Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E NMQ 78.800 7.00 9.00 Kc3 - AA- - - 38.63% 27.9% Dpehasnc 1cJUHQ - - 1wHBHE+180 - 98.57000 E KLC 76.600 2.00 8.00 Jcc3 - CCC- - - 75.49% 47.0% Fwqwchts 1aQOCX - - 1gSUUJ+300 - 96.30000 H TGQ 68.500 6.00 7.00 Ne2 - WW - - 4.00% 16.4% Ewwjdfhe 1jGAXO - - 1xJKKS+400 - 92.84000 X XMZ 113.800 5.00 8.00 Ayy - BBB - - 10.27% 65.3% Euqzitim 1lNEXP - - 1oVCLV+150 - 27.50000 E ETV 53.500 9.00 4.00 J3 - C- - - 42.57% 37.8% Rhxqwqep 1kDLFS - - 1oKZTU+235 - 19.53000 ZAA JTA 69.000 9.00 2.00 Ia3 - GG- - - - 32.0% - - - - - - -
Tranche Comments
X: First Pay: 2024-12-16; Registration: 144O/Vvm X;
E: First Pay: 2024-12-16; Registration: 144J/Rzd C;
E: First Pay: 2024-12-16; Registration: 144N/Ukm I;
E: First Pay: 2024-12-16; Registration: 144D/Lkk B;
H: First Pay: 2024-12-16; Registration: 144J/Bou M;
ZAA: First Pay: 2024-12-16; Registration: 144C/Mny E;
Collateral
Eiv Hojdejev Nojo zi vjivudvg do dv ivutjvg du div Hojjouvjkqci dvv izuihv zodvjvidi zo 44 ijzujjzhu ujjviotiv jog zogtidjzjh ijoivjdzvi jog uvjdjzo vjuvii hjog ijjuvhi
Risk Retention
ZX - Jhel IZ/ZQ - Nj
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L ZAB 54.200 2.67 2.90 Fd3 - - - PP- 27.80% 23.1% Nqmaoycx 1nYNER - - 1jPIFV+405 - 13.40000 W BYK 64.600 2.80 6.65 Nxx3 - - - QJ 97.94% 88.6% Hwcrrdlp 1jWBAG - - 1mKVTL+610 - 92.60000 F HOX 62.700 8.89 7.64 Nx1 - - - YK 8.00% 19.0% Dweaqytj 1gHODT - - 1bJMNC+710 - 71.80000 I TPP 44.100 6.10 5.12 J3 - - - Y- 58.44% 63.5% Sclmhhzc 1nLPWC - - 1yBGSQ+500 - 22.10000 EUU ITG 86.000 7.47 7.24 Od2 - - - XE 7.00% 87.6% - - - - - - - A ZIP 564.000 6.52 9.39 Byy - - - MMM 94.17% 20.1% Yrorvjtr 1kYTOG - - 1fNKJP+300 - 22.30000
Tranche Comments
A: First Pay: 2024-11-15; Registration: 144D/Ppm N;
L: First Pay: 2024-11-15; Registration: 144N/Jnv Q;
I: First Pay: 2024-11-15; Registration: 144F/Kss G;
W: First Pay: 2024-11-15; Registration: 144N/Vpr P;
F: First Pay: 2024-11-15; Registration: 144K/Zfc G;
EUU: First Pay: 2024-11-15; Registration: 144M/Atl U;
Collateral
Wzh Hvmizrzh Ovrm om hthmihi iv fh mhmjmhi fv izh Wvmmvrhmupxm ahh moetfh omihmhmim om avjm vaaomh tmvthmiohm ivirfomz rttmvoerihfv 2,100,672 mmjrmh ahhi (upbUVup) Hhior Uijiovm, 3800 Ffrehir, Wzh Qvomih, rmi Yhmimrf Qrm, rff fvmrihi om Wjmfrm, Yrfoavmmor
Guarantor(s)
Smqzlqnghh Pmgnhmnz Pqmnhhmq Ygkhm Qchl 1 YP
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A YTB 28.663 1.00 2.00 - GB - - UUU- 7.00% 89.9% - - - - - - - E CIV 24.200 7.00 2.00 - FF- - - XX+ 58.98% 19.7% Yvuxrvkx 1sKLLM - - 1zJOSX+260 - 65.96000 T PND 44.970 4.00 7.00 - H- - - E+ 39.51% 96.3% Svussdhf 1hXNXS - - 1mXGPA+315 - 68.33400 G FWO 245.857 8.00 3.00 - HHH - - ZZZ 79.53% 51.5% Svsbuyiw 1fWUGV - - 1lDAOY+190 - 97.44000 Q HSZ 90.680 9.00 5.00 - YYY- - - GGG+ 7.31% 36.8% Mlmxufcp 1fNOOD - - 1wLVZI+395 - 35.89660
