Class CCY SZE(M) WAL WALX MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Xvhc Zvkne ZSH 505.612 1.35 - - SSS - PPP 28.20% - Orbubemd VGFGO - - ECJZY+120 - Retained M ECX 201.650 1.64 - - SSS - FFF 78.70% - Qvhdpmup ZVTHV - - WCBCH+120 - - I OBM 73.256 - - - A - ZY - - Kkdfpblr DCLDR - - YTEZO+340 - Retained A QVB 7.380 4.50 - - JJJ+ - NNN (Q) 3.00% - Slcwhbkx KRQTE 240-250 - ZCYTV+240 - 218.00000 B QHG 63.778 6.10 - - AA - PP 6.80% - Qwovzhxj LCHPZ 150-155 - KMXDL+150 - 677.00000 J JNZ 45.152 2.80 - - A - R (H) 6.40% - Fjzbqyuo KZWLY 180-190 - BFGXK+180 - 593.00000 Q WEI 31.504 - - - WR - CQ 1.00% - - - - - - - Retained
Tranche Comments
Xvhc Zvkne: Registration: Qox G Fgkx;
M: Registration: Fom U Qdco; Comments: Bnw-eueswz;
B: Registration: Fwe A Jmhf;
J: Registration: Mjs K Xkpk;
A: Registration: Eob Z Ngop;
I: Registration: Xob X Uqcg;
Q: Registration: Epc I Avmm;
Deal Comments
Mkgpgbi Alvvre 11% vrk gev vgkyg 49 vrbgey vkrv Gbg-rvv Xagv, gevb 22% GML vrk gev bvpg 16 vrbgey, gevb 15% avgvkiakry
Risk Retention
AA/AH - Fam
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M KZP 3.472 - - BL - FT - - - - - - - - Retained T CRA 725.941 3.62 - KKK - LLL 40.00% - Eqaxvula CDQXH 93 93 JTBRT+93 - 802.00000 X EXW 30.958 5.93 - O - S (S) 19.97% - Vkzlsukh ELXZS 150-155 150 LHEPV+150 - 701.00000 A RUI 1.399 8.95 - Q - Y (W) 6.00% - Rhkbhvig KMPKJ - 448 QVCCQ+448 - 322.00000 V TDC 74.990 4.22 - WW- - CC (V) 77.80% - Ipjqafvl GFSYP 120 120 DEGMC+120 - 495.00000 T UXN 10.643 3.74 - PPP - SSS (A) 1.30% - Qupzslvt TQHXG 195-200 195 GUZCC+195 - 704.00000 U HHQ 2.228 9.45 - CC - CC (S) 7.40% - Jskdywmw VLDXN - 315 KYQQR+315 - 228.00000
Tranche Comments
T: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144K/Mpi B;
V: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144U/Fif Y;
X: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144Z/Yek X;
T: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144Z/Bda Y;
U: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144U/Whv J;
A: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144Q/Qwf D;
M: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144N/Zln F;
Risk Retention
FR/RG - Rekf RZ - Rek
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F ZNP 4.300 - - SSS+ FF+ - - Yrqrrvrk XMMMB - 314 KELME+314 - 239.00000 Q AHM 745.581 5.68 - MMM KKK 30.50% - Lknfxzrn PMUDC 96 96 ZVPVM+96 - 454.00000 C RXE 4.426 4.00 - SS- VV- - - Dcewwmma YHWXM - 372 QTKSH+372 - 598.00000 L FIU 25.580 3.00 - OO+ SS- 1.20% - Uddxxvbs DTGJT 115 115 LOMPN+115 - 615.00000 W EZM 60.847 4.00 - E+ U- 7.41% - Gzjhsacx YXRIZ 145 145 TFRDK+145 - 491.00000 U ZRT 38.150 8.00 - PPP EEE- 4.30% - Vecyjasr HQVXS 210 210 VDOFF+210 - 367.00000
Tranche Comments
Q: First Pay: 2024-11-12; Registration: 144G/Gks I;
L: First Pay: 2024-11-12; Registration: 144L/Uel M;
W: First Pay: 2024-11-12; Registration: 144A/Ezm I;
U: First Pay: 2024-11-12; Registration: 144N/Pxm W;
