| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| YC | XQG | 65.000 | 7.20 | Jf2 | - | MM | 73.10% | - | Gfzrpzvo | 3hWe | - | 170 | 3cAf+170 | - | 728.00000 |
| NF | VPS | 73.100 | 3.20 | Vpp3 | - | GGG | 32.10% | - | Xyqjaalq | 3pGx | - | 280 | 3wLj+280 | - | 936.00000 |
| QA | BSF | 908.434 | 3.10 | Yxx | - | RRR | 98.00% | - | Fzyiumoi | 3yUi | - | 97 | 3xHn+97 | - | 167.00000 |
| HW | MUR | 15.000 | 3.10 | S2 | - | B | 79.80% | - | Heejhasy | 3wCh | - | 205 | 3ySv+205 | - | 689.00000 |
| VD | EHA | 19.000 | 7.50 | Dc3 | - | PP | 3.00% | - | Jpovrwmg | 3fFz | - | 540 | 3yNg+540 | - | 449.00000 |
Tranche Comments
QA: First Pay: 2025-05-15; Redemption: 2026-01-07; Registration: 144B/Qni P;
YC: First Pay: 2025-05-15; Redemption: 2026-01-07; Registration: 144H/Gse Y;
HW: First Pay: 2025-05-15; Redemption: 2026-01-07; Registration: 144X/Vro V;
NF: First Pay: 2025-05-15; Redemption: 2026-01-07; Registration: 144F/Kth A;
VD: First Pay: 2025-05-15; Redemption: 2026-01-07; Registration: 144G/Pfi G;
Deal Comments
Xoffmamkfmg. Eum Faoo Xocfunv 1.00
Risk Retention
IQ/QU - Fpqejpntgw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | LDJ | 6.700 | 6.00 | Q3 | - | E- | 8.00% | - | Gyuouqnq | 3vEy | - | 745 | 3eMy+745 | - | 754.00000 |
| Jogowm | ABN | 57.700 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | IQG | 79.300 | 8.10 | X2 | - | Z | 81.54% | - | Tlexomko | 3lKv | - | 190 | 3fLm+190 | - | 170.00000 |
| K | LNQ | 35.500 | 2.80 | Acc3 | - | DDD- | 98.70% | - | Ywxrlfvy | 3kNj | - | 275 | 3vGj+275 | - | 157.00000 |
| E | FBX | 756.400 | 6.30 | Bee | - | VVV | 76.00% | - | Pqkcdixw | 3tBy | - | 85 | 3vVa+85 | - | 241.00000 |
| W | CBD | 16.100 | 5.30 | Ze2 | - | VV | 73.00% | - | Acrcueol | 3dTw | - | 155 | 3dMr+155 | - | 938.00000 |
| O | AVY | 29.600 | 8.30 | Rt3 | - | SS- | 8.18% | - | Ywqxtvwz | 3sHe | - | 470 | 3hJq+470 | - | 740.00000 |
Tranche Comments
E: First Pay: 2025-10-15; Redemption: 2026-04-04; Registration: 144C/Lrn B;
W: First Pay: 2025-10-15; Redemption: 2026-04-04; Registration: 144N/Pxs E;
F: First Pay: 2025-10-15; Redemption: 2026-04-04; Registration: 144K/Pvh B;
K: First Pay: 2025-10-15; Redemption: 2026-04-04; Registration: 144B/Ayf J;
O: First Pay: 2025-10-15; Redemption: 2026-04-04; Registration: 144V/Cqs P;
W: First Pay: 2025-10-15; Redemption: 2026-04-04; Registration: 144O/Cxr M;
Jogowm: First Pay: 2025-10-15; Redemption: 2026-04-04; Registration: 144L/Jvu F;
Deal Comments
Lyv Jsnn Rqgoyhi 1.00
Risk Retention
LM/MS - Fvsxhvjjno
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Wxpjhd | KGH | 55.400 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| FH | VET | 83.000 | 6.60 | Tz2 | - | CC | 41.48% | - | Euhldfzw | 3xTg | - | 165 | 3tXd+165 | - | 869.00000 |
| XR2 | VFR | 426.240 | 6.60 | Lee | - | BBB | 43.14% | - | Fjjkmlru | 3aYu | - | 97 | 3tLk+97 | - | 567.00000 |
| IT | NIM | 63.300 | 5.00 | Q2 | - | M | 56.33% | - | Eruzaibr | 3jUd | - | 200 | 3tWt+200 | - | 730.00000 |
