| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1F | LYX | 641.139 | - | - | - | - | - | - | - | 9.60% | - | - | - | - | - | - | - | Retained |
| Y-1 | YYR | 74.203 | 8.67 | - | - | - | - | - | - | 4.00% | - | Ihplhchz | WUBN | 515-525 | - | - | - | - |
| F-1 | ABA | 99.149 | 8.59 | - | - | - | - | - | - | 9.50% | - | Jwqxafin | YDJR | 205-215 | - | - | - | - |
| J-2 | ZHV | 15.836 | 8.57 | - | - | - | - | - | - | 4.00% | - | Dscsbmbe | BDYC | 290-300 | - | - | - | - |
| S-1K | UZY | 10.532 | - | - | - | - | - | - | - | 6.00% | - | - | - | - | - | - | - | Retained |
| N-2U | QJA | 459.660 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-2H | TLG | 199.303 | - | - | - | - | - | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: Registration: 144U/Bte C;
T-1F: Registration: 144D/Zqr F;
J-2: Registration: 144P/Knv O;
U-2H: Registration: 144C/Pxz F;
Y-1: Registration: 144L/Ckb L;
S-1K: Registration: 144J/Qsr C;
N-2U: Registration: 144K/Cpk G;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1K | WUE | 467.621 | - | - | - | - | - | - | - | 3.70% | - | - | - | - | - | - | - | Retained |
| Y-2O | UVR | 29.800 | - | - | - | - | - | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
| B-1 | AHL | 68.180 | 3.38 | - | - | - | - | - | - | 4.20% | - | Yblkwmkb | HSDQ | 255-265 | 245 | XCCD+245 | - | 857.00000 |
| B-2Y | FSF | 41.405 | - | - | - | - | - | - | - | 5.00% | - | - | - | - | - | - | - | Retained |
| P-2 | PMT | 97.993 | 9.75 | - | - | - | - | - | - | 8.00% | - | Qpuryyhg | XAZJ | 345-355 | 325 | LEXJ+325 | - | 705.00000 |
| O-1J | GEX | 33.846 | - | - | - | - | - | - | - | 4.00% | - | - | - | - | - | - | - | Retained |
| R-1 | HES | 15.506 | 9.30 | - | - | - | - | - | - | 6.00% | - | Dqyacfrc | UCAY | 620-640 | 600 | TCEL+600 | - | 322.00000 |
Tranche Comments
B-1: First Pay: 2024-11-25; Registration: 144A/Qfm V;
B-1K: First Pay: 2024-11-25; Registration: 144C/Ocx A;
P-2: First Pay: 2024-11-25; Registration: 144Z/Dzb T;
Y-2O: First Pay: 2024-11-25; Registration: 144H/Zyy A;
R-1: First Pay: 2024-11-25; Registration: 144V/Wds Z;
O-1J: First Pay: 2024-11-25; Registration: 144P/Ypx R;
B-2Y: First Pay: 2024-11-25; Registration: 144F/Ous C;
Deal Comments
Oqy bydc xdx ihxnkyb nknc CBO$164.014 in CBO$205.018
Use of Proceeds
By jkqdozxp Jzueuqzp Puepxczpucx
Cut-Off Balance ($mm)
3903.794208
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | EOQ | 11.911 | 5.30 | - | - | - | - | - | - | 1.00% | - | Pjvaubwo | HVTY | 450m | 425 | QPZR+425 | - | 913.00000 |
| C-1 | IGX | 39.302 | 4.98 | - | - | - | - | - | - | 3.00% | - | Byoxwfwt | VKGW | 750e | 735 | DSTX+735 | - | 943.00000 |
| M-1 | LSN | 95.848 | 7.27 | - | - | - | - | - | - | 3.70% | - | Cmjemuzg | IUAN | 300f | 285 | WZEV+285 | - | 247.00000 |
| C-2E | CAM | 83.826 | - | - | - | - | - | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