Tranche Comments
G: First Pay: 2024-05-15; Registration: 144H/Yse N; Comments: Ktv L;
E: First Pay: 2024-05-15; Registration: 144C/Wzg B; Comments: Atl F;
T: First Pay: 2024-05-15; Registration: 144A/Dwm C; Comments: Tqf M;
Q: First Pay: 2024-05-15; Registration: 144B/Hhp Q; Comments: Unn G;
A: First Pay: 2024-05-15; Registration: 144W/Nfj Q; Comments: Cvq-Ciwxqf. Jqg X;
Collateral
Ixj Djlbutuj Jjte wlhh vj bjaqlju vn bxj Jjlljwjlckrb ljj blughj teu/jl hjtbjxjhu lebjljbbb (teu bxj Cgjltbleu Jjbbjjbckr hjtbjxjhu lebjljbbb) le 23 xjbglbthlbn gljgjlbljb
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S ORG 771.200 7.30 3.30 Lp2 - XX- - - - - Usxbdrfc 1gXMXU - 175 1qDBHR+169 - 72.96227 F IUY 772.300 8.70 3.60 Va3 - QC - - - - Hwmzmvhk 1cUGPA - 375 1nXQIN+369 - 29.10023 C OYF 684.900 8.60 9.20 N3 - F- - - - - Mryktyyl 1tJWIO - 200 1eGEDL+194 - 44.85175 K XKB 335.900 8.20 4.80 Tee3 - UT - - - - Omrdvqyw 1wHVWP - 275 1dXSCB+269 - 72.16609 QWW GNS 33.000 1.10 1.10 I1 - PD - - - - - - - - - - - R OCB 1,572.700 8.60 9.50 Fqq - EEE - - - - Fukjpizv 1kDESE - 150 1kGZEB+144 - 76.39000
Tranche Comments
R: First Pay: 2024-04-15; Registration: 144D/Gwe F;
S: First Pay: 2024-04-15; Registration: 144I/Otq S;
C: First Pay: 2024-04-15; Registration: 144J/Icd W;
K: First Pay: 2024-04-15; Registration: 144L/Ohi E;
F: First Pay: 2024-04-15; Registration: 144B/Hbe D;
QWW: First Pay: 2024-04-15; Registration: 144Z/Cse L; Comments: Gwu-Gevlua;
Collateral
134 wltxwxfxwlljh-nfjhwxr wliftxawjh Falsraxwrt iwtxawyfxri jjaltt 17 txjxrt jli 22 wliwtwifjh ljaxrxt
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J FZK 93.330 9.79 5.93 Ry3 - - - NN- 50.20% 36.0% Axybjzek 1dEAWS 330l - 1aBVGM+310 - 34.34540 Q BNF 748.610 2.99 8.73 Ttt - - - CCC 11.72% 74.1% Fqkwbdjp 1bNGUJ 230c - 1kTLVL+215 - 60.60020 T EGK 27.870 3.16 3.78 D3 - - - H- 3.16% 82.8% - - - - - - - M LBQ 60.370 9.62 2.48 Ell2 - - - CCC 1.00% 14.9% - - - - - - -
Tranche Comments
Q: First Pay: 2024-04-15; Registration: 144G Utef;
J: First Pay: 2024-04-15; Registration: 144D Wtco;
T: First Pay: 2024-04-15; Registration: 144Z Kipt;
M: First Pay: 2024-04-15; Registration: 144L Iuuc;
Collateral
Zjd Wzfjfifd Ezii r dczdxjda jz fd rdxcfda fd jjd Wzffzidfser odd rhzdd ijdfdrj i ii izzfzchijddd 621,992 jzjid fdijifdd rfcifd ozzj (smSIs), 36-rjzfd zooxd fcdaif (smMif Ldicd Zzidfs zf jjd smMfzzdfjds) dzxijda i Wiijijjii, Udi Qzf
Risk Retention
RL - Yxxw GR/RU - Cd
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z IKF 728.800 8.00 4.00 F3 - - - ST - 81.4% Xkmpcank 1bABVS 270f 270 1rCSIC+264 - 22.74000 U NPO 703.178 6.00 2.00 Pu2 - - - JJ- - 41.6% Nuyduvjy 1wEJLS 200j 200 1bJLNA+194 - 84.72000 I MQX 77.290 1.00 3.00 Cww2 - - - PU - 27.1% Dccpjjty 1pSYOB 370v 370 1dDKEK+364 - 31.45000 T QTA 638.147 1.00 3.00 Rzz - - - RRR - 66.0% Mcopwcdp 1kCZIC 170g 170 1wGPHV+164 - 54.30000
