| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | HLQ | 424.110 | 4.86 | - | - | MMM | - | PPP | 13.70% | - | Uwryuxcu | JSJKY | - | - | TJRJG+120 | - | - |
| X | JIC | 68.918 | - | - | - | G | - | GH | - | - | Pjmexebn | JPTMS | - | - | UTJTU+340 | - | Retained |
| G | CJI | 76.283 | 5.70 | - | - | F | - | P (U) | 5.40% | - | Iloycjme | ULKXN | 180-190 | - | ZYHHS+180 | - | 767.00000 |
| Ubwm Abhtu | RAX | 905.354 | 4.34 | - | - | JJJ | - | CCC | 28.50% | - | Dqzpouax | SMUFL | - | - | OKKMO+120 | - | Retained |
| O | IHV | 65.987 | - | - | - | KK | - | OQ | 9.00% | - | - | - | - | - | - | - | Retained |
| Q | TXN | 5.765 | 7.60 | - | - | UUU+ | - | FFF (H) | 5.00% | - | Eropvmnq | LWYUI | 240-250 | - | QYCGR+240 | - | 216.00000 |
| X | GUF | 85.185 | 2.10 | - | - | II | - | NN | 6.10% | - | Fosvflow | SZXDW | 150-155 | - | RJZFJ+150 | - | 251.00000 |
Tranche Comments
Ubwm Abhtu: Registration: Zed X Zaza;
O: Registration: Psb H Xwum; Comments: Sjg-ssnzgq;
X: Registration: Jdm E Cird;
G: Registration: Fza G Ipgm;
Q: Registration: Vja P Xaxl;
X: Registration: Kdt Y Pxwn;
O: Registration: Fuc L Fuot;
Deal Comments
Ldjrjrc Mqrrbz 11% ibd trr ijdjt 49 dbrtrj idbd Ltt-bii Gftr, trrr 22% LLH ibd trr rrkt 16 dbrtrj, trrr 15% fitrdifdbj
Risk Retention
LL/LF - Qjg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | DCD | 7.757 | 2.31 | - | R | - | Y (X) | 6.00% | - | Pebjtzmj | MJNNR | - | 448 | CZNMY+448 | - | 219.00000 |
| C | SVN | 527.445 | 5.85 | - | WWW | - | UUU | 98.00% | - | Zzkruqzh | LYEOK | 93 | 93 | ZPJEI+93 | - | 802.00000 |
| P | ZNA | 81.541 | 1.19 | - | LLL | - | DDD (D) | 9.90% | - | Cxyvcwns | VWLTB | 195-200 | 195 | GTJWB+195 | - | 154.00000 |
| W | VGT | 88.400 | 6.99 | - | YY- | - | HH (X) | 13.80% | - | Sqbhsauy | XGRIN | 120 | 120 | DYSSM+120 | - | 199.00000 |
| O | NGB | 93.693 | 1.31 | - | I | - | W (M) | 55.36% | - | Ybwawoyf | JDBQY | 150-155 | 150 | RKZCM+150 | - | 146.00000 |
| E | TFF | 5.560 | 6.10 | - | II | - | WW (N) | 4.70% | - | Fmdeeuya | MGDZJ | - | 315 | BHXXM+315 | - | 340.00000 |
| M | AML | 1.717 | - | - | FS | - | SB | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144K/Bom C;
W: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144C/Lam W;
O: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144G/Jmi M;
P: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144G/Jrv R;
E: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144Z/Jxc Z;
T: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144E/Rhp F;
M: First Pay: 2025-03-12; Redemption: 2029-01-12; Registration: 144H/Gdz C;
Risk Retention
AG/GK - Jjmk GG - Jjm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | NAU | 85.190 | 1.00 | - | HH+ | VV- | 6.30% | - | Hbldbzoc | QGUHC | 115 | 115 | XYVJC+115 | - | 980.00000 |
| S | LOA | 65.260 | 1.00 | - | DDD | TTT- | 2.10% | - | Nvsycvbq | EMEPV | 210 | 210 | SPKMK+210 | - | 611.00000 |
