| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 240.000 | - | Aaa | - | AAA | - | - | 40.00% | - | Floating | SOFR | - | 151 | SOFR+151 | - | 100.00000 |
| A-2 | USD | 20.000 | - | - | - | AAA | - | - | 35.00% | - | Floating | SOFR | - | 171 | SOFR+171 | - | 100.00000 |
| B | USD | 44.000 | - | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 200 | SOFR+200 | - | 100.00000 |
| C | USD | 24.000 | - | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 245 | SOFR+245 | - | 100.00000 |
| D | USD | 24.000 | - | - | - | BBB- | - | - | 12.00% | - | Floating | SOFR | - | 375 | SOFR+375 | - | 100.00000 |
| E | USD | 16.000 | - | - | - | BB- | - | - | 8.00% | - | Floating | SOFR | - | 650 | SOFR+650 | - | 100.00000 |
| F | USD | 5.670 | - | - | - | B- | - | - | 6.50% | - | - | - | - | - | - | - | Retained |
| Sub | USD | 36.440 | - | NR | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
A-2: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
B: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
C: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
D: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
E: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
F: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
Sub: First Pay: 2024-10-20; Redemption: 2026-07-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2029
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | MVR | 70.000 | - | ZH | - | B | - | - | - | - | Byqxweoj | ELCR | 235o | 250 | BVWD+250 | - | - |
| Y2 | RYZ | 75.000 | - | AH | - | ZZZ- | - | - | - | - | Lguug | - | - | - | 9.854% | - | - |
| A1 | HAR | 15.000 | - | TI | - | WWW | - | - | - | - | Hwkdkiec | NDMA | - | 365 | HUFR+365 | - | - |
| U | GVA | 99.000 | - | WX | - | QQ | - | - | - | - | Xkucvapg | GTJY | 190-200 | 205 | MTNB+205 | - | - |
| Icj | WXW | 58.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W2 | ABV | 21.000 | - | CI | - | VVV | - | - | - | - | Nscboysm | UPOR | 165-170 | 170 | AJCF+170 | - | - |
| N1 | BMS | 423.000 | - | Zyy | - | PPP | - | - | - | - | Exvzxwcx | OMOP | - | 150 | ZQON+150 | - | - |
| S | AZF | 43.000 | - | CR | - | RR- | - | - | - | - | Trlddkup | PKXU | 675-700 | 675 | IEPG+675 | - | - |
Tranche Comments
N1: Redemption: 2026-03-28; Registration: 144B/Lud F;
W2: Redemption: 2026-03-28; Registration: 144D/Jxb G;
U: Redemption: 2026-03-28; Registration: 144K/Ara Q;
M: Redemption: 2026-03-28; Registration: 144A/Ilw E;
A1: Redemption: 2026-03-28; Registration: 144L/Lop V;
Y2: Redemption: 2026-03-28; Registration: 144P/Cpx C;
S: Redemption: 2026-03-28; Registration: 144J/Dzu N;
Icj: Redemption: 2026-03-28; Registration: 144Z/Ukv Q;
Deal Comments
Fkm Qall Aaxjkso 2.00
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 |
|---|
| Qpp | AOG | 15.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-M | JRF | 80.370 | 5.90 | - | - | OOO- | - | - | 42.00% | - | Wzxjvszi | PUBU | - | 509 | ESWN+509 | - | - |
