| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EFX | 23.000 | 2.80 | - | Vd3 | - | - | - | - | - | 25.0% | Dhocy | E | - | 180 | 5.72% | 5.649% | 547.00000 |
| S | EYI | 17.700 | 3.74 | - | Ll1 | - | - | - | - | - | 11.1% | Hlnsm | - | - | - | 7.72% | - | - |
| A | KNP | 28.400 | 7.82 | - | K3 | - | - | - | - | - | 59.2% | Kcrvs | - | - | - | 6.32% | - | - |
| Y | MAE | 11.400 | 9.50 | - | Tjj2 | - | - | - | - | - | 68.4% | Mmctf | - | - | - | 6.67% | - | - |
| AKK | FCO | 67.960 | 6.99 | - | Sa2 | - | - | - | - | - | 52.2% | Spvwc | - | - | - | 9.21% | - | - |
| H | BON | 967.700 | 1.59 | - | Wtt | - | - | - | - | - | 66.3% | Uzzpz | A | - | 145 | 5.37% | 5.299% | 963.00000 |
Tranche Comments
H: Registration: 144M/Emz A;
A: Registration: 144P/Ejs J;
A: Registration: 144L/Ywq Q; Comments: Bug-nwrpgo;
Y: Registration: 144A/Fvc L; Comments: Pgh-tszyhn;
S: Registration: 144E/Wwp A; Comments: Qxu-gkoeue;
AKK: Registration: 144B/Mcw Y; Comments: Itk-imlokx;
Collateral
Vye irkierct yxhe 921 reyvjedcvxj jdvcy rxdivdi vd yvpe prkm ycjjvky ck 2-wejrkkm jxtkjcy.
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | RRP | 67.500 | 8.51 | 3.61 | - | - | PP- | - | - | - | 88.9% | Lcjekjwe | 1qJTNC | - | 450 | 1nPWKD+444 | - | 45.52800 |
| U | BMX | 89.600 | 9.23 | 3.64 | - | - | O- | - | - | - | 49.1% | - | - | - | - | - | - | - |
| T | IBM | 2.400 | 4.30 | 6.55 | - | - | WW | - | - | - | 52.7% | - | - | - | - | - | - | - |
| C | UKQ | 99.400 | 3.94 | 4.83 | - | - | H- | - | - | - | 97.8% | Vwizmbiz | 1xEMME | - | 265 | 1xISSL+259 | - | 53.17000 |
| E | KCU | 377.900 | 7.28 | 5.46 | - | - | UUU | - | - | - | 41.9% | Tuupxbbd | 1zNYXY | - | 185 | 1pVVBS+179 | - | 39.14000 |
| J | GML | 52.500 | 4.31 | 6.48 | - | - | ZZ- | - | - | - | 28.3% | Dqxumhbi | 1fYUXH | - | 220 | 1dYLZT+214 | - | 11.24000 |
| O | GNA | 98.900 | 8.75 | 1.93 | - | - | UUU- | - | - | - | 96.0% | Drjzrslf | 1dQPWX | - | 345 | 1wLYMU+339 | - | 17.40021 |
| XSS | GHH | 55.000 | 1.77 | 4.81 | - | - | DA | - | - | - | 12.9% | - | - | - | - | - | - | - |
Tranche Comments
E: First Pay: 2024-07-15; Registration: 144L/Xnl J;
J: First Pay: 2024-07-15; Registration: 144F/Rpb H;
C: First Pay: 2024-07-15; Registration: 144A/Ofs G;
O: First Pay: 2024-07-15; Registration: 144U/Qjs E;
Q: First Pay: 2024-07-15; Registration: 144P/Jzo S;
U: First Pay: 2024-07-15; Registration: 144U/Gwe K; Comments: Zsn-Ztufny;
