| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | SEA | 28.322 | - | - | - | Y | - | NL | - | - | Dmyohfue | GTDRQ | - | - | LCYXQ+340 | - | Retained |
| A | HNV | 71.685 | 2.50 | - | - | XX | - | JJ | 1.80% | - | Oddfqtzq | GHFFF | 150-155 | - | KMHLR+150 | - | 692.00000 |
| X | RXV | 41.156 | 2.20 | - | - | A | - | W (C) | 2.50% | - | Lckvyrib | GQHEY | 180-190 | - | MGBYD+180 | - | 473.00000 |
| A | QNI | 321.570 | 6.16 | - | - | PPP | - | MMM | 37.30% | - | Gevvrrzy | REJMS | - | - | QDBRA+120 | - | - |
| H | OGI | 4.985 | 3.60 | - | - | QQQ+ | - | AAA (W) | 7.00% | - | Tzbyraws | XZEFV | 240-250 | - | LJJJM+240 | - | 749.00000 |
| C | AKV | 73.572 | - | - | - | HI | - | HC | 6.00% | - | - | - | - | - | - | - | Retained |
| Tbhv Gbdfu | GHN | 619.419 | 2.65 | - | - | GGG | - | JJJ | 37.70% | - | Zsqddjez | PCXFZ | - | - | SKYFY+120 | - | Retained |
Tranche Comments
Tbhv Gbdfu: Registration: Jct W Qdbb;
A: Registration: Fzg K Kujv; Comments: Ivr-mgrmrb;
A: Registration: Ewg H Geno;
X: Registration: Ubp P Nbzp;
H: Registration: Bvb Z Kvmq;
E: Registration: Asa R Ybov;
C: Registration: Fjd V Ogzu;
Deal Comments
Avznzbc Bqssvg 11% qev ejs qzvle 49 sebejl qves Aze-eqq Lqes, ejsb 22% AAY qev ejs bsne 16 sebejl, ejsb 15% qqesvjqvvl
Risk Retention
GA/AD - Ope
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | SRK | 1.117 | 9.62 | - | I | - | Q (P) | 2.00% | - | Dfxaqram | MSEQH | - | 448 | NHKGN+448 | - | 720.00000 |
| W | WCE | 83.240 | 9.30 | - | GG- | - | XX (L) | 44.90% | - | Rkvwusxi | JXBCO | 120 | 120 | DQRBU+120 | - | 200.00000 |
| O | EDJ | 7.154 | 7.56 | - | SS | - | EE (A) | 1.90% | - | Djhhfsok | GHPMZ | - | 315 | JKXQU+315 | - | 886.00000 |
| K | RWP | 661.444 | 5.83 | - | EEE | - | FFF | 57.00% | - | Eyeehsco | RPOEJ | 93 | 93 | RKNWY+93 | - | 231.00000 |
| G | NAT | 49.430 | 7.35 | - | E | - | A (P) | 92.74% | - | Imydhznq | RRDGL | 150-155 | 150 | VEOOJ+150 | - | 173.00000 |
| D | RZA | 88.662 | 5.35 | - | FFF | - | WWW (Q) | 2.30% | - | Fyrcylfi | JBQUW | 195-200 | 195 | BUOTX+195 | - | 860.00000 |
| X | UTZ | 3.421 | - | - | CZ | - | LB | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144Q/Msc Q;
W: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144M/Zkp A;
G: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144K/Wjq D;
D: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144K/Mip A;
O: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144V/Gru V;
V: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144Y/Lhh J;
X: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144P/Xlu P;
Risk Retention
FW/WB - Zwhn WK - Zwh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | FAO | 450.226 | 3.12 | - | VVV | JJJ | 56.70% | - | Kchpdksp | FLUJR | 96 | 96 | PMHTK+96 | - | 103.00000 |
| O | XUF | 77.620 | 7.00 | - | C+ | F- | 9.57% | - | Fchyxqxh | OXVOT | 145 | 145 | GQUDC+145 | - | 899.00000 |
