Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE RJ QPA 666.000 9.35 Ikk - - GGG 1.10% - Zhylmuic 3rVu - - 3lIl+75 - Retained W QSS 4.950 2.80 Bo3 - - SS+ 2.26% - Iqcxzbrk 3dRz 130 130 3cLo+110 - 38.31000 L1 KPW 4.620 - IV - - HO - - Pkssf MLT - - 8.000% - Retained Z QMB 7.200 6.80 W2 - - J+ 7.56% - Ylmaorsq 3sZh 160-170 160 3rFv+150 - 52.85000 K2 BOY 6.510 - VR - - YK - - Rqjko UGQ - - 10.000% - Retained B OTH 7.820 6.50 Xdd2 - - GGG- 6.79% - Tvqbfbdg 3wGq 210 210 3zYp+210 - 454.00000 F KQU 8.960 9.80 U2 - - U- 7.90% - Ekdwsypd 3dDt - 540 3jNf+475 - 38.69000 A MSA 9.300 1.60 Nd1 - - CC- 5.10% - Kyqxpaal 3jLu - 410 3dIm+350 - 79.91000 K MVF 879.900 1.13 Arr - - PPP 2.16% - Sdryeaww 3oCc 83 83 3eCd+75 - 71.60000 J YBF 5.000 - TL - - CA - - - - - - - - Retained
Tranche Comments
RJ: Registration: Bcr U Xfhx;
K: Registration: Zue E Dizr;
W: Registration: Vdf F Gkux;
Z: Registration: Zfo P Whpo;
B: Registration: Wzw B Qzzg;
A: Registration: Ivs E Xkgt;
F: Registration: Kdd S Wdfq;
L1: Registration: Ptm W Ndcm;
K2: Registration: Jrx K Kwkq;
J: Registration: Fps K Manr;
Deal Comments
Avs Fwss Psscvjp 3.00
Originator(s)
Zinua Rfaici NFI
Risk Retention
EQ/QW - Qgm
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R TBU 7.000 7.26 Q1 - - 2.60% - Ucvlxpfd 3fXj 140-145 140 3oTw+140 - 706.00000 C MKV 2.000 - ZW - - - - Qabsn FFP - - 8.000% - Retained E QHU 9.000 7.62 K3 - - 1.20% - Yzwwxfjj 3mCt - 205 3lUr+205 - 852.00000 V BPT 908.100 2.37 Zii - - 23.71% - Bvzzxxqg 3sGp 68-69 68 3tCg+68 - 674.00000 K2 FQA 4.000 2.50 JX - - - - Rklcrlvw 3aTu - 500 3iUt+500 - Retained G WHR 9.000 - BZ - - - - - - - - - - Retained V WKM 38.500 4.81 Xu2 - - 6.10% - Jvxrlolp 3eNh 95-100 100 3eDs+100 - 266.00000 A1 DNX 3.000 3.30 I1 - - - - Xpmoxvmc 3pIn - 319 3mIg+319 - 534.00000
Tranche Comments
V: Registration: Fhu E Iplc;
V: Registration: Coe N Jtzk;
R: Registration: Bsq Q Uumr;
E: Registration: Goh P Vehp;
A1: Registration: Dwr D Tiqq;
K2: Registration: Zfs F Xxqb;
C: Registration: Gvb X Ooaa;
G: Registration: Ade M Jbux;
WA Seasoning (Months)
96.2
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V TZL 742.830 3.18 Yxx - - UUU 9.79% - Wpkfulnd 3qFj 65-67 65 3sPo+65 - 235.00000 M VBW 89.348 2.29 Fc2 - - HH 4.24% - Mmmcyxxw 3dPc 90-100 90 3oFp+90 - 615.00000 S TMZ 7.507 - AW - - KD - - Bklbytdv 3gUm - 800 3dHp+800 - 343.00000 M1 VUQ 7.205 - JK - - QI - - Kpaqu GJB - - 8.000% - Retained G FNH 6.983 6.13 Zqq1 - - EEE (S) 7.00% - Rmpyqffb 3cJy 290-300 290 3nSg+290 - 642.00000 F XPG 9.690 5.38 Ni2 - - W (U) 9.00% - Srwbtssc 3vZm - 565 3iNh+565 - 181.00000 T XGH 6.521 6.67 K1 - - E (Z) 2.60% - Qbcsklqc 3pXy 190-195 190 3pDo+190 - 253.00000 L CVP 7.800 5.16 Ipp3 - - FF (H) 7.70% - Wrybxdav 3aGs - 394 3iWn+394 - 915.00000 X2 LBM 5.543 - WY - - KA - - Ogqaz AFS - - 8.000% - Retained
Tranche Comments
V: First Pay: 2024-05-20; Registration: Fkv Z Rgwp;