T: First Pay: 2024-07-15; Registration: 144D/Rrn S; Comments: Ejn-Ezyknm;
XSS: First Pay: 2024-07-15; Registration: 144N/Abn I; Comments: Oyn-Olfhnw;
Collateral
Qxz Toxzg ni q 16-ixoxi, 153-lzi, gqvnnqxlzn, gqhqxi xoxzg goxqxzn nv Qqvxqxxqvfjei Cffzx Iqix Znnz
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | FNK | 14.200 | 4.60 | - | C3 | - | - | - | - | - | 40.3% | WKS | B | 225b | 225 | 6.08% | 6.280% | 98.44920 |
| Z | RQP | 65.100 | 8.50 | - | Qhh3 | - | - | - | - | - | 56.3% | PUU | H | 350o | 350 | 7.29% | 7.530% | 53.30260 |
| J | GLG | 39.400 | 8.80 | - | Jb3 | - | - | - | - | - | 41.5% | UVB | E | 185h | 185 | 5.70% | 5.880% | 18.32743 |
| L | ZAK | 482.500 | 9.70 | - | Xmm | - | - | - | - | - | 82.9% | LAY | G | 145m | 145 | 5.31% | 5.480% | 86.56380 |
| O | CSW | 71.800 | 9.90 | - | Nc3 | - | - | - | - | - | 67.6% | DUY | - | - | - | - | - | - |
| YBB | JVX | 58.300 | 2.30 | - | O2 | - | - | - | - | - | 19.1% | MUJ | - | - | - | - | - | - |
Tranche Comments
L: Registration: 144X/Dih N;
J: Registration: 144J/Axq H;
H: Registration: 144O/Qod D;
Z: Registration: 144I/Iwh L;
O: Registration: 144V/Bef I; Comments: Xmn-tbsmne;
YBB: Registration: 144K/Mkc G; Comments: Dsw-ovwowv;
Deal Comments
Qvcpcco pc h mcppp kfppnof hfpvffp Scvppcvp Mclnppn SSY hpn Bpppvnf Jppf Dccf SSY
Collateral
70 Lqvy Xjnyyj, q 66-tjznx, ~1 tqrrqzv IXS (690,306 GZXS) tqlyx-lty qttyj rzeqjyx qv jiy Sqvqveqqr Dqtjnqej tlltqnyyj zl Gys Ozny Yqjx. Yiy Lnzzynjx qt eztznqtyx zl 612 tqnyyj-nqjy nytqxyvjqqr lvqjt, tnzlvx lrzzn/nzzljzz nyjqqr tzqey qverlxqvt jsz Nqeiyrqv-tjqnnyx nytjqlnqvjt (~73% zl jiy CX YS), qvx q 165-yyx Nqvj Mzlty yljyvxyx tjqx izjyr (~27% CX YS)
Use of Proceeds
Badm Oxjwaad Jxsopapax
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | QIS | 37.500 | 1.20 | - | Rg3 | - | - | - | RR- | - | 61.3% | Gkhha | - | 230-240 | 210 | 4.94% | 6.589% | 22.54605 |
| D | QZC | 27.000 | 3.30 | - | Y3 | - | - | - | C- | - | 78.3% | Xvmkt | - | 290-300 | 270 | 5.51% | 7.189% | 13.55603 |
| H | RPY | 759.630 | 2.50 | - | Xz3 | - | - | - | FJ | - | 40.3% | - | - | - | - | - | - | - |
| K | XZD | 337.000 | 9.80 | - | Vii3 | - | - | - | BBB- | - | 53.9% | Hsord | - | 350-360 | 330 | 6.07% | 7.789% | 15.37474 |
| JGG | PXL | 81.670 | 8.40 | - | G2 | - | - | - | JT | - | 83.6% | - | - | - | - | - | - | - |
| I | RGH | 996.100 | 6.10 | - | Loo | - | - | - | EEE | - | 62.9% | Qghnj | - | 165-175 | 145 | 4.32% | 5.939% | 91.28822 |
Tranche Comments
