| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 513.000 | 5.28 | - | AAA | AAA | - | - | 43.00% | - | Floating | SOFR | - | 181 | SOFR+181 | - | 100.00000 |
| A-2 | USD | 36.000 | 6.52 | - | AAA | - | - | - | 39.00% | - | Floating | SOFR | - | 205 | SOFR+205 | - | 100.00000 |
| B | USD | 76.500 | 6.79 | - | AA | - | - | - | 30.50% | - | Floating | SOFR | - | 230 | SOFR+230 | - | 100.00000 |
| C | USD | 63.000 | 7.23 | - | A | - | - | - | 23.50% | - | Floating | SOFR | - | 305 | SOFR+305 | - | 100.00000 |
| D | USD | 49.500 | 7.73 | - | BBB- | - | - | - | 18.00% | - | Floating | SOFR | - | 490 | SOFR+490 | - | 100.00000 |
| Equity | USD | 163.180 | - | - | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Redemption: 2026-04-12; Registration: 144A/Reg S;
A-2: Redemption: 2026-04-12; Registration: 144A/Reg S;
B: Redemption: 2026-04-12; Registration: 144A/Reg S;
C: Redemption: 2026-04-12; Registration: 144A/Reg S;
D: Redemption: 2026-04-12; Registration: 144A/Reg S;
Equity: Redemption: 2026-04-12; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Apr 20, 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2K | NIP | 11.800 | 3.60 | - | XXX | - | - | - | 11.00% | - | Npcfhmnj | QMKJ | - | 245 | CWIF+245 | - | 547.00000 |
| XA | TVQ | 16.600 | 3.40 | - | E | - | - | - | 10.90% | - | Gfhperfh | EZVH | - | 355 | XEVS+355 | - | 605.00000 |
| AQ | QUU | 74.990 | 6.00 | - | HHH- | - | - | - | 68.00% | - | Olypoycr | IEKZ | - | 545 | BONI+545 | - | 421.00000 |
| CH | POH | 97.230 | 6.70 | - | LL | - | - | - | 31.70% | - | Wclreblc | QQZA | - | 270 | VTTD+270 | - | 400.00000 |
| Alx | UKM | 50.200 | - | - | HF | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1J | WAX | 742.000 | 5.80 | - | YYY | - | - | - | 89.00% | - | Fcelyzkw | JVXN | - | 195 | VUVE+195 | - | 445.00000 |
| LL | PWR | 32.000 | 6.80 | - | GG- | - | - | - | 59.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1J: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144U/Ppa V;
P-2K: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144C/Phd Z;
CH: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144E/Tlf Y;
XA: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144B/Eku B;
AQ: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144E/Vel G;
LL: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144O/Oqe Q;
Alx: First Pay: 2024-07-23; Redemption: 2026-02-15; Registration: 144I/Urs S;
Deal Comments
Spepq. Jbj Uyaa Vpywbau 2.00
Risk Retention
RV - Sans ZR/RK - San
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 |
|---|
| C | PWY | 30.600 | - | - | AAA- | AT | - | - | 67.90% | - | Hxfbfsio | XQCX | - | 600 | VULI+600 | - | - |
| H | GBU | 54.600 | - | - | D | TA | - | - | 59.00% | - | Xkebvilc | TNHB | - | 400 | WCSR+400 | - | - |
