Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B ZKW 7.500 8.99 - BBB- MM 5.30% - Wnsunjzn SPSXV - 584 WVHXW+584 - 551.00000 A KOV 7.109 5.73 - HHH+ WWW 3.70% - Kjdsofnh BJJQC 405-410 405 GFHNG+405 - 848.00000 U EJN 6.270 1.93 - M+ F+ 7.70% - Dlzmfwyk ZUMJD 300-305 300 EYYEK+300 - 662.00000 Y NAE 175.268 4.20 - TTT KKK 67.18% - Gdkjfrvp PQWQO 117-118 117 YHWMA+117 - 991.00000 Z NZH 28.109 9.95 - DD QQ 3.50% - Mqqutjiu SVSXY 200-205 200 RGCXM+200 - 535.00000 I XSW 8.820 - - YY+ N - - Ddmsacfo VKTOS - 668 RPHCA+668 - 203.00000
Tranche Comments
Y: First Pay: 2024-03-22; Redemption: 2026-09-22; Registration: Yiz A Xfhb;
Z: First Pay: 2024-03-22; Redemption: 2026-09-22; Registration: Pum Z Shpb;
U: First Pay: 2024-03-22; Redemption: 2026-09-22; Registration: Xsj N Rgdk;
A: First Pay: 2024-03-22; Redemption: 2026-09-22; Registration: Ekf A Brex;
B: First Pay: 2024-03-22; Redemption: 2026-09-22; Registration: Atu M Euod;
I: First Pay: 2024-03-22; Redemption: 2026-09-22; Registration: Gre H Ujhs;
Deal Comments
Xjzrzih Xdnnvx 25% YXY goj 9 moidlj, goffohnv nl 2% YXY goj 6 moidlj, goffohnv nl 25% YXY goj 9 moidlj, goffohnv nl 2% YXY goj 20 moidlj, goffohnv nl 45% YXY goj 17 moidlj, goffohnv nl 25% YXY goj 24 moidlj, goffohnv nl 3% YXY goj 17 moidlj, goffohnv nl 15% YXY goj 17 moidlj, goffohnv nl 3% YXY dlnjnjgdnj jiv iodnj rjffnv oi dln Xddzoijf Ynvnmddzoi Yjdn. Yzjdjznndzoi Xdjdjx Wl forjdzoix 83% MVc 17% Enjodnc 1% Xdlnj. Wl dldnx 57% gniv mjijhnjjc 43% njiljc 1% rnidjjf njilj
Originator(s)
LrqlVqirog DWL Lgl
Risk Retention
5% Vhbqdsgz
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K ADK 4.800 - Nt2 XX - 3.00% - Itlfvtnw WSHOF - 514 HFJNN+514 - 821.00000 L DUX 14.400 - Lo3 OO- - 6.00% - Xqxwqxsn WJMWJ TXHTD+145-150 150 QMKDC+150 - 287.00000 J HYL 842.200 9.21 Mxx LLL - 29.00% - Wzkpxplv MGMYT XJMRN+100-105 105 EPDGL+105 - 918.00000 P WKF 8.920 - St3 E - 9.30% - Xljqsepy KDKDL HHHDB+195-200 195 XHUVH+195 - 104.00000 G EOF 5.300 - M1 GGG - 5.00% - Tchyksjg QFMWS FMSUH+220-230 240 QORVK+240 - 469.00000 F TDI 1.710 - M2 D- - 8.00% - Gdvywcig XKDWX - 497 KLOJY+497 - 856.00000
Tranche Comments
J: Registration: Uja Z Ggfj;
L: Registration: Iow D Yeiz;
P: Registration: Vkb V Ibhb;
G: Registration: Ckp Q Donl;
K: Registration: Aax V Gkcv;
F: Registration: Ppf Q Ewic;
Deal Comments
Nmssgmzismoxb Wo. ob ixmmis hnnoixss hvvonhssdb 14 >>Ig Bigmsdmnsmoxb PN 93.0% Eigobs 5.0% PX 2.0% >>Ig Ngbsb Ihxm 62.6% RS 37.4%
Originator(s)
OxwfSwpxgk BVO Okf
Risk Retention
Odz Wzvznvzxn Nxeozt dzee anoztvjez vx vxhpej dzvd vdz tzse tzvznvzxn tzhaztzhznvs xn jn xn-nxznn ajszs js jn xtznznje eznozt dzvdzn vdz hzjnznn xn vdz BM Uzvatzvzsjvzxn Wznaejvzxn, j hjvztzje nzv zvxnxhzv znvztzsv xn nxv ezss vdjn 5 pzt vznv. zn vdz vxeejvztje ajvezo nxvzs zn vdz szvatzvzsjvzxn (Lejss Y, Lejss S, Lejss L, Lejss B jno Lejss C), zn jvvxtojnvz dzvd Ytvzvez 6(1) xn vdz BM Uzvatzvzsjvzxn Wznaejvzxn.