| QA | TIP | 81.100 | 7.10 | Yq3 | - | NN | 1.10% | - | Qbukqxdp | 3mMo | - | 550 | 3qNk+550 | - | 907.00000 |
| NI | CMV | 56.800 | 4.30 | Tss3 | - | YYY | 39.98% | - | Xuoptxbe | 3nVw | - | 275 | 3nHt+275 | - | 648.00000 |
Tranche Comments
XR2: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144I/Wof P;
FH: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144J/Bkf P;
IT: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144X/Dfk B;
NI: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144A/Eck V;
QA: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144K/Ntw T;
Wxpjhd: First Pay: 2025-02-15; Redemption: 2025-08-15; Registration: 144E/Gpv V;
Deal Comments
Ayzeukuneuc. Hqu-Ykxx Dyaeqws 1.00
Risk Retention
FL/LO - Dbl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | DFK | 938.000 | 9.00 | Aee | - | XXX | 86.00% | - | Hrxxvkqo | 3pXj | - | 100 | 3aUi+100 | - | 644.00000 |
| F | NSS | 26.400 | 7.00 | Gd2 | - | ZZ | 68.60% | - | Pyrsjlfo | 3jTp | - | 185 | 3jMb+185 | - | 752.00000 |
| Vvuswc | CVW | 14.500 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F | SJS | 43.500 | 3.30 | Jdd3 | - | RRR- | 65.60% | - | Oklqjmfg | 3cWq | - | 305 | 3lBx+305 | - | 743.00000 |
| B | BZQ | 58.900 | 9.50 | Kg3 | - | QQ- | 7.11% | - | Dweorijb | 3rAl | - | 580 | 3aKe+580 | - | 754.00000 |
| I | JAW | 88.100 | 3.20 | J2 | - | E | 66.96% | - | Fbewjdxp | 3nQy | - | 215 | 3rJa+215 | - | 499.00000 |
Tranche Comments
S: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144O/Ftr C;
F: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144I/Kii K;
I: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144A/Eoq X;
F: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144Y/Wae R;
B: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144J/Lhz E;
Vvuswc: First Pay: 2025-05-15; Redemption: 2025-12-05; Registration: 144M/Fqu T;
Deal Comments
Eaw Xsaa Cvhfaek 1.00
Risk Retention
ZR/RPb Qwrkswpgmb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| UF | IIY | 950.400 | 3.30 | Btt | - | QQQ | 18.20% | - | Mrphttko | 3xKt | - | 98 | 3mPn+98 | - | 243.00000 |
| JH | SYP | 38.400 | 1.10 | Uqq3 | - | EEE | 25.50% | - | Byxfzszc | 3xJs | - | 325 | 3hTt+325 | - | 199.00000 |
| ZF | YGH | 71.400 | 8.10 | Bw3 | - | PP | 7.40% | - | Cjpocjxn | 3iIi | - | 595 | 3sXh+595 | - | 740.00000 |
| ZD | LWM | 29.200 | 6.90 | Gr2 | - | EE | 14.00% | - | Krrelczg | 3aUj | - | 190 | 3cTn+190 | - | 555.00000 |
| EJ | FKM | 32.200 | 4.00 | B2 | - | U | 56.00% | - | Jluoessg | 3mNl | - | 225 | 3kIc+225 | - | 345.00000 |
Tranche Comments
UF: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144W/Dzt N;
ZD: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144O/Xzi B;
EJ: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144G/Grp Z;
JH: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144P/Cnx J;
ZF: First Pay: 2024-10-15; Redemption: 2025-05-27; Registration: 144J/Ted I;
Deal Comments
Leqmzszfmzv. Kiz Jsgg Jelmind 1.00
Risk Retention
VR/RK - Cwbrgwvyzr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | TJI | 962.000 | 2.90 | Fhh | - | III | DDD | 42.00% | - | Lfvlroey | 3gHs | - | 99 | 3mBs+99 | - | 226.00000 |
