| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | BTO | 733.000 | 7.70 | - | - | ZZZ | WWW | - | 95.00% | - | Hfhrz | - | 0-16uq fy 0-20uq | 0-20lg | 6.00% | - | 484.91000 |
| P13 | AKA | 2.000 | 7.95 | - | - | WWW | OOO | - | 37.00% | - | Xbmso | X-Etzcv | 150-155 | 155 | 6.00% | - | 34.87995 |
| L19 | HPY | 40.480 | 1.50 | - | - | DDD | KKK | - | 9.93% | - | Tzaaw | - | 0-16er es P1 | 1-04qe | 6.00% | - | 42.90000 |
| C7 | OKS | 13.000 | 2.83 | - | - | GGG | EEE | - | 96.00% | - | Foljz | X-Ipgmi | 145-150 | 150 | 6.00% | - | 691.80160 |
| G4 | VYH | 515.700 | 1.97 | - | - | XXX | ZZZ | - | 50.00% | - | Whavp | R-Adcdu | 155-160 | 160 | 6.00% | - | 222.77446 |
| X16 | WQX | 86.100 | 18.10 | - | - | CCC | RRR | - | 51.00% | - | Lccec | X-Aajdx | 145-150 | 145 | 6.00% | - | 24.55322 |
Tranche Comments
N1: First Pay: 2025-03-25; Registration: 144X/Amq T;
G4: First Pay: 2025-03-25; Registration: 144T/Exb U;
C7: First Pay: 2025-03-25; Registration: 144K/Eha Q;
P13: First Pay: 2025-03-25; Registration: 144Q/Jfn E;
X16: First Pay: 2025-03-25; Registration: 144L/Xjt G;
L19: First Pay: 2025-03-25; Registration: 144Z/Ptt B;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I7 | BLX | 69.000 | 2.50 | Eww | - | - | NNN | - | 40.00% | - | Btxrm | B-Igjxo | 155-165 | 155 | 6.00% | 5.894% | 53.54129 |
| S13 | LOI | 13.000 | 6.50 | Pxx | - | - | GGG | - | 93.00% | - | Tbpwd | Q-Bzfiy | 160-170 | 160 | 6.00% | 6.035% | 79.87830 |
| J16 | VBS | 49.000 | 22.73 | Zcc | - | - | FFF | - | 97.00% | - | Glqwk | K-Qbimn | 160-170 | 160 | 6.00% | 6.091% | 25.39025 |
| R19 | XMI | 96.286 | 8.47 | Bj1 | - | - | EEE | - | 1.19% | - | Johkx | - | 1-14cb tn 1-16cb | 1-14pp | 6.00% | 6.182% | 85.39346 |
| I1 | NPS | 624.400 | 6.20 | Wdd | - | - | MMM | - | 75.00% | - | Ssxcy | - | 0-30ye hr 1-00ye | 0-30aa | 6.00% | 6.054% | 45.36994 |
| I2 | IJJ | 7.000 | 1.26 | Pgg | - | - | YYY | - | 91.00% | - | Ncsvj | - | 0-26bm zj 0-28bm | 0-26er | 5.50% | 5.942% | 12.26910 |
| R4 | ZXO | 97.000 | 6.29 | Qkk | - | - | III | - | 15.00% | - | Lgntg | H-Ygfgy | 165-175 | 165 | 6.00% | 5.967% | 37.83384 |
| V5 | JRR | 66.000 | 3.19 | Tbb | - | - | CCC | - | 72.00% | - | Wknui | E-Afyyj | 155-165 | 155 | 5.50% | 5.867% | 71.79800 |
Tranche Comments
I1: First Pay: 2024-12-25; Registration: 144T/Lsz G;
I2: First Pay: 2024-12-25; Registration: 144F/Bup B;
R4: First Pay: 2024-12-25; Registration: 144T/Ibh D;
V5: First Pay: 2024-12-25; Registration: 144R/Fvy R;
I7: First Pay: 2024-12-25; Registration: 144U/Qkt E;
S13: First Pay: 2024-12-25; Registration: 144N/Rox F;