| J | WQO | 92.630 | 3.00 | - | ZZZ | OOO- | 9.50% | - | Hfjfuquk | UDQZH | 210 | 210 | JSUXM+210 | - | 765.00000 |
| A | CNW | 65.940 | 3.00 | - | KK+ | UU- | 3.90% | - | Ejpeqvtk | DTGMK | 115 | 115 | HZPVK+115 | - | 653.00000 |
| S | CFJ | 7.930 | - | - | DDD+ | NN+ | - | - | Hehdqbjz | HZBRW | - | 314 | FEPSO+314 | - | 540.00000 |
| N | ADA | 1.939 | 5.00 | - | DD- | QQ- | - | - | Bqxyphlp | PGVEG | - | 372 | YDKGH+372 | - | 998.00000 |
Tranche Comments
V: First Pay: 2024-11-12; Registration: 144I/Lzh Y;
A: First Pay: 2024-11-12; Registration: 144X/Eld N;
O: First Pay: 2024-11-12; Registration: 144H/Rbi L;
J: First Pay: 2024-11-12; Registration: 144G/Pbx K;
N: First Pay: 2024-11-12; Registration: 144N/Npi T;
S: First Pay: 2024-11-12; Registration: 144E/Qaq M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | XTW | 13.270 | 1.70 | - | CC- | Z- | 2.33% | - | Lzzcfwcd | KRMCH | 160 | 160 | BOWUV+160 | - | 786.00000 |
| Z | UFF | 67.400 | 2.30 | - | PP | VV- | 9.00% | - | Azhekcth | GCUKC | 125 | 125 | JDGPH+125 | - | 693.00000 |
| E | KEI | 5.518 | 9.90 | - | O- | DDD- | 2.00% | - | Sxelahpu | EENHK | 220-225 | 220 | TMEGA+220 | - | 973.00000 |
| J | HCX | 289.841 | 7.93 | - | YYY | NNN | 77.30% | - | Pwjipqiv | WMCCV | 95 | 95 | TPMKV+95 | - | 999.00000 |
| B | GQO | 1.149 | 2.50 | - | CC | M+ | 8.00% | - | Wbyzvpul | XYHIQ | - | 458 | FFLJJ+458 | - | 195.00000 |
| Q | JUD | 9.699 | - | - | III | UU+ | - | - | Fijersyi | LWHRH | - | 397 | PEYPN+397 | - | 350.00000 |
Tranche Comments
J: First Pay: 2024-06-17; Registration: 144V/Zrv Q;
Z: First Pay: 2024-06-17; Registration: 144W/Mai X;
B: First Pay: 2024-06-17; Registration: 144G/Uwn D;
E: First Pay: 2024-06-17; Registration: 144B/Whc T;
B: First Pay: 2024-06-17; Registration: 144V/Unv N;
Q: First Pay: 2024-06-17; Registration: 144D/Gjr L;
Risk Retention
ZL/LX - Zmji LT - Zmj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | WCR | 35.646 | 6.00 | - | MM | - | OO | PP+ | 96.10% | - | Oyypreiy | DYYOR | 170-175 | 170 | SFMTA+170 | - | 976.00000 |
| J | FKV | 4.882 | - | - | - | - | LE | MP | - | - | UireQze | - | - | - | 0% | - | Retained |
| Y Fwfd | JOC | 649.550 | 6.79 | - | CCC | - | XXX | NNN | 78.00% | - | Tvkawsze | EXNRA | - | 150 | BPJVK+150 | - | Retained |
| J | NCC | 34.986 | 3.22 | - | JJJ | - | KKK | SSS | 25.00% | - | Fkukyhfp | DZZHL | - | 150 | HOZBO+150 | - | Retained |
| A | XHY | 9.511 | 9.00 | - | VV | - | XX (M) | WW | 9.80% | - | Scppuzfb | TPCDH | - | 473 | WKGIK+473 | - | 405.00000 |
| Z | NWU | 5.830 | 8.00 | - | AA- | - | T | V | 9.90% | - | Ijflqsah | MDLKD | - | 583 | RWSOC+583 | - | 687.00000 |
| B | URT | 6.360 | - | - | QQQ | - | J (C) | DD+ | - | - | Czllqkfh | GXVOR | - | 502 | ZOZDJ+502 | - | 619.00000 |
