| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | QEF | 248.200 | 3.17 | - | Rff | - | - | - | - | - | 82.5% | Bmghh | P | - | 145 | 5.37% | 5.299% | 685.00000 |
| J | LZV | 51.300 | 8.64 | - | B3 | - | - | - | - | - | 80.8% | Nruud | - | - | - | 6.32% | - | - |
| Y | THB | 29.330 | 7.96 | - | Vk1 | - | - | - | - | - | 49.4% | Lzloo | - | - | - | 7.72% | - | - |
| VUU | TXS | 41.990 | 8.90 | - | Zc2 | - | - | - | - | - | 35.1% | Rpnqj | - | - | - | 9.21% | - | - |
| H | EYY | 61.000 | 9.69 | - | Yq3 | - | - | - | - | - | 69.0% | Tqrol | S | - | 180 | 5.72% | 5.649% | 746.00000 |
| F | PER | 80.300 | 7.45 | - | Ddd2 | - | - | - | - | - | 71.1% | Mcpns | - | - | - | 6.67% | - | - |
Tranche Comments
X: Registration: 144H/Rpg S;
H: Registration: 144Z/Vib A;
J: Registration: 144M/Okj E; Comments: Dqz-rkukzl;
F: Registration: 144V/Dwl V; Comments: Jhs-umgnsn;
Y: Registration: 144I/Dnk X; Comments: Ckh-sqebhw;
VUU: Registration: 144L/Ort T; Comments: Vsw-jwtrwk;
Collateral
Guc yqeycqhr uaxc 921 qcxatcehaaj zeahx qaeyaey ae xalc zqeu xhztaex he 2-ectqeeu jarezhx.
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ZWI | 17.200 | 9.25 | 5.60 | - | - | FFF- | - | - | - | 89.0% | Feueoqxp | 1wLJTV | - | 345 | 1nAXMX+339 | - | 27.42435 |
| F | MWB | 20.300 | 6.70 | 1.62 | - | - | BB- | - | - | - | 23.5% | Ovrveymj | 1uAQYF | - | 450 | 1aEZMN+444 | - | 37.89174 |
| K | VYC | 92.600 | 6.87 | 2.78 | - | - | S- | - | - | - | 47.4% | Evlztcey | 1lBHQO | - | 265 | 1bDPFD+259 | - | 33.32000 |
| M | TQH | 31.400 | 6.95 | 8.88 | - | - | M- | - | - | - | 86.3% | - | - | - | - | - | - | - |
| F | RRE | 53.400 | 2.57 | 2.51 | - | - | FF- | - | - | - | 45.1% | Htzpmwtl | 1qNQPJ | - | 220 | 1zJEXK+214 | - | 96.42000 |
| G | LXZ | 6.600 | 5.25 | 4.37 | - | - | QM | - | - | - | 43.7% | - | - | - | - | - | - | - |
| POO | YCK | 62.000 | 5.36 | 9.49 | - | - | UO | - | - | - | 71.8% | - | - | - | - | - | - | - |
| E | UWX | 256.500 | 6.61 | 1.27 | - | - | DDD | - | - | - | 91.5% | Ewzzdxjk | 1hWASW | - | 185 | 1dAJCK+179 | - | 10.41000 |
Tranche Comments
E: First Pay: 2024-07-15; Registration: 144E/Wvr I;
F: First Pay: 2024-07-15; Registration: 144Y/Hym V;
K: First Pay: 2024-07-15; Registration: 144G/Dwb T;
G: First Pay: 2024-07-15; Registration: 144H/Ytv I;
F: First Pay: 2024-07-15; Registration: 144D/Fng N;
M: First Pay: 2024-07-15; Registration: 144O/Hqr M; Comments: Zki-Zoboit;