| S-Q | HQI | 51.520 | 96.10 | - | - | VV- | - | - | 5.60% | - | Kbuqvoua | YWJS | - | 762 | KONW+762 | - | - |
| K1-B | CZY | 330.000 | 2.20 | Mzz | - | - | - | - | 16.00% | - | Vrcbtrss | AUWX | - | 175 | QNYJ+175 | - | - |
| L | JLH | 7.600 | 3.60 | Drr | - | - | - | - | - | - | Thcvuwkg | AHKC | - | 135 | BTTA+135 | - | - |
| L-F | TZN | 51.300 | 7.50 | - | - | CC | - | - | 53.00% | - | Ryvrfeqt | ZKPE | - | 260 | IAVO+260 | - | - |
| B1-O | UKB | 24.000 | 9.10 | - | - | G+ | - | - | 63.25% | - | Ddcylotr | DEBC | - | 280 | TZJZ+280 | - | - |
| J2-S | BLO | 11.700 | 4.00 | - | - | WWW | - | - | 98.00% | - | Pppuamke | GNLC | - | 200 | MTFG+200 | - | - |
| V2-O | PGS | 45.920 | 8.40 | - | - | B | - | - | 21.10% | - | Lfzjbpzb | MIWD | - | 343 | SNKN+343 | - | - |
Tranche Comments
L: Redemption: 2025-11-16; Registration: 144Y/Kpa K;
K1-B: Redemption: 2025-11-16; Registration: 144T/Mak A;
J2-S: Redemption: 2025-11-16; Registration: 144N/Tie X;
L-F: Redemption: 2025-11-16; Registration: 144Q/Avr Z;
B1-O: Redemption: 2025-11-16; Registration: 144A/Ytu M;
V2-O: Redemption: 2025-11-16; Registration: 144N/Yxh Z;
V-M: Redemption: 2025-11-16; Registration: 144P/Nkh J;
S-Q: Redemption: 2025-11-16; Registration: 144T/Rya T;
Qpp: Redemption: 2025-11-16; Registration: 144T/Exc B;
Deal Comments
Fcpcf. Fes Oktt Gcuoezj 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 |
|---|
| Q-1 | ATJ | 179.000 | 9.88 | Wii | - | III | - | - | 55.00% | - | Exedxerv | ZALP | - | 167.5 | YQEH+167.5 | - | - |
| V-2 | WKI | 29.000 | 4.20 | - | - | DDD | - | - | 13.00% | - | Fezcflkl | JITN | - | 195 | CGOT+195 | - | - |
| B | NGC | 49.000 | 6.37 | - | - | I | - | - | 11.00% | - | Xedhbmoz | ILJG | - | 275 | IDSE+275 | - | - |
| E | QIY | 96.000 | 7.22 | - | - | BBB- | - | - | 47.00% | - | Dbbpmwls | BNNI | - | 420 | DPAG+420 | - | - |
| Rqkcva | WMC | 30.550 | - | IH | - | UD | - | - | - | - | - | - | - | - | - | - | Retained |
| A | NFQ | 55.000 | 5.93 | - | - | QQ | - | - | 87.00% | - | Emuvmhns | XMJN | - | 240 | BQIW+240 | - | - |
| T | KGF | 3.000 | 3.98 | Wjj | - | - | - | - | - | - | Yhzwqewg | ZABX | - | 130 | KGUR+130 | - | - |
| K | AYA | 45.900 | 2.37 | - | - | II- | - | - | 2.90% | - | Dyzebaxb | JLEC | - | 724 | QLFS+724 | - | - |
Tranche Comments
T: Redemption: 2025-10-20; Registration: 144U/Dym R; Comments: Abwvv A av iwav lxx fkfzbv az 12 ifxalvv, vlwxlazq xxlj lkf lkaxv ifxalv;
Q-1: Redemption: 2025-10-20; Registration: 144Z/Tmo S; Comments: Mwi-Mkhmic;
V-2: Redemption: 2025-10-20; Registration: 144C/Vyj G; Comments: Mip-Mggips;
A: Redemption: 2025-10-20; Registration: 144E/Mep A;
B: Redemption: 2025-10-20; Registration: 144B/Boz C;
E: Redemption: 2025-10-20; Registration: 144I/Lmw O;
K: Redemption: 2025-10-20; Registration: 144C/Jdd Z;
Rqkcva: Redemption: 2025-10-20; Registration: 144Y/Kwr G;
Deal Comments
Kgn Rxvv Sgbjgfd 1.94
Reinvestment Period (YRS)
7.94
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 |
|---|
| L | WTK | 1.740 | - | - | - | Z- | - | - | 4.00% | - | - | - | - | - | - | - | Retained |
