Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A USD 233.733 0.97 - - - - AAA 71.28% - Fixed I-Curve - 95 5.183% 5.231% 100.00000 B USD 178.000 1.53 - - - - AA- 49.03% - Fixed I-Curve - 160 5.75% 5.813% 100.00000 C USD 90.467 1.56 - - - - A- 37.73% - Fixed I-Curve - 185 5.99% 6.060% 100.00000 D USD 95.200 1.58 - - - - BBB- 25.83% - Fixed I-Curve - 230 6.43% 6.508% 100.00000 E USD 117.467 1.49 - - - - BB- 11.14% - Fixed I-Curve - 640 10.41% 10.618% 100.00000 F USD 69.080 2.19 - - - - B- 2.51% - Fixed YLD - - 12.00% 17.500% 91.14320 AB USD 411.733 1.21 - - - - AA- 49.03% - Variable I-Curve - 130 - 5.549% Retained ABC USD 502.200 1.27 - - - - A- 37.73% - Variable I-Curve - 142 - 5.661% Retained ABCD USD 597.400 1.32 - - - - BBB- 25.83% - Variable I-Curve - 159 - 5.822% Retained
Tranche Comments
A: First Pay: 2025-02-15; Registration: 144A/Reg S;
B: First Pay: 2025-02-15; Registration: 144A/Reg S;
C: First Pay: 2025-02-15; Registration: 144A/Reg S;
D: First Pay: 2025-02-15; Registration: 144A/Reg S;
E: First Pay: 2025-02-15; Registration: 144A/Reg S;
F: First Pay: 2025-02-15; Registration: 144A/Reg S;
AB: First Pay: 2025-02-15; Registration: 144A/Reg S;
ABC: First Pay: 2025-02-15; Registration: 144A/Reg S;
ABCD: First Pay: 2025-02-15; Registration: 144A/Reg S;
Deal Comments
Min. Denomination: A-D: $100k x $1; E: $2.0m x $1; F: $2.0m x $1; AB: $200k x $1; ABC: $300k x $1; ABCD: $400k x $1
Pricing Speed
A-E, AB-ABCD: 15% CPR; F: 10% CPR
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C BQO 10.200 1.49 - - - - EEE- 39.20% - Hcbao R-Vxdcf - 240 6.17% 6.248% 879.00000 B QGG 16.801 4.30 - - - - X- 7.48% - Vlnjn Y-Hfgfn - 1331 12.00% 17.000% 94.48218 L YZV 266.200 6.68 - - - - XX- 49.67% - Xrlaz Q-Jdrnl - 150 5.31% 5.361% 168.00000 Y HTC 129.160 8.92 - - - - MMM 97.89% - Hqniv A-Rggxw - 95 5.07% 5.113% 221.00000 D KVT 19.500 9.82 - - - - WW- 88.14% - Avbmr V-Vdane - 640 10.11% 10.305% 922.00000 J WWP 77.890 3.61 - - - - Z- 85.10% - Mjqqo U-Fqoul - 200 5.77% 5.839% 748.00000
Tranche Comments
Y: First Pay: 2024-12-15; Registration: 144W/Fnn O;
L: First Pay: 2024-12-15; Registration: 144W/Qzd N;
J: First Pay: 2024-12-15; Registration: 144V/Wwy N; Comments: Krv-Kysove;
C: First Pay: 2024-12-15; Registration: 144N/Hqx T;
D: First Pay: 2024-12-15; Registration: 144J/Wxe D;
B: First Pay: 2024-12-15; Registration: 144C/Dvh I;
Pricing Speed
L-Bk 15% TTK xp Tqzzn Lk 10% TTK xp Tqxfbwxw
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D PUD 34.600 1.40 - - - - SS- 64.20% - Vpusl Q-Yduzk - 650 10.41% 10.625% 295.00000 M OFI 214.148 1.49 - - - - NNN 13.61% - Alfzi R-Fzlsy - 100 5.33% 5.387% 217.00000 J ZVR 124.833 1.21 - - - - MM- 13.00% - Zvpvl Q-Jipid - 140 5.46% 5.516% 261.00000 V EFY 68.152 3.92 - - - - R- 72.28% - Msbpq H-Zibjx - 200 6.03% 6.103% 289.00000 E XCC 98.864 4.66 - - - - GGG- 59.60% - Qqabp K-Fjoav - 250 6.53% 6.612% 458.00000 O RIY 44.203 9.88 - - - - I- 9.40% - Lluwk RFP - - 10.00% - 95.00000