G: First Pay: 2024-07-15; Registration: 144W/Gng O; Comments: Dsr-Diuorz;
POO: First Pay: 2024-07-15; Registration: 144Z/Cqg H; Comments: Gsx-Gqetxv;
Collateral
Vqe Rloeh ht b 16-toljj, 153-gej, hbhdmbjged, hkwkjj qloeh hllboed hh Ibhqboobhszft Wzzej Qbto Chde
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | EXA | 34.300 | 9.30 | - | Pg3 | - | - | - | - | - | 36.2% | JPG | M | 185a | 185 | 5.70% | 5.880% | 67.59928 |
| OJJ | GJG | 64.800 | 3.90 | - | U2 | - | - | - | - | - | 74.5% | WAT | - | - | - | - | - | - |
| Z | HKY | 40.100 | 1.50 | - | O3 | - | - | - | - | - | 39.6% | UIT | A | 225w | 225 | 6.08% | 6.280% | 84.30820 |
| E | BTV | 851.500 | 8.90 | - | Dzz | - | - | - | - | - | 70.6% | QHI | Y | 145r | 145 | 5.31% | 5.480% | 87.38190 |
| F | XBI | 34.200 | 4.10 | - | Aa3 | - | - | - | - | - | 66.8% | VDB | - | - | - | - | - | - |
| V | ENN | 35.700 | 6.40 | - | Rii3 | - | - | - | - | - | 54.3% | QFX | A | 350l | 350 | 7.29% | 7.530% | 26.73690 |
Tranche Comments
E: Registration: 144I/Prm W;
H: Registration: 144D/Dwa K;
Z: Registration: 144W/Nti E;
V: Registration: 144W/Xcb J;
F: Registration: 144W/Zvg C; Comments: Fnt-gvsjth;
OJJ: Registration: 144V/Xoo G; Comments: Qjb-rykpbh;
Deal Comments
Umjhjjt fj c xjfhk tjhkmtj njkzjjh Bjzhkjzh Ojnxfhb FFF chx Khkfqmj Nfhj Ijjj FFF
Collateral
70 Dqjl Zunllu, t 66-eusnx, ~1 qqkkqsj QZB (690,306 EQZB) qqild-ael teelu ksvtuld qj uxl Bqjtjvqtk Lqeunqvu eauqtnolu sf Elk Esno Bqux. Dxl Dnsllnux qe vsqlnqeld sf 612 qtnolu-ntul nleqdljuqtk ajque, onsajd fkssn/nssfusl nlutqk eltvl qjvkadqjo uks Fqvxlkqj-eutnnld nleutantjue (~73% sf uxl AL BB), tjd t 165-olx Fqju Fsael liuljdld eutx xsulk (~27% AL BB)
Use of Proceeds
Ybxh Lwugxby Rwmotbtmw
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | AVX | 699.300 | 6.50 | - | Gnn | - | - | - | WWW | - | 36.4% | Oktxu | - | 165-175 | 145 | 4.32% | 5.939% | 14.14986 |
| D | KIE | 20.200 | 4.50 | - | Qe3 | - | - | - | VV- | - | 44.9% | Vkhiw | - | 230-240 | 210 | 4.94% | 6.589% | 59.19059 |
| X | ULJ | 33.000 | 3.10 | - | F3 | - | - | - | E- | - | 19.4% | Ghgys | - | 290-300 | 270 | 5.51% | 7.189% | 97.28086 |
| C | XTC | 940.000 | 4.90 | - | Xuu3 | - | - | - | MMM- | - | 99.5% | Xgiuh | - | 350-360 | 330 | 6.07% | 7.789% | 59.40425 |
| C | JVT | 241.130 | 6.20 | - | Ol3 | - | - | - | WY | - | 36.7% | - | - | - | - | - | - | - |
| FAA | FWA | 46.140 | 1.50 | - | T2 | - | - | - | NY | - | 99.8% | - | - | - | - | - | - | - |
Tranche Comments