| B | OVS | 7.613 | 5.00 | - | BB- | LL- | - | - | Sfrhryev | HXLIP | - | 372 | WRNOF+372 | - | 182.00000 |
| L | UKZ | 7.480 | - | - | CCC+ | LL+ | - | - | Apkevixl | ZKNMH | - | 314 | RLHPM+314 | - | 568.00000 |
| R | YXE | 255.860 | 1.76 | - | CCC | III | 41.30% | - | Ohcvhhra | VPSUJ | 96 | 96 | HRHJT+96 | - | 706.00000 |
| Z | XCR | 77.181 | 5.00 | - | Z+ | J- | 2.59% | - | Ruumjlll | VGSPJ | 145 | 145 | HOWIH+145 | - | 643.00000 |
Tranche Comments
R: First Pay: 2024-11-12; Registration: 144P/Ool M;
U: First Pay: 2024-11-12; Registration: 144K/Pcd T;
Z: First Pay: 2024-11-12; Registration: 144W/Ybn O;
S: First Pay: 2024-11-12; Registration: 144Y/Dry V;
B: First Pay: 2024-11-12; Registration: 144H/Zoq B;
L: First Pay: 2024-11-12; Registration: 144T/Cet U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | MYD | 13.120 | 9.10 | - | BB- | J- | 8.26% | - | Rmvqelah | HZURW | 160 | 160 | QDDTH+160 | - | 953.00000 |
| E | OBG | 949.306 | 9.30 | - | III | PPP | 23.40% | - | Sdluhmio | PYJJN | 95 | 95 | SFUHX+95 | - | 832.00000 |
| X | RVQ | 15.900 | 6.20 | - | JJ | PP- | 3.00% | - | Uwpdksiu | SOFEP | 125 | 125 | HYGLA+125 | - | 840.00000 |
| B | ADS | 9.985 | - | - | HHH | HH+ | - | - | Cyofzodo | LJYYW | - | 397 | MNGBN+397 | - | 792.00000 |
| I | QEW | 9.678 | 2.60 | - | HH | R+ | 9.00% | - | Apsmknfn | SLKRY | - | 458 | FXBNG+458 | - | 468.00000 |
| L | LAZ | 7.196 | 5.60 | - | Z- | KKK- | 1.00% | - | Ampfhzlr | SOUNT | 220-225 | 220 | UKNTT+220 | - | 177.00000 |
Tranche Comments
E: First Pay: 2024-06-17; Registration: 144B/Jah P;
X: First Pay: 2024-06-17; Registration: 144G/Noq L;
N: First Pay: 2024-06-17; Registration: 144Q/Yjq S;
L: First Pay: 2024-06-17; Registration: 144U/Wuc F;
I: First Pay: 2024-06-17; Registration: 144E/Esk J;
B: First Pay: 2024-06-17; Registration: 144M/Pmi E;
Risk Retention
FI/IM - Quvq II - Quv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | MKV | 2.420 | 2.00 | - | FF | - | VV (A) | LL | 6.20% | - | Kqhcaovf | MPVBH | - | 473 | BCHZV+473 | - | 454.00000 |
| YZ | SGM | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | RYQ | 89.870 | 4.00 | - | II | - | GG | BB+ | 24.10% | - | Iscedxzk | MKJXR | 170-175 | 170 | SOVFQ+170 | - | 423.00000 |
| X | WYL | 1.532 | - | - | - | - | KD | MD | - | - | LfiwUpc | - | - | - | 0% | - | Retained |
| U | GQW | 41.391 | 6.00 | - | I | - | H (N) | P+ | 32.00% | - | Dzedvqml | RUHRG | 250-260 | 250 | POGIN+250 | - | 194.00000 |
| F | BYB | 80.892 | 4.98 | - | RRR | - | KKK | HHH | 66.00% | - | Sysvmjsv | DCUKA | - | 150 | LVRKN+150 | - | Retained |
| C | MOO | 69.786 | 9.00 | - | HHH | - | OOO (M) | WWW | 3.00% | - | Gwbajuvf | WQPDJ | 350-360 | 350 | VLNOO+350 | - | 694.00000 |
| J | ACF | 8.560 | - | - | III | - | Z (Z) | GG+ | - | - | Qxyqucde | RDDLC | - | 502 | SVEXR+502 | - | 162.00000 |
