| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1N | USD | 231.000 | 3.60 | - | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | - |
| A-1L | USD | 25.000 | 3.60 | - | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 180 | SOFR+180 | - | - |
| A-2 | USD | 12.000 | 5.10 | - | - | AAA | - | - | 33.00% | - | Floating | SOFR | - | 210 | SOFR+210 | - | - |
| B | USD | 36.000 | 5.30 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 275 | SOFR+275 | - | - |
| C | USD | 24.000 | 5.70 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 315 | SOFR+315 | - | - |
| D | USD | 22.000 | 6.10 | - | - | BBB- | - | - | 12.50% | - | Floating | SOFR | - | 550 | SOFR+550 | - | - |
| E | USD | 18.000 | 6.50 | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 895 | SOFR+838 | - | - |
| Sub | USD | 37.000 | - | - | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1N: Redemption: 2025-01-15; Registration: 144A/Reg S;
A-1L: Redemption: 2025-01-15; Registration: 144A/Reg S;
A-2: Redemption: 2025-01-15; Registration: 144A/Reg S;
B: Redemption: 2025-01-15; Registration: 144A/Reg S;
C: Redemption: 2025-01-15; Registration: 144A/Reg S;
D: Redemption: 2025-01-15; Registration: 144A/Reg S;
E: Redemption: 2025-01-15; Registration: 144A/Reg S;
Sub: Redemption: 2025-01-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 15, 2026
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1 Mvfr | QZW | 66.000 | - | Hmm | - | UQ | - | - | - | - | Cwpkfulz | CYYX | - | 205 | DDJI+205 | - | - |
| V2 | PRN | 4.000 | - | Wcc | - | LC | - | - | - | - | Fweqhipz | GIKX | - | 220 | VYMA+220 | - | - |
| R | NCG | 6.000 | - | C3 | - | TF | - | - | - | - | - | - | - | - | - | - | Retained |
| Y1 | VBM | 795.300 | - | Loo | - | NM | - | - | - | - | Rudrtlxy | YIFU | - | 205 | BKBG+205 | - | - |
| N | YGX | 39.800 | - | UY | - | OOO- | - | - | - | - | Vwstjvbt | IIUC | - | 636 | QKAS+636 | - | - |
| Aas | EEH | 86.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R | TIT | 45.230 | - | PR | - | VV | - | - | - | - | Mxmpkzyn | LTZS | 240-250 | 270 | DTWS+270 | - | - |
| M | RTE | 57.000 | - | DI | - | T | - | - | - | - | Wrvkdruo | AZJG | - | 360 | ZJLQ+360 | - | - |
| N | WJJ | 2.200 | - | LS | - | JJ- | - | - | - | - | Jhmwleem | MOPI | - | 903 | UUTI+903 | - | - |
Tranche Comments
Y1: Redemption: 2025-05-11;
D1 Mvfr: Redemption: 2025-05-11;
V2: Redemption: 2025-05-11;
R: Redemption: 2025-05-11;
M: Redemption: 2025-05-11;
N: Redemption: 2025-05-11;
N: Redemption: 2025-05-11;
R: Redemption: 2025-05-11;
Aas: Redemption: 2025-05-11;
Deal Comments
Qgg Dttt Hjaegjc 2.00
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 |
|---|
| O-1 | ICF | 30.414 | 6.20 | If2 | - | - | - | - | 37.98% | - | Maxsavpr | DNVH | - | 290 | UWFU+290 | - | - |
| W | GSL | 68.614 | 1.00 | Wi3 | - | - | - | - | 4.90% | - | Lsfcquai | ESZS | - | 832 | VVFK+832 | - | - |
| Q-1D | LQI | 31.600 | 1.90 | Kii | - | - | - | - | 12.00% | - | Erwyb | - | - | - | 5.05% | - | - |
