Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H-2 NAN 88.352 1.10 - - JL JJJ (Z) - 46.67% - Cylan A-Izdoh 270-275 265 4.15% 6.743% 48.45779 D WFM 92.355 9.80 - - PP- SS - 46.98% - Orqwr X-Hgbym 140-145 130 4.15% 5.393% 83.13091 F ENW 16.393 3.60 - - OOO- HHH - 54.19% - Lhyxt G-Cpgtd 215-220 205 4.15% 6.143% 20.27200 M HKJ 773.213 2.40 - - VVV CCC - 41.80% - Ezxqz J-Zpglt 110-115 105 4.15% 5.143% 72.25630 D-1 ZUH 25.982 6.40 - - SI VVV - 83.79% - Pgbfi U-Onkqp 235-240 220 4.15% 6.293% 65.13981 W OZL 54.230 2.50 - - K- Z - 58.69% - Vfhvg Z-Nyhnt 170-175 160 4.15% 5.693% 85.81034 M-1 LWC 84.456 7.90 - - AD QQ (B) - 87.34% - Ohtnd N-Wwgky 375-395 350 4.15% 7.593% 86.27510
Tranche Comments
M: First Pay: 2025-01-17; Registration: 144K/Mlv X;
D: First Pay: 2025-01-17; Registration: 144V/Moc P;
W: First Pay: 2025-01-17; Registration: 144K/Bpb K;
F: First Pay: 2025-01-17; Registration: 144P/Kbw K;
D-1: First Pay: 2025-01-17; Registration: 144D/Ezn V;
H-2: First Pay: 2025-01-17; Registration: 144D/Eve Z;
M-1: First Pay: 2025-01-17; Registration: 144N/Zck J;
Guarantor(s)
OHZZ Bkojnwjjkw Xjppkgj 2 VVG
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z NNY 446.926 3.20 - - FFF UUU - 33.91% - Drnpu H-Cctpv - 120 4.29% 5.543% 44.44590 I YFK 31.826 1.10 - - TTT- GGG - 53.39% - Gkhcg Q-Gguth - 190 4.29% 6.243% 15.49037 W FYK 72.197 4.30 - - XJ VVV - 2.80% - Hooww L-Dsbof - 235 4.29% 6.693% 54.70662 X QBV 92.696 1.10 - - RR- BB (T) - 81.44% - Xkkoo E-Bkybr - 145 4.29% 5.793% 28.46948 E VZA 37.807 5.80 - - K- U (L) - 33.81% - Bmqya F-Gmxie - 160 4.29% 5.943% 53.84993
Tranche Comments
Z: First Pay: 2024-09-19; Registration: 144L/Rqr G;
X: First Pay: 2024-09-19; Registration: 144E/Lyl D;
E: First Pay: 2024-09-19; Registration: 144U/Hsj H;
I: First Pay: 2024-09-19; Registration: 144F/Kxs F;
W: First Pay: 2024-09-19; Registration: 144F/Znx F;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V IJK 16.841 8.30 Hdd3 - - Z (N) - 93.91% - Nzshk I-Sipcc 265-270 275 3.95% 6.755% 88.22417 T XLY 43.749 8.40 YT - - PA - 3.00% - - - - - - - Retained W-1 JXH 43.505 4.20 DU - - KKK - 91.12% - Bnphv V-Nfncg 405-415 390 3.95% 7.905% 24.27724 V-2 YAW 72.945 6.20 DV - - YYY (N) - 39.98% - Whlst N-Ahztc 445-455 440 3.95% 8.405% 86.54020 A-1 VSI 64.170 6.40 PQ - - XX - 32.66% - Outrh H-Ejigs 550-575 625 3.95% 10.255% 67.43006 R UMP 731.566 9.60 Qvv - - NNN - 15.39% - Nihvl X-Zmuah 155-160 155 3.95% 5.555% 55.72300 E-2 KRR 22.875 9.10 OB - - KK (B) - 41.81% - Whsmk Y-Usmoc 650-675 750 3.95% 11.505% 90.59873 Q XKK 87.416 7.90 Qm3 - - WW (E) - 19.97% - Bpzak Y-Uoaxc 200-205 210 3.95% 6.105% 74.82991 M LSN 58.200 4.70 B3 - - C (B) - 48.40% - Kyxmw H-Mwmfe 220-225 230 3.95% 6.305% 66.13360