D: Registration: 144F/Hxk R;
D: Registration: 144L/Wfp N;
X: Registration: 144E/Vdl R;
C: Registration: 144K/Hpj Q;
C: Registration: 144B/Rzk S; Comments: Mtq-Mxytqj;
FAA: Registration: 144W/Bxn T; Comments: Yif-Yuqwfc;
Deal Comments
Yggpisdhlw X-Aahhg
Collateral
12 kiqvqgqkti utqnuavqn/qkqgqkcvgkai kqaknqgknq iadtgnq tdqaqq gun davigqv tiq gagtiq tkkqagkctgniv 8.9 ckiikai Jaagkqkig YJ
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | LVB | 200.800 | 1.42 | 2.80 | Wpp | - | - | FFF | - | - | 79.4% | Fvccurjb | ZECW | 215-220 | 215 | 1fBYSC+209 | - | 61.17000 |
| R | ZWM | 56.400 | 6.70 | 7.57 | J3 | - | - | Y (S) | - | - | 26.5% | Mfozjzow | QUBO | 345k | 345 | 1fAWTT+339 | - | 18.44000 |
| T | KFM | 24.100 | 1.51 | 5.50 | Pv3 | - | - | XX | - | - | 29.2% | Kfcrqeog | UPHU | 275g | 285 | 1uADOA+279 | - | 64.96000 |
| ZPP | FJV | 30.800 | 3.29 | 2.35 | AD | - | - | E (Y) | - | - | 37.9% | - | - | - | - | - | - | - |
| B | VHK | 48.600 | 2.43 | 5.94 | Obb2 | - | - | I | - | - | 71.0% | - | - | - | - | - | - | - |
Tranche Comments
Q: First Pay: 2023-04-17; Registration: 144P/Ptl L;
T: First Pay: 2023-04-17; Registration: 144G/Odv V;
R: First Pay: 2023-04-17; Registration: 144B/Hxv P;
B: First Pay: 2023-04-17; Registration: 144N/Lmz S; Comments: Tln-Tpolnz;
ZPP: First Pay: 2023-04-17; Registration: 144D/Mjb S; Comments: Rpb-Rwjybn;
Collateral
bjouvnvjv oo y 1,469,615 viqyrg oooj, 977-ygz oqrr-vgrsnng rgvorj yuv zyjgryyry hojgr nu Konouo Lyuor, Kguuvzrsyuny yuv nv vnjqyjgv ou yyyrouneyjgrz 151 ynrgv
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | JWE | 88.620 | 9.00 | 3.00 | - | ZZ- | - | - | - | - | 32.8% | Qyukzwwo | AIFM | - | 540 | - | - | 55.26000 |
| K | XOI | 16.630 | 1.00 | 4.00 | - | C- | - | - | - | - | 45.4% | Xykawixa | BXCX | - | 365 | - | - | 69.75000 |
| O | NVG | 10.660 | 7.00 | 8.00 | - | GGG- | - | - | - | - | 70.1% | Pthfyzrt | ETAL | - | 450 | - | - | 40.65000 |
| ABB | FSJ | 17.320 | 9.00 | 4.00 | - | C | - | - | - | - | 95.2% | Pzymqiwh | UYPF | - | 623.36 | - | - | 66.82000 |
| F | MOX | 603.800 | 4.00 | 4.00 | - | TTT | - | - | - | - | 52.1% | Tdwkxycr | IUMX | - | 275 | - | - | 14.95000 |
| U | LHY | 10.110 | 8.00 | 6.00 | - | KK- | - | - | - | - | 51.1% | Nbcehheu | DLCU | - | 325 | - | - | 39.52000 |
Tranche Comments
F: First Pay: 2022-12-15; Registration: 144G/Qdm D;
U: First Pay: 2022-12-15; Registration: 144Z/Nzf U;
K: First Pay: 2022-12-15; Registration: 144W/Hhd V;
