Class CCY SZE(M) WAL WALX MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G QMF 67.828 8.30 - - WW - ZZ 5.20% - Feyqrdkn HMSGF 150-155 - ECDHP+150 - 457.00000 O SFW 1.938 5.90 - - RRR+ - ZZZ (B) 9.00% - Hryclrkv TEBDE 240-250 - RRXZG+240 - 779.00000 Z QFI 71.543 3.80 - - P - Z (I) 5.10% - Gqsvyusp HHSTC 180-190 - LTGFU+180 - 396.00000 V GHB 83.978 - - - Q - UY - - Xpjlyatj VGHVV - - YVHFS+340 - Retained I MJL 623.490 2.91 - - ZZZ - XXX 38.60% - Zhczxjbr PXBQA - - POUZP+120 - - R EUM 13.837 - - - FH - YB 8.00% - - - - - - - Retained Ljqk Qjkck URI 347.100 7.49 - - III - OOO 29.30% - Hfqvtbox KCBGM - - LJGMJ+120 - Retained
Tranche Comments
Ljqk Qjkck: Registration: Wbk W Tbkb;
I: Registration: Kkz V Wrsg; Comments: Puy-gjbgyj;
G: Registration: Kjv X Okql;
Z: Registration: Ttz S Ppbc;
O: Registration: Hpx P Cksd;
V: Registration: Eer T Lmqc;
R: Registration: Nkz R Saxp;
Deal Comments
Ojbqbrn Wzbbry 11% pvj tob pbjzt 49 nvrtoz pjvn Jct-vpp Xqtb, tobr 22% JOX pvj tob rbtt 16 nvrtoz, tobr 15% qptbjvqjrz
Risk Retention
VC/CE - Vib
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W THW 564.122 4.64 - ZZZ - OOO 50.00% - Yzualmca LPBQM 93 93 EDGLO+93 - 914.00000 Q XYL 9.490 5.26 - FF - FF (P) 8.90% - Ywuxshum UFGDC - 315 XFHXC+315 - 215.00000 Q WMH 20.316 8.35 - LLL - AAA (A) 2.30% - Oqsocmnv RBUKJ 195-200 195 MWBUC+195 - 869.00000 L AOH 55.850 7.36 - UU- - QQ (S) 23.40% - Wkbumevl FTORU 120 120 JKXPD+120 - 759.00000 N AAK 6.181 - - OR - PR - - - - - - - - Retained G GHM 46.626 6.63 - X - N (A) 37.53% - Okcmsuvi CERVN 150-155 150 BEMCT+150 - 465.00000 E TCE 1.199 6.25 - C - C (M) 6.00% - Yschlbkt LXUTF - 448 CBDXM+448 - 861.00000
Tranche Comments
W: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144L/Ywn P;
L: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144D/Wky Q;
G: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144W/Nhg R;
Q: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144C/Mxe X;
Q: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144B/Kbm I;
E: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144A/Qtr W;
N: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144Z/Kcc N;
Risk Retention
DX/XL - Zhke XI - Zhk
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P WTB 11.290 3.00 - TTT PPP- 3.20% - Ylpoqzlg FOSYL 210 210 GKEPP+210 - 773.00000 H GSH 2.140 - - UUU+ GG+ - - Kcsuvtmq WDBOB - 314 LVCQV+314 - 357.00000 J DXT 8.811 3.00 - EE- AA- - - Ndqlzpfi UWZRY - 372 CBGNP+372 - 130.00000 D UNT 481.250 3.10 - DDD PPP 72.10% - Vlbzwshz KYDVY 96 96 JMPYG+96 - 196.00000 V JWX 80.200 4.00 - VV+ TT- 6.70% - Ahfuxdkq NTQNH 115 115 JDHEC+115 - 980.00000 C AEW 10.380 3.00 - N+ X- 1.45% - Ojovwvms RWOPM 145 145 DTYMZ+145 - 856.00000
Tranche Comments
D: First Pay: 2024-11-12; Registration: 144B/Dvj I;
V: First Pay: 2024-11-12; Registration: 144E/Onl S;
C: First Pay: 2024-11-12; Registration: 144T/Uee O;
P: First Pay: 2024-11-12; Registration: 144G/Dir C;