Tranche Comments
R: First Pay: 2023-09-11; Registration: 144T/Gzf P;
Q: First Pay: 2023-09-11; Registration: 144E/Hjq P;
M: First Pay: 2023-09-11; Registration: 144V/Fza E;
V: First Pay: 2023-09-11; Registration: 144K/Oje M;
W-1: First Pay: 2023-09-11; Registration: 144G/Xqm U;
V-2: First Pay: 2023-09-11; Registration: 144O/Cyg F;
A-1: First Pay: 2023-09-11; Registration: 144V/Nuw W;
E-2: First Pay: 2023-09-11; Registration: 144V/Pqa V;
T: First Pay: 2023-09-11; Registration: 144B/Nfr M;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S QYJ 11.466 1.90 I3 - - KK (M) - 25.67% - Gxcxg H-Zgigy 195-200 190 4.00% 6.054% 50.79223 B2 HMU 88.119 8.26 WZ - - DDD (X) - 35.46% - Ytivn K-Xbcjm 425-430 420 4.00% 8.354% 43.77598 Y LPK 63.510 6.24 OI - - JJ - 4.30% - Gpvlz A-Ccsbm 535-545 520 4.00% 9.354% 94.87097 E CGO 59.510 1.50 Mpp3 - - T (C) - 40.38% - Xysfc B-Gkbbh 265-270 265 4.00% 6.804% 81.11679 H QOL 903.270 1.41 Iss - - RRR - 39.10% - Ooqyy J-Cqzjn 120-125 125 4.00% 5.404% 62.53317 I QVS 68.883 2.28 Dg3 - - ZZ (S) - 36.88% - Kswyr X-Cmzsb 175-180 165 4.00% 5.804% 68.26547 E IQB 57.745 7.29 JN - - GX - 8.00% - - - - - - - Retained R1 ZJR 85.427 3.45 KA - - ZZZ (O) - 39.15% - Ysbyp S-Pfmyg 395-400 395 4.00% 8.104% 88.72476
Tranche Comments
H: Registration: 144D/Mnv G;
I: Registration: 144A/Roh Q;
S: Registration: 144F/Ddw A;
E: Registration: 144Z/Jau T;
R1: Registration: 144O/Lol O;
B2: Registration: 144F/Iii N;
Y: Registration: 144M/Gfj T;
E: Registration: 144P/Zcn F;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F LGD 19.355 7.73 Hy3 - - GGG - 33.34% - Qutyl V-Gdmgg 230s 225 4.00% 5.234% 50.73643 H GZV 27.987 2.15 OW - - BB (U) - 8.82% - - - - - - - Retained I AGX 48.380 4.33 F3 - - DD - 17.45% - Zfiqc Y-Tjznr 260t 250 4.00% 5.484% 46.22821 W FGG 21.108 5.80 Xqq3 - - Q - 39.23% - Yfgyy A-Otjmx 300-305 295 4.00% 5.934% 92.27584 F2 WND 73.300 3.80 WD - - EEE (C) - 87.81% - Gqaey R-Wrbrf 480-485 460 4.00% 7.584% 25.41402 C1 OTD 40.248 2.20 UX - - AAA (U) - 82.10% - Ztpls A-Qkpqs 425-430 410 4.00% 7.084% 36.54352 N LZX 241.183 9.29 Eee - - EEE - 70.87% - Orays E-Zjboi 160a 155 4.00% 4.534% 39.22700 N VIC 72.335 4.90 LS - - LL - 7.00% - - - - - - - Retained
Tranche Comments
N: Registration: 144D/Dtz K;
F: Registration: 144G/Umx K;
I: Registration: 144N/Pkf V;
W: Registration: 144Y/Rux U;
C1: Registration: 144H/Cqm X;
F2: Registration: 144B/Icy R;
H: Registration: 144T/Llp I;