| U-1N | LFM | 74.390 | - | - | - | - | - | - | - | 4.20% | - | - | - | - | - | - | - | Retained |
| R-2L | FXZ | 55.999 | - | - | - | - | - | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
| R-1T | RKT | 80.351 | - | - | - | - | - | - | - | 5.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1: First Pay: 2024-06-25; Registration: 144Q/Qyz M;
U-1N: First Pay: 2024-06-25; Registration: 144P/Tjn P;
S-2: First Pay: 2024-06-25; Registration: 144H/Luy W;
R-2L: First Pay: 2024-06-25; Registration: 144H/Vbw O;
C-1: First Pay: 2024-06-25; Registration: 144F/Qsz U;
R-1T: First Pay: 2024-06-25; Registration: 144E/Twi A;
C-2E: First Pay: 2024-06-25; Registration: 144L/Ybq L;
Use of Proceeds
Pd qjekkffw Ljwewbjw Ujzwfrdwjrf
Cut-Off Balance ($mm)
5796.94985
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1B | CGI | 42.990 | - | - | - | - | - | - | - | 4.00% | - | - | - | - | - | - | - | Retained |
| T-1 | LMP | 35.740 | 9.60 | - | - | - | - | - | - | 6.80% | - | Wfeyvkfd | ZPMJ | 350-375 | 360 | LPSX+360 | - | 754.00000 |
| T-2 | VPD | 41.330 | 6.28 | - | - | - | - | - | - | 6.00% | - | Xrqukhvb | DNUN | 580-600 | 570 | EJKR+570 | - | 587.00000 |
| T-1L | QCD | 14.470 | - | - | - | - | - | - | - | 4.20% | - | - | - | - | - | - | - | Retained |
| Y-2T | RAH | 27.280 | - | - | - | - | - | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
| D-2N | FPF | 90.650 | - | - | - | - | - | - | - | 1.00% | - | - | - | - | - | - | - | Retained |
| B-1 | MPR | 47.690 | 2.68 | - | - | - | - | - | - | 6.00% | - | Qpqucaoe | TLUK | 875-900 | 885 | KSAT+885 | - | 324.00000 |
Tranche Comments
T-1: First Pay: 2023-10-25; Registration: 144O/Qiv D;
T-1L: First Pay: 2023-10-25; Registration: 144U/Erm M;
T-2: First Pay: 2023-10-25; Registration: 144Q/Nii U;
D-2N: First Pay: 2023-10-25; Registration: 144U/Ice F;
B-1: First Pay: 2023-10-25; Registration: 144E/Yaw F;
Y-1B: First Pay: 2023-10-25; Registration: 144B/Wsb U;
Y-2T: First Pay: 2023-10-25; Registration: 144B/Zkg A;
Use of Proceeds
Jf dqfzaxuo Bxpdpbxo Zadouejoaeu
Cut-Off Balance ($mm)
7425.271678
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2Q | YSP | 27.730 | - | - | - | - | - | - | - | 1.00% | - | - | - | - | - | - | - | Retained |
| U-1R | VEV | 793.580 | - | - | - | - | - | - | - | 6.80% | - | - | - | - | - | - | - | Retained |
| M-1 | GSG | 42.651 | 9.86 | - | - | - | - | - | - | 2.00% | - | Tjoducsq | WSCW | 925d | 925 | XIDV+925 | - | 568.00000 |
| D-1E | WYS | 5.538 | - | - | - | - | - | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
| G-2 | NMD | 94.000 | 4.60 | - | - | - | - | - | - | 6.00% | - | Cqviibie | GASG | 675i | 675 | YILT+675 | - | 789.00000 |
| Z-2S | YKZ | 26.310 | - | - | - | - | - | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1R: First Pay: 2023-06-26; Registration: 144J/Fck A;
