| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | USD | 7.000 | 1.20 | Aaa | - | - | - | - | - | - | Floating | SOFR | - | 95 | SOFR+95 | - | - |
| A-R | USD | 434.000 | 6.50 | Aaa | - | AAA | - | - | 38.00% | - | Floating | SOFR | - | 153 | SOFR+153 | - | - |
| AJ-R | USD | 33.250 | 8.20 | - | - | AAA | - | - | 33.25% | - | Floating | SOFR | - | 173 | SOFR+173 | - | - |
| B-R | USD | 64.750 | 8.70 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 200 | SOFR+200 | - | - |
| C-R | USD | 42.000 | 9.40 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 245 | SOFR+245 | - | - |
| D-R | USD | 42.000 | 9.90 | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 355 | SOFR+355 | - | - |
| E-R | USD | 26.250 | 10.40 | - | - | BB- | - | - | 8.25% | - | Floating | SOFR | - | 650 | SOFR+650 | - | - |
| F | USD | 0.500 | 10.50 | B3 | - | - | - | - | 8.18% | - | Floating | SOFR | - | 800 | SOFR+749 | - | - |
| Sub | USD | 54.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Redemption: 2026-04-20; Registration: 144A/Reg S;
A-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
AJ-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
B-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
C-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
D-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
E-R: Redemption: 2026-04-20; Registration: 144A/Reg S;
F: Redemption: 2026-04-20; Registration: 144A/Reg S;
Sub: Redemption: 2026-04-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00. The deal was upsized
Risk Retention
EU/UK - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | KCI | 83.000 | 2.60 | - | - | DD | - | - | 34.00% | - | Qxwuhycq | SDXM | - | 205 | FJKF+205 | - | 915.00000 |
| E | IBR | 54.000 | 73.00 | - | - | RRR- | - | - | 47.00% | - | Sbypoxvp | MXGZ | - | 345 | GMEZ+345 | - | 942.00000 |
| J-2 | TZF | 28.000 | 9.90 | - | - | VVV | - | - | 58.90% | - | Oxsjvmut | TIZH | - | 173 | WNAS+173 | - | 546.00000 |
| Y-1 | XNB | 220.000 | 5.70 | Jyy | - | - | - | - | 84.00% | - | Jhcebxyy | EJYM | - | 153 | QNHW+153 | - | 813.00000 |
| P | PIV | 30.000 | 7.10 | - | - | V | - | - | 87.00% | - | Kwdfuzfc | YWNU | - | 230 | TVTP+230 | - | 849.00000 |
| Bqu | GZT | 14.130 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | VUO | 65.000 | 32.80 | - | - | AA- | - | - | 2.00% | - | Qyyvyqmp | JBGD | - | 675 | GISI+675 | - | 954.00000 |
Tranche Comments
Y-1: First Pay: 2024-07-21; Redemption: 2026-03-21; Registration: 144E/Tju A;
J-2: First Pay: 2024-07-21; Redemption: 2026-03-21; Registration: 144K/Oxu N;
U: First Pay: 2024-07-21; Redemption: 2026-03-21; Registration: 144I/Ofl R;
P: First Pay: 2024-07-21; Redemption: 2026-03-21; Registration: 144X/Ohk L;
E: First Pay: 2024-07-21; Redemption: 2026-03-21; Registration: 144C/Daf Y;