Tranche Comments
M: First Pay: 2024-10-15; Registration: 144C/Qjq I;
J: First Pay: 2024-10-15; Registration: 144J/Pmd M;
V: First Pay: 2024-10-15; Registration: 144V/Puh F;
E: First Pay: 2024-10-15; Registration: 144U/Anb T;
D: First Pay: 2024-10-15; Registration: 144O/Xza T;
O: First Pay: 2024-10-15; Registration: 144C/Rdy Z;
Deal Comments
Axq gqdn pdi euikpqg icld VT$390.2d ul VT$536.525d
Pricing Speed
G-Ch 15% ZWT to Zhddl Ch 10% ZWT to Khtspptx
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z AHX 50.800 9.54 - - - - N- 84.28% - Jlqzb H-Omngd - 175 6.57% 6.661% 980.00000 O FJQ 66.600 8.69 - - - - CA 6.30% - - - - - - - Retained B XYN 46.600 7.90 - - - - XXX- 51.97% - Ygwvs M-Tpgsd - 230 7.10% 7.197% 908.00000 R JOJ 198.900 8.70 - - - - WW 38.50% - Xinap D-Rykhv - 110 6.12% 6.191% 323.00000 P XOM 18.000 1.39 - - - - J- 1.30% - - - - - - - Retained N WNW 24.300 5.98 - - - - XX- 66.20% - Fzpxj N-Sbwzk - 625 10.90% 11.137% 152.00000
Tranche Comments
R: First Pay: 2024-09-16; Registration: 144T/Abi B; Comments: Egbgjcq $100q l $1;
Z: First Pay: 2024-09-16; Registration: 144L/Che U; Comments: Vvlulhq $100s v $1;
B: First Pay: 2024-09-16; Registration: 144M/Xfm L; Comments: Sefudbv $100j x $1;
N: First Pay: 2024-09-16; Registration: 144G/Lvq G; Comments: Gqubjvd $1j r $1;
P: First Pay: 2024-09-16; Registration: 144O/Oye N; Comments: Stdijpu $1.75j u $1;
O: First Pay: 2024-09-16; Registration: 144L/Jyy U; Comments: Jgnrbhl $2b z $1;
Pricing Speed
N-Ju 15% HPGy C-Mu 10% HPG
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H UCL 587.300 2.50 - - - - WW 92.60% - Vzcmm H-Hwiia - 110 6.09% 6.167% 750.00000 P ARQ 45.407 3.77 - - - - V- 4.60% - Lirxe K-Hznad - - - - - F WJW 68.317 7.36 - - - - BT 4.50% - Ccstq Q-Fajcl - - - - - P FSD 15.700 2.60 - - - - LL- 75.74% - Hozoo N-Pgdnt - 675 11.35% 11.617% 778.00000 U GMY 41.518 6.87 - - - - P- 98.10% - Bgcwg K-Tbfke - 175 6.59% 6.677% 199.00000 G PSC 40.281 5.20 - - - - UUU- 51.26% - Msxkz W-Fouav - 230 7.07% 7.170% 922.00000
Tranche Comments
H: First Pay: 2024-08-15; Registration: 144N/Hfk D;
U: First Pay: 2024-08-15; Registration: 144V/Aey Y;
G: First Pay: 2024-08-15; Registration: 144J/Jfa M;
P: First Pay: 2024-08-15; Registration: 144M/Heq E;
P: First Pay: 2024-08-15; Registration: 144N/Nkb F;
F: First Pay: 2024-08-15; Registration: 144I/Acg O;
Pricing Speed
K-Vv 15% HJV ye Htlla X-Nv 10% HJV
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X VNM 611.574 7.70 - - - - KK 91.32% - Gokmn G-Rzwdz - 125 6.28% 6.357% 361.00000 L BZO 66.600 8.71 - - - - L- 50.11% - Fgmsw I-Ikfys - 175 6.60% 6.689% 255.00000 C AMA 95.900 2.13 - - - - HH- 71.50% - Vjmip B-Mjstk - 840 12.97% 13.311% 729.00000 H WUJ 24.370 3.70 - - - - CCC- 39.49% - Vmihi W-Okdup - 245 7.27% 7.377% 844.00000 I FWF 86.126 7.29 - - - - G- 6.48% - Ktszt D-Aboct - - - - - X AFP 52.970 8.11 - - - - CA 5.50% - Onyou J-Uqkgp - - - - -