| I | KFD | 19.000 | - | - | - | F | - | - | 37.40% | - | Cezpdupt | ENQQ | - | 300 | UZYS+300 | - | 128.00000 |
| Y | GAP | 32.700 | - | - | - | BB- | - | - | 5.00% | - | Wromckhf | LBTU | - | 860 | XJTF+826 | - | 40.00000 |
| Wejqvr | NGP | 76.810 | - | - | - | UG | - | - | - | - | - | - | - | - | - | - | Retained |
| V | PSC | 99.000 | - | - | - | XX | - | - | 38.00% | - | Ljpcwxsy | PWLO | - | 235 | XAWB+235 | - | 459.00000 |
| T | VLL | 85.900 | - | - | - | CCC- | - | - | 56.41% | - | Xdphzcip | GJNE | - | 550 | UWOB+550 | - | 953.00000 |
| M | OLO | 108.000 | - | Ikk | - | - | - | - | 70.00% | - | Fyexvlbf | GDGP | - | 185 | VUMZ+185 | - | 616.00000 |
Tranche Comments
M: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144V/Lmk Z;
V: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144J/Tld G;
I: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144J/Hkd A;
T: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144M/Yxp F;
Y: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144H/Fte N;
L: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144P/Ivb Z;
Wejqvr: First Pay: 2023-10-20; Redemption: 2025-04-20; Registration: 144G/Arr O;
Deal Comments
Rku Tqnn Zusckod 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 |
|---|
| K | GXE | 43.300 | 3.10 | - | - | PPP- | - | - | 58.80% | - | Chzcrafc | KCMV | - | 520 | YGPT+520 | - | - |
| O | KPY | 16.000 | 3.20 | - | - | MM | - | - | 36.00% | - | Urhdkwhg | SYHF | - | 240 | PSXR+240 | - | - |
| Pjv | PZT | 83.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L2 | FRH | 43.000 | 7.40 | - | - | MMM | - | - | 82.00% | - | Yxskrdtx | JIIM | - | 200 | UJFQ+200 | - | - |
| B | XND | 86.500 | 24.20 | - | - | SS- | - | - | 8.00% | - | Idmeautj | ILMC | - | 825 | SAUA+800 | - | - |
| P1 | MOS | 287.000 | 7.10 | Zii | - | - | - | - | 82.00% | - | Wxwuccml | HOGS | - | 180 | GJAW+180 | - | - |
| T | PED | 27.000 | 8.70 | - | - | V | - | - | 98.00% | - | Mclpwsvj | LCGB | - | 310 | YPUS+310 | - | - |
Tranche Comments
P1: Redemption: 2025-04-25; Registration: 144G/Jcy S;
L2: Redemption: 2025-04-25; Registration: 144Y/Apq Y;
O: Redemption: 2025-04-25; Registration: 144D/Btu N;
T: Redemption: 2025-04-25; Registration: 144M/Lmr E;
K: Redemption: 2025-04-25; Registration: 144K/Crc N;
B: Redemption: 2025-04-25; Registration: 144P/Xql I;
Pjv: Redemption: 2025-04-25; Registration: 144Z/Fam W;
Deal Comments
Ofp Awaa Snexfzt 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 |
|---|
| N | YHW | 8.000 | 4.23 | Ekk | - | - | - | - | - | - | Dpujryhi | BHZF | - | 180 | SJDV+180 | - | 317.00000 |
| B-1 | GBF | 400.000 | 9.50 | Dhh | - | XXX | - | - | 56.00% | - | Seyuefqi | KJZA | - | 220 | BQNF+220 | - | 126.00000 |
| D | ZWM | 22.800 | 8.51 | - | - | YYY- | - | - | 91.00% | - | Clympzen | AGSH | - | 575 | AWWZ+ 550 | - | 89.40000 |
| N | HPV | 69.600 | 9.44 | - | - | UU- | - | - | 6.40% | - | - | - | - | - | - | - | Retained |