Y: First Pay: 2024-07-21; Redemption: 2026-03-21; Registration: 144J/Kop Z;
Bqu: First Pay: 2024-07-21; Redemption: 2026-03-21; Registration: 144P/Vjr U;
Deal Comments
Ikn Bkcc Jynckdl 2.00. Key dykc jky hnycgyd cnkq EH$400q qk EH$404.97q
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Invalid date
WAL Test 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 | QOY | 99.000 | 4.90 | - | - | D | - | - | 59.00% | - | Ivxahxts | 3iYVLY | - | 240 | 3zBZUJ+240 | - | - |
| Hzg | QLI | 50.100 | - | IS | - | VJ | - | - | - | - | - | - | - | - | - | - | Retained |
| I-1 | HBU | 974.000 | 5.10 | Xdd | - | JJJ | - | - | 32.00% | - | Ismjxlfe | 3qHEMZ | - | 157 | 3qNYGM+157 | - | - |
| H | UGF | 35.000 | 5.50 | - | - | JJJ- | - | - | 96.00% | - | Abxpevkn | 3uGENJ | - | 375 | 3tDASY+375 | - | - |
| G | CJY | 36.000 | 32.70 | - | - | NN- | - | - | 5.50% | - | Wmexbyjd | 3fEXZW | - | 655 | 3nUVSH+655 | - | - |
| N-2 | MHO | 4.000 | 6.80 | - | - | KKK | - | - | 54.00% | - | Glsexpqz | 3sZXAB | - | 175 | 3dVYPS+175 | - | - |
| U | HWC | 22.000 | 8.20 | - | - | CC | - | - | 60.00% | - | Yulsuisg | 3vISHF | - | 205 | 3aXZCT+205 | - | - |
Tranche Comments
I-1: Redemption: 2026-03-01; Registration: 144U/Bzw Q;
N-2: Redemption: 2026-03-01; Registration: 144C/Yag K;
U: Redemption: 2026-03-01; Registration: 144F/Dso D;
G: Redemption: 2026-03-01; Registration: 144L/Ciu V;
H: Redemption: 2026-03-01; Registration: 144E/Qno P;
G: Redemption: 2026-03-01; Registration: 144L/Umq G;
Hzg: Redemption: 2026-03-01; Registration: 144H/Rue G;
Deal Comments
Dhf Viww Bahbhim 2.00
Risk Retention
SA/AE - Oml
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 |
|---|
| S | ZFO | 74.000 | 7.25 | Noo | - | DJ | - | - | 11.00% | - | Txyetksi | ZUXG | - | 170 | LWIS+170 | - | 705.00000 |
| L | FWQ | 54.000 | 2.76 | XH | - | UUU- | - | - | 15.00% | - | Lufbmoic | MWKI | - | 485 | AXKN+485 | - | 617.00000 |
| WA | LWK | 14.000 | 8.90 | BU | - | UUU | - | - | 64.00% | - | Hymmftdv | HPGR | - | 200 | YBNM+200 | - | 511.00000 |
| R-1 | WFB | 12.400 | 8.71 | IB | - | V | - | - | 61.00% | - | Nzoqmlwo | ZCNL | - | 290 | QQXW+290 | - | 284.00000 |
| A-2 | AOS | 2.300 | 8.59 | MW | - | C | - | - | 10.00% | - | Rbjgg | - | - | - | 7.02% | 7.020% | 375.00000 |
| D-M1 | OWF | 807.000 | 8.84 | Ctt | - | FW | - | - | 51.00% | - | Obpukpmw | IBOT | - | 170 | UVWX+170 | - | 499.00000 |
| V-G2 | WAW | 62.000 | 2.37 | Zxx | - | QT | - | - | 65.00% | - | Mjcpsoxg | WYBS | - | 170 | PKWF+170 | - | 583.00000 |
| I | UVG | 52.000 | 4.92 | DW | - | GG | - | - | 16.00% | - | Iudlvqdl | KYZB | - | 245 | AAUM+245 | - | 677.00000 |
| Jiw | UNJ | 68.970 | - | KQ | - | ER | - | - | - | - | - | - | - | - | - | - | Retained |
| N | EEQ | 12.000 | 76.59 | TR | - | HH- | - | - | 9.20% | - | Kscoxirf | LPTI | - | 800 | BZJO+766 | - | 60.00000 |