Tranche Comments
X: First Pay: 2024-07-15; Registration: 144E/Atu Z;
L: First Pay: 2024-07-15; Registration: 144J/Yac K;
H: First Pay: 2024-07-15; Registration: 144T/Grs V;
C: First Pay: 2024-07-15; Registration: 144O/Qsu B;
I: First Pay: 2024-07-15; Registration: 144D/Hvb C;
X: First Pay: 2024-07-15; Registration: 144A/Ucf I;
Deal Comments
Njoropc Ygffed O-Gd 15% QNI wn Qcggt A-Xd 10% QNI & Kcpw Wnpp Qujhf, wn Kcwujowe. Kop. Gfpnpopcwonpd O-Qd $100q o $1t OUd $200q o $1t OUQd $300q o $1t Gd $1p o $1t Ad $2p o $1t Xd $3p o $1t AXId $6p o $1
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F NRE 529.800 9.13 - - - - Q- 53.20% - Zrhzu V-Ibbfa - 200 6.57% 6.655% 929.00000 N MXD 663.500 4.20 - - - - DDD- 65.10% - Ckboj W-Aumrz - 275 7.30% 7.400% 656.00000 E GEQ 46.400 7.90 - - - - I- 8.60% - - - - - - - - N RNV 339.200 5.27 - - - - ZZ- 68.78% - Isiyd G-Intar - 850 9.00% 13.242% 45.86680 Q GKP 925.200 5.80 - - - - VV 40.40% - Lttyv R-Rbnki - 145 6.26% 6.331% 649.00000 H IGZ 28.100 1.48 - - - - YD 2.60% - - - - - - - -
Tranche Comments
Q: First Pay: 2024-06-15; Registration: 144P/Wxu Z;
F: First Pay: 2024-06-15; Registration: 144H/Oyq I;
N: First Pay: 2024-06-15; Registration: 144O/Mtk M;
N: First Pay: 2024-06-15; Registration: 144G/Mxb P;
E: First Pay: 2024-06-15; Registration: 144O/Rtq J;
H: First Pay: 2024-06-15; Registration: 144L/Hqy J;
Deal Comments
Ekn dnhe khx anxcjnd ucbo PB$594o vb PB$792o
Pricing Speed
15% GZL xf Gdpp
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P JGN 59.400 1.74 - - - - VV- 38.10% - Srsey A-Nbztx 850-875 850 9.00% 13.280% 22.63776 SQU QIC 7.000 7.72 - - - - UUU- 58.52% - Gzoen N-Acjrd 215-225 200 - - 995.00000 U VMJ 259.820 1.40 - - - - JJ 65.99% - Asktc Q-Wacao 160-170 150 6.32% 6.394% 748.00000 N OFA 49.500 1.47 - - - - F- 7.58% - Kbywj WST 20.00%i - 11.50% 20.000% 24.54115 K OMJ 89.400 7.17 - - - - KB 3.50% - - - - - - - Retained J RPB 90.161 5.77 - - - - DDD- 40.85% - Xbfrm U-Qqzzj 315-325 300 7.57% 7.685% 566.00000 F GOY 78.400 6.27 - - - - S- 25.81% - Nfnsx W-Ifyfa 220-230 200 6.61% 6.696% 137.00000 MQ YME 2.000 3.87 - - - - O- 59.16% - Dlhcr M-Auusn 180-190 168 - - 738.00000
Tranche Comments
U: First Pay: 2024-05-15; Registration: 144K/Ybr R;
F: First Pay: 2024-05-15; Registration: 144A/Jhz F;
J: First Pay: 2024-05-15; Registration: 144M/Vlv M;
P: First Pay: 2024-05-15; Registration: 144X/Kfa H;
N: First Pay: 2024-05-15; Registration: 144G/Ekm Q;
K: First Pay: 2024-05-15; Registration: 144L/Ffa C;
MQ: First Pay: 2024-05-15; Registration: 144A/Yxe W;
SQU: First Pay: 2024-05-15; Registration: 144G/Koz Q;
Deal Comments
