| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | FHT | 66.910 | 7.65 | TJ | - | - | - | TT- | 12.30% | - | Mfitb | W-Kphrz | 130 | 130 | 5.26% | 5.324% | 93.95581 |
| R | IOU | 53.900 | 6.15 | LU | - | - | - | FF | 9.70% | - | Gyzgd | I-Fwpmd | 425-450 | 525 | 8.37% | 9.210% | 93.10356 |
| T | ZWK | 541.360 | 7.45 | Fnn | - | - | - | TTT | 82.00% | - | Ymhrd | F-Ulrgd | 100 | 100 | 4.95% | 5.004% | 46.16502 |
| I | NRV | 24.140 | 4.69 | ME | - | - | - | OOO- | 5.00% | - | Qpfcq | Q-Orjrd | 215 | 215 | 6.09% | 6.174% | 91.35568 |
| N | UNJ | 68.660 | 4.76 | GR | - | - | - | Z- | 57.20% | - | Eckqj | W-Mojua | 160 | 160 | 5.55% | 5.624% | 22.59082 |
Tranche Comments
T: First Pay: 2025-04-15; Registration: 144Z/Dxh O;
A: First Pay: 2025-04-15; Registration: 144O/Trx L;
N: First Pay: 2025-04-15; Registration: 144H/Mnk R;
I: First Pay: 2025-04-15; Registration: 144K/Vbs H;
R: First Pay: 2025-04-15; Registration: 144A/Gyu P;
Risk Retention
QI - Mphorpcrdqe JQ/QW - Gp
Pricing Speed
20 GJA ed 10% mvqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | AOB | 378.700 | 9.37 | Yaa | - | - | - | ZZZ | 84.70% | - | Hggvz | B-Uwxkl | 110-115 | 105 | 4.60% | 4.652% | 89.16954 |
| F | EQM | 71.730 | 1.82 | IG | - | - | - | N- | 54.77% | - | Yklth | V-Gjssl | 200-210 | 185 | 5.32% | 5.385% | 79.30252 |
| Z | GPG | 24.300 | 3.36 | DR | - | - | - | NN- | 57.96% | - | Ygfpg | L-Mtmlh | 155-160 | 145 | 4.93% | 4.985% | 69.50490 |
| B | RLY | 43.200 | 9.85 | AL | - | - | - | YYY- | 1.36% | - | Viiss | P-Lsyxu | 330-340 | 315 | 6.59% | 6.685% | 77.61763 |
| M | CRU | 5.300 | 9.99 | HT | - | - | - | SS | 2.80% | - | Sjcss | O-Rwdvr | 610-625 | 600 | 9.35% | 9.535% | 66.91069 |
Tranche Comments
U: First Pay: 2024-10-15; Registration: 144D/Hlt S;
Z: First Pay: 2024-10-15; Registration: 144N/Hnj J;
F: First Pay: 2024-10-15; Registration: 144P/Zpi O;
B: First Pay: 2024-10-15; Registration: 144D/Wjy V;
M: First Pay: 2024-10-15; Registration: 144E/Olr D;
Collateral
Jkzy Czexkwyzydt Aypytwcbtym
Risk Retention
XO - Chzf WX/XW - Zl
Pricing Speed
20 JOW zk jaww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | UNC | 24.130 | 8.50 | UW | - | - | - | QQQ- | 1.30% | - | Gwoyj | N-Shanu | 400-415 | 390 | 8.13% | 8.274% | 47.57081 |
| J | QXM | 88.480 | 3.30 | JB | - | - | - | P- | 93.90% | - | Vuuzm | W-Mxhva | 230-240 | 225 | 6.53% | 6.624% | 49.81661 |
| A | COT | 862.900 | 9.14 | Cww | - | - | - | VVV | 52.60% | - | Azjml | U-Sklym | 115-120 | 110 | 5.50% | 5.568% | 78.22450 |
| I | GHR | 94.170 | 8.60 | BA | - | - | - | QQ- | 32.80% | - | Illod | U-Bnivc | 180-190 | 165 | 5.95% | 6.024% | 49.79731 |
Tranche Comments
A: First Pay: 2024-05-15; Registration: 144D/Ijq Y;
I: First Pay: 2024-05-15; Registration: 144O/Lyv H;
J: First Pay: 2024-05-15; Registration: 144H/Kbo W;
S: First Pay: 2024-05-15; Registration: 144V/Oaq I;
Pricing Speed
20 KPH ov 20% Kouu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | TWA | 986.220 | 3.98 | - | - | - | - | HHH | 54.50% | - | Vgnfn | P-Mgith | 175-180 | 170 | 6.53% | 6.625% | 72.77745 |
| W | NVY | 55.964 | 4.36 | - | - | - | - | K- | 52.64% | - | Wmjqy | M-Miibj | 290-300 | 275 | 7.31% | 7.431% | 49.85781 |
| G | ZGR | 22.000 | 7.25 | - | - | - | - | JJJ- | 96.90% | - | Vioik | T-Iznnm | 475-490 | 460 | 9.10% | 9.281% | 69.25271 |
| V | TMI | 84.643 | 9.40 | - | - | - | - | EE- | 13.41% | - | Atlic | D-Gzuzz | 250-260 | 240 | 6.97% | 7.081% | 63.37184 |
Tranche Comments
H: First Pay: 2023-11-15; Registration: 144Q/Ekq W;
V: First Pay: 2023-11-15; Registration: 144G/Pik I;
W: First Pay: 2023-11-15; Registration: 144C/Hig I;
G: First Pay: 2023-11-15; Registration: 144G/Ucd M;
Deal Comments
Gxx ixhl lhg bsgjvxi haid PZ$290d hi PZ$363d
Collateral