Tranche Comments
S: Redemption: 2025-12-28; Registration: 144V/Jtv H;
D-M1: Redemption: 2025-12-28; Registration: 144A/Awa Z;
V-G2: Redemption: 2025-12-28; Registration: 144F/Iyb A;
WA: Redemption: 2025-12-28; Registration: 144E/Gqp G;
I: Redemption: 2025-12-28; Registration: 144A/Cwn B;
R-1: Redemption: 2025-12-28; Registration: 144M/Ken V;
A-2: Redemption: 2025-12-28; Registration: 144L/Qdo H;
L: Redemption: 2025-12-28; Registration: 144A/Nvv R;
N: Redemption: 2025-12-28; Registration: 144T/Dpy B;
Jiw: Redemption: 2025-12-28; Registration: 144T/Oho K;
Deal Comments
Mxx Iavv Rjotxys 2.00
Risk Retention
TL/LQ - Tpe
Reinvestment Period (YRS)
4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | MTM | 40.000 | - | DO | HHH- | - | - | - | - | - | Qfnynben | XHCD | 500t | 500 | VEBJ+500 | - | 223.00000 |
| M | IYR | 75.700 | - | LY | LL- | - | - | - | - | - | Vkkqqqup | VEEI | 800-825 | 825 | KWEB+825 | - | 792.00000 |
| M | CKB | 96.000 | - | NP | DD | - | - | - | - | - | Exrotryl | TYOE | 250j | 260 | IGZU+260 | - | 344.00000 |
| Szm | AWI | 87.470 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G | MKN | 502.000 | - | Ljj | LZ | - | - | - | - | - | Uvdmexum | UEXE | - | 170 | INCQ+170 | - | 936.00000 |
| D | CAI | 63.000 | - | CN | S | - | - | - | - | - | Ujdcpbab | CUBX | 300q | 300 | PAFM+300 | - | 936.00000 |
Tranche Comments
G: Redemption: 2025-08-10; Registration: 144T/Xoq Z; Comments: Dij-riwjjx;
M: Redemption: 2025-08-10; Registration: 144Y/Fhk W;
D: Redemption: 2025-08-10; Registration: 144A/Rzz G;
U: Redemption: 2025-08-10; Registration: 144O/Bhn Y;
M: Redemption: 2025-08-10; Registration: 144N/Dlv F;
Szm: Redemption: 2025-08-10; Registration: 144Q/Uwe O;
Deal Comments
Ikp upvv jexvqupi QTH coxqipu pvjnjujvjwg xqjwpqjv. Eoe Ivvv Lpqjoud 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 |
|---|
| P-1 | IJD | 328.000 | - | Qzz | - | KG | - | - | 21.00% | - | Mzceprde | TLUI | - | 185 | YDSU+185 | - | 981.00000 |
| Z-2 | EEL | 4.000 | - | JD | - | AAA | - | - | 74.00% | - | Ecbwtcye | QJGY | - | 225 | VXIE+225 | - | 939.00000 |
| O | PLU | 91.000 | - | TH | - | KKK- | - | - | 83.99% | - | Jleqmhye | MQWA | - | 530 | QHAZ+530 | - | 747.00000 |
| Vsq | FOD | 63.980 | - | TG | - | PZ | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | CKG | 45.000 | - | SY | - | H | - | - | 21.00% | - | Ryjpvbds | VHUS | - | 325 | QBUW+325 | - | 108.00000 |
| I | YEC | 54.000 | - | SM | - | II- | - | - | 6.00% | - | Kpmzofnc | SVUW | - | 900 | YMOI+866 | - | 57.00000 |
| W | QEK | 37.000 | - | XL | - | DD | - | - | 25.00% | - | Wvxusrau | WLWL | - | 260 | PSJK+260 | - | 640.00000 |
Tranche Comments
P-1: First Pay: 2024-01-21; Redemption: 2025-06-13;
Z-2: First Pay: 2024-01-21; Redemption: 2025-06-13;
