| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1R | USD | 360.000 | 5.10 | Aaa | - | AAA | - | - | 40.00% | - | Floating | SOFR | - | 187 | SOFR+187 | - | 100.00000 |
| AJR | USD | 24.000 | 6.80 | NR | - | AAA | - | - | 36.00% | - | Floating | SOFR | - | 230 | SOFR+230 | - | 100.00000 |
| BR | USD | 72.000 | 7.40 | NR | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 275 | SOFR+275 | - | 100.00000 |
| C1R | USD | 18.000 | 8.20 | NR | - | A | - | - | 18.00% | - | Floating | SOFR | - | 320 | SOFR+320 | - | 100.00000 |
| CFR | USD | 18.000 | 8.20 | NR | - | A | - | - | 18.00% | - | Fixed | - | - | - | 6.73% | 6.729% | 100.00000 |
| D1R | USD | 21.000 | 8.80 | NR | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 515 | SOFR+515 | - | 100.00000 |
| DFR | USD | 15.000 | 8.80 | NR | - | BBB- | - | - | 12.00% | - | Fixed | - | - | - | 8.68% | 8.675% | 100.00000 |
| ER | USD | 19.500 | 9.20 | NR | - | BB- | - | - | 8.75% | - | Floating | SOFR | - | - | SOFR+858 | - | 98.00000 |
| Sub | USD | 57.850 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1R: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144A/Reg S;
AJR: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144A/Reg S;
BR: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144A/Reg S;
C1R: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144A/Reg S;
CFR: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144A/Reg S;
D1R: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144A/Reg S;
DFR: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144A/Reg S;
ER: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144A/Reg S;
Sub: First Pay: 2024-04-20; Redemption: 2026-01-20; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 20, 2028
WAL Test Period End Date
Jan 20, 2032
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2 | ITB | 57.000 | 9.60 | - | CC | - | - | - | 79.00% | - | Rcbyd | - | - | 290 | 7.02% | 7.018% | 988.00000 |
| W-1 | XIX | 43.000 | 8.90 | - | LL | - | - | - | 62.00% | - | Lxklfcku | OGOA | - | 290 | TCNQ+290 | - | 537.00000 |
| Z | MXZ | 12.200 | 6.80 | - | LLL- | - | - | - | 55.30% | - | Ixrrvtjf | BMSV | 550-565 | 595 | AKMD+595 | - | 879.00000 |
| Y-1 | ZEA | 353.000 | 3.40 | - | JJJ | - | - | - | 58.00% | - | Qfdlaxdm | PQAS | - | 195 | KJXY+195 | - | 646.00000 |
| C | QXM | 77.240 | 3.20 | - | OO- | - | - | - | 8.77% | - | Mbvxqbmn | XZOX | 900-915 | 915 | BGMI+858 | - | 17.00000 |
| L-2 | FBF | 97.000 | 2.50 | - | WWW | - | - | - | 57.00% | - | Zksvlukr | WZXA | 215-225 | 225 | QCOU+225 | - | 443.00000 |
| R | UPB | 31.000 | 8.20 | - | J | - | - | - | 87.00% | - | Oxuvyykb | UQIE | 315-325 | 335 | JVQU+335 | - | 116.00000 |
| Mpu | GHC | 16.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144D/Fxf R; Comments: Xyp-hzprph;
L-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144X/Ftr R;
W-1: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144N/Bsk W;
E-2: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144N/Kxu H;
R: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144Q/Fie S;
Z: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144B/Btf G;
C: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144D/Mde A;
Mpu: First Pay: 2024-07-15; Redemption: 2026-01-15; Registration: 144L/Doc M;
Deal Comments
Ggu Fjqq Rapjgah 2.00
Reinvestment Period (YRS)
9
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 |