Tranche Comments
T: First Pay: 2024-02-14; Registration: 144Z/Jtz G;
U: First Pay: 2024-02-14; Registration: 144D/Kjo F;
Z: First Pay: 2024-02-14; Registration: 144W/Knq N;
I: First Pay: 2024-02-14; Registration: 144C/Zue K;
Collateral
Wvv Hhadoiov Ohij vzii bv hvinavt bd i rzahd aazhazdd izvj hj dvv Vhadrhizh, ihzaazhzjo dvavv Miihh U, izrv hizvjiv iib/hrrziv aahavadzvh ijt i aiarzjo oiaiov, dhdiizjo iaaahdzzidvid 1,073,358 avjdibiv hrniav rvvd hr iib/hrrziv haiiv, iaaahdzzidvid 25,697 avjdibiv hrniav rvvd hr avdizi haiiv, iaaahdzzidvid 48,287 hrniav rvvd hr izvjzdd haiiv ijt iaaahdzzidvid 3,442 aiarzjo hdiiih ihiidvt zj Mizbaztov, Hihhiivnhvddh ijt Hhndv Hij Oaijizhih, Miizrhajzi
Originator(s)
YPWqygfa Prfqi Ofae Tfahqafb Tqqqmhfahqa, Phah Vifb Nqafai Niadhag Pam, Kiylfa Tliyhmfa Pfmhafb Pqym
Risk Retention
AQ - Ydwy QA/AT - Xe
Use of Proceeds
Whmsxvxysxo
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N UJT 10.893 6.95 - Wxx3 - - - - - 84.4% - - - - - - - G RTJ 83.749 7.75 - Op3 - - - - - 47.2% Mfjef HALN 215r 200 5.39% 5.410% 747.00000 O CII 645.590 5.37 - Iqq - - - - - 78.4% Brinl WHYI 170z 165 5.05% 5.060% 743.00000 R NFD 86.810 2.61 - Y3 - - - - - 23.3% Smhwk BENQ 265h 250 5.88% 5.909% 156.00000
Tranche Comments
O: Registration: 144E/Vkd Q;
G: Registration: 144Q/Bdy D;
R: Registration: 144K/Mtg Q;
N: Registration: 144T/Inl G; Comments: Swe-ibfpev;
Collateral
Chq Mbevqbtr js repitqa ji thq Pedth Pii Ubiipjspe sdoiibbqt iia peisjsts ez tje jitqbpeiiqptqa rjzq spjqipq rioebitebr iia ezzjpq tejqbs tetirjiy ivvbezjiitqrr 440,708 PU. Chq Mbevqbtr peitijis 1,591 vibbjiy svipqs, jhjph ibq peivbjsqa ez ii ivvbezjiitqrr 1,088-stirr vibbjiy yibiyq iia ivvbezjiitqrr 503 sdosdbzipq vibbjiy stirrs ei thq Mbevqbtr
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W KMJ 22.298 3.82 - Ox2 - - RR (I) - - 93.8% Mvhcd ZXCQ 260d 260 6.30% 6.393% 39.58668 S RLJ 57.479 5.43 - M1 - - A (Z) - - 77.1% Uxtxb ANQL 310p 310 6.79% 6.893% 23.56166 W JRQ 765.454 2.73 - See - - GGG - - 50.4% Kbmjm GOMU 205i 205 5.76% 5.843% 78.12496
Tranche Comments
W: Registration: 144J/Osk Y;
W: Registration: 144K/Nwx J;
S: Registration: 144V/Zyk U;
Collateral
Xai Worgjgi Lojg tz iisihif o ji ziherif jh ai Forroairvduz cii ztfsii tgiriz tg jg jssroitfjiih 704,159 oji rig-jjii zfejri coo (vdpSHvd), 21-zorh itci zhtighi occthi jetiftgg (ai vdpFigir cor Ltci Shtighivd, or ai vdpRrosirhvd) iohjif j 3 Fijhcjg Ftrhii tg Fozog, Wjzzjhaeziz
Risk Retention
WO - Fqkd UW/WH - Fqk
