| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| ER | TUX | 75.300 | 9.20 | Fvv3 | - | KKK | 20.83% | - | Zycswbei | 3jKe | - | 275 | 3yZj+275 | - | 592.00000 |
| DT | LTZ | 79.000 | 8.10 | Pu2 | - | OO | 99.81% | - | Ehwcfhsz | 3nGf | - | 165 | 3vSq+165 | - | 327.00000 |
| OR2 | TZO | 155.330 | 9.30 | Pxx | - | ZZZ | 24.54% | - | Nmudqsca | 3xFr | - | 97 | 3fUy+97 | - | 436.00000 |
| VA | XSN | 68.400 | 5.30 | Tx3 | - | RR | 9.97% | - | Phoadwoa | 3sRo | - | 550 | 3tPd+550 | - | 456.00000 |
| Vhwkxj | OSW | 57.700 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| LP | TMP | 31.400 | 2.00 | V2 | - | H | 69.62% | - | Xhvabrvh | 3dNt | - | 200 | 3dJq+200 | - | 371.00000 |
Tranche Comments
OR2: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144Q/Hfh I;
DT: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144L/Upu O;
LP: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144G/Zxn E;
ER: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144G/Gpb S;
VA: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144A/Bsk W;
Vhwkxj: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144A/Kcc E;
Deal Comments
Bqgiswsaisk. Mgs-Wwzz Vqiigpu 1.00
Risk Retention
QR/RI - Qjf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | WIM | 13.300 | 7.40 | Hn3 | - | GG- | 7.49% | - | Umjzcoef | 3rHq | - | 580 | 3tNu+580 | - | 656.00000 |
| Ufpmnd | LNJ | 21.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | KCN | 666.000 | 3.00 | Bcc | - | MMM | 17.00% | - | Kpzujehj | 3tFo | - | 100 | 3rFz+100 | - | 467.00000 |
| J | AOZ | 93.500 | 4.60 | C2 | - | R | 24.46% | - | Auebwcre | 3pSz | - | 215 | 3dNb+215 | - | 402.00000 |
| L | VBQ | 89.700 | 6.00 | Zu2 | - | ZZ | 80.50% | - | Lqvahzfk | 3bLt | - | 185 | 3pKc+185 | - | 883.00000 |
| C | VAF | 33.600 | 7.90 | Noo3 | - | LLL- | 76.90% | - | Bjjbswhl | 3oJx | - | 305 | 3lEs+305 | - | 258.00000 |
Tranche Comments
T: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144Z/Wrp E;
L: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144P/Iyn E;
J: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144W/Jhm B;
C: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144E/Ezm D;
P: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144J/Fef F;
Ufpmnd: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144D/Cdr K;
Deal Comments
Hab Ztjj Kufaapq 1.00
Risk Retention
QS/SPf Zqhiuqvbsw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| CT | QXX | 50.700 | 2.00 | K2 | - | V | 50.00% | - | Lvsxxafl | 3qAx | - | 225 | 3jVm+225 | - | 717.00000 |
| WV | GBI | 62.600 | 8.40 | Naa3 | - | NNN | 90.50% | - | Hyzmkjiz | 3gJb | - | 325 | 3kDd+325 | - | 153.00000 |
| UC | AJC | 81.700 | 1.50 | Ia3 | - | II | 9.10% | - | Wxcaojxe | 3kJv | - | 595 | 3rUn+595 | - | 164.00000 |
| BD | AZA | 655.600 | 7.50 | Ykk | - | AAA | 21.80% | - | Bervxwln | 3cGj | - | 98 | 3lUt+98 | - | 796.00000 |
| AI | EPV | 59.800 | 6.50 | Jd2 | - | PP | 68.00% | - | Umdosjee | 3cCl | - | 190 | 3lVv+190 | - | 678.00000 |
Tranche Comments
BD: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144F/Ttg R;
AI: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144G/Edu T;
CT: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144J/Qvv C;
WV: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144Z/Tki A;
UC: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144P/Lbr V;
Deal Comments
Vtfisqsbisi. Fts Yquu Btxitih 1.00
Risk Retention
CL/LI - Bcfgwcnzdn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | TNV | 59.000 | 4.30 | Brr3 | - | EEE- | DDD (R) | 92.92% | - | Ydqorwrj | 3tJa | - | 315 | 3cKs+315 | - | 852.00000 |
| Tceusw | BPU | 40.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | OCM | 32.100 | 7.10 | L2 | - | K | H | 62.00% | - | Vermrxky | 3tSv | - | 215 | 3yHk+215 | - | 963.00000 |
| E | IMQ | 469.000 | 5.50 | Zqq | - | III | JJJ | 67.00% | - | Xyhsrfba | 3cGp | - | 99 | 3kZj+99 | - | 540.00000 |
| L | QYU | 21.900 | 9.80 | Rm3 | - | PP- | UU (H) | 8.00% | - | Fxxvztme | 3qGd | - | 600 | 3pJv+594 | - | 48.83000 |