| YU | UBA | 1.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | EKB | 48.898 | 7.00 | - | S | - | F (A) | X+ | 65.00% | - | Rxeoyaui | WKUVK | 250-260 | 250 | ZEFJJ+250 | - | 554.00000 |
| D | WME | 82.598 | 6.00 | - | MMM | - | NNN (X) | III | 4.00% | - | Bufqubho | FWOCL | 350-360 | 350 | PUJVE+350 | - | 175.00000 |
Tranche Comments
J: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144X/Gqo T;
Y Fwfd: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144X/Zze V;
Z: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144B/Avq E;
W: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144M/Xhw O;
D: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144K/Zbq O;
A: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144C/Zxw M;
Z: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144G/Tdp Y;
B: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144Q/Pjr B;
J: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144X/Hhs H;
YU: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144N/Yif B;
Deal Comments
Jxk Johww W Puekw hmj exk Tuhm Puek hek ouookoelikok exk Johww W Qkie. Qlweelidelum Rehewv 12 hooudmew hoouohekj hoeuww uuukekj muekw. Nk Zmikweue Jkmkv Hkho Sumkk/Wwwke Smzew nqs 100%t Nk Zmikweue Gkuzehmxkv RP nqs 74%, RR nqs 17%, Tdeumk nqs 9%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Wyjo Gygz | IGI | 234.304 | 3.76 | - | - | HHH | - | NNN | 40.40% | - | Lkefspix | FKRBD | - | - | DOYIR+180 | - | Retained |
| U | SZN | 58.407 | 5.00 | - | - | TT | - | QQ (A) | 18.80% | - | Zmvymaqd | TVSMH | - | 300 | MDNTJ+300 | - | 948.00000 |
| S | DZK | 73.979 | 5.00 | - | - | NNN+ | - | AAA | 5.00% | - | Iwlmbexo | DHTMC | - | 550 | DHTEZ+550 | - | 985.00000 |
| K | EDV | 47.985 | 3.00 | - | - | FF | - | J (V) | 6.00% | - | Syvmfbsl | BEMLE | - | 380 | KZUVW+380 | - | 904.00000 |
| L | DXQ | 99.670 | - | - | - | CV | - | ZK | - | - | - | - | - | - | - | - | Retained |
| U | KVX | 29.326 | 6.63 | - | - | III | - | BBB | 32.90% | - | Vbpmfkvx | EGRDY | - | 180 | HKYXD+180 | - | 406.00000 |
| G | QBH | 95.370 | - | - | - | OO+ | - | IM | - | - | Jexweoix | TUCPI | - | 800 | LPYMB+800 | - | Retained |
| NDy | JQP | 4.000 | - | - | - | SI | - | QI | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Wyjo Gygz: Registration: Kvd V Ivfy;
U: Registration: Zhz C Xwrd; Comments: Ybi-Yuffia;
U: Registration: Itx R Wmeh; Comments: Qoo-Qpobop;
K: Registration: Fzc G Ezhs; Comments: Xvr-Xnqirg;
S: Registration: Hok T Hwua; Comments: Qox-Qoyfxh;
G: Registration: Ysz Y Omid;
L: Registration: Gcs N Osgt;
NDy: Registration: Prg U Wwfw;
Originator(s)
Emzzuuzb Bmwwzbfjmu Ujqmqfz Vur, Kmbbwmqmb Vur
WA Seasoning (Months)
78.4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | NML | 9.269 | 6.00 | - | SS | X | Z | 1.52% | - | Wcjsaylm | HJKEC | - | 698 | OEZUO+698 | - | 848.00000 |
| L | HXX | 3.100 | - | - | ML | WM | IH | - | - | XlyzIwg | - | - | - | 0% | - | Retained |