J16: First Pay: 2024-12-25; Registration: 144U/Jfm K;
R19: First Pay: 2024-12-25; Registration: 144D/Uas T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-14 | CVE | 63.000 | 6.48 | Bmm | - | - | FFF | - | 27.00% | - | Wcpjx | Q-Flslh | 165-170 | 165 | 5.50% | 5.392% | 975.38421 |
| P-8 | BTV | 94.000 | 3.42 | Rii | - | - | HHH | - | 48.00% | - | Uohsw | R-Zopiw | 180-185 | 185 | 5.50% | 5.408% | 23.48877 |
| P-3 | PRT | 16.500 | 2.58 | Zzz | - | - | JJJ | - | 92.00% | - | Fjkws | - | <0-26> idsi fa QPCR 5.0 JCL | <0-26> uf HRKD 5.0 FKE | 5.00% | - | 10.13588 |
| N-20 | UCQ | 88.421 | 4.26 | Ff1 | - | - | SSS | - | 7.10% | - | Uwrza | - | <0-16> - <0-20> qd qn W2 | <1-18> vz FZNY 5.5 WNV | 5.50% | - | 34.63940 |
| V-2 | FCZ | 636.617 | 8.23 | Lmm | - | - | OOO | - | 36.00% | - | Lnzzu | - | <1-06> zsrz ps URJY 5.5 BJY | <1-02> dx WRUG 5.5 UUC | 5.50% | - | 481.51630 |
Tranche Comments
V-2: First Pay: 2024-10-25; Registration: 144Z/Ojq R;
P-3: First Pay: 2024-10-25; Registration: 144Q/Rkn K;
P-8: First Pay: 2024-10-25; Registration: 144I/Nrr V;
V-14: First Pay: 2024-10-25; Registration: 144X/Dvq Q;
N-20: First Pay: 2024-10-25; Registration: 144K/Nni C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | YBA | 5.400 | 9.40 | Yjj | - | - | DDD | - | - | - | Wvwos | - | - | 1-16jl Neu IWTD 6.0o | 6.00% | - | 511.13600 |
| Z2 | HET | 764.763 | 5.30 | Dcc | - | - | YYY | - | - | - | Xrvee | - | - | 1-16dz Iix ARGS 5.5f | 5.50% | - | 12.22300 |
| W7 | RSR | 1.000 | 8.64 | Abb | - | - | BBB | - | - | - | Frqsb | T-Ziycd | - | 160 | 6.00% | 5.563% | 561.66590 |
| A20 | VRR | 70.000 | 8.87 | Ei1 | - | - | NNN | - | - | - | Dizkb | - | - | 2-08rf Zlm LNIM 5.5z | 5.50% | - | 77.60900 |
| P8 | VPX | 371.000 | 8.32 | Vss | - | - | PPP | - | - | - | Rlfmm | G-Xnlbw | - | 170 | 5.50% | 5.663% | 67.21101 |
| A13 | FIN | 32.000 | 3.54 | Luu | - | - | GGG | - | - | - | Wksuu | D-Foido | - | 190 | 6.00% | 5.855% | 15.24132 |
| Z19 | BJC | 85.637 | 2.43 | Su1 | - | - | RRR | - | - | - | Fjulw | - | - | 2-08pj Lka URCA 6.0t | 6.00% | - | 55.19300 |
| A14 | QOX | 93.592 | 3.97 | Pdd | - | - | SSS | - | - | - | Gaubj | P-Ucjys | - | 170 | 5.50% | 5.655% | 49.42630 |
Tranche Comments
Q1: Registration: 144Y/Wls C;
Z2: Registration: 144O/Vwa P;
W7: Registration: 144A/Biq O;
P8: Registration: 144Y/Mdg E;
A13: Registration: 144T/Dcc H;
A14: Registration: 144Z/Zez C;
Z19: Registration: 144C/Oac Z;
A20: Registration: 144G/Ycu N;
Pricing Speed
15 WSN wg Ypwmrwwu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-7 | XNG | 79.000 | 5.10 | Xvv | - | GGG | - | - | 90.00% | - | Hncvm | E-Tsfyu | - | 145 | 6.00% | 6.149% | 78.45770 |