| Zhrcoj | THC | 15.686 | - | OP | - | XO | - | - | - | - | - | - | - | - | - | - | Retained |
| O-2O | AUW | 19.000 | 1.15 | - | - | CCC | - | - | 88.00% | - | Qpxrpfiw | XUBM | - | 280 | TCQZ+280 | - | 231.00000 |
| Y-2W | RGC | 21.000 | 7.52 | - | - | III | - | - | 33.00% | - | Owmwf | KKQK | - | 280 | 6.60% | 6.604% | 612.00000 |
| A-2 | UFP | 3.900 | 4.50 | - | - | PP | - | - | 22.60% | - | Vimta | TJKB | - | 300 | 6.79% | 6.786% | 972.00000 |
| R-1 | TML | 90.000 | 5.35 | - | - | BB | - | - | 82.70% | - | Jlbbbxpe | BZUQ | - | 305 | DZOW+305 | - | 887.00000 |
| I | RWI | 63.000 | 2.26 | - | - | F | - | - | 86.20% | - | Kfmzbvqm | GSTL | - | 395 | MMIY+395 | - | 621.00000 |
Tranche Comments
N: Registration: 144X/Tlb W;
B-1: Registration: 144F/Diq U;
O-2O: Registration: 144X/Upw A;
Y-2W: Registration: 144D/Ncv W;
R-1: Registration: 144N/Xui S;
A-2: Registration: 144Z/Bem V;
I: Registration: 144G/Ipq A;
D: Registration: 144K/Xii B;
N: Registration: 144A/Csq R;
Zhrcoj: Registration: 144P/Ecf M;
Deal Comments
Dob Fnkk Fccqogu 2.00
Reinvestment Period (YRS)
7.89
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | YTM | 427.000 | 3.99 | Ezz | - | MMM | - | - | 34.00% | - | Vurqazqa | ICKO | - | 190 | 3oVVLH+190 | - | 977.00000 |
| G-2 | GHS | 4.000 | 7.52 | UH | - | NNN- | - | - | 77.30% | - | Dghai | - | - | - | 7.76% | 7.764% | 762.00000 |
| G | PJN | 94.970 | 2.41 | ZY | - | SS | - | - | 46.78% | - | Wreebtzt | NLLS | - | 270 | 3rKXCP+270 | - | 763.00000 |
| D-1 | NSF | 29.350 | 7.63 | KZ | - | KKK- | - | - | 79.30% | - | Dbmktuve | DVQZ | - | 500 | 3tQILH+500 | - | 846.00000 |
| L | WOE | 64.910 | 82.79 | ZF | - | ZZ- | - | - | 2.21% | - | Tqqkfwua | UHFI | - | 900 | 3vXOTA+866 | - | 58.00000 |
| E-2 | EIH | 92.000 | 4.53 | AB | - | UUU | - | - | 85.00% | - | Qulqiviw | UDQS | - | 245 | 3zIOEV+245 | - | 848.00000 |
| V | UOQ | 92.200 | 1.41 | GS | - | Z | - | - | 36.10% | - | Hczkvppl | XGYG | - | 365 | 3mKPWB+365 | - | 616.00000 |
Tranche Comments
G-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144Y/Ezl D;
E-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144O/Aus E;
G: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144U/Cai B;
V: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144V/Mlt Y;
D-1: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144L/Kzv W;
G-2: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144X/Ihp Q;
L: First Pay: 2023-04-20; Redemption: 2024-10-20; Registration: 144W/Xnd O;
Deal Comments
Bsw Bogg Ebmbszy 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 |
|---|
| Z-2 | GJT | 84.000 | 1.30 | NZ | - | ZZ | - | - | 63.60% | - | Shsnd | GHYK | - | - | 5.92% | - | - |
| Y-1 | QZN | 77.700 | 1.80 | HU | - | OO | - | - | 63.50% | - | Ylebyrks | EJML | - | 260 | KXLZ+260 | - | - |
| J-1 | APE | 71.100 | 4.80 | TQ | - | D+ | - | - | 94.80% | - | Qkpxyssk | HYZM | - | 323 | AMMI+323 | - | - |
| C | OIC | 46.120 | 3.50 | YU | - | CCC- | - | - | 82.50% | - | Hbrefqeb | MTKI | - | 446 | BEIB+446 | - | - |
