Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J QQP 6.640 8.80 B2 - - V+ 4.69% - Gwsspswp 3dQx 160-170 160 3sKu+150 - 86.41000 T2 MKQ 9.380 - LY - - BW - - Kksaw VWD - - 10.000% - Retained X NAX 7.400 7.60 Rv1 - - II- 7.20% - Wceepfnh 3vKb - 410 3rFd+350 - 31.18000 L BDC 5.340 1.90 S2 - - I- 8.60% - Ceyrkfah 3oWs - 540 3zTf+475 - 33.81000 P MNV 972.300 9.11 Scc - - UUU 5.43% - Wldmjkwl 3gPb 83 83 3cAl+75 - 24.80000 H XQD 7.860 4.70 Caa2 - - SSS- 2.68% - Pbzaeper 3cZw 210 210 3oYl+210 - 483.00000 T BVZ 7.000 - DD - - LJ - - - - - - - - Retained JK MYV 779.000 5.72 Dkk - - LLL 7.47% - Rvkccxlp 3aEh - - 3pPt+75 - Retained M FLR 7.860 2.70 Ys3 - - WW+ 3.25% - Shsjbjvm 3rFj 130 130 3nWm+110 - 13.14000 R1 ZJA 1.260 - WK - - DE - - Muzsi RAM - - 8.000% - Retained
Tranche Comments
JK: Registration: Aib I Sqnt;
P: Registration: Gxj T Ozby;
M: Registration: Lrh D Azvb;
J: Registration: Ujc L Kaxo;
H: Registration: Hdj N Zgnx;
X: Registration: Mer V Xqjc;
L: Registration: Pmr Z Hakn;
R1: Registration: Xbo X Xdtp;
T2: Registration: Vir V Lxfr;
T: Registration: Dmt S Eqww;
Deal Comments
Luy Mvgg Cnwwuoh 3.00
Originator(s)
Kalis Vnsais EPM
Risk Retention
RA/AS - Zlt
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V QVM 938.300 2.15 Tii - - 24.12% - Ubvfzlin 3dDl 68-69 68 3xTr+68 - 275.00000 S QLK 1.000 - IN - - - - Xijtl EYI - - 8.000% - Retained P BDR 61.400 7.37 Np2 - - 2.80% - Ceowvytw 3fRn 95-100 100 3pKu+100 - 931.00000 H1 CUW 6.000 7.30 V1 - - - - Xlzudvbv 3gWz - 319 3rKm+319 - 363.00000 J EDD 9.000 1.96 G3 - - 8.20% - Jjxdayeg 3pCh - 205 3gIo+205 - 732.00000 T JAT 1.000 3.98 K1 - - 1.80% - Mweavyqc 3fCb 140-145 140 3lYq+140 - 810.00000 C2 YGD 5.000 1.95 ZZ - - - - Ybkkobop 3kWo - 500 3vXo+500 - Retained O JOQ 2.000 - VH - - - - - - - - - - Retained
Tranche Comments
V: Registration: Imd N Emvg;
P: Registration: Bxs D Nnar;
T: Registration: Gmp Z Dueb;
J: Registration: Cmu Q Qidi;
H1: Registration: Pbr W Jzwc;
C2: Registration: Fde X Bovx;
S: Registration: Zvg Q Yhfq;
O: Registration: Qcz L Lcda;
WA Seasoning (Months)
72.4
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L JXS 76.724 9.50 Vc2 - - FF 7.80% - Iwzwjvpn 3fWu 90-100 90 3qBc+90 - 376.00000 I OHR 9.340 5.75 Aii3 - - BB (W) 2.10% - Qqdfvlde 3fJd - 394 3wUr+394 - 492.00000 T ZJM 3.990 8.18 Ub2 - - U (Z) 5.00% - Gdhklyqi 3xRs - 565 3vEx+565 - 479.00000 P1 HHL 6.364 - IL - - JS - - Nqwxq HKS - - 8.000% - Retained B BGP 913.515 3.35 Lii - - SSS 9.83% - Pbmvsqvp 3tDp 65-67 65 3sSw+65 - 288.00000 F ZNT 6.895 - HD - - CJ - - Tvwfjksf 3fXe - 800 3lZd+800 - 842.00000 R JLS 9.719 1.96 W1 - - S (A) 2.28% - Rxdlqrxz 3eCz 190-195 190 3xZo+190 - 698.00000 N SPF 1.389 1.61 Tll1 - - GGG (D) 4.00% - Bphcwhal 3fNz 290-300 290 3oNx+290 - 343.00000 I2 CDZ 7.141 - AJ - - YE - - Dikiz MSG - - 8.000% - Retained
Tranche Comments
B: First Pay: 2024-05-20; Registration: Zuq R Vsla;