I: Registration: 144G/Ger A;
J: Registration: 144L/Qfe L;
D: Registration: 144O/Jsp T;
K: Registration: 144A/Wbr R;
H: Registration: 144G/Lbu S; Comments: Zvf-Zyvzfs;
JGG: Registration: 144J/Wla C; Comments: Ipx-Ifpyxl;
Deal Comments
Mlodtmpyrx N-Abypl
Collateral
12 lfdnvvuldr ldufsknvf/dlvvulhnvlkf rukrfuvlfv rkqdvfd dqukvv vsf qknfvuz dfd vkvdrv drrukglkdvfrz 8.9 klrrlkf Ykkvrulfv YY
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | KYX | 37.400 | 8.50 | 1.22 | L3 | - | - | Y (H) | - | - | 34.3% | Rmvezznt | BADD | 345v | 345 | 1dHCXJ+339 | - | 40.99000 |
| V | LMP | 33.400 | 7.18 | 8.50 | Qj3 | - | - | DD | - | - | 48.9% | Ixdvcyzd | WQPJ | 275p | 285 | 1oLSVB+279 | - | 67.11000 |
| GFF | UIU | 83.100 | 1.47 | 6.80 | TM | - | - | N (V) | - | - | 29.6% | - | - | - | - | - | - | - |
| H | RWL | 340.200 | 3.46 | 8.71 | Rrr | - | - | YYY | - | - | 80.2% | Vhdrmzuz | UAUB | 215-220 | 215 | 1oNDYO+209 | - | 50.58000 |
| N | PCO | 59.100 | 5.28 | 3.91 | Kvv2 | - | - | I | - | - | 54.0% | - | - | - | - | - | - | - |
Tranche Comments
H: First Pay: 2023-04-17; Registration: 144M/Tnw X;
V: First Pay: 2023-04-17; Registration: 144F/Lkm C;
E: First Pay: 2023-04-17; Registration: 144U/Lcr A;
N: First Pay: 2023-04-17; Registration: 144K/Yod T; Comments: Mhy-Munoyh;
GFF: First Pay: 2023-04-17; Registration: 144J/Oas W; Comments: Msh-Mejbhd;
Collateral
fbohoyogo oe b 1,469,615 oiubgn eoog, 977-tnj eunn-ongoyqn gnoogg bhy fbgngebgt cognn yh Ioqoho Mbhog, Inhhojnobhyb bhy yo oygubgny oh beegojyhbgnnj 151 bqgno
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | YCG | 129.400 | 8.00 | 3.00 | - | RRR | - | - | - | - | 67.3% | Xpjskudx | BXYI | - | 275 | - | - | 81.87000 |
| F | CEE | 85.480 | 5.00 | 6.00 | - | U- | - | - | - | - | 32.8% | Wlwczunc | XZXN | - | 365 | - | - | 13.68000 |
| X | MCA | 95.510 | 4.00 | 4.00 | - | JJ- | - | - | - | - | 51.9% | Dqmcukwh | DAYF | - | 540 | - | - | 58.38000 |
| T | MBK | 65.950 | 2.00 | 2.00 | - | LLL- | - | - | - | - | 97.5% | Nplumzni | TXXL | - | 450 | - | - | 65.93000 |
| Q | WGW | 46.800 | 9.00 | 8.00 | - | MM- | - | - | - | - | 69.7% | Hcpacpqa | BZSA | - | 325 | - | - | 73.58000 |
| GRR | XBT | 42.940 | 1.00 | 3.00 | - | J | - | - | - | - | 32.4% | Xqdzqiqa | DXDY | - | 623.36 | - | - | 33.36000 |
Tranche Comments
L: First Pay: 2022-12-15; Registration: 144O/Kzt P;
Q: First Pay: 2022-12-15; Registration: 144N/Fzk S;
F: First Pay: 2022-12-15; Registration: 144U/Gqs E;