| Q | RUF | 4.500 | 4.40 | J3 | - | IE | - | - | 4.80% | - | - | - | - | - | - | - | Retained |
| N | GAB | 48.540 | 4.60 | US | - | FF- | - | - | 1.00% | - | Omswyeyp | PNUS | - | 780 | LLZH+780 | - | - |
| F | OZI | 230.000 | 2.60 | Qss | - | CV | - | - | 47.00% | - | Hjmumvdz | ZDSN | - | 194 | BGCI+194 | - | - |
| J-2 | XYA | 5.786 | 9.60 | SM | - | P | - | - | 84.14% | - | Dpobkjuy | QJEB | - | 415 | LLLU+415 | - | - |
| Qud | XBU | 59.000 | - | WS | - | UF | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: Redemption: 2023-08-16; Registration: 144J/Gtg I;
Y-1: Redemption: 2023-08-16; Registration: 144Z/Nke I;
Z-2: Redemption: 2023-08-16; Registration: 144Y/Aij X;
J-1: Redemption: 2023-08-16; Registration: 144D/Nnr D;
J-2: Redemption: 2023-08-16; Registration: 144C/Rpp H;
C: Redemption: 2023-08-16; Registration: 144B/Dic D;
N: Redemption: 2023-08-16; Registration: 144U/Gtv E;
Q: Redemption: 2023-08-16; Registration: 144K/Hjc M;
Qud: Redemption: 2023-08-16; Registration: 144M/Dpd C;
Deal Comments
Hfb Tpee Jhvqfec 1.00
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 |
|---|
| N | GLX | 6.000 | 1.90 | Hgg | - | - | - | - | - | - | Qrkqpxnt | ULCA | - | 115 | CXYQ+115 | - | - |
| X-1 | GYX | 144.000 | 9.20 | Ikk | - | ZZZ | - | - | 93.00% | - | Cjdkvzuz | NZKY | - | 153 | MWNG+153 | - | - |
| W-1 | RQI | 76.000 | 1.10 | - | - | FF+ | - | - | 92.00% | - | Xmkdfsnz | BPMI | - | 210 | ITGX+210 | - | - |
| P | IPE | 42.000 | 1.50 | - | - | XXX+ | - | - | 54.00% | - | Udswubil | IIDR | - | 390 | LGLT+383 | - | - |
| Z-2 | EZA | 29.200 | 3.30 | - | - | NNN | - | - | 34.00% | - | Esrypvjw | NXUA | - | 175 | MNND+175 | - | - |
| E-2 | QKK | 29.400 | 4.40 | - | - | AA+ | - | - | 76.00% | - | Vwjqk | - | - | 200 | 4.63% | - | - |
| F | CJL | 40.000 | 76.00 | - | - | RR | - | - | 8.00% | - | Oldqdawr | XPFX | - | 775 | GEBG+759 | - | - |
| X | JAN | 3.000 | 29.90 | T3 | - | - | - | - | 2.61% | - | - | - | - | - | - | - | Retained |
| Ikb | RQN | 356.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | MBW | 67.000 | 9.80 | - | - | C+ | - | - | 68.00% | - | Mhzuubcl | SMTX | - | 265 | ALEJ+265 | - | - |
Tranche Comments
N: First Pay: 2022-10-21; Redemption: 2024-07-21; Registration: 144X Qctp;
X-1: First Pay: 2022-10-21; Redemption: 2024-07-21; Registration: 144M Xube;
Z-2: First Pay: 2022-10-21; Redemption: 2024-07-21; Registration: 144C Ybzh;
W-1: First Pay: 2022-10-21; Redemption: 2024-07-21; Registration: 144V Xkvh;
E-2: First Pay: 2022-10-21; Redemption: 2024-07-21; Registration: 144P Gfug;
W: First Pay: 2022-10-21; Redemption: 2024-07-21; Registration: 144A Gtsy;
P: First Pay: 2022-10-21; Redemption: 2024-07-21; Registration: 144I Rmkl;
F: First Pay: 2022-10-21; Redemption: 2024-07-21; Registration: 144S Fcfc;
X: First Pay: 2022-10-21; Redemption: 2024-07-21; Registration: 144T Tdjc;
Ikb: First Pay: 2022-10-21; Redemption: 2024-07-21; Registration: 144D Grbi;
Deal Comments
Ktx Qcbb Uwobtgl 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date