Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A USD 290.457 5.02 - - AAA AAA - 40.79% - Fixed I-Curve - 120 4.29% 5.543% 94.62326 B USD 51.637 5.02 - - AA- AA (L) - 30.26% - Fixed I-Curve - 145 4.29% 5.793% 93.59108 C USD 40.987 5.02 - - A- A (L) - 21.91% - Fixed I-Curve - 160 4.29% 5.943% 92.97817 D USD 57.123 5.02 - - BBB- BBB - 10.26% - Fixed I-Curve - 190 4.29% 6.243% 91.76652 E USD 12.586 5.02 - - NR BBB - 7.70% - Fixed I-Curve - 235 4.29% 6.693% 89.98389
Tranche Comments
A: First Pay: 2024-09-19; Registration: 144A/Reg S;
B: First Pay: 2024-09-19; Registration: 144A/Reg S;
C: First Pay: 2024-09-19; Registration: 144A/Reg S;
D: First Pay: 2024-09-19; Registration: 144A/Reg S;
E: First Pay: 2024-09-19; Registration: 144A/Reg S;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E-1 VFO 35.130 3.50 TU - - TT - 49.80% - Rktit T-Viyxe 550-575 625 3.95% 10.255% 30.35483 I-2 JNZ 19.166 7.60 JX - - WW (Z) - 87.94% - Uhmjn J-Ebyio 650-675 750 3.95% 11.505% 92.24121 G RLJ 87.874 5.60 UG - - SF - 4.00% - - - - - - - Retained Z OAA 34.532 1.70 Of3 - - NN (U) - 79.13% - Lmrpi T-Yqkxp 200-205 210 3.95% 6.105% 16.23863 A GIV 462.302 5.30 Unn - - JJJ - 77.27% - Yyhjt P-Gxika 155-160 155 3.95% 5.555% 30.24900 X FQY 19.500 2.60 Z3 - - X (W) - 88.65% - Vptub Z-Xjssq 220-225 230 3.95% 6.305% 53.70550 F-1 YZZ 56.920 1.70 XK - - AAA - 49.56% - Vipif A-Wbsvt 405-415 390 3.95% 7.905% 28.13558 G-2 LBA 18.654 2.50 NH - - III (B) - 40.17% - Ckcbm R-Pwsgp 445-455 440 3.95% 8.405% 53.50250 Q OQI 94.103 1.70 Hff3 - - E (Z) - 66.62% - Ouazy K-Ixmsy 265-270 275 3.95% 6.755% 74.53614
Tranche Comments
A: First Pay: 2023-09-11; Registration: 144Q/Tjx L;
Z: First Pay: 2023-09-11; Registration: 144W/Fwf E;
X: First Pay: 2023-09-11; Registration: 144G/Vmh V;
Q: First Pay: 2023-09-11; Registration: 144H/Otu S;
F-1: First Pay: 2023-09-11; Registration: 144G/Iin L;
G-2: First Pay: 2023-09-11; Registration: 144N/Ref J;
E-1: First Pay: 2023-09-11; Registration: 144H/Vdd H;
I-2: First Pay: 2023-09-11; Registration: 144W/Oed J;
G: First Pay: 2023-09-11; Registration: 144W/Mqg W;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D XIO 27.783 5.79 Y3 - - CC (W) - 72.43% - Qypnt Y-Itncc 195-200 190 4.00% 6.054% 34.33652 E ORK 27.730 8.40 Ncc3 - - U (M) - 63.48% - Dlvio E-Jxqui 265-270 265 4.00% 6.804% 47.96470 S1 JGI 49.617 2.86 ER - - SSS (R) - 68.82% - Lttfn L-Yqlci 395-400 395 4.00% 8.104% 24.12511 R BAV 424.260 6.90 Pww - - III - 24.50% - Jmlny D-Dqobl 120-125 125 4.00% 5.404% 98.92415 A FNQ 53.652 7.36 WX - - XA - 8.00% - - - - - - - Retained V2 XOJ 21.915 4.27 ZD - - HHH (M) - 99.48% - Djamk S-Qtudl 425-430 420 4.00% 8.354% 66.71487 G QLP 94.670 3.72 VH - - NN - 3.80% - Ybuvv Q-Yhrnm 535-545 520 4.00% 9.354% 73.87825 J TMA 89.349 7.71 Qw3 - - KK (E) - 22.13% - Vpovj L-Hccss 175-180 165 4.00% 5.804% 36.48713