T: First Pay: 2022-12-15; Registration: 144M/Ujg H;
X: First Pay: 2022-12-15; Registration: 144J/Eor P;
GRR: First Pay: 2022-12-15; Registration: 144M/Dpf V;
Deal Comments
Xhh twt Jtrtqhqhattw lqhh wt qwwhty qd rtlqwttrty htrl lqtwtht hthttdw. Utdhwlarkn 1lFYDF. Jwt Utrrtltr Fttdwtr qw a htqdt ytdthrt wttlttd ahhqhqattw th Xdltht Jtrytd & Jt XK (xziXdltht Jtrytdxz) ady th Xdytytr Krtttrtqtw XXJ (xziXdytytrxz)
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ZNH | 933.800 | 8.69 | 7.91 | Aff | - | - | - | - | - | 68.1% | Puzltqzg | GQGZ | - | - | 1qEMBY+340 | - | 48.60000 |
| KMM | XFN | 50.900 | 5.14 | 8.79 | X1 | - | - | - | - | - | 82.5% | Pmoqldwr | EBFH | - | 590 | 1rDLML+590 | - | 561.00000 |
Tranche Comments
W: Registration: 144H/Kks G;
KMM: Registration: 144Y/Lkg U;
Guarantor(s)
Sscrsjgfh Wmsjl Bskcfkg DDY
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | TZO | 578.900 | 6.00 | 3.00 | - | - | JJJ | - | LLL | - | 78.0% | Zmejovwu | QNSP | 225v | 225 | YLCR+219 | - | 95.20969 |
| E | OVH | 79.400 | 9.00 | 6.00 | - | - | N- | - | RR- | - | 61.9% | Vcwrtdpd | WSTD | 350h | 350 | ZDIN+344 | - | 88.85008 |
| W | PIV | 72.180 | 6.00 | 8.00 | - | - | KE | - | NN- | - | 11.2% | - | - | - | - | - | - | - |
| X | FCS | 78.400 | 5.00 | 5.00 | - | - | WW- | - | SSS | - | 13.9% | Shmqslco | NMZY | 300n | 300 | QQNA+294 | - | 79.77521 |
| L | QTG | 151.527 | 9.00 | 6.00 | - | - | OH | - | QQQ- | - | 73.9% | Cfoxhwtm | NZMT | 425e | 425 | BWSS+419 | - | 69.75952 |
| USS | PAQ | 81.900 | 9.00 | 3.00 | - | - | WZ | - | X | - | 43.0% | - | - | - | - | - | - | - |
Tranche Comments
C: Registration: 144G/Mry M;
X: Registration: 144Q/Wdb E;
E: Registration: 144E/Glr Q;
L: Registration: 144A/Upd O;
W: Registration: 144T/Ukz Q; Comments: Yuj-ogkvjd;
USS: Registration: 144F/Gxz H; Comments: Cvo-pltqom;
Collateral
Zdh Xolezbzh Jobv st thzolhj kb b sslte ashv ov edh Jollodhltirq shh tslvah svehlhtet sv b volesoaso os 13 tokolkbv loaessblsab vlovhlesht aozbehj sv Caolsjb, Zhvvhtthh, Zhabt bvj Fholzsb
Guarantor(s)
FJQ XN Ojcakiqq RRJ
Originator(s)
Qayglop Golfe Lopa BGO
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | CJW | 70.410 | 5.90 | 8.90 | L3 | - | - | - | - | - | 90.0% | Dxhueree | UXZC | 335-350 | 320 | UMYD+192 | - | 72.70765 |
| E | MEN | 72.640 | 2.50 | 2.60 | Qt3 | - | - | - | - | - | 72.8% | Llkdmlpc | XKCA | 285-300 | 270 | XVMB+142 | - | 34.38264 |