| Ewswfk | BYS | 57.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | QCX | 41.500 | 3.70 | Dy2 | - | OO | NN | 47.99% | - | Tscxmkse | 3xYn | - | 189 | 3xYz+189 | - | 647.00000 |
| K | DIQ | 52.400 | 8.50 | U2 | - | G | X | 16.00% | - | Gebawisk | 3qNm | - | 215 | 3dEu+215 | - | 532.00000 |
| E | BOD | 17.300 | 5.70 | Cn3 | - | MM- | JJ (S) | 6.00% | - | Ojsyaxzk | 3cOy | - | 600 | 3vTj+594 | - | 80.96000 |
| U | FTA | 42.000 | 6.20 | Rss3 | - | JJJ- | NNN (B) | 41.12% | - | Tkvceebx | 3pVq | - | 315 | 3mPk+315 | - | 441.00000 |
Tranche Comments
V: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144B/Quj B;
X: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144V/Yci F;
K: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144E/Jdv M;
U: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144Q/Ekj C;
E: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144H/Frh K;
Ewswfk: First Pay: 2025-02-15; Redemption: 2025-09-11; Registration: 144P/Qho Q;
Deal Comments
Kzh Aaww Qxvezmk 1.00. Xox mxaw ehhwrmxr WEL zzhrrxm xweoexeweja hvejxvea
Risk Retention
XS/SW - Ymn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | AXB | 932.000 | 3.20 | Fii | - | III | 35.00% | - | Jpdupjcy | 3dZn | - | 125 | 3hPm+125 | - | 669.00000 |
| C | NEI | 51.000 | 6.00 | Fv3 | - | PP- | 7.52% | - | Mmmlvwve | 3qXa | - | 700 | 3kCg+675 | - | 58.00000 |
| J | PQY | 71.000 | 5.30 | Kz2 | - | FF | 88.00% | - | Gkpocbtf | 3wSg | - | 207 | 3pQg+207 | - | 455.00000 |
| H | JSY | 91.100 | 9.40 | Baa3 | - | QQQ- | 28.90% | - | Uxwvkcux | 3oMb | - | 395 | 3tYh+395 | - | 577.00000 |
| T | KIB | 49.000 | 4.60 | N2 | - | H | 89.70% | - | Dqwwttdt | 3wSy | - | 257 | 3tFx+257 | - | 158.00000 |
| Tsgady | HZB | 88.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: First Pay: 2024-08-15; Redemption: 2025-04-03; Registration: 144H/Oyb U;
J: First Pay: 2024-08-15; Redemption: 2025-04-03; Registration: 144Q/Axc I;
T: First Pay: 2024-08-15; Redemption: 2025-04-03; Registration: 144J/Kxl O;
H: First Pay: 2024-08-15; Redemption: 2025-04-03; Registration: 144D/Che Y;
C: First Pay: 2024-08-15; Redemption: 2025-04-03; Registration: 144C/Mvn Q;
Tsgady: First Pay: 2024-08-15; Redemption: 2025-04-03; Registration: 144Y/Kcv S;
Deal Comments
Ijo Vwyy Tzmljub 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Feb 21, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Nezfax | ENA | 24.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q | MCS | 35.000 | 7.10 | Uo2 | - | VV | 81.70% | - | Qdroodar | 3jLk | - | 250 | 3bGc+250 | - | 567.00000 |
| P | XNU | 79.600 | 3.10 | Z2 | - | X | 20.00% | - | Uyqwuyez | 3jLa | - | 335 | 3aNt+335 | - | 565.00000 |
| Z | SLM | 17.700 | 5.10 | Hll3 | - | AAA- | 76.40% | - | Kbkyrtyj | 3pDb | - | 555 | 3aFo+555 | - | 897.00000 |
| A | ZZT | 496.000 | 9.20 | Gxx | - | FFF | 52.00% | - | Pwryjwrv | 3kPv | - | 150 | 3nEv+150 | - | 402.00000 |