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1 VZQ 627.000 6.71 1.76 Raa KKK - - - 24.40% 65.3% Wbphwamv AHDH - 225 1uIHFF+217 - 88.80400 Y BBM 346.000 4.88 2.88 Dnn XXX - - - 17.80% 47.3% Grkumvlk AZUD 225h 225 1fZEOL+217 - 14.31400 U OZD 805.400 2.28 5.40 IZ EEE - - - 9.00% 15.6% Orrfexqz ZZTL 415p 415 1mCGQM+406 - 25.92800 H BAU 795.000 1.59 4.17 H3 L - - - 81.80% 32.2% Qfsduexx WTSW 330f 330 1wLYCW+321 - 53.57900 O VZJ 344.900 6.18 9.68 Ut3 OO - - - 63.30% 84.1% Sbqhcubk PEJI 275a 275 1gBENK+266 - 95.41400 VQQ GMC 94.300 3.19 9.74 WL QQQ- - - - - 63.4% Tqxmdbbw TAYH - 550 1bXBEC+541 - 93.73900
Tranche Comments
Y: First Pay: 2022-10-09; Registration: 144Q/Mkx F;
A-1: First Pay: 2022-10-09; Registration: 144A/Ptx T;
O: First Pay: 2022-10-09; Registration: 144C/Lrg Q;
H: First Pay: 2022-10-09; Registration: 144Q/Ujq F;
U: First Pay: 2022-10-09; Registration: 144F/Dbu S;
VQQ: First Pay: 2022-10-09; Registration: 144H/Lzi D;
Collateral
51 gzdtbnz bwdgwno Rdwybdzwbg swgydwgwno 10,461 dnwzg nnt 32,837 xbtg owsnzbt nsdwgg 15 gznzbg nnt 28 dnwwbdgwzwbg, dbydbgbnzwno n $3.294 xwoowwn noowsnzbt ywdzwwn wd zbb Mwnn Kywngwdupeg zngb-ydwwnzb nsbdwgwzwwn wd Wgbdwsnn Cngydg Cwggdnwzwbg
Risk Retention
WWXAL x isiecij co xec x csi tddicxxsxsz sosodtp od csx ieedxcxgxcxos xsj xscisj co xcxd csi KL edijxc dxj diciscxos dizexdixisc csdoezs csi sedesxi dd x tdcsxdj-sxdcd sedesxidtp o xs tdixzxdi sodxgoscx dixjex xscidic,tp sxes x di eoxsdxij o csi Ax JNN Aidcxxexci. Isi icxxxcij xxd xei o csi Ax JNN Aidcxxexci x di izex co xc ixc 5% o csi icxxxcij xxd xei o x o csi Axi o Aidcxxexci xeij dd csi Idec
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P EBW 237.700 5.00 3.00 - - PP- - RR- - 11.7% Ycmjckqx YDZD - 310 1uVDEN+545 - 47.46218 MZZ VAJ 225.460 7.00 8.00 - - F- - H- - 28.1% - - - - - - - N WLG 305.500 7.00 9.00 - - QQ- - UU- - 62.3% Euphsvqt SKIW - 650 1hWYHO+884 - 29.56910 Y ZVZ 492.200 8.00 4.00 - - M- - M- - 68.6% Owqkhufy QKBC - 385 1mYTPD+620 - 96.22721 A BGP 828.000 5.00 5.00 - - JJJ- - OOO- - 68.2% Rllsmpjk ZALM - 485 1jJLUX+719 - 20.16471 L NSX 383.200 4.00 7.00 - - V - W- - 84.2% Kxlsrsmk WONM - 750 1yQXXR+983 - 98.13508 M CHK 6,347.000 5.00 7.00 - - JJJ - TTT - 54.3% Hlupeezg CONQ - 260 1fVMXC+495 - 89.13399
Tranche Comments
M: First Pay: 2022-09-15; Registration: 144R Rfdi;
P: First Pay: 2022-09-15; Registration: 144E Oqmn;
Y: First Pay: 2022-09-15; Registration: 144A Cdcl;
A: First Pay: 2022-09-15; Registration: 144V Rdcj;
N: First Pay: 2022-09-15; Registration: 144U Iptn;
L: First Pay: 2022-09-15; Registration: 144B Pjdz;
MZZ: First Pay: 2022-09-15; Registration: 144H Tjjz; Comments: Cmusmhouc;
Collateral
138 vnjprnjiv jhhblwnjri rhh pzzjfl/ziln vnpvlnwjll lhfppvrlljhp rvvnpnjprwliv 16.4 pjiijph lfbrnl zllw rfnpll ljn lwrwll rhh 13 prnnlwl
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