W: First Pay: 2024-01-21; Redemption: 2025-06-13;
Y: First Pay: 2024-01-21; Redemption: 2025-06-13;
O: First Pay: 2024-01-21; Redemption: 2025-06-13;
I: First Pay: 2024-01-21; Redemption: 2025-06-13;
Vsq: First Pay: 2024-01-21; Redemption: 2025-06-13;
Deal Comments
Rhb Vsff Ynmyhie 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 |
|---|
| B | YWW | 74.000 | 1.24 | FA | - | P | - | - | 41.70% | - | Fjchrbrj | DUAM | - | 350 | 3sWTMR+350 | - | 307.00000 |
| S | JUH | 14.900 | 16.86 | TJ | - | KK- | - | - | 5.90% | - | Ofjmbcfz | TQGS | - | 930 | 3aPXHB+865 | - | 34.33000 |
| E-2 | OIL | 88.000 | 2.53 | OP | - | FFF | - | - | 96.00% | - | Kfsyuiqi | WDQX | - | 225 | 3iBAFN+225 | - | 459.00000 |
| L | XLN | 24.200 | 5.10 | GI | - | II | - | - | 53.50% | - | Qjkuazse | SULD | - | 265 | 3iMTDK+265 | - | 648.00000 |
| Y | IZL | 61.700 | 5.13 | CD | - | SSS- | - | - | 85.36% | - | Oyjlphyo | IVOA | - | 550 | 3kWYCK+550 | - | 995.00000 |
| Zhi | XEJ | 17.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1 | ELY | 283.000 | 3.33 | Aoo | - | VL | - | - | 40.00% | - | Przzjsxe | EAOC | - | 200 | 3jJCEL+200 | - | 382.00000 |
Tranche Comments
B-1: First Pay: 2023-10-25; Redemption: 2025-05-11; Registration: 144H/Zpl G;
E-2: First Pay: 2023-10-25; Redemption: 2025-05-11; Registration: 144C/Ukp U;
L: First Pay: 2023-10-25; Redemption: 2025-05-11; Registration: 144E/Nec Y;
B: First Pay: 2023-10-25; Redemption: 2025-05-11; Registration: 144O/Rva B;
Y: First Pay: 2023-10-25; Redemption: 2025-05-11; Registration: 144E/Ijy C;
S: First Pay: 2023-10-25; Redemption: 2025-05-11; Registration: 144H/Epm L;
Zhi: First Pay: 2023-10-25; Redemption: 2025-05-11; Registration: 144C/Izx T;
Deal Comments
Bbq Npuu Ibsvblh 2.00
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 |
|---|
| Mmxkvw | IVK | 70.329 | - | TI | - | FH | - | - | - | - | - | - | - | - | - | - | Retained |
| P | YMW | 28.000 | 7.10 | SF | - | JJ | - | - | 79.00% | - | Yqmleufa | LILE | - | 310 | XMYP+310 | - | - |
| E | XRA | 45.000 | 1.80 | IZ | - | K | - | - | 13.90% | - | Wmyxramw | PKFI | - | 400 | KAID+400 | - | - |
| Y | ZGP | 10.000 | 3.10 | KH | - | WWW- | - | - | 94.80% | - | Juyowzlx | LQOB | - | 625 | NWTE+593 | - | - |
| M | WNB | 22.000 | 31.50 | TC | - | DD- | - | - | 74.00% | - | Ncfbvpwr | HOEW | - | 985 | YMMS+875 | - | - |
| F | VLW | 706.000 | 6.90 | Bmm | - | TTT | - | - | 92.60% | - | Kzljlicx | BUGY | - | 220 | JOXL+220 | - | - |
Tranche Comments
F: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144U/Prs G;
P: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144U/Zma L;
E: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144X/Nny C;
Y: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144E/Upt W;
M: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144C/Dzt E;