| M | FFG | 25.800 | 3.70 | Io2 | - | CC | MM | 33.87% | - | Plparcxk | 3fWg | - | 189 | 3yRn+189 | - | 194.00000 |
Tranche Comments
E: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144C/Rkz C;
M: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144D/Kwm V;
N: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144K/Oie A;
J: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144V/Rie J;
L: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144Q/Awk D;
Tceusw: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144X/Pcg S;
Deal Comments
Vog Vagg Wkaqojn 1.00. Vhk jkag qgxgcjkm DIR zoxcmkj kgquqpqgqug xaqukaqa
Risk Retention
WV/VC - Dfy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | FSN | 53.000 | 5.10 | X2 | - | J | 31.31% | - | Umvxeixs | 3sQa | - | 257 | 3fYw+257 | - | 565.00000 |
| Impuoc | OKJ | 86.700 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | WVO | 112.000 | 9.50 | Uhh | - | QQQ | 30.00% | - | Ypueqwzh | 3zYo | - | 125 | 3xCk+125 | - | 900.00000 |
| N | SNV | 66.000 | 7.00 | Wj3 | - | NN- | 3.76% | - | Mzcvyrjk | 3jYd | - | 700 | 3wAn+675 | - | 72.00000 |
| X | NPD | 48.000 | 2.90 | Ga2 | - | II | 61.00% | - | Xwplxytq | 3bRk | - | 207 | 3oCv+207 | - | 211.00000 |
| Q | OVB | 24.900 | 1.90 | Dqq3 | - | GGG- | 75.10% | - | Acydjdze | 3nLx | - | 395 | 3iXn+395 | - | 236.00000 |
Tranche Comments
Y: First Pay: 2024-08-15; Redemption: 2025-04-03; Registration: 144M/Ubw J;
X: First Pay: 2024-08-15; Redemption: 2025-04-03; Registration: 144E/But Z;
N: First Pay: 2024-08-15; Redemption: 2025-04-03; Registration: 144C/Xev H;
Q: First Pay: 2024-08-15; Redemption: 2025-04-03; Registration: 144L/Ayo I;
N: First Pay: 2024-08-15; Redemption: 2025-04-03; Registration: 144G/Cha D;
Impuoc: First Pay: 2024-08-15; Redemption: 2025-04-03; Registration: 144U/Ckr W;
Deal Comments
Oyg Wtcc Roxsyap 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 9, 2004
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | CVD | 52.700 | 3.80 | Pr3 | - | DD- | 4.50% | - | Thrsvvsg | 3mMg | - | 850 | 3iYx+732 | - | 15.60000 |
| N | KQJ | 14.100 | 7.30 | Dll3 | - | GGG- | 45.90% | - | Gmwmdvyb | 3bGz | - | 555 | 3gHy+555 | - | 218.00000 |
| Rlshtu | HVX | 29.100 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | HQW | 69.000 | 8.40 | Dd2 | - | II | 16.60% | - | Liofwvni | 3eQn | - | 250 | 3gUf+250 | - | 538.00000 |
| J | HGT | 654.000 | 6.50 | Tdd | - | BBB | 85.00% | - | Qryjhlcs | 3gNt | - | 150 | 3jPo+150 | - | 565.00000 |
| E | KNV | 67.300 | 6.30 | V2 | - | G | 85.00% | - | Yjslsbyb | 3aQd | - | 335 | 3lNy+335 | - | 389.00000 |
Tranche Comments
J: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144L/Hdq B;
J: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144X/Eqj M;
E: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144V/Ddj X;
N: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144X/Wdy M;
I: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144B/Var K;
Rlshtu: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144H/Luh O;
Deal Comments
Fcz Afyy Fqwqcak 1.00
Risk Retention
ZX/XR - Ooo
Pricing Speed
20 UAX/0 UOX
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Srdcpd | OXN | 30.800 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | EVP | 21.100 | 8.00 | De2 | - | UU | 67.40% | - | Muuaxyfy | 3oFu | - | 295 | 3cQf+295 | - | 591.00000 |
| G | CKG | 52.200 | 8.20 | Al3 | - | LL- | 5.80% | - | Erkwszml | 3dVi | - | 865 | 3iTx+733 | - | 62.00000 |
| O | TDZ | 56.600 | 5.10 | B2 | - | W | 62.50% | - | Pmuyzvqm | 3gXn | - | 390 | 3jUk+390 | - | 483.00000 |
| E | QCS | 45.500 | 4.40 | Qkk3 | - | HHH- | 16.00% | - | Irbdbize | 3kZi | - | 550 | 3zHp+550 | - | 798.00000 |
| G | AEP | 803.000 | 8.60 | Oee | - | NNN | 76.00% | - | Mjzmjyaa | 3nPc | - | 170 | 3nZz+170 | - | 613.00000 |
Tranche Comments
G: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144N/Lkn F;
K: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144V/Hja W;
O: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144P/Yjh G;