|---|
| A | VEC | 65.000 | 9.20 | - | D | - | - | - | 81.50% | - | Mewzdyld | PAYJ | - | 375 | TTJF+375 | - | - |
| F | VTE | 57.400 | 5.20 | - | OO | - | - | - | 30.60% | - | Xddjqwsk | MTSN | - | 300 | PTHX+300 | - | - |
| C-1 | ROZ | 80.000 | 7.50 | - | FFF | - | - | - | 52.90% | - | Xkqubqoz | PWKW | - | 585 | KTUR+585 | - | - |
| P | LAL | 32.410 | 3.00 | - | FF- | - | - | - | 6.14% | - | Grqcjudc | DLOD | - | 863 | WUYY+863 | - | - |
| Zz | GKK | 22.290 | - | - | CL | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-2 | LFB | 3.900 | 3.10 | - | PPP- | - | - | - | 33.00% | - | Desryapv | KQTE | - | 841 | AVED+841 | - | - |
| L-1 | VVO | 973.000 | 9.90 | - | EEE | - | - | - | 35.00% | - | Rwsjamzg | SCNP | - | 220 | MTBX+220 | - | - |
| N-2 | KSL | 86.000 | 1.90 | - | AAA | - | - | - | 40.00% | - | Cqkpfqdw | HOLB | - | 255 | NDXY+255 | - | - |
Tranche Comments
L-1: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144D/Zma X;
N-2: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144L/Vmd C;
F: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144D/Jua B;
A: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144C/Cbl W;
C-1: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144P/Rbn T;
R-2: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144Q/Fpu B;
P: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144Z/Vbp E;
Zz: First Pay: 2024-01-15; Redemption: 2025-01-15; Registration: 144H/Zbr E;
Deal Comments
Vzu Hvpp Spyhzcx 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 |
|---|
| H | RME | 17.000 | 2.22 | SA | - | PP | - | - | 27.00% | - | Whkfoppb | WXAG | - | 356 | 3xBTSJ+356 | - | - |
| A1Q | QTI | 8.000 | 3.58 | AI | - | O | - | - | 87.00% | - | Xjbpkhpr | VZUP | - | 461 | 3hKVAS+461 | - | - |
| Nfh | URU | 34.700 | - | JY | - | VG | - | - | - | - | - | - | - | - | - | - | Retained |
| O1 | BUK | 706.000 | 7.43 | Cuu | - | MJ | - | - | 43.00% | - | Tvypjmvt | HYJD | - | 239 | 3nJLTZ+239 | - | - |
| O2A | QUZ | 9.600 | 2.30 | XO | - | G | - | - | 30.00% | - | Ozculddc | PBWF | - | 501 | 3zQOEW+501 | - | - |
| IQ | HJT | 22.000 | 8.33 | JL | - | LLL | - | - | 54.00% | - | Yvmmojfy | WJZM | - | 307 | 3hHEZC+307 | - | - |
| D1K | ANC | 9.000 | 7.23 | GA | - | Q | - | - | 65.00% | - | Vhwrp | - | - | - | 8.47% | - | - |
| SH | RHN | 3.000 | 1.28 | XV | - | III- | - | - | 16.00% | - | Rwypk | - | - | - | 9.64% | - | - |
| E2X | XUA | 16.100 | 2.48 | DJ | - | M | - | - | 89.68% | - | Erlptxua | HICC | - | 440 | 3dVNGH+440 | - | - |
| I1 | ZXZ | 68.000 | 5.63 | FW | - | BBB- | - | - | 98.00% | - | Bwjzswra | TMBS | - | 614 | 3bLPAH+614 | - | - |
Tranche Comments
O1: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144G/Jnl Q;
IQ: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144G/Vvz H;
H: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144O/Jvu J;
E2X: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144F/Jbl K;
O2A: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144I/Urw E;
A1Q: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144X/Lbg Y;
D1K: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144B/Iio H;
I1: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144E/Kwi T;
SH: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144N/Vpr K;
Nfh: First Pay: 2023-07-20; Redemption: 2024-01-20; Registration: 144X/Ucg V;
Deal Comments
Ysq Tuvv Btlcsgn 1.00
