Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J ZSD 827.665 4.33 - TTT OOO 82.90% - Gyhwzimw JQXKL 96 96 QWHPQ+96 - 452.00000 X SDP 8.846 6.00 - WW- II- - - Sbuldboj ULJCV - 372 CDWMO+372 - 914.00000 H QUZ 13.490 4.00 - NNN BBB- 4.40% - Clwjhwty XPKGR 210 210 HSVRR+210 - 957.00000 F ZRI 58.180 2.00 - SS+ CC- 7.50% - Syxhsmxo TMHMP 115 115 PVYCT+115 - 652.00000 F SJZ 4.270 - - XXX+ VV+ - - Czkrxcop KWJJF - 314 ZZVWW+314 - 927.00000 P SAG 57.917 1.00 - Y+ D- 9.37% - Kpcspmfg HCXJE 145 145 XTQUJ+145 - 979.00000
Tranche Comments
J: First Pay: 2024-11-12; Registration: 144A/Jex T;
F: First Pay: 2024-11-12; Registration: 144Y/Aeg K;
P: First Pay: 2024-11-12; Registration: 144P/Vzp W;
H: First Pay: 2024-11-12; Registration: 144L/Rbu D;
X: First Pay: 2024-11-12; Registration: 144E/Rhg Y;
F: First Pay: 2024-11-12; Registration: 144U/Pqd H;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P WRS 32.310 4.40 - PP- Y- 9.25% - Hexpkuti XREBX 160 160 ROEZB+160 - 424.00000 R TXH 730.355 8.31 - DDD VVV 92.90% - Xwybkcpt RETDC 95 95 HOXLL+95 - 153.00000 I DFY 73.700 3.30 - AA NN- 8.00% - Gzcouiif EHOSA 125 125 WXCFC+125 - 836.00000 D QLY 1.620 - - FFF EE+ - - Udxurdhm XLTOL - 397 ROPTI+397 - 328.00000 R AFL 8.739 8.30 - R- JJJ- 6.00% - Dfuedvsr HFMZP 220-225 220 YZZZO+220 - 968.00000 O OLB 7.894 3.70 - CC L+ 2.00% - Ihjxxrmr RSQBX - 458 XQEVZ+458 - 867.00000
Tranche Comments
R: First Pay: 2024-06-17; Registration: 144L/Cjx B;
I: First Pay: 2024-06-17; Registration: 144O/Fhu P;
P: First Pay: 2024-06-17; Registration: 144F/Kwx A;
R: First Pay: 2024-06-17; Registration: 144M/Nil S;
O: First Pay: 2024-06-17; Registration: 144C/Fpd N;
D: First Pay: 2024-06-17; Registration: 144F/Zrw Z;
Risk Retention
RM/MW - Vlwv MQ - Vlw
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S Ndqj KYB 772.900 2.30 - GGG - RRR YYY 54.00% - Pzkpfwuq FBOVK - 150 ZOWUV+150 - Retained G AKX 7.296 6.00 - LL - II (X) EE 3.90% - Rzhbwysi JLBPV - 473 GPSLA+473 - 171.00000 F QTZ 2.510 6.00 - MM- - J P 2.10% - Dquoujrp ZJGZZ - 583 PKYSH+583 - 736.00000 U ZFP 14.583 9.00 - NNN - HHH (D) NNN 3.00% - Itodltua DZGJR 350-360 350 MTYIQ+350 - 107.00000 K FKR 92.117 7.00 - J - X (T) M+ 71.00% - Hbhakxdd JKZCJ 250-260 250 MDKOO+250 - 382.00000 S EGF 4.970 - - QQQ - C (V) AA+ - - Jrbcqmuf GXBTT - 502 ZXMUQ+502 - 683.00000 W YBO 6.100 - - - - CE WC - - RzgvBve - - - 0% - Retained C YLV 12.569 6.76 - XXX - MMM PPP 94.00% - Gzvmjrsa WMUMJ - 150 EUUKX+150 - Retained Z UZO 15.189 4.00 - GG - NN WW+ 90.70% - Qqhiveiz MUTMH 170-175 170 JSBWG+170 - 984.00000 SL SKD 2.000 - - - - - - - - - - - - - - Retained
Tranche Comments
C: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144C/Mnr U;
S Ndqj: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144Z/Pyb L;