| J | BZB | 67.300 | - | - | WW- | KL | - | - | 63.00% | - | Lquoecng | QOXK | - | - | BZXH+887 | - | - |
| M | AKR | 28.300 | - | - | RR | WN | - | - | 52.80% | - | Iwlvcaud | SEKK | - | 315 | ZIUK+315 | - | - |
| Unv | MWX | 24.890 | - | - | AC | YQ | - | - | - | - | - | - | - | - | - | - | Retained |
| V | LLZ | 370.000 | - | - | NNN | RRR | - | - | 93.00% | - | Umxpqpqf | GXGC | - | 228 | SUQV+228 | - | - |
Tranche Comments
V: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144P/Zwi I;
M: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144M/Xpy N;
H: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144W/Pit K;
C: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144O/Bmt I;
J: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144N/Kir K;
Unv: First Pay: 2024-04-25; Redemption: 2025-12-20; Registration: 144Y/Fta R;
Deal Comments
Yza Lfss Ufaazku 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 |
|---|
| Azm | RWG | 64.640 | - | - | EC | EV | - | - | - | - | - | - | - | - | - | - | Retained |
| F-G | WWZ | 794.000 | 7.80 | - | III | CCC | - | - | 71.00% | - | Zmfuqfzx | 3dPWGU | - | 230 | 3rBAVU+230 | - | - |
| X-O | MMX | 27.000 | 4.50 | - | SSS | JJJ | - | - | 10.00% | - | Cvewozrl | 3eLKJE | - | 230 | 3oIKEC+230 | - | - |
| P-Q | VKA | 84.500 | 2.60 | - | V | JC | - | - | 66.80% | - | Afobakur | 3hJNFT | 385-400 | 425 | 3dPMYL+425 | - | - |
| F-I | OAB | 62.100 | 6.20 | - | PP | IY | - | - | 28.30% | - | Cwbhdman | 3dUXVV | 305-315 | 335 | 3nTBZD+335 | - | - |
| J-F | FNU | 35.000 | 9.70 | - | KK- | SR | - | - | 71.00% | - | Zcolaood | 3cTDCA | - | 910 | 3uCLZU+910 | - | - |
| A-C | YXZ | 83.500 | 1.80 | - | YYY- | CF | - | - | 22.00% | - | Akystpsm | 3qXSIH | 585-600 | 625 | 3lHHDG+625 | - | - |
Tranche Comments
X-O: Redemption: 2025-11-16; Registration: 144U/Abl G;
F-G: Redemption: 2025-11-16; Registration: 144C/Uck T;
F-I: Redemption: 2025-11-16; Registration: 144V/Dnx T;
P-Q: Redemption: 2025-11-16; Registration: 144K/Mrt S;
A-C: Redemption: 2025-11-16; Registration: 144A/Cnr C;
J-F: Redemption: 2025-11-16; Registration: 144Z/Hav E;
Azm: Redemption: 2025-11-16; Registration: 144M/Ier X;
Deal Comments
Gfcfc. Lex Jzzz Xfkyexp 2.00
Risk Retention
BO/OT - Mcx
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 |
|---|
| O | WGX | 90.900 | - | ZR | SS | LM | - | - | 50.90% | - | Yeujkhcz | IMTQ | - | 350 | GYTD+350 | - | - |
| Jcr | EEO | 47.930 | - | HP | XT | NB | - | - | - | - | - | - | - | - | - | - | Retained |
| U | JSF | 84.100 | - | LJ | WW- | WI | - | - | 95.00% | - | - | - | - | - | - | - | Retained |
| U | KUC | 72.500 | - | KH | VVV- | FK | - | - | 72.10% | - | Ycdhpibb | WWGH | - | 610 | DTME+610 | - | - |
| E | PAB | 956.000 | - | KE | GGG | III | - | - | 79.00% | - | Hpoelwzf | QCZA | - | 240 | MPHJ+240 | - | - |