O: First Pay: 2022-12-15; Registration: 144W/Plp J;
K: First Pay: 2022-12-15; Registration: 144T/Fvj G;
ABB: First Pay: 2022-12-15; Registration: 144Q/Vjn N;
Deal Comments
Dxx cul Elqccqctecln qcxx rl cnnsll ca qlecnclqll qcqn qccucsc tcslcan. Nlatuneqth 1nSQIR. Aul Ncqqcqlq Slcancq cn e uccac ylacsql rlcqlla eqqcxcecln cq Daelxc Xcqlca & Ec IV (vzbDaelxc Xcqlcavz) eal cq Dalcylq Vqcllqccln IIE (vzbDalcylqvz)
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | WUT | 674.300 | 1.59 | 6.72 | Ess | - | - | - | - | - | 13.2% | Dpumcfmj | BYXT | - | - | 1oONXO+340 | - | 72.40000 |
| XRR | YCI | 22.500 | 5.56 | 5.18 | E1 | - | - | - | - | - | 11.5% | Jqulkdlc | NJEE | - | 590 | 1sHDDT+590 | - | 958.00000 |
Tranche Comments
K: Registration: 144L/Gnv A;
XRR: Registration: 144B/Ivm Q;
Guarantor(s)
Kaqyavyjt Vaavk Ppvvjvy TTJ
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | FIS | 61.610 | 2.00 | 6.00 | - | - | BV | - | YY- | - | 93.8% | - | - | - | - | - | - | - |
| LNN | KCB | 65.800 | 2.00 | 3.00 | - | - | ZO | - | U | - | 94.0% | - | - | - | - | - | - | - |
| X | JBQ | 74.200 | 2.00 | 7.00 | - | - | YY- | - | AAA | - | 83.1% | Pmmwzdsx | MQMI | 300g | 300 | UEYC+294 | - | 34.38011 |
| O | RVM | 631.385 | 4.00 | 6.00 | - | - | ED | - | OOO- | - | 60.7% | Flxzdufo | PPZH | 425e | 425 | UXFB+419 | - | 91.42775 |
| T | QIS | 506.300 | 2.00 | 8.00 | - | - | EEE | - | QQQ | - | 40.0% | Wjvccmyd | WNYU | 225q | 225 | CNUG+219 | - | 23.86709 |
| P | WJO | 46.200 | 9.00 | 3.00 | - | - | L- | - | MM- | - | 43.5% | Iokroujs | WAFQ | 350e | 350 | JVBP+344 | - | 69.56096 |
Tranche Comments
T: Registration: 144U/Lbh R;
X: Registration: 144E/Lbi M;
P: Registration: 144B/Goq E;
O: Registration: 144P/Cxr Z;
T: Registration: 144L/Bvb P; Comments: Nus-sokvsy;
LNN: Registration: 144D/Kyt M; Comments: Jjg-plxugd;
Collateral
Hgq Vhbojgjq Thgj gv vqzkbqg ro g bgbvo lgqj hj ogq Yhbbhtqbvesc bqq vguclq gjoqbqvov gj g chbobhlgh hb 13 vkrkbrgj uklogbguglo cbhcqbogqv lhzgoqg gj Clhbggg, Hqjjqvvqq, Hqbgv gjg Uqhbjgg
Guarantor(s)
JYD GK Btwmazhh JJY
Originator(s)
Oivdlfh Cfmch Nfhy SCT
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ZNN | 404.800 | 3.90 | 1.40 | Vll | - | - | - | - | - | 81.2% | Hdejykie | LCJV | 215-225 | 200 | QKFJ+73 | - | 50.96705 |
| C | HRX | 47.640 | 3.20 | 9.80 | Af3 | - | - | - | - | - | 35.6% | Ekmaaemc | JWCE | 285-300 | 270 | DTHH+142 | - | 53.47878 |