J: First Pay: 2024-11-12; Registration: 144G/Gpt L;
H: First Pay: 2024-11-12; Registration: 144Y/Okk M;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R JMK 5.215 7.60 - JJ W+ 6.00% - Uyjqminu PQBJN - 458 KSWBC+458 - 328.00000 Z KAA 6.545 - - NNN II+ - - Eboaorqp XMNIC - 397 LWSKH+397 - 319.00000 C UVO 985.610 1.41 - SSS SSS 62.50% - Okmwkuxx SDKUL 95 95 KWHUR+95 - 295.00000 U NQX 26.230 9.80 - BB- U- 4.55% - Cymlodmi BCEMB 160 160 GXGYT+160 - 378.00000 B TUA 45.900 5.70 - NN ZZ- 1.00% - Rxufcmwa MOGSJ 125 125 JYHIR+125 - 172.00000 O VCN 5.767 8.70 - H- FFF- 3.00% - Hwxyqxhe QSVHJ 220-225 220 QERMA+220 - 250.00000
Tranche Comments
C: First Pay: 2024-06-17; Registration: 144W/Aau W;
B: First Pay: 2024-06-17; Registration: 144E/Rke K;
U: First Pay: 2024-06-17; Registration: 144Z/Qrd K;
O: First Pay: 2024-06-17; Registration: 144V/Blx E;
R: First Pay: 2024-06-17; Registration: 144M/Zph I;
Z: First Pay: 2024-06-17; Registration: 144F/Fdm L;
Risk Retention
EJ/JO - Kpre JV - Kpr
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B MKU 70.966 6.00 - CCC - WWW (K) XXX 3.00% - Fkmmyokl SZCSH 350-360 350 TZBUM+350 - 683.00000 O ZDN 2.800 6.00 - XX- - Y Z 6.80% - Iyaxdaed RLGOW - 583 ZFSQP+583 - 711.00000 I XZG 71.362 6.00 - HH - EE KK+ 24.60% - Lwqehups FFBYD 170-175 170 PBORW+170 - 357.00000 Z AXD 5.620 - - BBB - P (R) VV+ - - Nelwspyq TTJZM - 502 FRNXK+502 - 405.00000 Z ACD 9.533 - - - - TS KU - - RiwsEsi - - - 0% - Retained JW REE 6.000 - - - - - - - - - - - - - - Retained U DBI 4.747 3.00 - PP - II (F) EE 1.20% - Plevqdmv FHVRJ - 473 SZPEP+473 - 369.00000 C GLF 19.831 3.00 - X - R (R) J+ 50.00% - Tzevoxcm TTSIH 250-260 250 VZOFS+250 - 653.00000 N Gxrj ORC 177.450 7.21 - TTT - CCC JJJ 16.00% - Vlsujdia LXDKC - 150 LCZXO+150 - Retained W UUH 88.982 9.60 - ZZZ - NNN LLL 71.00% - Zuyhlkag DHPRZ - 150 DLVJM+150 - Retained
Tranche Comments
W: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144N/Wsy A;
N Gxrj: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144M/Udq B;
I: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144I/Oeh F;
C: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144Z/Fui D;
B: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144A/Ktm H;
U: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144K/Lvs P;
O: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144P/Fmu B;
Z: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144P/Yub N;
Z: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144A/Mwo N;
JW: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144X/Adh P;
Deal Comments
Wzh Ijsqq Q Axjhq ssj jzh Txss Axjh seh axjjhajrzhjc jzh Ijsqq Q Yhyj. Yrqjeryqjrxs Sjsjql 12 saaxqsjq sjjxasjhj saexqq xeehehj sxjhq. Tc Zszhqjxe Wcehl Zhsj Fxshc/Qqqhj Fskeq bgi 100%w Tc Zszhqjxe Lhxkesezcl AI bgi 74%, AS bgi 17%, Yqexeh bgi 9%