G-2: First Pay: 2023-06-26; Registration: 144P/Zuh H;
G-2Q: First Pay: 2023-06-26; Registration: 144Z/Vfg S;
M-1: First Pay: 2023-06-26; Registration: 144P/Czx W;
D-1E: First Pay: 2023-06-26; Registration: 144J/Aav G;
Z-2S: First Pay: 2023-06-26; Registration: 144O/Csm U;
Use of Proceeds
Qy zwziyppd Laldliad Cwwdpiqdwip
Cut-Off Balance ($mm)
6516.652444
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1G | QUT | 4.687 | - | - | - | - | - | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
| M-1 | NJC | 37.289 | 9.40 | 60.81 | - | - | - | - | - | 6.00% | - | Hpuwfrfp | IDIU | 950p | 950 | TEWJ+950 | - | 696.00000 |
| S-2V | OUM | 18.810 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1: First Pay: 2022-12-25; Registration: 144O/Btf A;
D-1G: First Pay: 2022-12-25; Registration: 144Z/Kdd S; Comments: Mbuq Mbkkd Cmbmumvbm Pubvbgm Avqu;
S-2V: First Pay: 2022-12-25; Registration: 144O/Xcn L; Comments: Gszvsqwkzmp Vpdpspktp Tszktzp Ukid;
Cut-Off Balance ($mm)
8422.307683
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | YQU | 52.300 | 7.99 | - | - | - | - | - | - | 2.00% | - | Ppuvlpww | XTVK | - | 650 | XJSJ+650 | - | 884.00000 |
| N-1A | EJY | 89.925 | - | - | - | - | - | - | - | 4.95% | - | - | - | - | - | - | - | Retained |
| C-2F | BHZ | 959.491 | - | - | - | - | - | - | - | 8.00% | - | - | - | - | - | - | - | Retained |
| Y-1 | AUG | 39.449 | 82.55 | - | - | - | - | - | - | 6.31% | - | Tzzuufqi | EJMS | - | 950 | LPMV+950 | - | 178.00000 |
| C-2L | EMV | 91.825 | - | - | - | - | - | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
| O-1 | THU | 22.262 | 8.80 | - | - | - | - | - | - | 7.88% | - | Hcxqjhhc | SLVW | - | 425 | NGKQ+425 | - | 854.00000 |
| E-1E | EIK | 34.483 | - | - | - | - | - | - | - | 4.51% | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: Registration: 144D Yjll;
E-1E: Registration: 144A Zemq; Comments: Ggsekdlv Egfgsgldg Fslldzg Vlvw;
I-2: Registration: 144G Zqsx;
C-2F: Registration: 144H Yauf; Comments: Lgllvdrj Iglglgzdg Plrzdrg Wzjm;
Y-1: Registration: 144I Cgmm;
N-1A: Registration: 144H Xbna; Comments: Qpgtjwjl Ipjpgpbwp Ugjbwop Oblt;
C-2L: Registration: 144U Aacc; Comments: Zgqgkgvvg Wkmvvjg Ivnp;
Cut-Off Balance ($mm)
9890.423637
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-1 | PUB | 58.720 | 16.21 | - | - | - | - | - | - | 2.24% | - | Dcksteaq | AMVV | 675-700 | 685 | CJWQ+685 | - | 260.00000 |
| L-2 | NEY | 271.857 | 4.92 | - | - | - | - | - | - | 6.00% | - | Uswuwcew | XAFR | 375-400 | 400 | ZKNV+400 | - | 697.00000 |
| I-2Y | XEF | 7.190 | - | - | - | - | - | - | - | 4.00% | - | - | - | - | - | - | - | Retained |
| O-1H | YFO | 1.250 | - | - | - | - | - | - | - | 4.60% | - | - | - | - | - | - | - | Retained |
| W-1 | BEX | 40.846 | 4.86 | - | - | - | - | - | - | 3.60% | - | Tfhlepft | HKST | 230m | 230 | UKKG+230 | - | 262.00000 |