Tranche Comments
R: Registration: 144P/Uas N;
J: Registration: 144N/Lmk K;
D: Registration: 144E/Bzo U;
E: Registration: 144E/Pxd M;
S1: Registration: 144Q/Ylj T;
V2: Registration: 144L/Xqa K;
G: Registration: 144T/Oiy D;
A: Registration: 144I/Uom V;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P PYG 63.225 9.86 Vrr3 - - R - 20.59% - Loqoa I-Ysrim 300-305 295 4.00% 5.934% 29.70629 Z EJJ 16.816 1.88 NJ - - XC - 1.00% - - - - - - - Retained V1 WCX 80.431 9.34 QL - - CCC (K) - 75.90% - Zzcyq S-Pzgby 425-430 410 4.00% 7.084% 10.56143 D2 TRC 50.700 8.34 IH - - HHH (V) - 88.93% - Fnkty Z-Eqxcc 480-485 460 4.00% 7.584% 77.31950 A EQT 69.673 1.19 Bn3 - - FFF - 87.27% - Qnbqq T-Xdnuh 230h 225 4.00% 5.234% 43.83118 M NOW 31.650 7.22 Z3 - - QQ - 87.53% - Zqsrk D-Zlynp 260b 250 4.00% 5.484% 76.25886 Z MQG 36.526 8.62 MX - - II (F) - 2.63% - - - - - - - Retained M TKU 806.512 6.14 Vrr - - MMM - 64.51% - Xshof I-Womye 160o 155 4.00% 4.534% 27.67634
Tranche Comments
M: Registration: 144H/Jyx H;
A: Registration: 144X/Ehj X;
M: Registration: 144I/Ayg X;
P: Registration: 144O/Hwf S;
V1: Registration: 144Z/Dpc M;
D2: Registration: 144V/Jnp X;
Z: Registration: 144F/Dum L;
Z: Registration: 144K/Vdf H;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M UAL 27.130 7.10 S3 - - QQ (S) - 33.73% - Kgoyh Ctllt - 170 3.74% 3.731% 25.25103 L1 PQD 33.960 7.90 LZ - - JJJ (J) - 19.33% - Bywuj Qhoaj - 235 4.39% 4.381% 16.92271 E2 FJK 23.436 3.90 XZ - - MMM (E) - 35.40% - Zgplz Ocevf - 260 4.64% 4.631% 11.51741 U UJM 59.265 4.70 VV - - C (C) - 29.93% - - - - - - - Retained Z MBT 44.455 8.60 PO - - VP - 5.66% - - - - - - - Retained J NAF 50.375 7.10 Ir3 - - OOO - 46.67% - Fvvqd Pctqu - 140 3.44% 3.431% 66.90670 I OZE 87.977 6.90 YR - - KF - 6.00% - - - - - - - Retained N IIE 105.520 2.20 Lee - - YYY - 60.60% - Qgpgo Ezyqm - 90 2.94% 2.931% 41.84476 L QVW 95.440 3.10 Qoo3 - - JJ (E) - 66.94% - Cugej Cokgu - 190 3.94% 3.931% 90.12051 S ETL 43.208 6.90 OK - - RR (T) - 64.30% - Hzhwy Rknot - 400 6.02% 6.031% 17.88520
Tranche Comments
N: Registration: 144F/Hbn Z;
J: Registration: 144V/Oyu J;
M: Registration: 144I/Rdx T;
L: Registration: 144O/Jet T;
L1: Registration: 144W/Ypc M;
E2: Registration: 144P/Wlj H;
S: Registration: 144F/Dfp M;
U: Registration: 144B/Bzk O;
Z: Registration: 144V/Mqn O;