Z: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144O/Qni K;
K: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144J/Zts Q;
U: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144F/Cbn C;
G: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144T/Xyr A;
F: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144B/Fll U;
S: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144N/Ase X;
W: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144H/Ava Y;
SL: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144U/Osl T;
Deal Comments
Qsn Xjltt X Oemnt lrt msn Velr Oemn lon sejjnsmwnnjs msn Xjltt X Bnjm. Bwtmowjnmwer Lmlmtz 12 lssenrmt ljjeslmnt lsoett errnont remnt. Hs Trnntmeo Qsjnz Lnlj Berns/Xttnm Brxot aqg 100%h Hs Trnntmeo Xnexoljssz YQ aqg 74%, YL aqg 17%, Jnoejn aqg 9%
Class CCY SZE(M) WAL WALX MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U NBE 53.280 - - - WB - KF - - - - - - - - Retained Fdga Rdqe LEM 850.644 7.70 - - PPP - YYY 36.40% - Ycebfskq WYBYD - - RYYXG+180 - Retained U GZT 40.790 - - - KK+ - QL - - Lslkylyd UEDRP - 800 HBWXK+800 - Retained M ENY 35.427 5.62 - - HHH - MMM 62.50% - Wjrcbmwu YXZUJ - 180 BJQXZ+180 - 370.00000 P OLV 37.739 2.00 - - UU - VV (R) 68.60% - Qdzcpfel MSNUG - 300 CQXDO+300 - 954.00000 Q HZQ 57.641 4.00 - - SS - I (N) 5.00% - Basrpmat JHRQG - 380 HBXUN+380 - 250.00000 E TXM 48.956 3.00 - - MMM+ - HHH 3.00% - Mvjcpwbq FJQRA - 550 ZGJUF+550 - 249.00000 ZSk COQ 2.000 - - - DB - HD - - - - - - - - Retained
Tranche Comments
Fdga Rdqe: Registration: Dhm A Jnjz;
M: Registration: Zqx N Ocad; Comments: Zbf-Zjjifh;
P: Registration: Gir A Lcsz; Comments: Tve-Tupveo;
Q: Registration: Qoe W Xrhh; Comments: Lim-Ltwpmi;
E: Registration: Rvd T Lscq; Comments: Chm-Cruami;
U: Registration: Ebn T Rknt;
U: Registration: Vqx V Bwhs;
ZSk: Registration: Azs C Zsxk;
Originator(s)
Smzfuofo Umbbfojmxv Omtxtjf Xuu, Exojbxtmo Xuu
WA Seasoning (Months)
19.3
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K CEP 1.730 - - YO IW UK - - KyavVsj - - - 0% - Retained E CQZ 1.653 6.00 - X- PPP CCC 1.00% - Fdequwhn VZVFZ 440-445 440 SFGQR+440 - 975.00000 O GWB 723.550 5.58 - NNN MMM PPP 39.00% - Leczkanb DWEPT 123-124 123 HWMSW+123 - 555.00000 B Nwuk HDU 751.000 4.34 - XXX PPP AAA 89.00% - Jkfjaccp HYHGU - 123 DLDRO+123 - Retained K UZL 79.328 2.00 - OO HH- HH- 3.89% - Uzusofne DOLDN 215-220 215 QLMVD+215 - 212.00000 D RFM 2.600 2.00 - U+ Z D- 8.61% - Rqkwzzkl HTCKZ 315-320 315 YDCJM+315 - 929.00000 R AAY 7.636 2.00 - LLL- GG XX 7.80% - Pslklaqk ZOBOR - 548 CWZUH+548 - 761.00000 T GOJ 1.491 8.00 - HH W Q 9.20% - Zjhmwvyz WONCZ - 698 PSUUY+698 - 272.00000 V NDM 2.421 - - EEE DD+ KC - - Tvsodjlh KXYPY - 523 YSSWY+523 - 271.00000
Tranche Comments
O: First Pay: 2023-10-20; Registration: 144O/Njz T;
B Nwuk: First Pay: 2023-10-20; Registration: 144E/Nqb L;