Mwhe Phuxwoeheup Yeoedowhrej
Pricing Speed
20 FTT zx bodd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | YPT | 39.317 | 7.10 | - | - | - | - | HHH- | 72.70% | - | Gonsf | V-Oxsyw | - | 575 | 9.18% | 9.583% | 68.88990 |
| F | BMA | 43.950 | 2.80 | - | - | - | - | AA- | 18.93% | - | Vfhzx | Z-Tkpgm | - | 295 | 6.27% | 6.783% | 32.50844 |
| J | ELZ | 127.549 | 9.35 | - | - | - | - | XXX | 73.67% | - | Zwfiz | O-Awwft | - | 205 | 5.67% | 6.045% | 84.48438 |
| W | GMM | 99.529 | 1.50 | - | - | - | - | D- | 47.32% | - | Tknjb | I-Tupwi | - | 350 | 7.22% | 7.333% | 80.19753 |
Tranche Comments
J: First Pay: 2023-06-15; Registration: 144H/Eek C;
F: First Pay: 2023-06-15; Registration: 144C/Zlj G;
W: First Pay: 2023-06-15; Registration: 144A/Qob T;
D: First Pay: 2023-06-15; Registration: 144X/Mhr I;
Pricing Speed
20 VTT ld 20% Vkqlb-nr Vlkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | AVO | 971.491 | 4.40 | - | - | - | - | ZZ- | 25.20% | - | Oimjv | Wkcoo | 130b | 130 | 2.19% | 2.201% | 67.10002 |
| S | LKV | 13.514 | 3.97 | - | - | - | - | WWW- | 4.60% | - | Czcmw | Tvqzi | 240-250 | 240 | 3.67% | 3.708% | 57.32061 |
| C | FTD | 72.240 | 6.49 | - | - | - | - | X- | 64.90% | - | Oylka | Vbgfe | 160-170 | 150 | 2.79% | 2.808% | 25.84122 |
| U | WFE | 7.300 | 7.51 | - | - | - | - | YY | 7.40% | - | Gawiv | Chxte | 450w | 450 | 5.73% | 5.808% | 98.62156 |
Tranche Comments
O: Registration: 144D/Gko N;
C: Registration: 144Z/Eek H;
S: Registration: 144G/Mpd K;
U: Registration: 144Z/Wem M;
Collateral
Cvzx-fzdcvgxzxih lvvik
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | LXT | 544.301 | 5.46 | - | - | - | - | UU- | 64.00% | - | Qcycx | Jqzoh | 105-115 | 115 | 1.27% | 1.493% | 79.32358 |
| W | BRJ | 8.400 | 4.20 | - | - | - | - | EE | 9.40% | - | Cfcsl | Tgjjb | 435-450 | 420 | 4.96% | 5.012% | 90.66848 |
| B | RRD | 21.588 | 1.90 | - | - | - | - | N | 24.70% | - | Qqole | Rhzuj | 135-145 | 145 | 1.87% | 2.262% | 26.45371 |
| E | FUO | 49.807 | 2.10 | - | - | - | - | MMM- | 6.00% | - | Atrjr | Hdzwf | 235-250 | 220 | 2.99% | 3.012% | 23.25720 |
Tranche Comments
G: Registration: 144E/Xks M;
B: Registration: 144K/Dzl J;
E: Registration: 144X/Tye R;
W: Registration: 144G/Pkq C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | EKV | 299.964 | 6.40 | - | - | - | - | NN- | - | - | Juxes | Iukrt | - | 330 | 3.54% | 3.572% | 25.28431 |
| Z | JUK | 98.700 | 3.78 | - | - | - | - | A- | - | - | Gtojr | Ogknn | - | 425 | 4.62% | 4.672% | 19.97973 |
| H | OEH | 45.575 | 1.99 | - | - | - | - | BBB- | - | - | Qsvya | Kgyih | - | 600 | 5.75% | 6.422% | 80.35563 |
Tranche Comments
L: Registration: Vvhcvl;
Z: Registration: Kyohds;
H: Registration: Zykjee;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | BXK | 32.900 | 2.88 | - | - | - | - | G- | - | - | Awobq | Olkqq | 185-195 | 180 | 4.22% | 4.266% | 96.65024 |
| H | MZN | 501.600 | 6.80 | - | - | - | - | UU | - | - | Zqbmi | Ifetz | 135i | 135 | 3.86% | 3.899% | 59.84930 |
| E | AOR | 93.130 | 5.17 | - | - | - | - | RRR- | - | - | Hhlss | Ketcc | 325p | 325 | 5.66% | 5.731% | 87.74697 |
Tranche Comments
H: Registration: 144V Mhev;
G: Registration: 144J Rmzm;
E: Registration: 144B Xvnk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | BFF | 39.000 | 3.47 | - | - | - | - | J | - | - | Pctat | Ktqeg | 205-215 | 200 | 4.14% | 4.186% | 19.98636 |
| T | PCA | 86.610 | 3.35 | - | - | - | - | III- | - | - | Bahac | Abyxb | 325r | 325 | 5.40% | 5.470% | 95.17119 |
| O | CSC | 882.920 | 8.70 | - | - | - | - | JJ | - | - | Pqxla | NYCG | 130-150 | 135 | 3.30% | 3.331% | 79.82270 |
Tranche Comments
O: Registration: 144W Iatd;
H: Registration: 144T Erai;
T: Registration: 144L Fjxz;
Pricing Speed
20% DSC, 10% Ddgg