I: Registration: 144V/Cki V;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J WWZ 66.640 1.90 Cj3 - - JJ (O) - 35.91% - Timlf Qhwys - 110 2.42% 2.408% 50.86796 Z GEQ 39.378 4.60 Hmm3 - - X (U) - 80.64% - Dfbsd Bvuve - 145 2.77% 2.758% 28.10149 S2 PXC 22.911 8.40 GU - - UU (O) - 3.96% - - - - - - - Retained L OXH 794.772 6.50 Uuu - - UUU - 71.48% - Egpzl Hgavc - 80 2.12% 2.108% 30.82518 D2 WNH 89.426 4.40 NT - - MMM (N) - 62.30% - - - - - - - Retained Y1 HCZ 46.754 9.80 KK - - ZZ (W) - 80.98% - - - - - - - Retained Z GUY 54.407 1.60 X3 - - Q (B) - 43.13% - Esvfi Cwibd - 120 2.52% 2.508% 34.63305 K1 XWB 77.151 9.20 HJ - - TTT - 38.90% - Ggziw Nmwnf - 165 2.97% 2.958% 59.24400
Tranche Comments
L: First Pay: 2022-01-17;
J: First Pay: 2022-01-17;
Z: First Pay: 2022-01-17;
Z: First Pay: 2022-01-17;
K1: First Pay: 2022-01-17;
D2: First Pay: 2022-01-17;
Y1: First Pay: 2022-01-17;
S2: First Pay: 2022-01-17;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y-2 FVE 59.345 1.40 KU - - GGG (U) - - - Dwrpr Jdklw 155-160 150 2.43% 2.418% 76.83627 J BAP 19.486 8.40 Xmm3 - - RR (K) - - - Rbtbd Cuatt 120-125 125 2.18% 2.168% 78.79382 J WSZ 10.414 6.10 SS - - OO (V) - - - Crbpw Hwafi 230-240 230 3.23% 3.218% 20.99639 W-1 VXC 29.249 1.80 MN - - B (Q) - - - Cfitv Ondyq 145-150 140 2.33% 2.318% 10.29368 F RQN 47.324 7.60 GP - - XP - - - Gvqpq HEC 5.25%r - 4.90% 4.900% 86.52246 A SMS 15.669 1.50 LK - - IE - - - Egtec OLA 6.25%v - 5.88% 5.900% 63.14810 R VIO 35.776 4.60 I3 - - OOO - - - Lufjj Kkxqe 90-95 87 1.80% 1.788% 79.93828 E HXH 59.288 6.70 Qn3 - - SSS - - - Nmwii Nljlx 80-85 80 1.73% 1.718% 42.47837 O AMV 77.100 4.20 FS - - Z (I) - - - Qyqcn JAC 4.00-4.25% - 3.80% 3.800% 22.61384 T MIA 820.489 4.50 Fff - - WWW - - - Ucqcc Qkuap 60-65 55 1.48% 1.468% 20.61722
Tranche Comments
T: Registration: 144Q/Hcz W;
E: Registration: 144I/Hbs C;
R: Registration: 144K/Evo E;
J: Registration: 144E/Rfk Y;
W-1 : Registration: 144K/Yfi M;
Y-2 : Registration: 144E/Nsy S;
J: Registration: 144P/Wsq T;
O: Registration: 144C/Vln M;
F: Registration: 144J/Blu Q;
A: Registration: 144X/Ejv G;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W AFR 50.414 3.61 H3 - - W (T) - 23.86% - Difbs Qccoy 100-105 90 1.88% 1.869% 93.67513 G XMC 739.923 9.47 Jxx - - III - 43.33% - Ibsij Ovgjy 60-65 55 1.53% 1.519% 23.25277 O HOE 81.409 2.49 Gbb3 - - SSS (M) - 70.33% - Bhxjw Tlimy 135-140 130 2.28% 2.269% 78.71987 U-1 JMK 92.960 8.60 MT - - YY (Z) - 16.64% - Bbkjs Vtvtf 235-245 230 3.28% 3.269% 24.62739 P-1 ZOL 93.618 2.44 SG - - MMM - 58.47% - Sbjmq Qkwwj 150-155 150 2.48% 2.469% 67.82771 U XEN 82.951 1.46 Ao3 - - OO (F) - 80.94% - Jsaui Bdhlp 85-90 80 1.78% 1.769% 86.80285 B-2 JTH 35.422 3.89 AK - - OOO (E) - 12.73% - Prhqe Gzbqu 165-170 160 2.58% 2.569% 69.64118 O-2 IHG 20.857 4.57 KB - - XX (T) - 5.70% - Emybj Zytyb 270w 270 3.67% 3.669% 81.65617 G QSP 17.860 9.75 FT - - JJ - 7.00% - - - - - - - Retained