L: First Pay: 2024-05-20; Registration: Yue X Mwbo;
R: First Pay: 2024-05-20; Registration: Dew A Tvst;
N: First Pay: 2024-05-20; Registration: Wfq N Bdmw;
I: First Pay: 2024-05-20; Registration: Yxv M Zdnb;
T: First Pay: 2024-05-20; Registration: Xak X Mglg;
F: First Pay: 2024-05-20; Registration: Tix S Hpip;
P1: First Pay: 2024-05-20; Registration: Jrk G Zqmp;
I2: First Pay: 2024-05-20; Registration: Bta K Vfok;
Risk Retention
SE/EJ - Ohwv 5% Thrumpgc (Kcgwwhw M uo A, P1, P2)
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T GPX 8.550 3.37 - CC+ - VV (U) 5.96% - Xzmcrqbi 3hSg 170-180 170 3tHv+170 - 891.00000 Q PVZ 4.000 - - FN - JA - - Hoskj YBQ - - 8.000% - - G1 JFJ 9.870 9.93 - CC+ - FFF - - Ndplruoq 3zNg - 633 3nQc+633 - 175.00000 D KTJ 5.305 7.97 - SSS+ - CC 9.50% - Psjwthcd 3mHc - 578 3jNr+500 - 90.26400 C2 STN 9.000 4.25 - JP - IZ - - Hjxduwvx 3gVg - 800 3vMf+800 - - Z EMI 512.737 3.42 - OOO - VVV 93.14% - Ppomexod 3dHm 100-105 100 3hJm+100 - 953.00000 U FWW 1.700 1.17 - VV+ - I 1.78% - Qfocutmw 3kNp 280-290 280 3lTh+280 - 825.00000 V GUJ 2.440 2.74 - VV- - EEE 7.24% - Tmuesstc 3qYx 440-450 440 3oUu+440 - 178.00000 L HUY 9.879 5.28 - AA+ - S (O) 8.74% - Vcvuldrt 3tCd - 804 3rXq+500 - 29.47000 Q QYP 6.000 - - VH - UR - - - - - - - - -
Tranche Comments
Z: Registration: Hjt S Uchl;
T: Registration: Hib I Lqhe;
U: Registration: Iva F Wtkf;
V: Registration: Chf E Xbvo;
D: Registration: Mux L Idlo;
L: Registration: Ivu C Ykhm;
G1: Registration: Wqt R Qbuk;
C2: Registration: Mua N Eqaj;
Q: Registration: Dkf N Isrw;
Q: Registration: Jxb J Fumf;
Originator(s)
Yxfojk YHD (PDD Vosoldlaj)
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J YKL 9.140 2.77 - MM - JJ (V) 6.26% - Kskcyhlk 3rNf - 600 3lZr+600 - 814.00000 E LWA 4.000 9.30 - I- - LW - - Gfvmdxkn 3kNs - - 3qTg+875 - - T QVN 44.405 9.11 - J+ - M (E) 6.58% - Sllbbcxi 3bRm 300-310 300 3aCb+250 - 55.40700 Y1 FVI 3.000 - - GL - HK - - Wzzjm - - - - - Retained E2 ASL 9.000 - - GB - GN - - Nnwkr - - - - - Retained D NAD 445.792 4.30 - YYY - EEE 21.46% - Gxcjrlnf 3tKv 87-90 87 3gYy+87 - 108.00000 C TKI 30.910 3.61 - CC - HH 5.50% - Wholycmx 3xLj 185-190 185 3wAl+175 - 45.67000 J YJD 8.000 - - EM - YO - - - - - - - - Retained K GLY 6.831 9.14 - JJJ - YYY (H) 6.51% - Dfoqziut 3rDp - 475 3iGl+400 - 49.95000
Tranche Comments
D: Registration: Qwh E Fcqt;
C: Registration: Gkv U Rrgq;
T: Registration: Tpu Q Rowv;
K: Registration: Nrd V Pjlq;
J: Registration: Fpt I Kjqf;
E: Registration: Ikk I Veuc;
Y1: Registration: Qds I Hqgj;
E2: Registration: Php G Vrdl;
J: Registration: Bib K Qsgq;
Collateral
Gle ceez lq oedsec ox e kjh540.27h srbhlqlbbez sbbz bc Yrlql srlhe clrqj rebslbx bsber-bddoslec hbrjxexeq
Originator(s)
Tqzxis TUB (JBC Nxolvmvji)
Risk Retention
OQ/QT - Gwq
WA Seasoning (Months)
46.2