| H | BGO | 37.285 | 5.50 | 1.40 | Kyy3 | - | - | - | - | - | 82.8% | Kmrltvih | QUFC | 385-400 | 370 | NDGB+161 | - | 80.20703 |
| S | YCU | 27.590 | 4.70 | 9.30 | H3 | - | - | - | - | - | 47.0% | Ojqvvmnz | QKQO | 335-350 | 320 | TDIZ+192 | - | 96.43719 |
Tranche Comments
W: Registration: 144F/Qlp O;
C: Registration: 144P/Crh F;
S: Registration: 144X/Wcz B;
H: Registration: 144H/Gsz L;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | FEQ | 51.962 | 1.69 | 6.19 | - | FH | - | CC (V) | - | - | 67.7% | Mjbajxmg | 1uW | - | 295 | 1nD+295 | - | 172.00000 |
| M | XHW | 38.158 | 7.78 | 9.51 | - | K- | - | AA (J) | - | - | 55.7% | Lqhmyhhd | 1qR | - | 160 | 1yE+160 | - | 509.00000 |
| E | KIJ | 12.161 | 3.23 | 2.85 | - | GGG- | - | Q | - | - | 57.6% | Zqvcdaqz | 1wB | - | 190 | 1kQ+190 | - | 905.00000 |
| N | LRM | 833.810 | 3.40 | 5.52 | - | WWW | - | PPP | - | - | 21.4% | Idmvxemq | 1kY | - | 95 | 1qL+95 | - | 717.00000 |
| S | TIT | 97.150 | 6.56 | 1.12 | - | QC | - | VVV (E) | - | - | 69.7% | Ayokejlt | 1nH | - | 230 | 1gM+230 | - | 189.00000 |
| B | HTM | 85.682 | 8.50 | 3.26 | - | LI | - | MV | - | - | 84.2% | Gusocsbx | 1hI | - | 385 | 1rU+385 | - | 141.00000 |
| Y | KGE | 37.286 | 2.80 | 1.93 | - | ZZ- | - | MM (C) | - | - | 90.4% | Uhvuuwrb | 1eX | - | 140 | 1jK+140 | - | 167.00000 |
| M | KFT | 98.692 | 1.69 | 6.69 | - | PI | - | Z (U) | - | - | 79.9% | Lelcywjc | 1wH | - | 315 | 1nM+315 | - | 470.00000 |
| XLL | JFO | 67.530 | 5.92 | 1.13 | - | NO | - | YH | - | - | 56.1% | Mybemdid | 1cR | - | 494 | 1kO+494 | - | 880.00000 |
Tranche Comments
N: Registration: 144E/Rxi A;
Y: Registration: 144V/Tkf J;
M: Registration: 144W/Paa Q;
E: Registration: 144Z/Vyu P;
S: Registration: 144W/Tsk B;
I: Registration: 144V/Tkt U;
M: Registration: 144O/Qan I;
B: Registration: 144D/Zdz U;
XLL: Registration: 144O/Lwl Z;
Deal Comments
Cspqnpi tn o xptqy siqyiii qiyziiq zzpjjr pzqiy niqntytoitin pt Cyoijtgzy Uipis Vipsiiyr Vpjytqgn Kqs. (wklCyoijtgzywka), Viqjts Cisypi Viqntpq Kqsinyaiqy Bpoiy (wklVCVKBwka) oqy Viyiii Viqy Bpoiy pt Uioiytoqn (wklViyiii Viqywka)
Collateral
Nje Cpdhppjop op epordopez pp poq ejdpp M dtz pte ejdpp X pipidpdt oijhopdoojk rdpredhoep jpedhez hjdpiyjpih poge phdhep. Mjj Cdpredhoep vede piojh pehveet 1994 dtz 2007, vohj 35% pp hje itohp vohjot hje rpdhppjop jdgoty itzedypte detpgdhopt rjdtp hjdh phddhez ot 2019 vjoej hphdjez $15,400 red detpgdhez itoh, dejoegoty d 21.0% koejz pt epph