N: Registration: 144M/Jqj C;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W2 EEQ 11.448 9.70 ZO - - UUU (S) - 39.50% - Dzlpv Rjaec - 260 4.64% 4.631% 76.74563 T QFJ 68.414 3.80 KL - - O (X) - 85.93% - - - - - - - Retained D YPH 13.591 7.30 OC - - NE - 3.00% - - - - - - - Retained H LFA 19.248 8.30 I3 - - AA (O) - 62.67% - Krjyd Bidtz - 170 3.74% 3.731% 25.61158 K QFU 78.344 4.30 BK - - AT - 6.44% - - - - - - - Retained K APY 319.280 7.60 Pee - - OOO - 17.70% - Noqqc Euuut - 90 2.94% 2.931% 25.83427 T LWG 35.890 1.50 Xhh3 - - VV (S) - 36.14% - Gfgzv Luyog - 190 3.94% 3.931% 64.77608 Q ABP 77.731 9.10 Qv3 - - HHH - 43.92% - Tzorl Dbbzc - 140 3.44% 3.431% 54.63250 U1 RVT 48.840 2.60 CD - - VVV (N) - 85.35% - Hrhvo Xratx - 235 4.39% 4.381% 13.94541 B RHP 97.905 6.20 BL - - EE (M) - 48.60% - Ppivx Zcygp - 400 6.02% 6.031% 34.48973
Tranche Comments
K: Registration: 144N/Rwq G;
Q: Registration: 144J/Zyn Y;
H: Registration: 144Q/Ryk C;
T: Registration: 144C/Kpy X;
U1: Registration: 144E/Xyv B;
W2: Registration: 144L/Nix S;
B: Registration: 144E/Zrc I;
T: Registration: 144C/Ekh W;
K: Registration: 144D/Ltx W;
D: Registration: 144C/Trs K;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L KFF 62.249 7.30 Rss3 - - H (E) - 39.86% - Wjghf Ouywb - 145 2.77% 2.758% 56.91831 Y2 VCX 47.172 9.20 AM - - UUU (H) - 49.10% - - - - - - - Retained I1 EQN 80.958 5.50 KX - - EE (Q) - 66.79% - - - - - - - Retained I2 IBK 67.465 1.50 LE - - XX (N) - 6.26% - - - - - - - Retained V XVQ 45.477 1.70 Sw3 - - TT (G) - 88.12% - Snrvz Sxafr - 110 2.42% 2.408% 81.92319 V1 ASS 55.615 3.80 LH - - CCC - 33.80% - Ufiiw Myqzf - 165 2.97% 2.958% 60.99435 O FLG 323.206 7.10 Hoo - - AAA - 27.81% - Jtipw Vhyzw - 80 2.12% 2.108% 49.37853 V QGN 26.699 5.70 M3 - - I (V) - 90.81% - Rjbhy Txjzz - 120 2.52% 2.508% 67.24790
Tranche Comments
O: First Pay: 2022-01-17;
V: First Pay: 2022-01-17;
V: First Pay: 2022-01-17;
L: First Pay: 2022-01-17;
V1: First Pay: 2022-01-17;
Y2: First Pay: 2022-01-17;
I1: First Pay: 2022-01-17;
I2: 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 W MXA 29.511 2.20 SC - - UR - - - Wtqvb WRW 5.25%e - 4.90% 4.900% 69.94303 S GKY 88.300 5.80 II - - M (V) - - - Cjbyf AQH 4.00-4.25% - 3.80% 3.800% 31.47195 C MXS 43.627 2.30 Yk3 - - JJJ - - - Rpczu Jwyov 80-85 80 1.73% 1.718% 87.26266 N IQC 14.648 8.10 Hoo3 - - YY (J) - - - Cvtwj Gxwqv 120-125 125 2.18% 2.168% 34.36675 A-2 VXO 79.625 8.40 BN - - UUU (Z) - - - Oknnt Gotwt 155-160 150 2.43% 2.418% 33.72509 N VNK 20.735 8.30 X3 - - XXX - - - Erqvl Hleff 90-95 87 1.80% 1.788% 96.68111 E-1 MGX 47.905 7.50 AP - - X (J) - - - Vranf Eceaa 145-150 140 2.33% 2.318% 14.60107 L ILA 87.640 8.60 LG - - JJ (W) - - - Pgveo Fxtym 230-240 230 3.23% 3.218% 16.60112 R NSY 97.562 7.40 DT - - OX - - - Eqmvt UMZ 6.25%x - 5.88% 5.900% 57.52630 I KJZ 437.416 2.80 Koo - - CCC - - - Vnurx Orqzc 60-65 55 1.48% 1.468% 39.99871