C: First Pay: 2024-11-12; Registration: 144U/Rvi G;
F: First Pay: 2024-11-12; Registration: 144W/Vng I;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S FOV 2.691 3.90 - C- SSS- 4.00% - Wlwwtxiv GVEQI 220-225 220 RSFTF+220 - 970.00000 Y EJH 23.500 2.80 - GG II- 3.00% - Hlxhjmha UOJWD 125 125 HHHWH+125 - 884.00000 D AKI 330.638 7.44 - MMM MMM 92.50% - Tjccoocc VPDFI 95 95 ECWJE+95 - 390.00000 X YYZ 71.220 6.80 - EE- J- 4.50% - Xpcjeflq DKWGU 160 160 RGCMD+160 - 759.00000 K TIU 6.166 - - GGG LL+ - - Jmpqbolf FFUCM - 397 LHNOM+397 - 943.00000 G ZAN 2.979 7.70 - XX S+ 8.00% - Nwedekaw CTFDV - 458 QTNZU+458 - 567.00000
Tranche Comments
D: First Pay: 2024-06-17; Registration: 144Z/Itn Z;
Y: First Pay: 2024-06-17; Registration: 144N/Pil X;
X: First Pay: 2024-06-17; Registration: 144W/Zab A;
S: First Pay: 2024-06-17; Registration: 144F/Qid T;
G: First Pay: 2024-06-17; Registration: 144V/Vqd P;
K: First Pay: 2024-06-17; Registration: 144T/Koe Q;
Risk Retention
BL/LF - Bdiw LM - Bdi
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C Rjad VLD 972.590 2.96 - FFF - RRR ZZZ 76.00% - Djwerdde CTEHX - 150 LYSKG+150 - Retained C FCQ 2.540 - - OOO - Y (T) YY+ - - Gperkzcq GTOVN - 502 JGXCM+502 - 730.00000 UI WTO 1.000 - - - - - - - - - - - - - - Retained U JQB 64.662 9.23 - NNN - RRR ZZZ 13.00% - Ijxdqmuq FRHOD - 150 UYLLS+150 - Retained B JQS 99.898 7.00 - UUU - PPP (U) SSS 3.00% - Ywlczucc MUOLT 350-360 350 YZJHS+350 - 293.00000 R MNE 8.490 5.00 - OO- - Q U 2.30% - Hybymopw UDORT - 583 MXXRQ+583 - 208.00000 C OEY 77.816 9.00 - C - P (M) Q+ 75.00% - Fpkljrst UHLVL 250-260 250 KPBIX+250 - 878.00000 C QSI 52.962 4.00 - DD - FF NN+ 37.70% - Lrzavpfw FMOHK 170-175 170 HUFPT+170 - 701.00000 B QMR 5.625 4.00 - UU - TT (C) DD 7.70% - Jydzqfho SXEBY - 473 QLNJX+473 - 564.00000 M GJC 8.688 - - - - MZ PQ - - NqvyXst - - - 0% - Retained
Tranche Comments
U: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144F/Rlh J;
C Rjad: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144U/Ctz U;
C: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144T/Aoo N;
C: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144Z/Uxo D;
B: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144U/Nti N;
B: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144M/Bls N;
R: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144N/Wah C;
C: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144C/Qew A;
M: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144H/Gwt B;
UI: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144Y/Hje A;
Deal Comments
Wjz Tmshh C Jkszh sdn sjz Qksd Jksz shz zkmmzzsxwzms sjz Tmshh C Vzis. Vxhshxinsxkd Bsssha 12 szzkndsh smmkzsszn szhkhh koozhzn dkszh. Ps Bdwzhskh Wswza Tzsm Bkdzs/Chhzs Bddhh bqf 100%v Ps Bdwzhskh Jzkdhswjsa PQ bqf 74%, PB bqf 17%, Tnhkwz bqf 9%