E: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144O/Uep B;
G: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144K/Wsz S;
Srdcpd: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144E/Oby C;
Deal Comments
Ulf Jyoo Wlvilbc 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Lgeuml | TCC | 12.130 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V1 | XYA | 41.600 | 7.40 | Po2 | - | QQ | 74.30% | - | Tzeqqlki | 3aIf | - | 295 | 3pZa+295 | - | 407.00000 |
| O2 | LMU | 2.000 | 4.20 | Ey2 | - | OO | 35.60% | - | Lqfwd | CHD | - | - | 6.70% | 6.700% | 694.00000 |
| U | AED | 950.000 | 6.50 | Gee | - | EEE | 76.00% | - | Jrevlxvd | 3pRh | - | 160 | 3bEy+160 | - | 868.00000 |
| S | XLQ | 81.100 | 9.90 | Vpp3 | - | PPP- | 82.50% | - | Zxcxbsno | 3aHw | - | 575 | 3wQo+575 | - | 460.00000 |
| X | TSF | 70.700 | 3.70 | Bj3 | - | MM- | 7.50% | - | Csozulkf | 3aGa | - | 850 | 3sGs+653 | - | 15.00000 |
| V | VZI | 44.200 | 8.60 | O2 | - | T | 32.20% | - | Kfesmbjp | 3cDw | - | 400 | 3kUs+400 | - | 690.00000 |
Tranche Comments
U: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144C/Zru F;
V1: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144A/Yff N;
O2: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144Z/Coa A;
V: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144U/Cjs I;
S: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144I/Rwa N;
X: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144A/Teh U;
Lgeuml: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144F/Wzr E;
Deal Comments
Vjm Xbkk Lbltjkp 1.00
Risk Retention
JV/VKx Hjjuujhktn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Oxqlzs | FHZ | 23.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | BTA | 238.000 | 5.30 | Rss | - | ZZZ | 11.00% | - | Vemkrayy | 3rAj | - | 206 | 3gDt+195 | - | 94.30000 |
| H | JGP | 52.900 | 8.70 | Ii2 | - | PP | 77.30% | - | Wllqalkl | 3hHe | 330-350 | 375 | 3mWd+375 | - | 741.00000 |
| T | GYK | 17.300 | 7.00 | Wnn3 | - | UUU | 90.60% | - | Xjsxxlwb | 3xFx | 625-650 | 650 | 3lWm+601 | - | 76.00000 |
| Y | MZN | 33.500 | 5.70 | D2 | - | E | 59.10% | - | Swphiuei | 3cTz | 430-450 | 475 | 3aSx+475 | - | 202.00000 |
| F | JGY | 98.800 | 3.10 | Eo3 | - | QQ | 61.20% | - | Yrmyuulk | 3iNh | 950t | 950 | 3eVf+728 | - | 59.00000 |
Tranche Comments
A: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144U/Pms X;
H: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144I/Moq A;
Y: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144H/Hxt F;
T: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144F/Awo R;
F: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144B/Ehc X;
Oxqlzs: First Pay: 2023-04-12; Redemption: 2023-10-26; Registration: 144Y/Keq Z;
Deal Comments
Hpv Bmoo Bmttpqz 1.00
Risk Retention
CC/CL - Liy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | SPU | 609.000 | 5.80 | Tmm | - | SSS | 35.00% | - | Pjfstxqk | 3wUh | - | 105 | 3aNe+105 | - | 924.00000 |
| D | KLN | 98.000 | 9.80 | K2 | - | Y | 88.80% | - | Pmbrjcwo | 3yVc | - | 350 | 3zLx+350 | - | 460.00000 |
| C | ITR | 54.000 | 2.60 | Ann3 | - | EEE- | 26.00% | - | Ishbckip | 3zRg | - | 450 | 3eFl+450 | - | 753.00000 |
| U | YTM | 86.000 | 1.50 | Mf2 | - | UU | 13.00% | - | Qyszxuum | 3xOj | - | 250 | 3dWw+250 | - | 921.00000 |
| Esdijk | AGT | 12.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | EET | 94.000 | 3.70 | Xc3 | - | JJ- | 2.00% | - | Evzowzea | 3aPg | - | 800 | 3gUs+737 | - | 64.00000 |
Tranche Comments
M: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144H/Dij G;
U: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144U/Pkv N;
D: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144M/Kwz O;
C: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144E/Zjw I;
D: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144H/Dmi N;
Esdijk: First Pay: 2022-10-15; Redemption: 2023-05-05; Registration: 144B/Izd S;
Risk Retention
Eqf Aedeefb xdbfdaj bh zhonqx hxbq WI/IE Dxjb Dfbfdbxhd bdqfj exe e efbbxzeq jbbxn ej Aedeefb Qbxexdebhb