| T-1F | BHC | 1.930 | - | - | - | - | - | - | - | 4.27% | - | - | - | - | - | - | - | Retained |
| L-2X | GZS | 90.887 | - | - | - | - | - | - | - | 3.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1: Registration: 144B/Akg I;
T-1F: Registration: 144L/Mnx V; Comments: Izsexdva Nzizszfdz esvfdtz hfax;
L-2: Registration: 144X/Fos R;
I-2Y: Registration: 144P/Otl B; Comments: Juimtspm Fubuiuusu mipuseu iumw;
D-1: Registration: 144U/Dnt Y;
O-1H: Registration: 144C/Vow G; Comments: Ipeqrxtr Tpwpepzxp qetzxjp mzru;
L-2X: Registration: 144H/Mjg W; Comments: Ukzsupxg Qkfkzkbpk szxbplk mbgf;
Deal Comments
Sulw raearanla xrunlwa ralraxanxx rixf raxuinad vg Zraddia Hul
Cut-Off Balance ($mm)
4019.356361
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2 | BJM | 420.920 | 5.41 | - | - | - | - | - | - | 2.50% | - | Dppxkski | QKDI | 325-335 | 335 | LIUN+335 | - | 804.00000 |
| A-1 | NAX | 63.492 | 20.54 | - | - | - | - | - | - | 6.10% | - | Gneumwcn | TUKK | 575-600 | 550 | TOHL+550 | - | 961.00000 |
| P-1 | MNL | 82.457 | 4.69 | - | - | - | - | - | - | 5.00% | - | Wlukcppa | NYTZ | 190b | 180 | NEUC+180 | - | 116.00000 |
| U-1B | MHW | 9.500 | - | - | - | - | - | - | - | 1.80% | - | - | - | - | - | - | - | Retained |
| D-2W | AUB | 4.503 | - | - | - | - | - | - | - | 5.70% | - | - | - | - | - | - | - | Retained |
| U-1I | RRA | 9.830 | - | - | - | - | - | - | - | 9.00% | - | - | - | - | - | - | - | Retained |
| X-2K | BXL | 60.301 | - | - | - | - | - | - | - | 9.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1: Registration: 144Y/Fbj A;
U-1I: Registration: 144Q/Peh Z;
B-2: Registration: 144T/Qic B;
D-2W: Registration: 144G/Lxh L;
A-1: Registration: 144X/Qqy H;
U-1B: Registration: 144C/Wql B;
X-2K: Registration: 144L/Fte M;
Cut-Off Balance ($mm)
9920.548426
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | REZ | 31.800 | 21.30 | - | - | - | - | - | - | 2.60% | - | Myvhcyct | PPZD | - | 775 | TMJX+775 | - | 838.00000 |
| R-1 | VSR | 61.566 | 8.56 | - | - | - | - | - | - | 3.00% | - | Fydyquct | YTAA | - | 200 | TSAT+200 | - | 688.00000 |
| A-1Z | OHN | 4.559 | - | - | - | - | - | - | - | 3.70% | - | - | - | - | - | - | - | Retained |
| S-2 | LCE | 955.325 | 3.35 | - | - | - | - | - | - | 8.40% | - | Qebsahny | GEFG | - | 375 | LBQM+375 | - | 746.00000 |
| U-2S | XSU | 8.528 | - | - | - | - | - | - | - | 1.70% | - | - | - | - | - | - | - | Retained |
| X-1H | RUI | 9.290 | - | - | - | - | - | - | - | 4.00% | - | - | - | - | - | - | - | Retained |
| Q-2J | NPP | 84.121 | - | - | - | - | - | - | - | 2.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: Registration: 144C/Zwo S;
X-1H: Registration: 144R/Zwt R;
S-2: Registration: 144M/Bat G;
U-2S: Registration: 144M/Tyu U;
W-1: Registration: 144L/Wfj M;
A-1Z: Registration: 144W/Got I;
Q-2J: Registration: 144J/Upq V;
Cut-Off Balance ($mm)
6031.369620