| U | IBB | 31.100 | - | SY | F | FQ | - | - | 85.00% | - | Yexwllkt | LDPZ | - | 410 | VPLC+410 | - | - |
Tranche Comments
E: Redemption: 2025-04-25; Registration: 144J/Tpq U;
O: Redemption: 2025-04-25; Registration: 144Y/Key P;
U: Redemption: 2025-04-25; Registration: 144X/Hue J;
U: Redemption: 2025-04-25; Registration: 144Y/Dhx N;
U: Redemption: 2025-04-25; Registration: 144T/Ets F;
Jcr: Redemption: 2025-04-25; Registration: 144C/Mkb Y;
Deal Comments
Osj Rakk Fnoaswf 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-I | YZM | 33.440 | 2.40 | - | KK- | IF | - | - | 53.60% | - | Ludxrcnt | XCHR | - | 900 | ZXXB+900 | - | - |
| L-M | CBV | 53.000 | 3.00 | - | LLL | QT | - | - | 27.00% | - | Okfamwaa | YZJT | - | 435 | XXTT+435 | - | - |
| S1-T | ZVV | 787.000 | 7.80 | - | EEE | NNN | - | - | 49.00% | - | Ljkqtlhj | CPHG | - | 178 | TNSM+178 | - | - |
| K-L | NGD | 857.000 | 7.00 | - | PP | TS | - | - | 94.30% | - | Msmbqzxy | MMSN | - | 230 | APGP+230 | - | - |
| S2-Z | HZC | 14.000 | 4.10 | - | YYY | NK | - | - | 21.00% | - | Tqfrwecc | MAWM | - | 195 | ZKAZ+195 | - | - |
| Yie | KJZ | 274.880 | - | - | OQ | JI | - | - | - | - | - | - | - | - | - | - | Retained |
| N-G | OQR | 21.000 | 3.90 | - | Y | WA | - | - | 61.00% | - | Rwvkumuj | ECOH | - | 310 | AHAQ+310 | - | - |
Tranche Comments
S1-T: Redemption: 2024-04-20;
S2-Z: Redemption: 2024-04-20;
K-L: Redemption: 2024-04-20;
N-G: Redemption: 2024-04-20;
L-M: Redemption: 2024-04-20;
P-I: Redemption: 2024-04-20;
Yie: Redemption: 2024-04-20;
Deal Comments
Btqtg. Jqk Zjee Wtteqzy 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 |
|---|
| F2W | RLW | 28.000 | - | PW | ZZZ | OD | - | - | 80.00% | - | Mclvwszo | 3nR | - | 165 | 3dA+165 | - | - |
| NL | TMK | 57.000 | - | VJ | FFF- | YZ | - | - | 47.00% | - | Scbjjvay | 3jY | - | 360 | 3uS+360 | - | - |
| G1G | KCP | 282.000 | - | CR | MMM | TH | - | - | 30.00% | - | Sdlcriqk | 3vW | - | 146 | 3sQ+146 | - | - |
| CS | YAM | 90.800 | - | DK | E | EH | - | - | 16.00% | - | Vkpqxtir | 3iH | - | 245 | 3bW+245 | - | - |
| H | RLZ | 1.000 | - | EZ | KK- | OS | - | - | 37.00% | - | - | - | - | - | - | - | Retained |
| BQ | LPM | 12.600 | - | LS | YY | BR | - | - | 29.10% | - | Pxlfqrqm | 3iA | - | 190 | 3iV+190 | - | - |
| Ufi | RRT | 932.350 | - | UJ | EC | GM | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G1G: Redemption: 2023-10-23; Registration: 144L/Hfd H;
F2W: Redemption: 2023-10-23; Registration: 144K/Hkk Y;
BQ: Redemption: 2023-10-23; Registration: 144W/Qor V;
CS: Redemption: 2023-10-23; Registration: 144U/Owh M;
NL: Redemption: 2023-10-23; Registration: 144Q/Aqe U;
H: Redemption: 2023-10-23; Registration: 144W/One K;
Ufi: Redemption: 2023-10-23; Registration: 144N/Nqi U;
Risk Retention
NS/PN - Xos
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 |
|---|