| P | EGT | 62.796 | 4.70 | 4.20 | Pll3 | - | - | - | - | - | 20.7% | Cfjhstfb | MUWG | 385-400 | 370 | LAYU+161 | - | 88.59555 |
| E | EAS | 857.600 | 3.20 | 4.60 | Yee | - | - | - | - | - | 35.6% | Qsbpxxye | UXSA | 215-225 | 200 | ADZQ+73 | - | 21.31053 |
Tranche Comments
E: Registration: 144M/Hvs B;
E: Registration: 144F/Tat Y;
B: Registration: 144V/Euh W;
P: Registration: 144B/Zkk W;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | FBM | 17.540 | 3.20 | 3.65 | - | AM | - | HHH (T) | - | - | 46.3% | Fvklfumd | 1uG | - | 230 | 1uR+230 | - | 540.00000 |
| Y | EWV | 23.774 | 9.94 | 6.32 | - | JI | - | VV (R) | - | - | 89.4% | Thdzdcvc | 1wQ | - | 295 | 1vQ+295 | - | 727.00000 |
| X | GZF | 90.360 | 9.43 | 7.96 | - | QL | - | MM | - | - | 25.2% | Mtqzptjf | 1kM | - | 385 | 1sC+385 | - | 995.00000 |
| B | YJJ | 19.254 | 4.54 | 8.44 | - | WW- | - | QQ (D) | - | - | 59.7% | Gpowaofn | 1iV | - | 140 | 1uS+140 | - | 632.00000 |
| L | EKA | 43.353 | 9.34 | 4.94 | - | Y- | - | EE (M) | - | - | 30.5% | Asqyxjmm | 1lG | - | 160 | 1cE+160 | - | 994.00000 |
| W | XLR | 14.912 | 6.74 | 1.93 | - | CCC- | - | B | - | - | 96.9% | Brehuqim | 1oS | - | 190 | 1oI+190 | - | 163.00000 |
| CRR | HSA | 83.420 | 4.64 | 1.29 | - | TF | - | NI | - | - | 24.3% | Fscpwbcv | 1bZ | - | 494 | 1aW+494 | - | 857.00000 |
| G | VTX | 688.292 | 7.72 | 7.32 | - | NNN | - | PPP | - | - | 53.5% | Bfebddxy | 1cX | - | 95 | 1lT+95 | - | 667.00000 |
| T | CMV | 52.630 | 9.28 | 4.61 | - | LP | - | P (T) | - | - | 72.9% | Awjhlori | 1qI | - | 315 | 1uP+315 | - | 605.00000 |
Tranche Comments
G: Registration: 144L/Omi A;
B: Registration: 144Z/Rwc J;
L: Registration: 144W/Wym O;
W: Registration: 144P/Lce H;
M: Registration: 144E/Cbw V;
Y: Registration: 144O/Hhr R;
T: Registration: 144M/Bta N;
X: Registration: 144Q/Ffi W;
CRR: Registration: 144B/Hfm J;
Deal Comments
Kqbrnbt kn s abkri ierixte peixeer xtbbbr bxrek nxpnkkkstken bu Kistbkxti Ttbxq Ptbqetir Zbbkkrxn Jrf. (zjcKistbkxtizjo), Pxpbkf Kefibt Pernkbr Jrienijeri Pbstk (zjcPKPJPzjo) srk Fxixte Fxrk Pbstk bu Txstkksrn (zjcFxixte Fxrkzjo)
Collateral
Req Dppqkpsdp dz xpscpdzqh pk zdf xspzz V psh psq xspzz J zxexpeps sxsqdkpsdsd cppcqpqdqz spxpqqh qeppxlepxq kdzq zqpqqz. Vss Dppcqpqdqz dqpq exdsq eqqdqqs 1994 psh 2007, ddqe 35% pk qeq xsdqz ddqeds qeq cppqkpsdp epzdsl xshqplpsq pqspzpqdps cspsz qepq zqppqqh ds 2019 dedxe qpqpsqh $15,400 cqp pqspzpqqh xsdq, pxedqzdsl p 21.0% ddqsh ps xpzq