| O-19 | BAH | 59.536 | 3.40 | Ma1 | - | AAA | - | - | 9.10% | - | Fbord | - | - | <0-28>f ol X-1 | 6.00% | 6.447% | 29.72410 |
| Z-1 | QJJ | 777.535 | 5.70 | Utt | - | NNN | - | - | 94.00% | - | Hpwbs | - | - | <1-12> nx WOCL 6.0 LIL | 6.00% | 6.215% | 50.25800 |
| C-10 | VHP | 92.000 | 7.53 | Nqq | - | MMM | - | - | 41.00% | - | Yogfz | P-Hdxwp | - | 190 | 6.00% | 6.228% | 80.48949 |
| F-16 | CGQ | 30.143 | 36.27 | Jpp | - | MMM | - | - | 35.00% | - | Ujfhg | U-Gcrhq | - | 190 | 6.00% | 6.291% | 33.20082 |
Tranche Comments
Z-1: First Pay: 2024-07-25; Registration: 144Z/Isu J;
N-7: First Pay: 2024-07-25; Registration: 144Q/Fbo Y;
C-10: First Pay: 2024-07-25; Registration: 144N/Ono M;
F-16: First Pay: 2024-07-25; Registration: 144Z/Wwo V;
O-19: First Pay: 2024-07-25; Registration: 144Q/Vlb K;
Originator(s)
Nksqsqjaaz Fsja Qqu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-5 | FBK | 52.453 | 9.51 | Mjj | - | - | - | MMM | 34.00% | - | Xgwmx | - | <2-20> co <2-24> nj VTX DGXC 2.5 | 3-00oa NDF VPFC 2.5 | 2.50% | - | 12.22750 |
| U-7-U | UKG | 38.000 | 9.55 | Idd | - | - | - | MMM | 58.00% | - | Ncbzt | - | - | - | 3.00% | - | - |
| O-13 | TIK | 52.100 | 84.60 | Gmm | - | - | - | III | 11.00% | - | Ftvah | Tghns | 130z | 142 | 2.50% | 3.302% | 22.84836 |
| F-9 | MWM | 950.900 | 7.75 | Aww | - | - | - | KKK | 46.00% | - | Orggz | - | <3-12> lp XPX IE 2.5s | 3-16lm UFO OU 2.5 | 2.50% | - | 30.93364 |
| H-19 | KQQ | 62.727 | 8.82 | Tz1 | - | - | - | RRR | 3.89% | - | Tjuce | - | - | 3-16ez WPD YXDB 3.0 | 3.00% | - | 99.84150 |
| X-7 | PII | 91.271 | 1.75 | Yxx | - | - | - | JJJ | 70.00% | - | Dufms | - | <2-08> el <2-12> uv HQR YGRR 3.0 | 2-16xt TJZ HRZI 3.0 | 3.00% | - | 81.45330 |
| Y-17 | CCR | 69.825 | 9.42 | Ov1 | - | - | - | WWW | 5.98% | - | Kqhoj | - | - | 4-00ax JVL WYLF 2.5 | 2.50% | - | 44.81210 |
Tranche Comments
V-5: First Pay: 2022-02-25; Registration: 144H/Ykg V;
X-7: First Pay: 2022-02-25; Registration: 144T/Dqk G;
U-7-U: First Pay: 2022-02-25; Registration: 144M/Gbl U;
F-9: First Pay: 2022-02-25; Registration: 144W/Pea G;
O-13: First Pay: 2022-02-25; Registration: 144M/Kon U;
Y-17: First Pay: 2022-02-25; Registration: 144D/Hia V;
H-19: First Pay: 2022-02-25; Registration: 144Z/Jto G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | YHR | 646.512 | 5.12 | Wkk | - | - | HHH | - | 85.00% | - | Wgzgj | - | - | <2-16> zf KIRA 2.5 FRA | 2.50% | 2.531% | 15.50609 |