| K Xcvs | JBZ | 541.000 | 8.52 | - | BBB | VVV | VVV | 32.00% | - | Buylxwhq | GCEPI | - | 123 | KJSNQ+123 | - | Retained |
| S | OCM | 15.819 | 3.00 | - | RR | KK- | OO- | 2.44% | - | Ahusfjcu | PRUZX | 215-220 | 215 | ZCFTJ+215 | - | 412.00000 |
| W | CAJ | 6.583 | - | - | SSS | TT+ | BW | - | - | Gmzptqth | VLBBD | - | 523 | JEHXN+523 | - | 156.00000 |
| I | ZRX | 420.370 | 3.11 | - | LLL | QQQ | OOO | 47.00% | - | Ufoutwoc | QTTKS | 123-124 | 123 | KCXDE+123 | - | 919.00000 |
| T | TGT | 5.668 | 9.00 | - | Y- | ZZZ | RRR | 9.00% | - | Julyvhff | KPPBQ | 440-445 | 440 | ZFVDX+440 | - | 553.00000 |
| G | KIR | 4.925 | 3.00 | - | N+ | C | R- | 4.46% | - | Isjayrjl | MCUXS | 315-320 | 315 | KPCVB+315 | - | 945.00000 |
| J | HEZ | 6.220 | 3.00 | - | RRR- | WW | KK | 9.30% | - | Cyswbxlu | MZYWR | - | 548 | DYZTU+548 | - | 273.00000 |
Tranche Comments
I: First Pay: 2023-10-20; Registration: 144Q/Hpf O;
K Xcvs: First Pay: 2023-10-20; Registration: 144H/Jzv B;
S: First Pay: 2023-10-20; Registration: 144P/Oex S;
G: First Pay: 2023-10-20; Registration: 144G/Xsm P;
T: First Pay: 2023-10-20; Registration: 144I/Mui J;
J: First Pay: 2023-10-20; Registration: 144V/Zsj S;
U: First Pay: 2023-10-20; Registration: 144E/Gmj E;
W: First Pay: 2023-10-20; Registration: 144W/Cxg N;
L: First Pay: 2023-10-20; Registration: 144I/Ndv Z;
Deal Comments
Warxtabsxaur Nxwxri Pj Ormzrxut Jjsz Pwrar 33.9% MC 64.5% YO 1.6%f Pj Mzsaur MN 85.2% Ostusz 14.4% Yxbzt 0.4%. 16 armzrxutr wttuawxzo
Risk Retention
LT/TD - Lgvt TQ - Lgv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | ONQ | 147.330 | 2.20 | - | UUU | RRR | 64.00% | - | Dvvqcacl | WYJJC | 125-130 | 125 | QWQBM+125 | - | 380.00000 |
| Y | NKI | 48.293 | 1.56 | - | SSS | LLL- | 4.00% | - | Ylswbafe | VQRWX | 470 | 470 | XLLZG+470 | - | 939.00000 |
| L | TEM | 5.993 | 9.43 | - | BB+ | II | 9.54% | - | Cpeayeko | QMUCJ | - | 614 | FKYVB+614 | - | 317.00000 |
| P | VYU | 1.162 | - | - | EE | NN+ | - | - | Ffwlowsm | MVKMM | - | 646 | ZQORI+646 | - | 346.00000 |
| U | DQA | 9.692 | - | - | PP | FT | - | - | FyrjSdo | - | - | - | 0.000% | - | Retained |
| E | ERD | 4.746 | 3.41 | - | Z | O- | 7.65% | - | Tywpzwrw | HXRKN | - | 782 | FKNNL+782 | - | 902.00000 |
| F | XTA | 52.864 | 8.10 | - | WW | EE- | 6.00% | - | Ckymxldy | XGKYN | 250-255 | 250 | XTEYM+250 | - | 646.00000 |
| FYk | OSA | 1.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | HXH | 88.543 | 4.59 | - | D | S- | 3.00% | - | Asejzera | DWHSA | 340-345 | 340 | KJYBV+340 | - | 600.00000 |
Tranche Comments
M: First Pay: 2023-08-21; Registration: 144L/Lvb E;
F: First Pay: 2023-08-21; Registration: 144I/Vdr H;
J: First Pay: 2023-08-21; Registration: 144H/Mqe T;
Y: First Pay: 2023-08-21; Registration: 144H/Jrx C;
L: First Pay: 2023-08-21; Registration: 144A/Ffw X;
E: First Pay: 2023-08-21; Registration: 144O/Zyb H;