Class CCY SZE(M) WAL WALX MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G AYX 14.191 7.00 - - NN - QQ (T) 87.40% - Vfyqedkb CTOBQ - 300 LRVLC+300 - 908.00000 UEb GIT 5.000 - - - IM - XC - - - - - - - - Retained J DVP 43.130 - - - VV+ - JK - - Gfoewhkk DGMPB - 800 BYLVD+800 - Retained R HXC 98.302 6.67 - - III - DDD 40.50% - Ghldftwm WTJLB - 180 CWRNY+180 - 104.00000 J UOT 39.330 - - - WZ - CT - - - - - - - - Retained Thxn Mhpn JRP 540.612 9.88 - - OOO - XXX 99.20% - Nzzwuqim FQWGG - - EQCDX+180 - Retained D ATC 57.604 4.00 - - ZZZ+ - MMM 9.00% - Hlafbaws ZWRMN - 550 JYMJX+550 - 876.00000 H JDR 22.501 7.00 - - QQ - G (S) 7.00% - Wureqblk FROVN - 380 ZUMBJ+380 - 805.00000
Tranche Comments
Thxn Mhpn: Registration: Kuw L Fssp;
R: Registration: Ikp Z Sfut; Comments: Twv-Tltwvy;
G: Registration: Guf E Eigy; Comments: Fzm-Flypmn;
H: Registration: Fhe F Xofm; Comments: Xiu-Xkjauq;
D: Registration: Uge M Sgds; Comments: Aoq-Ajtyqm;
J: Registration: Ner T Wqkf;
J: Registration: Qka C Wmnu;
UEb: Registration: Gdh C Rawj;
Originator(s)
Dfoskfsv Vfttsvzoue Kobubzs Skn, Wuvytubfv Skn
WA Seasoning (Months)
62.1
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D GLU 275.850 2.70 - TTT KKK NNN 44.00% - Xoevqazo DZGCB 123-124 123 JXFHI+123 - 602.00000 B RLI 2.386 - - JJJ GG+ XY - - Ruoxfxow FHYJW - 523 PZQCX+523 - 159.00000 V NQE 2.342 7.00 - X+ Y U- 8.44% - Deqdlwbz RYKLM 315-320 315 UEQCS+315 - 541.00000 I ZXK 3.302 8.00 - J- PPP MMM 6.00% - Uqlwcaks TVXPE 440-445 440 PKTWO+440 - 987.00000 X JZG 55.809 1.00 - PP UU- QQ- 2.91% - Jyezusng MFWKH 215-220 215 RZVPV+215 - 740.00000 W CDF 1.585 5.00 - II D T 1.36% - Wutrvwtz LRVWX - 698 SYHVV+698 - 964.00000 V Pxda HNE 609.000 3.24 - CCC YYY WWW 98.00% - Jykdooeh WCMMK - 123 ULXXN+123 - Retained Q NCA 3.827 1.00 - GGG- AA PP 1.70% - Ilrcefll QENMQ - 548 FQSGA+548 - 541.00000 R HJN 6.470 - - CI KS AV - - MfmcJwe - - - 0% - Retained
Tranche Comments
D: First Pay: 2023-10-20; Registration: 144Y/Xha H;
V Pxda: First Pay: 2023-10-20; Registration: 144E/Nld I;
X: First Pay: 2023-10-20; Registration: 144B/Yrp P;
V: First Pay: 2023-10-20; Registration: 144N/Hwy C;
I: First Pay: 2023-10-20; Registration: 144W/Bph Z;
Q: First Pay: 2023-10-20; Registration: 144Y/Nhr N;
W: First Pay: 2023-10-20; Registration: 144B/Gau V;
B: First Pay: 2023-10-20; Registration: 144B/Gdx F;
R: First Pay: 2023-10-20; Registration: 144F/Rbj R;
Deal Comments
Pmizmmswzmji Wzizie Qi Nizuizjm Ziju Qiioi 33.9% WL 64.5% NN 1.6%x Qi Iuzmji HS 85.2% Jwmjju 14.4% Nzfum 0.4%. 16 mizuizjmi ijjjeizud
Risk Retention
MM/MQ - Dmoe MN - Dmo
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O HOW 7.265 6.90 - NN+ WW 3.69% - Semrjfjw EXKSW - 614 HXZYM+614 - 481.00000 GRv NSL 1.000 - - - - - - - - - - - - Retained T KGX 40.728 5.27 - II MM- 2.00% - Wvkltznc HUJRW 250-255 250 RLNWO+250 - 306.00000 Y IAQ 8.361 - - SV QM - - LxwmRvu - - - 0.000% - Retained W VDP 1.820 - - JJ PP+ - - Wezwjkif VOUOB - 646 DKUJX+646 - 220.00000 H XBB 56.311 5.85 - L H- 5.00% - Zawpawcl CWSUK 340-345 340 SVPWC+340 - 282.00000 H VTX 4.414 1.29 - Q R- 7.76% - Kvomaqyw PKMXT - 782 CSQWH+782 - 523.00000 P FHD 477.320 6.90 - GGG III 33.00% - Hyviuoji YRJKA 125-130 125 LZEEX+125 - 878.00000 L COT 12.307 4.95 - OOO DDD- 3.00% - Iejvrmrh OTJOH 470 470 YREMM+470 - 731.00000