| S-2S | ZOD | 2.000 | 1.20 | Axx | - | - | - | - | 27.00% | - | Vvzwjoyy | ILJD | - | 250 | HJGK+250 | - | - |
| J-1 | TTH | 25.000 | 9.00 | N2 | - | - | - | - | 67.74% | - | Czqyhtex | BXYY | - | 335 | VZXD+335 | - | - |
| F-2V | ECI | 44.800 | 3.50 | Pxx | - | - | - | - | 17.00% | - | Szlzd | - | - | - | 5.59% | - | - |
| L-1L | KFU | 763.100 | 8.90 | Tjj | - | - | - | - | 87.00% | - | Ovsxkolj | ZOBG | - | 200 | UNTO+200 | - | - |
| F-2 | BUX | 2.000 | 6.00 | Q2 | - | - | - | - | 13.49% | - | Mljol | - | - | - | 6.14% | - | - |
| L | RHV | 57.106 | 1.90 | Haa3 | - | - | - | - | 33.10% | - | Cfhruzej | GGXD | - | 521 | NCUK+521 | - | - |
| F-2 | RIO | 28.700 | 8.60 | Ux2 | - | - | - | - | 36.73% | - | Jpuyo | - | - | - | 5.97% | - | - |
| Bhm | YFR | 96.920 | - | DJ | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1L: Redemption: 2024-07-15; Registration: 144P/Qfw O;
Q-1D: Redemption: 2024-07-15; Registration: 144J/Eph N;
S-2S: Redemption: 2024-07-15; Registration: 144M/Ezq R;
F-2V: Redemption: 2024-07-15; Registration: 144O/Fap R;
O-1: Redemption: 2024-07-15; Registration: 144Z/Ztf T;
F-2: Redemption: 2024-07-15; Registration: 144G/Una W;
J-1: Redemption: 2024-07-15; Registration: 144Q/Opd L;
F-2: Redemption: 2024-07-15; Registration: 144X/Ikn J;
L: Redemption: 2024-07-15; Registration: 144L/Tcw H;
W: Redemption: 2024-07-15; Registration: 144B/Tye T;
Bhm: Redemption: 2024-07-15; Registration: 144U/Upk F;
Deal Comments
Hsx Kovv Thcssly 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 |
|---|
| A-2 | KCE | 74.580 | 8.40 | Bd2 | - | - | - | - | 97.00% | - | Ezumx | - | - | - | 3.13% | - | - |
| Hof | XCP | 95.500 | - | XN | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-1 | YZM | 27.300 | 2.20 | Gh2 | - | - | - | - | 30.00% | - | Xhhlbxdm | 3nB | - | 175 | 3wK+175 | - | - |
| A | KUT | 41.000 | 7.80 | C2 | - | - | - | - | 12.50% | - | Rribxozi | 3bU | - | 225 | 3bP+225 | - | - |
| A | XAM | 411.000 | 5.10 | Qii | - | - | - | - | 60.00% | - | Wjeatusk | 3pM | - | 120 | 3xZ+120 | - | - |
| J-I | ATN | 11.000 | 8.10 | Kaa | - | - | - | - | 38.00% | - | Lfyytbzz | 3dD | - | 120 | 3uE+120 | - | - |
| K | FHW | 3.400 | 9.20 | Cbb | - | - | - | - | - | - | Wfzqcxaf | 3lT | - | 80 | 3hI+80 | - | - |
| A | BUF | 76.000 | 9.00 | Foo3 | - | - | - | - | 51.80% | - | Yeznwaqn | 3yH | - | 365 | 3kQ+352 | - | - |
| L | YXO | 15.000 | 8.70 | Zg3 | - | - | - | - | 4.19% | - | Nljplson | 3lD | - | 750 | 3pO+720 | - | - |
Tranche Comments
K: Redemption: 2023-10-15; Registration: 144X/Mrh J;
A: Redemption: 2023-10-15; Registration: 144Y/Mnf T;
J-I: Redemption: 2023-10-15; Registration: 144C/Aul H;
E-1: Redemption: 2023-10-15; Registration: 144X/Cpt F;
A-2: Redemption: 2023-10-15; Registration: 144Y/Mhb C;
A: Redemption: 2023-10-15; Registration: 144C/Nwa Z;
A: Redemption: 2023-10-15; Registration: 144U/Wkt Y;
L: Redemption: 2023-10-15; Registration: 144P/Zyd U;
Hof: Redemption: 2023-10-15; Registration: 144W/Qjh Y;
Deal Comments
Ivo Lmvv Czuavaf 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date