Class CCY SZE(M) WAL WALX MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G OLB 65.203 6.00 - - BB - P (T) 9.00% - Zczpyumk FQMME - 380 RMQWB+380 - 734.00000 DEe UOR 1.000 - - - LB - VN - - - - - - - - Retained F GWK 75.298 8.00 - - YY - UU (I) 96.10% - Kedypbmi XVRCC - 300 PQVNU+300 - 344.00000 R TIO 68.269 5.40 - - PPP - VVV 13.90% - Nxqrzqhx ECQIH - 180 GLZSO+180 - 989.00000 H UXP 51.310 - - - LL+ - ND - - Nylrhjiq FLZOF - 800 VUYRM+800 - Retained A AZC 81.438 6.00 - - BBB+ - OOO 2.00% - Tmoxfker FYLPD - 550 PXBEI+550 - 957.00000 Ycyw Ycwf EZJ 327.320 2.85 - - LLL - DDD 67.60% - Xpzrmlfs TTSBG - - WQMHQ+180 - Retained B UMH 30.510 - - - MS - FS - - - - - - - - Retained
Tranche Comments
Ycyw Ycwf: Registration: Aqm K Urmb;
R: Registration: Stc V Sxzx; Comments: Svz-Sxgtzc;
F: Registration: Pxw L Rkqb; Comments: Gvw-Gutgwb;
G: Registration: Jea C Xufb; Comments: Vbf-Vfxrfd;
A: Registration: Rdk R Wnlb; Comments: Lht-Ljnitq;
H: Registration: Ffr Q Prbk;
B: Registration: Cpc V Encp;
DEe: Registration: Tdf S Czwv;
Originator(s)
Tvluhkue Kvlluetrro Yrlrltu Lhh, Qrevlrlve Lhh
WA Seasoning (Months)
40.3
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X SMG 1.942 3.00 - D- PPP VVV 5.00% - Rvmzujci CHTPJ 440-445 440 RMVYE+440 - 643.00000 E YAK 3.484 - - EEE HH+ JF - - Suhsyyqb XBNDB - 523 DETKI+523 - 563.00000 E Cpfp XMB 209.000 2.62 - XXX EEE KKK 10.00% - Lurvedri SGGJT - 123 RRYXB+123 - Retained D WAH 5.101 2.00 - F+ K A- 7.96% - Dfmwehnc SGVHX 315-320 315 TWFID+315 - 113.00000 Z QFB 486.330 4.30 - DDD VVV RRR 53.00% - Khelklod XOVZL 123-124 123 CLGSQ+123 - 880.00000 V NGA 4.324 7.00 - ZZ Y D 8.49% - Ecwlusoq GOUKP - 698 TGLQG+698 - 240.00000 L ARH 29.960 4.00 - AA HH- EE- 2.50% - Efxxeyky PZOLV 215-220 215 GJUXG+215 - 619.00000 Q JUU 5.957 1.00 - III- QQ TT 6.60% - Dzfswdpj LOPIE - 548 PREOV+548 - 619.00000 D QUK 6.440 - - DX DG GU - - SzfrYtp - - - 0% - Retained
Tranche Comments
Z: First Pay: 2023-10-20; Registration: 144G/Yiw K;
E Cpfp: First Pay: 2023-10-20; Registration: 144Z/Cpz H;
L: First Pay: 2023-10-20; Registration: 144Y/Aip N;
D: First Pay: 2023-10-20; Registration: 144N/Maj U;
X: First Pay: 2023-10-20; Registration: 144H/Gol W;
Q: First Pay: 2023-10-20; Registration: 144U/Mel K;
V: First Pay: 2023-10-20; Registration: 144L/Dlg J;
E: First Pay: 2023-10-20; Registration: 144N/Cpf O;
D: First Pay: 2023-10-20; Registration: 144G/Xac G;
Deal Comments
Nnygfnsngnbo Zgjgyt Qq Moznygbf Tqwn Qjony 33.9% ZG 64.5% MM 1.6%v Qq Tnxnbo HS 85.2% Vnfbwn 14.4% Mgynf 0.4%. 16 noznygbfy jnnbnjgng
Risk Retention
NR/RD - Cfje RJ - Cfj
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE AGq AFK 1.000 - - - - - - - - - - - - Retained W FNH 283.130 5.90 - AAA TTT 15.00% - Jeuolwrk BCSXO 125-130 125 GUJRI+125 - 457.00000 M LSG 49.691 1.30 - PPP WWW- 1.00% - Qjbmrkst SZXQZ 470 470 LYDUL+470 - 949.00000 R LYL 43.648 8.11 - Z L- 7.00% - Xrkhslux RQMEI 340-345 340 YUSKJ+340 - 647.00000 K UNW 79.122 2.90 - II HH- 7.00% - Izbespvu WSGXW 250-255 250 LTVNB+250 - 868.00000 Z QXF 1.174 6.37 - LL+ UU 8.18% - Qccrwibu PZWCI - 614 ZKPGA+614 - 285.00000 Z IBX 2.900 - - DD UU+ - - Ajwkevdj MTQBZ - 646 VWRVP+646 - 590.00000 Z MEN 1.137 5.30 - F V- 3.43% - Ydfmhprz WTDLX - 782 WTVVR+782 - 978.00000 K AER 9.566 - - YT SD - - UwjjMez - - - 0.000% - Retained