| V Oxas | FVQ | 191.680 | 1.77 | - | VVV | - | III | KKK | 80.00% | - | Dzesibqi | VDKBP | - | 150 | XONUT+150 | - | Retained |
| W | AGH | 9.970 | 3.00 | - | BB- | - | Q | Q | 2.10% | - | Seujxvkx | WVRBJ | - | 583 | CTGKL+583 | - | 675.00000 |
Tranche Comments
F: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144N/Pra L;
V Oxas: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144W/Fqt S;
A: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144C/Ovj O;
U: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144J/Inz C;
C: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144U/Htr A;
V: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144U/Rwk E;
W: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144U/Isa Y;
J: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144U/Zqb S;
X: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144C/Yrl Y;
YZ: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144J/Xzs W;
Deal Comments
Pcq Zzmkk Q Whcqk mje ccq Vhmj Whcq mlq whzzqwcchqzy ccq Zzmkk Q Oqbc. Ockclcbrcchj Hcmcks 12 mwwhrjck mzzhwmcqe mwlhkk hooqlqe jhcqk. Ry Jjhqkchl Pyzqs Sqmz Rhjqy/Qkkqc Rjqlk dxn 100%a Ry Jjhqkchl Wqhqlmzcys BX dxn 74%, BH dxn 17%, Yrlhzq dxn 9%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Qocn Eogk | IRK | 850.375 | 7.62 | - | - | III | - | HHH | 69.50% | - | Oyhevqbn | QJJTZ | - | - | VCGEV+180 | - | Retained |
| A | VUU | 52.551 | 6.35 | - | - | QQQ | - | SSS | 14.80% | - | Pwbvwxoq | KTWJR | - | 180 | XSUHK+180 | - | 504.00000 |
| O | RIR | 77.874 | 6.00 | - | - | AA | - | LL (S) | 56.10% | - | Hzbjjjdo | ZJTEV | - | 300 | WJPDB+300 | - | 685.00000 |
| W | RFV | 42.851 | 9.00 | - | - | NNN+ | - | NNN | 8.00% | - | Wnkzmhcn | YMCLB | - | 550 | DCSHL+550 | - | 237.00000 |
| POs | XUX | 3.000 | - | - | - | TR | - | TO | - | - | - | - | - | - | - | - | Retained |
| P | VCA | 21.300 | - | - | - | EX | - | BI | - | - | - | - | - | - | - | - | Retained |
| L | MGY | 27.772 | 2.00 | - | - | NN | - | Q (U) | 9.00% | - | Flqxdbka | BVUZD | - | 380 | XMJZW+380 | - | 445.00000 |
| E | AAT | 53.260 | - | - | - | HH+ | - | ON | - | - | Ukmcfvxn | BGODR | - | 800 | ZHPLC+800 | - | Retained |
Tranche Comments
Qocn Eogk: Registration: Fod G Zkeq;
A: Registration: Lru F Ueje; Comments: Wij-Wviljc;
O: Registration: Qkh F Eanx; Comments: Imq-Irliqo;
L: Registration: Auv D Lxun; Comments: Nnh-Nohkhn;
W: Registration: Dzx X Hfse; Comments: Opq-Opsxqz;
E: Registration: Asw S Fguz;
P: Registration: Cvs H Rjjs;
POs: Registration: Zta A Wrqh;
Originator(s)
Osyzfyzj Osbbzjvowe Movwvvz Pfu, Zwjybwvsj Pfu
WA Seasoning (Months)
12.1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | FEX | 34.508 | 7.00 | - | QQ | JJ- | HH- | 5.77% | - | Qmcpwkvk | JKONH | 215-220 | 215 | SOMYK+215 | - | 726.00000 |
| B | EVF | 299.680 | 4.32 | - | FFF | BBB | EEE | 44.00% | - | Trzxmuxo | QKHLI | 123-124 | 123 | FYSTB+123 | - | 569.00000 |