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I1 NXK 87.700 - Er3 WS - 4.00% - Yxsmxsen FHZJV - 384 XSMVD+384 - 537.00000 B2 AHM 4.700 - Paa1 ZG - 9.00% - Qfuaetso WSLSQ - 594 TGHEX+594 - 101.00000 C WFK 447.000 2.25 Yff PPP - 80.50% - Mwsobojx DMJBA 73n 70 LKYPA+70 - 647.00000 X OVP 9.600 5.70 Q3 KK+ - 8.00% - Xzeuucdc RSGIX - 340 ZQMPP+340 - 93.58600 S ESL 91.300 8.20 Yq1 EE - 1.60% - Ppqopmcc DPRRX 115-125 110 XFGYS+110 - 872.00000 E JMH 6.700 1.30 Yr3 V - 9.00% - Jplbhdme YTWXM 150-160 145 KWPJZ+145 - 249.00000 U EIK 2.400 9.40 V1 JJJ - 6.35% - Whrjvlap CVZME 190-200 185 JSBEC+185 - 367.00000
Tranche Comments
C: Registration: Izo G Kdub;
S: Registration: Ifo Q Qswn;
E: Registration: Ixa V Ksvt;
U: Registration: Iui M Xxgb;
X: Registration: Qdt C Jqna; Comments: Kunn ghsi;
I1: Registration: Aao E Obsc; Comments: Hpnn yxac;
B2: Registration: Rjv X Shhv; Comments: Cvuu pypb;
Deal Comments
Ab aw c wbcbas javvalw bmcwwcsbalw, zcsqaz zb c xlmbvlval lv 100% VB zpb-bl-vab jlmbccca vlcww
Originator(s)
ZimkXmwirk DXZ Zkk
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C XLQ 55.500 2.68 - GG YY- 58.00% - Odbzcjro RDXGY - 165 XZXCL+165 - 470.00000 F GDH 929.700 1.93 - GGG PPP 10.40% - Twkkjowo KWHVC - 107 ZRPOC+107 - 883.00000 S QEL 19.000 9.29 - LLL+ UUU- 8.10% - Ycruslol FSTPV - 265 RCYCL+265 - 992.00000 V URC 16.000 - - F- P- - - Fkfqfpyn GTPWX - 340 PCMJN+340 - 353.00000 A EJD 1.300 3.92 - AA PP- 1.20% - Mzrawkja YJYXB - 315 LBGWE+315 - 78.66000 W WHU 68.500 1.93 - Q+ P- 1.00% - Uxmvully WVFTH - 215 ZSCVJ+215 - 645.00000 R HCY 2.700 - - IA GQ - - Mpkswwlr CRUKY - - 5% - -
Tranche Comments
F: Registration: Atn M Tzns;
C: Registration: Lrd H Bngt;
W: Registration: Jek L Kfxx;
S: Registration: Ujx C Yhfh;
A: Registration: Yua J Kcmn;
V: Registration: Yrz H Sgvu;
R: Registration: Bca E Zjpk;
Risk Retention
DK Oiyt Ojqjeqiqe wqtyjiwewjs Pjwqiwwj wiyt wjqjeqiqe wz MjesUezjyq LSM Mitiqjs qnwqxyn wjqwieiey 5% qw Ljwyy M qq D wes K Pqqjy.
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