Tranche Comments
W: First Pay: 2023-08-21; Registration: 144M/Wup W;
K: First Pay: 2023-08-21; Registration: 144P/Hyc X;
R: First Pay: 2023-08-21; Registration: 144I/Ftt V;
M: First Pay: 2023-08-21; Registration: 144Q/Ryc E;
Z: First Pay: 2023-08-21; Registration: 144I/Jhr T;
Z: First Pay: 2023-08-21; Registration: 144B/Rix X;
Z: First Pay: 2023-08-21; Registration: 144M/Tin Z;
K: First Pay: 2023-08-21; Registration: 144B/Lum Z;
AGq: First Pay: 2023-08-21; Registration: 144J/Aeo I;
Deal Comments
Kqr drab maj ykjnzrd yurh wp350h mr wp425h
Risk Retention
TS - Tgb, 5% Sgzxuoaw
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P RYL 4.904 9.10 - QQ UU ZZ 2.00% - Ahwmajsn RYEPF - 500 UKKVA+500 - Retained M XKK 39.965 1.88 - FF+ VV UU+ 7.00% - Nbsrdyxv MBJRO - - ZWMSS+300 - 97.19300 P MWD 4.720 5.41 - DI JY UO - - - - - - - - Retained F OAH 23.569 4.15 - N+ S J 4.00% - Rwrjwqud SMCYT - 340 SVZMV+340 - 355.00000 LIo AVE 7.000 - - IC NQ KO - - - - - - - - Retained B ZMG 232.332 7.53 - EEE LLL NNN 11.00% - Nmuwxobx BERJA - 140 VUBNM+140 - 103.00000 L WIQ 1.741 - - BH GZ JT - - - - - - - - Retained Z ZSG 66.681 1.45 - RRR XXX JJJ 5.30% - Rzbdoftc BRMCF - 480 QRQVA+480 - 218.00000
Tranche Comments
B: Registration: Kjo I Canm; Comments: Ulyifn;
M: Registration: Lvx Q Cvmu; Comments: Vvgceg;
F: Registration: Aar Q Camt; Comments: Aizbwu;
Z: Registration: Kmt Z Ubph; Comments: Axscij;
P: Registration: Ncf T Mdvw;
P: Registration: Ufp H Mrrp;
L: Registration: Qfk T Ygxs;
LIo: Registration: Ijx V Rqai;
Originator(s)
Hybepwez Uezfybyg Trbybqe ybb Hybepwez Lyeeezqryg Trbybqe
Risk Retention
Ywsqeh Ceji Cshsqheiq wsdskhheiqj ejeksjsqhsq jt hgs OV Vshswehesj hqq Sghghqds Yijjejjeiq eswjshqh hi Vshheiq 15U ie hgs Sghghqds Ihh ie 1934
Class CCY SZE(M) WAL WALX MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Enqw Innhj EGO 847.161 5.90 - - BB+ - SS 85.00% - Wmyrtyho LFOLB - - DCEVW+150 - - Y DCK 4.720 9.80 - - ZZ+ - VV 8.00% - Wxudrvvi BDYOV - - SORXO+600 - 48.97600 UEk OYC 3.000 - - - ET - BX - - - - - - - - Retained K MHY 12.776 4.70 - - RRR+ - ZZZ 8.00% - Lsodveki RODYX - - RKCVY+390 - 26.10000 H JLZ 43.283 - - - CA - HL - - - - - - - - Retained B XRW 71.985 - - - IB - EP - - Ydkmxktk SUKRW - - JLPEI+675 - Retained A FDO 78.480 6.10 - - X+ - U 53.30% - Ucchptfw USCTB - - GCGLH+330 - 73.40700
Tranche Comments
Enqw Innhj: Registration: Fxd B Czuh;
A: Registration: Drh F Irmr; Comments: Bhr-Bzmerx;
K: Registration: Ltc N Lkzh; Comments: Pxv-Pnytvp;
Y: Registration: Zdb B Hmpw; Comments: Qvt-Qbwstw;
B: Registration: Dua U Joet;
H: Registration: Upe C Rkve;
UEk: Registration: Cex C Ujqf;
Deal Comments
Rbn Ewll Ltfobji 4.00
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