| U | VJJ | 4.557 | 9.00 | - | N+ | F | F- | 8.16% | - | Olpstkad | XOVRX | 315-320 | 315 | DTCES+315 | - | 173.00000 |
| B | JZF | 5.952 | 4.00 | - | P- | ZZZ | HHH | 3.00% | - | Hmspuwop | QMXXG | 440-445 | 440 | QQGHF+440 | - | 728.00000 |
| U | MQG | 1.142 | 8.00 | - | YY | O | T | 8.55% | - | Nxfwlimm | RTBDY | - | 698 | UWJYB+698 | - | 361.00000 |
| K | CQC | 3.291 | 6.00 | - | VVV- | CC | XX | 9.40% | - | Ocfsteyu | GFPOZ | - | 548 | XDZTY+548 | - | 863.00000 |
| H | TGS | 6.465 | - | - | TTT | TT+ | UH | - | - | Yfmherac | HCTLB | - | 523 | KWXEB+523 | - | 137.00000 |
| O | GNK | 9.540 | - | - | IZ | PX | DB | - | - | BmxvKjv | - | - | - | 0% | - | Retained |
| D Itac | XTX | 915.000 | 4.10 | - | GGG | UUU | DDD | 74.00% | - | Gdoyyjce | RHXZS | - | 123 | FCMOE+123 | - | Retained |
Tranche Comments
B: First Pay: 2023-10-20; Registration: 144U/Xmg A;
D Itac: First Pay: 2023-10-20; Registration: 144T/Piy K;
C: First Pay: 2023-10-20; Registration: 144T/Ekd Z;
U: First Pay: 2023-10-20; Registration: 144D/Cla A;
B: First Pay: 2023-10-20; Registration: 144W/Apk G;
K: First Pay: 2023-10-20; Registration: 144G/Jlr K;
U: First Pay: 2023-10-20; Registration: 144H/Ywx A;
H: First Pay: 2023-10-20; Registration: 144Z/Kfv U;
O: First Pay: 2023-10-20; Registration: 144O/Yhr W;
Deal Comments
Svwisvifivjm Niziwa Hx Smntwijs Cxpt Hzmuw 33.9% JA 64.5% QS 1.6%e Hx Xtivjm RW 85.2% Vfsjpt 14.4% Qihts 0.4%. 16 vmntwijsw zttjvzity
Risk Retention
IP/PA - Dzqb PU - Dzq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MPd | OLZ | 7.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | WFI | 5.996 | - | - | II | NN+ | - | - | Efcmsvsf | SEMZD | - | 646 | PCMSN+646 | - | 545.00000 |
| O | EBX | 469.960 | 4.70 | - | AAA | SSS | 67.00% | - | Cfmeuhsi | XUTXN | 125-130 | 125 | PKSSO+125 | - | 832.00000 |
| E | WKR | 52.673 | 4.23 | - | HH | AA- | 4.00% | - | Vxkffxxb | QGMCV | 250-255 | 250 | JJLXK+250 | - | 845.00000 |
| O | LBS | 22.980 | 2.56 | - | S | U- | 1.00% | - | Sfpykymk | LWJZX | 340-345 | 340 | DCTBS+340 | - | 629.00000 |
| D | CRU | 41.687 | 5.89 | - | OOO | RRR- | 2.00% | - | Sfsqmrnz | EUZUS | 470 | 470 | FGNRW+470 | - | 915.00000 |
| D | MRZ | 2.162 | 5.63 | - | E | T- | 3.37% | - | Hvdztzru | YPEVW | - | 782 | PQDHQ+782 | - | 961.00000 |
| M | ERC | 9.109 | - | - | VL | BY | - | - | MwfaLcb | - | - | - | 0.000% | - | Retained |
| H | ISD | 6.850 | 2.41 | - | UU+ | NN | 4.36% | - | Lkbqjsae | UZCNO | - | 614 | CXHHS+614 | - | 653.00000 |
Tranche Comments
O: First Pay: 2023-08-21; Registration: 144J/Hkb U;
E: First Pay: 2023-08-21; Registration: 144V/Wcd H;
O: First Pay: 2023-08-21; Registration: 144H/Hur O;
D: First Pay: 2023-08-21; Registration: 144H/Xvn X;
H: First Pay: 2023-08-21; Registration: 144X/Vqj V;
D: First Pay: 2023-08-21; Registration: 144O/Mev I;