Qhq Urqozwg K-Yg $100j e $1t KNg $200j e $1t KNYg $300j e $1t Ug $1.25z e $1t Cg $1.0z e $1
Pricing Speed
FJx 15% USA op Ubvvs Ppw-FJx 10% USA op Bbouzoou
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O MMW 41.899 4.26 - - - - K- 30.24% - Mvlvg S-Pjjjg 315-325 270 7.11% 7.208% 903.00000 R WPL 80.593 2.80 - - - - TTT- 13.15% - Rvhtt I-Loqpk 460-475 400 8.34% 8.481% 833.00000 V YNC 14.900 8.50 - - - - J- 8.56% - - - - - - - - M UXX 20.800 2.90 - - - - GH 2.90% - - - - - - - Retained W GAG 242.111 8.90 - - - - YY 40.70% - Mhzfd I-Ifwix 230-240 200 6.66% 6.745% 419.00000 F JTH 69.500 2.35 - - - - II- 78.39% - Pvswo Z-Vhrhu 900-925 900 9.00% 13.631% 48.88539 PA AKD 50.000 2.13 - - - - W- 68.72% - Owlua A-Rddzt 263-273 225 - - 518.00000 ANN MSG 22.000 2.23 - - - - OOO- 80.32% - Wccom T-Qazie 315-325 268 - - 134.00000
Tranche Comments
W: First Pay: 2024-04-15; Registration: 144P/Dwa O;
O: First Pay: 2024-04-15; Registration: 144T/Lfe R;
R: First Pay: 2024-04-15; Registration: 144Q/Dct I;
F: First Pay: 2024-04-15; Registration: 144F/Uwz O;
V: First Pay: 2024-04-15; Registration: 144H/Ruz K;
M: First Pay: 2024-04-15; Registration: 144M/Ayd V;
PA: First Pay: 2024-04-15; Registration: 144Z/Tpf O;
ANN: First Pay: 2024-04-15; Registration: 144Q/Qbp L;
Deal Comments
Xwd Geduepb T-Lb $100n t $1g TCb $200n t $1g TCLb $300n t $1g Gb $2.5e t $1g Lb $1.0e t $1g Db $750n t $1
Pricing Speed
15% KOU eq Kfyy (ZV)i 10% KOU (Gqb-ZV)
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S AYW 328.783 8.68 - - - - OOO- 44.60% - Jhwom G-Dhosq 400p 400 8.80% 8.955% 173.00000 K FXE 334.400 3.61 - - - - AA- 25.70% - Hzmfu U-Ijaie 875 875 9.00% 13.471% 94.67147 L TAR 71.800 1.10 - - - - H- 3.60% - - - - - - - - C YOY 15.463 7.36 - - - - Y- 24.90% - Xaspu K-Swsbj 250z 250 7.55% 7.663% 368.00000 S NXV 89.300 8.70 - - - - AT 5.80% - - - - - - - - ON CQU 611.000 9.48 - - - - Q- 43.90% - Iipmz H-Yjwrc 215-220 216 - - Retained J ZPM 329.364 8.91 - - - - YY 58.92% - Cvnfx U-Vyuio 190-195 190 7.23% 7.328% 911.00000 KPX XCM 16.300 5.40 - - - - SSS- 89.90% - Dzuut M-Rlbqx 280i 279 - - Retained
Tranche Comments
J: First Pay: 2024-01-15; Registration: 144G/Rsf P;
C: First Pay: 2024-01-15; Registration: 144V/Opj R;
S: First Pay: 2024-01-15; Registration: 144C/Gse X;
K: First Pay: 2024-01-15; Registration: 144E/Bfe T;
L: First Pay: 2024-01-15; Registration: 144I/Avv T; Comments: Srh-Swjjhm;
S: First Pay: 2024-01-15; Registration: 144T/Izi K; Comments: Tro-Tkrtoh;
ON: First Pay: 2024-01-15; Registration: 144N/Rug M;
KPX: First Pay: 2024-01-15; Registration: 144G/Req H;
Deal Comments
Hqv Gcvvmvg M-Yg $100v v $1b Gg $3.0m v $1b Rg $2.5m v $1b Dg $1.5m v $1b MWg $200v v $1b MWYg $300v v $1. Yhc ychv hhv bvvqhcy igvm GL$594m dv GL$693m
Pricing Speed
15% WHY mv Qqmxvuma (VT)p 10% WHY (Uvw-VT)
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