/Bdo W;
Deal Comments
Yjm Ktkk Enzcjhe 2.00
Risk Retention
DF - Zidf WD/ DP - Zid
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Pihm | CLT | 721.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | CHC | 796.000 | 3.50 | - | JJJ | - | - | - | 11.00% | - | Pzfhddol | BJCM | 255 | 255 | LMFL+255 | - | 268.00000 |
| D | RFO | 89.000 | 9.60 | - | UU | - | - | - | 10.00% | - | Nbdjldzv | SHAF | 335-345 | 335 | UYYD+335 | - | 739.00000 |
Tranche Comments
G: First Pay: 2024-03-20; Registration: 144Y/Foe A;
D: First Pay: 2024-03-20; Registration: 144I/Vwr Y;
Pihm: First Pay: 2024-03-20; Registration: 144E/Fqz X;
Deal Comments
Bnw Wvll Nmuqnnx 2.00
Risk Retention
RP - Lufp QR - Luf (Nmwdjmusuw)
Reinvestment Period (YRS)
8
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | CLV | 7.000 | 8.10 | - | AAA | - | - | - | 77.00% | - | Chezjcyu | TYOD | 300-310 | 310 | YMYP+310 | - | - |
| C | NPX | 37.000 | 2.10 | - | EE | - | - | - | 43.00% | - | Czojhtou | ZCAB | 360i | 355 | EJWZ+355 | - | - |
| B-1D | YQV | 618.000 | 7.90 | - | DDD | - | - | - | 47.00% | - | Ivzhdzmn | JVES | - | 255 | SXCW+255 | - | - |
| C-1C | LEQ | 10.000 | 2.60 | - | QQQ | - | - | - | 62.00% | - | Gqcfjkxy | QKOM | - | 255 | WHWW+255 | - | - |
| Qnvfok | GEM | 705.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1B | JLI | 14.000 | 7.20 | - | OOO | - | - | - | 99.00% | - | Oagje | - | - | - | 6.37% | - | - |
Tranche Comments
B-1D: First Pay: 2024-01-20; Redemption: 2025-01-20;
C-1C: First Pay: 2024-01-20; Redemption: 2025-01-20;
E-1B: First Pay: 2024-01-20; Redemption: 2025-01-20;
O-2: First Pay: 2024-01-20; Redemption: 2025-01-20;
C: First Pay: 2024-01-20; Redemption: 2025-01-20;
Qnvfok: First Pay: 2024-01-20; Redemption: 2025-01-20;
Deal Comments
Kgj Tagg Hzfagdh 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 |
|---|
| P-1J | EZB | 223.200 | 9.00 | - | WWW | - | - | - | 75.00% | - | Wvxumoxi | 3cYLJW | - | 250 | 3qYZEU+250 | - | - |
| E-1P | CXP | 63.000 | 6.00 | - | SSS | - | - | - | 64.00% | - | Duvboznj | 3lTDBP | - | 250 | 3lQBGP+250 | - | - |
| J-1H | MNN | 74.600 | 4.00 | - | XXX | - | - | - | 27.00% | - | Cmten | - | - | - | 6.10% | - | - |
| R | NSF | 45.000 | 1.10 | - | UU | - | - | - | 54.00% | - | Qubzdiyl | 3sPHCH | - | 360 | 3jIIGF+360 | - | - |
| Dne | MEI | 496.340 | - | - | EP | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1J: First Pay: 2023-11-15; Redemption: 2025-11-15; Registration: 144G/Djs A;
E-1P: First Pay: 2023-11-15; Redemption: 2025-11-15; Registration: 144J/Lmr R;
J-1H: First Pay: 2023-11-15; Redemption: 2025-11-15; Registration: 144L/Vwa A;
R: First Pay: 2023-11-15; Redemption: 2025-11-15; Registration: 144F/Wim V;
Dne: First Pay: 2023-11-15; Redemption: 2025-11-15; Registration: 144A/Qjy A;
Deal Comments
Mtn Rxhh Nztbtvl 2.5
Risk Retention
QW - Qnhe WE - Qnh
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 |
|---|
| F | XRB | 91.000 | 7.70 | - | BB | - | - | - | 24.00% | - | Atlqdiit | JULP | - | 360 | UIBP+360 | - | - |
| X | JFZ | 311.000 | 8.10 | - | UUU | - | - | - | 32.00% | - | Tukcwezt | YSHK | - | 245 | QQIK+245 | - | - |
| Igq | EEN | 916.100 | - | - | XU | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2025-03-09;
F: Redemption: 2025-03-09;
Igq: Redemption: 2025-03-09;
Deal Comments
Rbt Bvss Rqmfbha 2.00
Risk Retention
QG - Cjkq PQ/QL - Cjk
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 |
|---|
| B | KFM | 45.000 | 9.80 | - | VV | - | - | - | 84.00% | - | Mqhdlkqv | DBSJ | - | 400 | LMFM+400 | - | 284.00000 |
| O-2 | HUM | 9.000 | 3.43 | - | ZZZ | - | - | - | 56.00% | - | Nstkg | - | - | - | 6.80% | 6.800% | 311.00000 |
| L-1K | YZO | 50.000 | 9.72 | - | WWW | - | - | - | 47.00% | - | Xyjsqhut | QUUC | - | 270 | DBAX+270 | - | 442.00000 |
| Y-1P | KPY | 731.000 | 6.16 | - | CCC | - | - | - | 22.00% | - | Csplercs | WPJH | - | 270 | AOJA+270 | - | 371.00000 |
Tranche Comments
Y-1P: First Pay: 2023-05-20; Redemption: 2024-11-20;
L-1K: First Pay: 2023-05-20; Redemption: 2024-11-20;
O-2: First Pay: 2023-05-20; Redemption: 2024-11-20;
B: First Pay: 2023-05-20; Redemption: 2024-11-20;
Deal Comments
Ivm Hwvv Qgyvvsz 2.00
Risk Retention
JU - Jelj RJ/JH - Jel (veuywcc wltevyl)
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Invalid date