Mmxkvw: First Pay: 2023-07-20; Redemption: 2025-01-20; Registration: 144W/Jjg G;
Deal Comments
Zfz Bxvv Flnifoj 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 |
|---|
| E | JRM | 291.000 | - | Lww | AI | ON | - | - | 80.00% | - | Krvcqipx | LHVZ | - | 190 | GDDZ+190 | - | - |
| Q1 | QQE | 78.000 | - | WV | CK | VV | - | - | 85.27% | - | Ymvxkrsi | YLOX | - | 295 | JQDX+295 | - | - |
| K | UFB | 22.000 | - | CG | AE | L | - | - | 37.00% | - | Ajwzszek | YANS | - | 400 | IESC+400 | - | - |
| P | VSC | 77.200 | - | YR | MN | MMM- | - | - | 39.10% | - | Jzyowctr | WNDO | - | 500 | DYOH+500 | - | - |
| V2 | QOK | 3.000 | - | LG | KQ | KK | - | - | 70.66% | - | Lrxhj | ILYS | - | 285 | 6.117% | - | - |
| E | MOW | 12.400 | - | DL | HS | XX- | - | - | 6.00% | - | Pmxwhahi | KXCP | - | 915 | MDOZ+863 | - | - |
| Tmp | RGI | 52.590 | - | FJ | VP | QG | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: Redemption: 2024-10-20; Registration: 144J/Jrq N;
Q1: Redemption: 2024-10-20; Registration: 144N/Wmh W;
V2: Redemption: 2024-10-20; Registration: 144T/Onl J;
K: Redemption: 2024-10-20; Registration: 144N/Wbk I;
P: Redemption: 2024-10-20; Registration: 144M/Qrb A;
E: Redemption: 2024-10-20; Registration: 144K/Wcj V;
Tmp: Redemption: 2024-10-20; Registration: 144B/Bkh X;
Deal Comments
Lwv Ewff Eflbwvi 2.00
Risk Retention
LB/BI - Yca
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 |
|---|
| H1 | UQS | 883.000 | - | Jrr | - | IE | - | - | - | - | Amcqfzlr | MHZR | 205-215 | 215 | CVUY+215 | - | - |
| F2 | ESU | 30.000 | - | Cll | - | ZX | - | - | - | - | Emazw | - | - | - | 5.046% | - | - |
| V | YHG | 98.000 | - | KA | - | B | - | - | - | - | Yhwzppwe | WZLL | 400-410 | 410 | DNPZ+410 | - | - |
| Sxj | HYF | 53.410 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | JLP | 63.100 | - | BD | - | TT | - | - | - | - | Dhqyavhj | ICTX | 300-310 | 300 | HTCP+300 | - | - |
| Y | PJZ | 3.000 | - | S3 | - | WW | - | - | - | - | Yxslbvkt | MXMY | - | 1053 | DKWV+1053 | - | - |
| S | HLD | 52.900 | - | AT | - | HHH- | - | - | - | - | Mmklveqb | GJLV | 550 | 535 | NNWS+535 | - | - |
| D | JYQ | 82.000 | - | SP | - | WW- | - | - | - | - | Idfolhcg | KQMS | 950g | 862 | ZLWE+862 | - | - |
Tranche Comments
H1: Redemption: 2024-07-27; Registration: 144H/Vub O;
F2: Redemption: 2024-07-27; Registration: 144H/Duq X; Comments: Byf-silkfh;
B: Redemption: 2024-07-27; Registration: 144N/Jeo I;
V: Redemption: 2024-07-27; Registration: 144O/Fph V;
S: Redemption: 2024-07-27; Registration: 144N/Abb H;
D: Redemption: 2024-07-27; Registration: 144N/Afx U;
Y: Redemption: 2024-07-27; Registration: 144W/Dxo Q;
Sxj: Redemption: 2024-07-27; Registration: 144D/Xne W;
Deal Comments
Ygt Tuhh Svftgza 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date