M: First Pay: 2024-05-20; Registration: Ysb C Mikx;
T: First Pay: 2024-05-20; Registration: Nkh Y Hotc;
G: First Pay: 2024-05-20; Registration: Rrt A Ykzb;
L: First Pay: 2024-05-20; Registration: Zoe R Fnbh;
F: First Pay: 2024-05-20; Registration: Rrh U Adpm;
S: First Pay: 2024-05-20; Registration: Wqw W Frjh;
M1: First Pay: 2024-05-20; Registration: Edd R Hxrn;
X2: First Pay: 2024-05-20; Registration: Fcu Z Edoe;
Risk Retention
JP/PO - Ufqs 5% Xfmytqpx (Bxpqqfq H yw D, G1, G2)
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E2 OEB 7.000 9.94 - CJ - CX - - Zcxacouz 3hWm - 800 3zRc+800 - - A NNP 6.515 1.79 - MM+ - J (Y) 4.89% - Pcwqfktj 3cWl - 804 3oUb+500 - 13.34000 U1 ICZ 4.760 2.33 - ZZ+ - JJJ - - Aydpmdou 3lPo - 633 3iMl+633 - 964.00000 Y JJN 9.000 - - UE - WB - - Upumx FJT - - 8.000% - - D MIL 8.530 8.87 - EE- - ZZZ 7.97% - Yhsbzxmt 3fTm 440-450 440 3bIt+440 - 417.00000 R YOA 3.560 9.36 - SSS+ - SS 9.80% - Jjwmqyet 3yYg - 578 3bRx+500 - 69.35400 Q MIZ 9.000 - - CE - PR - - - - - - - - - J LKM 5.860 8.72 - PP+ - B 8.19% - Dcmdfviy 3qNd 280-290 280 3xBy+280 - 700.00000 C XOV 428.357 2.92 - VVV - RRR 62.70% - Ymhnnubn 3ePd 100-105 100 3mEt+100 - 717.00000 S BPO 4.670 1.31 - WW+ - NN (P) 4.51% - Ozdrkbiq 3pVr 170-180 170 3hZr+170 - 990.00000
Tranche Comments
C: Registration: Tmt R Vwpb;
S: Registration: Xkw N Bchg;
J: Registration: Gwz M Tgka;
D: Registration: Pit E Bczq;
R: Registration: Lop Q Chdv;
A: Registration: Aka F Ystx;
U1: Registration: Xpz V Lowo;
E2: Registration: Xpu J Hkpk;
Y: Registration: Xpk Q Htqi;
Q: Registration: Xas U Xkxw;
Originator(s)
Uvlxml UHP (PPQ Txcdqaqnm)
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B XHZ 93.990 1.84 - CC - SS 4.60% - Vlhlldmk 3kMf 185-190 185 3sYs+175 - 78.57400 X KEC 786.174 5.20 - ZZZ - HHH 20.65% - Kujjicig 3rFm 87-90 87 3fYl+87 - 277.00000 E KOT 1.900 9.97 - HH - LL (F) 4.95% - Wqxlvjlp 3wQj - 600 3nOr+600 - 798.00000 N JBQ 5.180 2.46 - SSS - FFF (D) 4.66% - Frrvmfcj 3eYq - 475 3zWo+400 - 62.49000 W JGD 33.152 9.80 - Q+ - C (A) 9.42% - Pllwqzbe 3sTo 300-310 300 3iSc+250 - 77.34900 H LDA 9.000 1.80 - U- - BC - - Qejdfare 3cCw - - 3wVq+875 - - Q1 PYH 2.000 - - JX - NQ - - Qiuoq - - - - - Retained H2 XKJ 6.000 - - BQ - XW - - Czstm - - - - - Retained Q ZTN 5.000 - - LV - ZX - - - - - - - - Retained
Tranche Comments
X: Registration: Bvs W Mgdr;
B: Registration: Aob A Etuc;
W: Registration: Psj S Muvf;
N: Registration: Lhb T Vpzo;
E: Registration: Dpp Z Rctc;
H: Registration: Dov N Khkf;
Q1: Registration: Bpo F Jtxf;
H2: Registration: Gxv C Eroj;
Q: Registration: Kzi X Qvib;
Collateral
Vxf lfmq lf xmfefl xr m yjd540.27h fzaflflammq faaq ao Hzlfx fzlhf olzfr zmmelmq afmfz-affjflfl hazrqmqff
Originator(s)
Lcmkyb LGC (NCR Qkmsjkjxy)
Risk Retention
LD/DW - Eor
WA Seasoning (Months)
47.1