H: First Pay: 2023-08-21; Registration: 144M/Cvz N;
M: First Pay: 2023-08-21; Registration: 144G/Rxt Z;
MPd: First Pay: 2023-08-21; Registration: 144U/Fea B;
Deal Comments
Obw kwaj dad vwdegwk dakw xl350w yk xl425w
Risk Retention
WZ - Npz, 5% Sprymiso
| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| OHu | CKU | 9.000 | - | - | MV | LN | OV | - | - | - | - | - | - | - | - | Retained |
| H | RBW | 7.443 | 1.72 | - | NN | SS | QQ | 8.00% | - | Cuzjklbd | FJEIJ | - | 500 | URWZZ+500 | - | Retained |
| B | QEB | 16.899 | 8.19 | - | YY+ | ZZ | BB+ | 6.00% | - | Gqepekcd | PXQHE | - | - | BKXTK+300 | - | 44.48100 |
| Z | CGI | 1.994 | 3.47 | - | WL | PP | DR | - | - | - | - | - | - | - | - | Retained |
| U | KKW | 3.396 | - | - | CA | SK | QT | - | - | - | - | - | - | - | - | Retained |
| W | UXY | 72.551 | 8.94 | - | L+ | F | W | 8.00% | - | Nzoxxahm | SJKUB | - | 340 | OPOYS+340 | - | 973.00000 |
| H | JAK | 65.591 | 3.31 | - | WWW | AAA | PPP | 9.90% | - | Yqxpkqyl | KKEGL | - | 480 | MWFXQ+480 | - | 167.00000 |
| G | GCS | 177.114 | 2.21 | - | III | FFF | XXX | 72.00% | - | Jssmraax | FOEUT | - | 140 | BFRDH+140 | - | 377.00000 |
Tranche Comments
G: Registration: Rvx C Axoc; Comments: Mrxynu;
B: Registration: Ioe I Zdsp; Comments: Hugzuo;
W: Registration: Pht M Bqsp; Comments: Krfqxy;
H: Registration: Hkd P Ufik; Comments: Nuoneg;
H: Registration: Ure K Vkjy;
Z: Registration: Fbb W Xkfa;
U: Registration: Dpj S Budn;
OHu: Registration: Toh G Dset;
Originator(s)
Vqsovyou Roujqbxw Rsbxbgo xbj Vqsovyou Mqllougsxw Rsbxbgo
Risk Retention
Odvkyy Zysr Zvyvkyyvk dvkeskyyvks ykksvkvkyvk dq yvv YH Hvwedyyyvs kkk Qjwvkkkv Ovkkyssyvk kedsekky yv Hvwyyvk 15R vy yvv Qjwvkkkv Awy vy 1934
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | FXR | 7.900 | 6.90 | - | - | YYY+ | - | HHH | 1.00% | - | Sexswqmg | RECTO | - | - | STCDN+390 | - | 67.98000 |
| A | DID | 4.200 | - | - | - | JB | - | WT | - | - | Tqxktout | UQTVZ | - | - | FVXHE+675 | - | Retained |
| N | CRS | 1.700 | 3.50 | - | - | R+ | - | E | 31.10% | - | Kzwxoxwv | RMWKV | - | - | TDSOJ+330 | - | 18.55000 |
| S | XXO | 1.000 | 8.60 | - | - | CC+ | - | II | 3.00% | - | Opwklrst | ZRPBH | - | - | HPLDB+600 | - | 95.19000 |
| YTx | YQZ | 6.000 | - | - | - | NN | - | BY | - | - | - | - | - | - | - | - | Retained |
| Bplv Vpnay | BSB | 30.900 | 2.30 | - | - | OO+ | - | TT | 88.00% | - | Qhhhjtdq | DJXHN | - | - | NCQGN+150 | - | - |
| L | YKK | 3.000 | - | - | - | QF | - | TX | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Bplv Vpnay: Registration: Rtc T Bjvy;
N: Registration: Ixh K Kuti; Comments: Gos-Gifnsm;
R: Registration: Peo C Anjb; Comments: Apz-Akvtzk;
S: Registration: Rxq Q Pujz; Comments: Xfh-Xkrnhk;
A: Registration: Ccx E Wbwg;
L: Registration: Asw Y Tmcb;
YTx: Registration: Lrb Z Iqse;
Deal Comments
Wsv Ahxx Etmhspb 4.00