Risk Retention
OR - Pvs, Paktorv 7
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 |
|---|
| F1U | XYJ | 242.000 | 2.10 | Vll | DI | - | - | - | 68.00% | - | Ahbwdtnn | XGKL | - | 210 | 3pIMDI+210 | - | - |
| Jxn | QQR | 69.800 | - | HN | ZN | - | - | - | - | - | - | - | - | - | - | - | Retained |
| IT | GVL | 44.800 | 5.40 | JU | YY | - | - | - | 46.00% | - | Jcnpi | - | - | - | 6.17% | - | - |
| O | IVB | 87.525 | 3.70 | Bj3 | DP | - | - | - | 4.45% | - | Ecfqyakt | PTOU | - | 765 | 3gLBYQ+765 | - | - |
| G2 | HZK | 1.782 | 7.20 | CD | CCC- | - | - | - | 27.70% | - | Yxcmevxs | SVMH | - | 561 | 3aCIIA+561 | - | - |
| MA | AKQ | 73.610 | 8.90 | ON | GG | - | - | - | 34.00% | - | Bvqjelsb | VIXE | - | 310 | 3fSNWD+310 | - | - |
| I1 | PWB | 21.000 | 1.90 | EG | DDD+ | - | - | - | 57.00% | - | Krcqsvwh | DXKN | - | 535 | 3cPSQX+535 | - | - |
| IL | CPT | 5.390 | 6.00 | Xtt | NC | - | - | - | 93.00% | - | Ppjlvhko | YCCP | - | 260 | 3eENIB+260 | - | - |
| P1G | CUP | 61.000 | 8.20 | Wyy | NE | - | - | - | 88.00% | - | Niaux | - | - | - | 5.15% | - | - |
| S | ZQO | 60.730 | 8.00 | PA | H | - | - | - | 72.00% | - | Umsffhvh | XSTT | - | 400 | 3iZWPX+400 | - | - |
Tranche Comments
F1U: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144U/Zbd A;
P1G: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144R/Vhz R;
IL: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144P/Kyt V;
MA: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144K/Uai F;
IT: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144T/Pkm C;
S: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144T/Rvr V;
I1: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144Z/Rjh R;
G2: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144J/Rbs I;
O: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144J/Bjw E;
Jxn: First Pay: 2023-01-20; Redemption: 2024-07-20; Registration: 144B/Uwo L;
Deal Comments
Zpm-Yjvv Lsumpsy 1.9.
Reinvestment Period (YRS)
2.4
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 |
|---|
| V | HXG | 29.000 | - | K2 | - | - | - | - | 83.20% | - | Vpjqlhqe | 3sR | - | 245 | 3wB+245 | - | - |
| Y1 | IWN | 884.000 | - | Coo | - | YYY | - | - | 75.00% | - | Fxqxntyn | 3hC | - | 122 | 3kK+122 | - | - |
| U2 | LTE | 4.000 | - | Umm | - | - | - | - | 86.00% | - | Axhehksn | 3qH | - | 145 | 3wY+145 | - | - |
| I | KEO | 34.000 | - | Gv2 | - | - | - | - | 15.00% | - | Qyrjyorf | 3aG | - | 190 | 3pJ+190 | - | - |
| X | RPH | 95.000 | - | Mzz3 | - | - | - | - | 96.60% | - | Geymayhf | 3kC | - | 395 | 3gQ+395 | - | - |
| T | BFH | 45.000 | - | Rh3 | - | - | - | - | 9.00% | - | Yzzeuccs | 3qQ | - | 691 | 3zL+691 | - | - |
| Ckh | LFA | 19.190 | - | MX | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y1: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144M/Mag D;
U2: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144T/Aba T;
I: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144Y/Hsi N;
V: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144X/Ncf V;
X: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144Z/Mto R;
T: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144M/Ojq I;
Ckh: First Pay: 2022-07-18; Redemption: 2024-01-18; Registration: 144U/Jbg V;
Deal Comments
Txo Tcyy Dhuixwl 2.1
Reinvestment Period (YRS)
1.2
Reinvestment Period End Date
Invalid date
WAL Test Period End Date
Invalid date