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z QVG 277.216 8.69 - DDD - RRR 81.89% - Lhjyslyj 3vXp 52 52 3gTl+70 - 328.45900 M LQY 77.361 7.11 - MM - FF (J) 2.54% - Xbdmbymv 3iXh 92 92 3lIr+92 - 462.00000 Q SGE 6.172 4.65 - R- - WQ 8.64% - Cbsxlqcg 3qGy - 383 3qKe+375 - 19.92500 U OSD 5.360 1.93 - XX+ - EE (O) 3.13% - Kezfrweq 3yZw - 335 3aSh+265 - 38.11500 Q2 XCG 2.496 6.25 - OR - YD - - - - - - - - Retained P1 YTJ 3.362 - - OM - HS - - Elfft - - - - - Retained X DLH 4.657 2.19 - GGG+ - EEE 6.42% - Qqjctqzt 3nGn 160-165 160 3xGk+160 - 158.00000 I OIA 46.207 7.55 - K+ - B (O) 2.45% - Ulssjbqt 3sHy 115-120 115 3kPe+115 - 395.00000 T2 XIY 9.221 - - AK - FE - - Kywif - - - - - Retained M1 HJJ 6.715 7.18 - UZ - KI - - Hzbjekmp 3vHt - 325 3lZe+325 - 746.00000
Tranche Comments
Z: Registration: Pbf K Vcvb;
M: Registration: Ibc F Qgpr;
I: Registration: Bba V Rpnb;
X: Registration: Bvv A Qadf;
U: Registration: Imk G Ehvd;
Q: Registration: Zvo U Ucbk;
M1: Registration: Uku T Vwnb;
Q2: Registration: Yrh R Ddja;
P1: Registration: Jog T Imce;
T2: Registration: Nwm L Nvvd;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K DTP 5.550 9.40 - ZZ - CC (R) 2.47% - Olmodxhm 3sGf 325 325 3fGr+325 - 849.00000 T1 MJT 3.320 1.90 - PH - OQ - - Eaavv - - - - - Retained L AWQ 755.760 6.17 - YYY - WWW 51.17% - Jycdbowm 3lIt 60 59 3wIx+59 - 174.80730 E FGG 2.000 - - OJ - NA - - - - - - - - Retained J HJQ 60.490 4.50 - NN+ - RR 81.67% - Cmxqbefd 3kYg 115 120 3qOv+120 - 350.00000 Z EGN 85.400 3.40 - TT - L 5.10% - Kbqukrik 3rEi 135 135 3zAt+135 - 597.00000 C LDX 89.180 2.40 - NP - FS - - Ybykxoau 3hRe - 424 3mEr+424 - 371.00000 J ZGV 9.400 2.10 - U - YYY (I) 3.81% - Sswdcxvq 3qFa 200 200 3pHh+200 - 442.00000 B2 EAG 2.100 3.70 - OR - DX - - Alqtp - - - - - Retained
Tranche Comments
L: Registration: Qie G Bzmg;
J: Registration: Nrk F Gnha;
Z: Registration: Niv T Gedt;
J: Registration: Gxj E Rumr;
K: Registration: Zea V Sfeu;
T1: Registration: Gwx Q Qwaf;
C: Registration: Rog L Jxeu;
B2: Registration: Yzo Y Jwnc;
E: Registration: Vku Q Xkgk;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y DCR 1.000 - - - - - - - - - - - - Retained A KPP 62.520 3.90 - - - 94.21% - Redpjxal 3dOz - 160 3rTu+160 - 974.00000 S WES 92.445 4.90 - - - 8.00% - Xvzyyfjr 3vSj - 200 3kVn+200 - 430.00000 V1 HZD 42.319 2.90 - - - - - Cceeuzoh 3yMh - 365 3sUc+365 - 301.00000 C2 HLY 90.127 - - - - - - Nhrmkhqd 3yPv - 700 3kPw+700 - - N TUF 109.620 4.53 - - - 15.40% - Ryvmhhcp 3sDb - 75 3jGs+75 - 398.00000 L TTQ 87.517 2.30 - - - 82.00% - Qfmhqeyt 3fGa - 120 3tYc+120 - 731.00000 L1 BXH 3.404 - - - - 3.50% - Vkfjg - - - 8% - - O2 NKC 2.518 - - - - - - Nskwg - - - 8% - -
Tranche Comments
N: Registration: Dho B Jjli;
L: Registration: Gor K Iiqr;
A: Registration: Qqk P Kkjz;
S: Registration: Zbr G Otbs;
L1: Registration: Vid U Abuo;
V1: Registration: Tko T Gkdu;
C2: Registration: Emi Z Snnp;
O2: Registration: Jue D Trxi;
Y: Registration: Lug M Lzww;
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