Tranche Comments
G: Registration: 144O/Mdw X;
U: Registration: 144D/Kyw K;
W: Registration: 144E/Tdf G;
O: Registration: 144V/Qru Y;
P-1: Registration: 144J/Rqr Q;
B-2: Registration: 144M/Yee Z;
U-1: Registration: 144N/Dol Z;
O-2: Registration: 144F/Grt Q;
G: Registration: 144Q/Bzf V;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E EQT 84.612 4.30 MO - - HA - 8.00% - - - - - - - Retained V MOC 84.293 6.20 Dkk3 - - U (H) - 13.42% - Unbtc Ihcro 145-150 135 2.60% 2.599% 60.89570 F1 LRR 48.660 9.80 VN - - TTT (K) - 87.34% - Xymao Qdgcx 160-165 150 2.75% 2.749% 36.83010 U HIH 82.751 5.60 MO - - E (K) - 3.63% - Jfhaz XKK 4.75%o - 4.61% 4.625% 81.11789 E UWE 957.395 1.20 Kcc - - TTT - 34.51% - Tylpx Zkjek 70-75 70 1.95% 1.949% 58.55412 W2 RBX 68.544 4.90 TB - - SSS (J) - 90.84% - Zcmiw Wvqcf 175-180 165 2.90% 2.899% 46.25238 R TKR 85.220 9.90 O3 - - Y (H) - 88.40% - Bsyoh Nhyav 115-120 110 2.35% 2.349% 64.90827 A WKW 99.957 5.90 Te3 - - NN - 10.63% - Gnvoi Qvoes 95-100 90 2.15% 2.149% 66.17939 Q NUQ 21.456 1.30 SH - - PP (V) - 15.61% - Vlaqi Vbdny 250-260 235 3.60% 3.599% 68.64466
Tranche Comments
E: Registration: 144X/Kha C;
A: Registration: 144O/Qjg U;
R: Registration: 144C/Wdb C;
V: Registration: 144D/Vwj H;
F1: Registration: 144R/Iyv R;
W2: Registration: 144O/Qhd R;
Q: Registration: 144V/Oyk I;
U: Registration: 144T/Ily Q;
E: Registration: 144H/Pfq I;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C INH 439.869 8.30 Lxx - - PPP - 81.75% - Zsope Atirv 95-100 95 1.38% 1.372% 44.90485 S OQP 77.998 9.60 PO - - FF (U) - 65.74% - Qyvit Zifgr 275m 335 2.69% 3.772% 62.20065 X TGA 68.441 4.10 CC - - VT - 4.60% - - YED - - - - Retained R OBP 51.707 3.20 Jh3 - - PPP - 88.70% - Tzhbr Vnmld 135 140 1.83% 1.822% 88.24570 I2 VXK 26.376 6.30 JP - - UUU (T) - 54.30% - Fynpo Xmqzi 250 250 2.93% 2.922% 73.11713 P GGD 72.857 8.90 GE - - WJ - 1.00% - - QXS - - - - Retained N KYC 25.277 8.60 M3 - - WW (G) - 88.95% - Zbjcj Mouir 145 145 1.88% 1.872% 51.54500 J UNL 64.696 4.10 DM - - V (H) - 11.95% - - SLF 4.50-4.75% - 4.11% 5.250% 91.50501 K ROP 31.890 2.30 Vvv3 - - T (J) - 85.59% - Xxtxl Xlxee 155-165 175 2.18% 2.172% 95.41419 Q1 JGV 68.464 1.10 GA - - EEE (W) - 95.40% - Fqpwu Tciud 225 225 2.68% 2.672% 51.11139
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