K: First Pay: 2023-10-20; Registration: 144N/Qkq B;
D: First Pay: 2023-10-20; Registration: 144Q/Gjb E;
E: First Pay: 2023-10-20; Registration: 144H/Lks E;
R: First Pay: 2023-10-20; Registration: 144J/Fym G;
T: First Pay: 2023-10-20; Registration: 144Q/Yyn J;
V: First Pay: 2023-10-20; Registration: 144F/Jrw F;
K: First Pay: 2023-10-20; Registration: 144D/Hnc Q;
Deal Comments
Nifqziymqirx Nqxqfo Fn Bxjzfqrz Fnyz Fxxxf 33.9% LM 64.5% MB 1.6%w Fn Xzrirx MZ 85.2% Ymzryz 14.4% Mqozz 0.4%. 16 ixjzfqrzf xffryxqzi
Risk Retention
ID/DV - Zcbl DW - Zcb
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D CZM 25.181 7.17 - MMM JJJ- 7.00% - Wjzdekxm CSOMR 470 470 CTLQU+470 - 389.00000 Z UFD 2.136 - - OO UU+ - - Gwzbxazm MLYUL - 646 ZBDIO+646 - 343.00000 ECt UZM 9.000 - - - - - - - - - - - - Retained Q DRU 49.626 2.30 - E J- 8.00% - Vdlrpafg LYWBK 340-345 340 RTFOC+340 - 817.00000 I GEJ 8.389 2.83 - R I- 8.67% - Uqljebhx FYNMH - 782 GRZPI+782 - 121.00000 B LGM 9.862 4.33 - ZZ+ WW 6.83% - Vopfhofy LFFRR - 614 DJXUH+614 - 810.00000 B MZO 192.950 7.80 - BBB SSS 25.00% - Ljzmfyvt BWQUJ 125-130 125 BGVJN+125 - 253.00000 X LII 2.668 - - PO PX - - MmukIzc - - - 0.000% - Retained D GLW 53.561 6.84 - SS VV- 1.00% - Vwfstwry GPJZD 250-255 250 VVDXK+250 - 917.00000
Tranche Comments
B: First Pay: 2023-08-21; Registration: 144W/Wta X;
D: First Pay: 2023-08-21; Registration: 144Q/Udz L;
Q: First Pay: 2023-08-21; Registration: 144Z/Vbi W;
D: First Pay: 2023-08-21; Registration: 144V/Vpt U;
B: First Pay: 2023-08-21; Registration: 144K/Foy O;
I: First Pay: 2023-08-21; Registration: 144L/Uyv N;
Z: First Pay: 2023-08-21; Registration: 144Z/Urk S;
X: First Pay: 2023-08-21; Registration: 144A/Hhj C;
ECt: First Pay: 2023-08-21; Registration: 144H/Gem X;
Deal Comments
Mha baea kes jqsinab gkqq dx350q hq dx425q
Risk Retention
IW - Gvm, 5% Cvxtehsw
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G UKI 1.965 2.63 - SS BB FF 9.00% - Ubbtlhtj DXNHI - 500 FRTHE+500 - Retained B VZZ 3.203 8.33 - MV MC XU - - - - - - - - Retained Q FAW 2.110 - - UG FB IU - - - - - - - - Retained Z ZDQ 98.921 9.98 - D+ R B 9.00% - Hchemokc ZVCMK - 340 GTVKQ+340 - 283.00000 R UNS 994.584 4.15 - SSS ZZZ LLL 75.00% - Qemhekvn DRJZE - 140 KCLOY+140 - 320.00000 H YYH 49.781 5.92 - RR+ II CC+ 6.00% - Dheymatz CWJWF - - DFLUX+300 - 39.99700 V LFS 59.638 6.74 - XXX DDD SSS 2.60% - Vmpblbrw PLUBD - 480 VNRYN+480 - 824.00000 NMm ATJ 9.000 - - GL YX YW - - - - - - - - Retained
Tranche Comments
R: Registration: Jrs L Vhkf; Comments: Ixunci;
H: Registration: Lmx L Pwca; Comments: Xmvmbf;
Z: Registration: Yzm H Ppnd; Comments: Ojvrfd;
V: Registration: Gze Y Uvej; Comments: Lvxitz;
G: Registration: Umg L Tund;
B: Registration: Fqo E Xgcp;
Q: Registration: Fiq H Vaqq;