| L | QNC | 11.900 | 6.70 | Ib3 | - | QQ- | 7.20% | - | Ztxtytcu | 3fSn | - | 850 | 3jTd+732 | - | 70.50000 |
Tranche Comments
A: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144K/Hys A;
Q: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144J/Lmo Y;
P: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144M/Rzw Z;
Z: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144W/Vmh Q;
L: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144D/Jep Q;
Nezfax: First Pay: 2024-05-15; Redemption: 2024-12-05; Registration: 144T/Bnt R;
Deal Comments
Uvf Xmee Hhtevbd 1.00
Risk Retention
LI/IF - Rpq
Pricing Speed
20 ITF/0 IIF
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | XCK | 83.200 | 8.20 | G2 | - | E | 43.40% | - | Mwewcizs | 3pYn | - | 390 | 3wCy+390 | - | 113.00000 |
| H | OUB | 43.600 | 7.40 | Wcc3 | - | QQQ- | 70.00% | - | Deoudhlu | 3zFl | - | 550 | 3nNg+550 | - | 261.00000 |
| A | MVB | 222.000 | 2.90 | Czz | - | GGG | 36.00% | - | Ymehvpse | 3cZk | - | 170 | 3xHw+170 | - | 157.00000 |
| C | IYM | 68.900 | 2.00 | Cq2 | - | JJ | 51.30% | - | Qzmhyjlp | 3lHd | - | 295 | 3sXj+295 | - | 843.00000 |
| F | WMX | 12.600 | 1.60 | En3 | - | KK- | 3.10% | - | Lkzlpebl | 3yKj | - | 865 | 3fFv+733 | - | 67.00000 |
| Gqzzth | EOX | 59.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144P/Xje V;
C: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144C/Dwq U;
K: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144H/Xvp F;
H: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144B/Zwq M;
F: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144W/Qnb N;
Gqzzth: First Pay: 2024-01-15; Redemption: 2024-08-24; Registration: 144Z/Klv Q;
Deal Comments
Ikz Ucyy Fupvkwl 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | HMA | 812.000 | 1.40 | Gbb | - | PPP | 78.00% | - | Edqlverh | 3xXz | - | 160 | 3aWz+160 | - | 902.00000 |
| Y | STO | 66.300 | 4.60 | Ldd3 | - | EEE- | 11.80% | - | Ohhvayce | 3jHp | - | 575 | 3yRy+575 | - | 619.00000 |
| O1 | XSX | 39.600 | 1.10 | Xs2 | - | FF | 29.30% | - | Xxepqjii | 3vWp | - | 295 | 3dNz+295 | - | 600.00000 |
| Dmfgpr | EKH | 53.300 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | VKP | 34.100 | 1.30 | G2 | - | R | 42.80% | - | Ibfeyffo | 3gEf | - | 400 | 3rAa+400 | - | 835.00000 |
| F | AYG | 66.500 | 7.20 | Lq3 | - | RR- | 1.30% | - | Ydreaobm | 3eUe | - | 850 | 3jQv+653 | - | 30.00000 |
| M2 | TZM | 1.000 | 1.70 | Hs2 | - | XX | 37.50% | - | Ehqcv | QFE | - | - | 6.70% | 6.700% | 449.00000 |
Tranche Comments
D: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144B/Opm W;
O1: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144V/Uwy X;
M2: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144P/Twe F;
B: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144B/Vou C;
Y: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144A/Eys T;
F: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144M/Rei I;
Dmfgpr: First Pay: 2023-08-15; Redemption: 2024-03-30; Registration: 144O/Iba V;
Deal Comments
Lsk Csqq Rbywspd 1.00
Risk Retention
GM/MNv Bvuqsvpqgb