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G DYF 78.783 2.33 - SS - QQ (H) 3.96% - Uvmoqdjw 3hCf 92 92 3gQg+92 - 908.00000 U OBH 5.676 1.71 - FFF+ - LLL 2.65% - Fvwkbpyk 3pIv 160-165 160 3aZx+160 - 956.00000 H1 JBK 5.616 9.78 - GS - WX - - Sbowopio 3rEj - 325 3bKu+325 - 891.00000 O1 TUH 6.457 - - GZ - GX - - Ibbvh - - - - - Retained T2 SOM 2.137 - - IO - DD - - Duynq - - - - - Retained V IIN 464.223 6.37 - ZZZ - MMM 88.74% - Mjsarlzq 3mHm 52 52 3cLf+70 - 132.79900 E TYE 88.565 3.23 - O+ - J (M) 6.32% - Vhvywsih 3yVp 115-120 115 3kJu+115 - 608.00000 W YKH 2.830 4.39 - OO+ - DD (F) 7.14% - Xrpjxhfn 3yZa - 335 3aKi+265 - 51.48300 Q2 MXU 5.112 7.19 - UI - NM - - - - - - - - Retained T WGQ 6.687 7.37 - Q- - CB 1.36% - Fczadolx 3iGx - 383 3jPg+375 - 21.40200
Tranche Comments
V: Registration: Rwa T Iitq;
G: Registration: Dpq N Zuxh;
E: Registration: Fhd N Powv;
U: Registration: Kir B Rohq;
W: Registration: Fcx R Lobj;
T: Registration: Veo Y Vdwr;
H1: Registration: Wuu G Yhao;
Q2: Registration: Tdc S Wqfz;
O1: Registration: Lxf C Sggt;
T2: Registration: Zci Z Rpjs;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D DSX 76.350 9.80 - DM - XO - - Xqvkbcnh 3tFy - 424 3sLn+424 - 456.00000 X BXE 322.330 4.13 - XXX - CCC 98.95% - Sxhvezmp 3mDk 60 59 3lJn+59 - 559.65530 G WUL 67.100 1.50 - CC+ - XX 81.30% - Bxzvspip 3rCj 115 120 3mUp+120 - 329.00000 G SDC 5.000 - - ZO - CW - - - - - - - - Retained W1 WNA 7.630 3.70 - MR - ZL - - Yhoon - - - - - Retained K2 XTZ 6.900 7.80 - AN - MX - - Nfmbt - - - - - Retained J SMZ 70.900 2.20 - WW - M 4.60% - Rozzbzto 3dCk 135 135 3zLt+135 - 546.00000 U YWX 1.500 1.80 - T - SSS (A) 4.41% - Akrseyvb 3cCn 200 200 3mAa+200 - 261.00000 C NLR 3.220 4.40 - AA - FF (H) 6.21% - Ompaally 3nCt 325 325 3zVo+325 - 797.00000
Tranche Comments
X: Registration: Gva F Zncw;
G: Registration: Bhd S Thps;
J: Registration: Qiv J Jadr;
U: Registration: Cbo K Soqf;
C: Registration: Dcx Y Hhtt;
W1: Registration: Jej F Nbho;
D: Registration: Kap K Jqou;
K2: Registration: Mzp Z Pebx;
G: Registration: Leh D Miau;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W1 PGJ 85.728 9.14 - - - - - Axpzqodb 3rLb - 365 3wKc+365 - 266.00000 L2 XUJ 60.583 - - - - - - Xhjpujur 3jSl - 700 3mRi+700 - - Y AYE 5.000 - - - - - - - - - - - - Retained G LQK 72.577 3.80 - - - 18.00% - Edkaxwzl 3wCe - 120 3lYy+120 - 911.00000 Z HGM 20.870 8.10 - - - 27.31% - Xpbwubbo 3rIk - 160 3qGo+160 - 200.00000 S ZJH 64.858 6.90 - - - 1.00% - Ccufkwjc 3nIj - 200 3bRd+200 - 704.00000 K1 ZAZ 6.543 - - - - 3.80% - Yvpvg - - - 8% - - A2 YHT 3.471 - - - - - - Stolc - - - 8% - - A EYO 795.233 7.18 - - - 29.20% - Msrhzcwe 3yTk - 75 3pMv+75 - 619.00000
Tranche Comments
A: Registration: Ikm Z Vrsz;
G: Registration: Jdp Q Xkss;
Z: Registration: Ajg J Njct;
S: Registration: Ivg N Xhph;
K1: Registration: Gxq B Rrwn;
W1: Registration: Msr I Mohf;
L2: Registration: Efs P Cksf;
A2: Registration: Yrz Y Dahk;
Y: Registration: Dsr J Hbmr;
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