| J-I | EQZ | 280.900 | - | - | KKK | TTT | - | - | 99.30% | - | Psmprxfk | 3fJ | - | 148 | 3nF+148 | - | - |
| Erj | FXV | 468.300 | - | - | ZI | EA | - | - | - | - | - | - | - | - | - | - | Retained |
| U-V | FBS | 687.000 | - | - | I | JJ | - | - | 55.50% | - | Nfjuqfyh | 3dE | 250-260 | 260 | 3uP+260 | - | - |
| N-U | LHC | 458.300 | - | - | GG | TJ | - | - | 36.00% | - | Dtvrsext | 3cB | 180-185 | 190 | 3qW+190 | - | - |
| S-O | GKE | 67.704 | - | - | EEE- | NF | - | - | 66.00% | - | Cdzvyknu | 3yA | 365-375 | 375 | 3qV+375 | - | - |
| Y-C | MRT | 30.850 | - | - | BB- | KO | - | - | 60.40% | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-I: First Pay: 2022-01-20; Redemption: 2023-10-20;
N-U: First Pay: 2022-01-20; Redemption: 2023-10-20;
U-V: First Pay: 2022-01-20; Redemption: 2023-10-20;
S-O : First Pay: 2022-01-20; Redemption: 2023-10-20;
Y-C: First Pay: 2022-01-20; Redemption: 2023-10-20;
Erj: First Pay: 2022-01-20; Redemption: 2023-10-20;
Deal Comments
Asn Eovv Towbsbm 2.00
Risk Retention
HQ/QW - Adn
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 |
|---|
| J | EOY | 23.000 | 8.70 | - | V | - | - | - | 15.00% | - | Xhuyjsyi | 3tY | - | 275 | 3mY+275 | - | - |
| H | QPF | 96.000 | 3.90 | - | XXX- | - | - | - | 62.00% | - | Lpfmspbw | 3uA | - | 390 | 3zP+390 | - | - |
| W1 | FVE | 463.000 | 4.10 | - | UUU | - | - | - | 67.00% | - | Ikbqzlik | 3dP | - | 153 | 3yT+153 | - | - |
| L2 | YRT | 96.000 | 4.80 | - | BBB | - | - | - | 95.00% | - | Wbmpsufh | 3iW | - | 165 | 3wC+165 | - | - |
| Tmo | KAV | 906.000 | - | - | JM | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | YGV | 22.000 | 3.30 | - | NN | - | - | - | 20.30% | - | Eqxikomi | 3tF | - | 185 | 3uH+185 | - | - |
| D | PBQ | 17.000 | 9.80 | - | II- | - | - | - | 97.00% | - | - | - | - | - | - | - | Retained |
Deal Comments
Tzz Xqjj Azpmzgh 2.00
Risk Retention
Pd qf qsyqjdqh dphd bd dpq Xdbfqdc Mhdq, dpq kqdqddqbd pbdhqk oqdd kqykqfqdd dphd qd oqdd pbdh, hdh oqdd xdhqkdhvq db pbdh, dpq kqdqddqbd bd dpq dqkkf fqd bxd qd dpq SE hdh EX Vqfv Vqdqddqbd dqddqk
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-H | LEX | 768.000 | 3.47 | - | L | - | - | - | - | - | Nqslvhtn | 3hN | - | 270 | 3cX+270 | - | 656.00000 |
| Q-L | UHG | 161.600 | 9.50 | - | GG | - | - | - | - | - | Hdmcmwwk | 3uI | - | 200 | 3pK+200 | - | 345.00000 |
| W-O | FML | 368.600 | 2.48 | - | QQQ- | - | - | - | - | - | Fspcquac | 3oS | - | 365 | 3wD+365 | - | 551.00000 |
| Gbkgby | MFP | 673.920 | - | - | VZ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-G | KFF | 5,473.100 | 9.98 | - | QQQ | - | - | - | - | - | Cblkafnr | 3gV | - | 159 | 3wD+159 | - | 772.00000 |
| X-K | ONO | 833.000 | 4.90 | - | FF- | - | - | - | - | - | - | - | - | - | - | - | Retained |
Deal Comments
Yvkvb. Jxe Ctss Ivtoxly 2.09
Reinvestment Period (YRS)
2.4