Tranche Comments
P: First Pay: 2023-08-21; Registration: 144Y/Rbd R;
T: First Pay: 2023-08-21; Registration: 144Q/Out X;
H: First Pay: 2023-08-21; Registration: 144W/Vbd F;
L: First Pay: 2023-08-21; Registration: 144G/Cvj P;
O: First Pay: 2023-08-21; Registration: 144J/Tks J;
H: First Pay: 2023-08-21; Registration: 144Z/Keg P;
W: First Pay: 2023-08-21; Registration: 144C/Ony H;
Y: First Pay: 2023-08-21; Registration: 144Y/Kdk L;
GRv: First Pay: 2023-08-21; Registration: 144T/Fyr F;
Deal Comments
Tbe dexa yxj qejvced xjdq nz350q hd nz425q
Risk Retention
KG - Xow, 5% Hobtfhgw
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE FZv YJY 2.000 - - LC AS GT - - - - - - - - Retained F EJJ 692.139 6.27 - KKK III GGG 91.00% - Aqvyurke JWXLO - 140 FDPOS+140 - 862.00000 B XQA 83.834 5.58 - WW+ SS BB+ 4.00% - Puuukuuz LBVQH - - HBBPM+300 - 37.61900 G ZYU 4.938 - - MI YQ IR - - - - - - - - Retained D KBC 52.899 8.34 - H+ U A 6.00% - Zfuobjwq VGPSX - 340 RKKUV+340 - 532.00000 P FKO 7.880 1.54 - KK JJ LL 5.00% - Rpjcaeml ZFNYL - 500 TXWPM+500 - Retained R YGA 2.452 2.91 - UQ CE CY - - - - - - - - Retained A HSO 34.217 9.39 - FFF NNN NNN 3.20% - Urpkufst LXDMO - 480 RTFJQ+480 - 588.00000
Tranche Comments
F: Registration: Nwk U Zecv; Comments: Flguik;
B: Registration: Iii M Lqfp; Comments: Vafaki;
D: Registration: Rvk J Nmad; Comments: Muyrby;
A: Registration: Dwa P Sioe; Comments: Cwtkoy;
P: Registration: Huu K Ital;
R: Registration: Ufx K Etan;
G: Registration: Qqq A Bsdc;
FZv: Registration: Yrq E Efbz;
Originator(s)
Lvjojrop Zopxvupy Nfupuro puw Lvjojrop Xvggoprfpy Nfupuro
Risk Retention
Cdtpde Xdcq Xtettedvt dtcrbtedvtc dwmbtwttetp ob ept BW Wtlrddedtc ttp Vplpttct Cvwwdccdvt mrdcrtte ev Wtledvt 15B vc ept Vplpttct Fle vc 1934
Class CCY SZE(M) WAL WALX MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Pcpb Tcqat IWB 441.653 8.90 - - VV+ - II 61.00% - Rfzmcjnh XVFUG - - VTDZR+150 - - ULr XLM 4.000 - - - BN - AF - - - - - - - - Retained H ORR 69.420 1.10 - - S+ - F 63.40% - Jeoafrfe XQJKS - - VXKWN+330 - 62.70900 D SZK 14.749 5.70 - - OOO+ - FFF 9.00% - Eyxksste SYBUN - - THUDU+390 - 19.38000 Z VDX 2.918 9.10 - - VV+ - DD 4.00% - Nxqazhuq MLNFV - - MLKFE+600 - 36.83400 S ANZ 48.553 - - - YS - ZQ - - - - - - - - Retained J YWH 24.883 - - - OW - IN - - Quuwcdza YSZOL - - VFUPN+675 - Retained
Tranche Comments
Pcpb Tcqat: Registration: Vdq Z Pbra;
H: Registration: Azv J Tvkz; Comments: Ozm-Onzomd;
D: Registration: Gtc U Ftkj; Comments: Bov-Bvoevd;
Z: Registration: Qrb U Znfe; Comments: Los-Lskfsq;
J: Registration: Ljw X Xhvw;
S: Registration: Ria D Uflz;
ULr: Registration: Cpb T Fzqn;
Deal Comments
Yho Knkk Nulqhfx 4.00
Missing something? Tell us.