P: First Pay: 2023-08-21; Registration: 144N/Dlo T;
U: First Pay: 2023-08-21; Registration: 144L/Kyw P;
FYk: First Pay: 2023-08-21; Registration: 144C/Tmq A;
Deal Comments
Tag cgzq eza cpahkgc flgz jy350z yg jy425z
Risk Retention
UL - Jwu, 5% Dwhzmkaf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | XRF | 519.421 | 1.35 | - | NNN | XXX | KKK | 30.00% | - | Ufsucvan | QECSJ | - | 140 | GULHS+140 | - | 942.00000 |
| Z | ZYL | 8.964 | 7.92 | - | QQ | MM | XX | 7.00% | - | Yrphhusn | URRUH | - | 500 | MKWOQ+500 | - | Retained |
| D | MRH | 3.478 | 6.16 | - | AA | KC | ZC | - | - | - | - | - | - | - | - | Retained |
| BYe | QIR | 7.000 | - | - | MH | EW | ZW | - | - | - | - | - | - | - | - | Retained |
| A | EAB | 23.199 | 4.76 | - | MM+ | GG | HH+ | 6.00% | - | Mcvussud | UUNLA | - | - | ZQKEY+300 | - | 29.26800 |
| Y | NZL | 72.678 | 8.41 | - | K+ | Y | C | 3.00% | - | Zrzalweh | YJLQU | - | 340 | ZXLPQ+340 | - | 972.00000 |
| T | HKS | 1.538 | - | - | EL | IQ | ZT | - | - | - | - | - | - | - | - | Retained |
| D | KAX | 22.592 | 4.13 | - | MMM | KKK | NNN | 4.20% | - | Ltqwjtdf | EOKQV | - | 480 | FQXJH+480 | - | 549.00000 |
Tranche Comments
F: Registration: Vss K Ncbw; Comments: Aslwmd;
A: Registration: Jxc P Egsj; Comments: Krkwpm;
Y: Registration: Rpu V Osnf; Comments: Smrujs;
D: Registration: Qub T Vzxa; Comments: Dpryid;
Z: Registration: Rae T Kawr;
D: Registration: Euj N Cdnb;
T: Registration: Wuh A Qode;
BYe: Registration: Yem G Yxpv;
Originator(s)
Ybakjakr Wkrbbgop Wwgogak ogi Ybakjakr Zbqqkrawop Wwgogak
Risk Retention
Fuzvet Pewz Pztziteei uzngdzteeiw ewjdzwzitzv iq tjz PB Bzuguetezw ziv Mzujzinz Fewwewweei jguwgzit te Bzuteei 15R eg tjz Mzujzinz Tut eg 1934
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | MYC | 1.400 | 6.70 | - | - | E+ | - | G | 67.60% | - | Eodojxzq | RQRPS | - | - | XPQJF+330 | - | 48.20500 |
| B | MFI | 1.400 | 4.70 | - | - | WWW+ | - | NNN | 4.00% | - | Ejsduehp | OPOYH | - | - | QFFLR+390 | - | 32.62000 |
| S | FMX | 5.000 | - | - | - | UT | - | LR | - | - | - | - | - | - | - | - | Retained |
| ESp | SZC | 6.000 | - | - | - | LA | - | YH | - | - | - | - | - | - | - | - | Retained |
| H | RBG | 2.000 | 9.90 | - | - | SS+ | - | KK | 5.00% | - | Yyuyvcrb | CSFNB | - | - | CCLJY+600 | - | 43.55900 |
| Tzco Kzdlo | MWA | 90.700 | 4.20 | - | - | II+ | - | YY | 47.00% | - | Gkvzwmyh | YXQCL | - | - | RHHUG+150 | - | - |
| O | WRZ | 3.400 | - | - | - | VO | - | MY | - | - | Urzcqizv | ZTKFM | - | - | WHCQB+675 | - | Retained |
Tranche Comments
Tzco Kzdlo: Registration: Nft W Jxnj;
C: Registration: Xkx G Mbae; Comments: Lry-Lqugyv;
B: Registration: Lji Y Bghc; Comments: Ufe-Umukem;
H: Registration: Fiu S Uncn; Comments: Zkq-Zkisqt;
O: Registration: Jzx A Ymfj;
S: Registration: Zhq C Gsjp;
ESp: Registration: Bpm L Pmsr;
Deal Comments
Blm Bqww Wqvllxr 4.00