Tranche Comments
I: Registration: 144M/Non N;
C: Registration: 144O/Ttw K;
N: Registration: 144H/Tnw M;
N: Registration: 144M/Bps V;
E-1 : Registration: 144A/Kwl C;
A-2 : Registration: 144U/Yak H;
L: Registration: 144J/Vlt O;
S: Registration: 144B/Tfs R;
W: Registration: 144P/Yru R;
R: Registration: 144M/Lmx O;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X-2 LOW 52.514 2.10 GS - - MM (I) - 2.83% - Pylsq Jencl 270p 270 3.67% 3.669% 84.75661 A-1 ANU 16.400 3.24 KA - - BB (A) - 63.66% - Gunuw Utalk 235-245 230 3.28% 3.269% 25.89743 W UKM 37.209 8.85 Ann3 - - SSS (Z) - 30.66% - Ifgfa Iwqvh 135-140 130 2.28% 2.269% 54.26724 G ICZ 327.532 9.95 Dii - - JJJ - 23.41% - Kzvmv Mxcvf 60-65 55 1.53% 1.519% 37.51976 Z-1 XRQ 55.753 1.30 TA - - OOO - 40.84% - Acxns Ziidv 150-155 150 2.48% 2.469% 70.64487 F UQS 89.380 2.29 BA - - NU - 4.00% - - - - - - - Retained R-2 NUV 12.628 4.63 VD - - XXX (M) - 68.73% - Rairi Mrhbl 165-170 160 2.58% 2.569% 68.79162 Z LHV 50.764 9.34 Am3 - - OO (N) - 63.50% - Hzbgs Ywulp 85-90 80 1.78% 1.769% 92.53615 V RPG 97.517 7.69 V3 - - Q (P) - 93.85% - Xbvkd Rgueh 100-105 90 1.88% 1.869% 41.36754
Tranche Comments
G: Registration: 144Q/Kwj M;
Z: Registration: 144C/Nvn K;
V: Registration: 144M/Mkw F;
W: Registration: 144O/Isl Q;
Z-1: Registration: 144W/Zji V;
R-2: Registration: 144G/Tqf D;
A-1: Registration: 144V/Bnu C;
X-2: Registration: 144Y/Wed V;
F: Registration: 144X/Hkp C;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X MVC 86.885 9.40 Zhh3 - - O (S) - 13.67% - Dqppq Mwkdv 145-150 135 2.60% 2.599% 53.88513 R HNB 317.630 2.30 Jmm - - UUU - 83.78% - Gtptt Dkeko 70-75 70 1.95% 1.949% 96.78802 N OUR 52.510 2.10 G3 - - X (G) - 59.70% - Rlulb Lfnkt 115-120 110 2.35% 2.349% 65.99452 B1 YNA 10.700 3.40 CT - - SSS (V) - 12.47% - Rnhrf Qgwmh 160-165 150 2.75% 2.749% 40.14550 S LZU 71.524 5.70 Ik3 - - JJ - 55.90% - Tghsg Iugfe 95-100 90 2.15% 2.149% 21.34016 E WJM 75.491 7.20 WE - - HL - 6.00% - - - - - - - Retained B KSQ 93.698 2.70 QX - - N (J) - 4.81% - Mfwqj EII 4.75%i - 4.61% 4.625% 70.71644 I2 AIK 56.885 5.60 SK - - PPP (Z) - 68.91% - Wjyfs Undup 175-180 165 2.90% 2.899% 34.24895 N WGU 59.407 1.80 LQ - - JJ (Y) - 96.12% - Vcsfz Yzvrq 250-260 235 3.60% 3.599% 23.17646
Tranche Comments
R: Registration: 144A/Wtu S;
S: Registration: 144O/Pww M;
N: Registration: 144V/Gbr D;
X: Registration: 144C/Bmj B;
B1: Registration: 144U/Osf W;
I2: Registration: 144Y/Efp X;
N: Registration: 144L/Bdv M;
B: Registration: 144O/Und X;
E: Registration: 144T/Arz Z;
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