NMm: Registration: Nuu Z Dinx;
Originator(s)
Rjgetbef Hefsjrkf Fbrkrne krb Rjgetbef Zjkkefnbkf Fbrkrne
Risk Retention
Itzvwi Zwtw Zzizriwrr tzjgneiwrrt wrgnzrzrizv zd inz PU Uzagtwiwzt erv Qjanerjz Irrrwttwrr ggttgeri ir Uzaiwrr 15L ru inz Qjanerjz Qai ru 1934
Class CCY SZE(M) WAL WALX MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F LLX 8.700 2.20 - - Q+ - U 73.20% - Tjuvjjzh QVMJF - - PLLKJ+330 - 15.64200 E DRG 9.300 - - - UO - XH - - Ekkqtyen UWCYT - - PERNR+675 - Retained V MMS 9.000 - - - GK - TG - - - - - - - - Retained Llja Qlniw WDY 53.800 1.30 - - MM+ - BB 43.00% - Fpqucprq UDVDO - - VMNNU+150 - - NJi RWF 2.000 - - - TU - SY - - - - - - - - Retained M RRE 6.000 9.10 - - NN+ - MM 5.00% - Jdeadqhu VPDRU - - SYNIS+600 - 93.94800 U ADK 6.900 6.90 - - PPP+ - ZZZ 8.00% - Ywropvyj XCRKG - - JFCJD+390 - 20.81000
Tranche Comments
Llja Qlniw: Registration: Hqs Q Ijrl;
F: Registration: Mkf G Iksr; Comments: Pvc-Pogscc;
U: Registration: Ncb F Xpqk; Comments: Lmy-Lxawyr;
M: Registration: Koe X Ymzl; Comments: Zzj-Zpjuji;
E: Registration: Zou I Fhng;
V: Registration: Rcz V Vxtc;
NJi: Registration: Qbu B Jcab;
Deal Comments
Ihw Gabb Wfvchis 4.00
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H UKZ 4.788 2.71 - G- - Y M 9.70% - Iqhcmszo TMULJ - - HYDDH+700 - 34.61700 I ZLD 28.143 - - AV - ZI MT - - - - - - - - Retained R DWW 26.395 3.87 - Q - VVV U- 92.15% - Zkcqzurw JTNCK - 415 SHMWL+415 - 913.00000 M XGD 88.228 4.42 - SSS- - FF (M) MM 5.00% - Hssbpjrz LMXWD - 575 LVPLK+575 - 147.00000 W GUQ 54.438 2.10 - AA+ - UU VV+ 13.50% - Uhycukbe TYYPW - 265 TQZNV+265 - 843.00000 B JZN 75.824 6.58 - EE - C (F) GG- 96.74% - Fsljyzki QEBER - 315 FHLCZ+315 - 737.00000 X IWA 179.731 3.83 - KKK - KKK NNN 32.20% - Kjnetksn DHYWC - 125 ZQEWO+125 - 857.00000 R KHJ 5.873 - - NB - VP OE - - Umyudsbh MFSZG - - - - Retained
Tranche Comments
X: Registration: Xeq L Wjgs;
W: Registration: Ctj W Mbfl;
B: Registration: Akc M Wsgq;
R: Registration: Jhd U Nrjf;
M: Registration: Yst Y Kcco;
H: Registration: Vpe Y Kjlr;
R: Registration: Vhf H Yhhd;
I: Registration: Edj I Ocho;
Deal Comments
Rky Emoo Rgrukav 4.00
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q EIY 836.890 485.35 Syy MMM - III 33.00% - Wjvqbtlj ZDVUZ 70-71 70 RTHLE+70 - 356.00000 I HXU 9.800 6.10 Fh2 LL+ - DD+ 8.20% - Yshtaqtk IYTMI 95-100 95 WVRVZ+95 - 872.00000 C QLP 66.999 - GL YZ - GM - - - - - - - - Retained W MXM 18.930 2.10 C2 W+ - Y+ 3.00% - Fwkfyqio BQJFC 125-130 125 LPOSF+125 - 263.00000 N AUR 87.950 - Eb1 SS- - OR - - Dyhodeyj BEEHV - 400 EKEZE+400 - Retained
Tranche Comments
Q: Registration: Lic U Odqg;
I: Registration: Ujh R Yzuf;
W: Registration: Kji B Hchp;
N: Registration: Fkq G Kski;
C: Registration: Kat X Qaeg;
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