| F-7 | COZ | 670.000 | 8.54 | Ucc | - | - | OOO | - | 62.00% | - | Abzyl | - | - | <2-29> ud HF 2.5 HTS | 2.50% | 2.123% | 315.72325 |
| P-31 | ZPC | 68.131 | 7.38 | Sk1 | - | - | III | - | 4.20% | - | Usteb | - | - | <3-16> av VARI 2.5 UMO | 2.50% | 2.766% | 24.69312 |
| J-25 | HUB | 72.000 | 49.80 | Www | - | - | VVV | - | 62.00% | - | Fmuze | Pdgkj | - | 115 | 2.50% | 2.760% | 88.72942 |
Tranche Comments
C-1: Registration: 144M/Yjw O;
F-7: Registration: 144T/Azn T;
J-25: Registration: 144L/Jzl E;
P-31: Registration: 144H/Clm V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | UNR | 502.840 | 6.72 | - | - | JJJ | MMM | - | 44.00% | - | Myfyk | - | - | <2-16> tj | 2.50% | - | 15.24000 |
| O-7 | VCO | 296.000 | 8.36 | - | - | UUU | OOO | - | 15.00% | - | Uarcn | - | - | <2-30> ln | 2.50% | - | 557.30240 |
| K-31 | ZCS | 90.128 | 8.56 | - | - | FFF | GGG | - | 7.30% | - | Uouyf | - | - | <3-8> ig | 2.50% | - | 13.57800 |
| D-25 | KRJ | 95.000 | 87.60 | - | - | HHH | TTT | - | 38.00% | - | Fcktm | Drhut | - | 105 | 2.50% | - | 98.62772 |
Tranche Comments
G-1: First Pay: 2021-12-27; Registration: 144Q/Zcz G;
O-7: First Pay: 2021-12-27; Registration: 144F/Yzk P;
D-25: First Pay: 2021-12-27; Registration: 144Q/Csq E;
K-31: First Pay: 2021-12-27; Registration: 144T/Zwx M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G7 | BWF | 261.000 | 3.43 | Sqq | - | - | OOO | - | 59.00% | - | Imskz | - | - | 2-16 pn GH 2.5 Abw | - | 1.780% | 117.31000 |
| C25 | HUP | 78.000 | 78.39 | Kpp | - | - | TTT | - | 61.00% | - | Bvnkt | Gfqdy | - | 100 | - | 2.596% | 63.89086 |
| O1 | YFG | 153.740 | 2.20 | Coo | - | - | LLL | - | 92.00% | - | Xzlos | - | - | 2-04 mf CL 2.5 Fmz | - | 2.241% | 777.57370 |
| K31 | RKY | 54.176 | 6.90 | Hf1 | - | - | HHH | - | 6.60% | - | Korku | - | - | <0-24> eg U1 | - | 2.410% | 486.76042 |
Tranche Comments
O1: Registration: 144H/Iat N;
G7: Registration: 144X/Jbi S;
C25: Registration: 144M/Zis H;
K31: Registration: 144A/Dbd G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | VRU | 56.000 | 1.67 | Cii | - | ZZZ | - | - | 94.00% | - | Avvzo | - | <2-00>-<2-06> gs LDGY 2.5 YQJ | <1-28> nt ROAO 2.5 OJC | 2.50% | 2.104% | 977.15552 |
| D-25 | ISG | 46.933 | 20.49 | Ndd | - | PPP | - | - | 42.00% | - | Hpcch | Pqneo | 95d | 95 | 2.50% | 2.382% | 484.40030 |
| P-31 | UQX | 47.942 | 1.13 | Yz1 | - | PPP | - | - | 8.10% | - | Zbtft | - | <2-26>-<3-00> tt YYQG 2.5 GUC | <3-00> rs RIUK 2.5 KAN | 2.50% | 2.354% | 136.90794 |
| B-7 | MUL | 451.347 | 8.35 | Ojj | - | OOO | - | - | 60.00% | - | Taktj | - | <2-20> py JX 2.5 EIV | <2-20> vj ZX 2.5 CBE | 2.50% | 1.689% | 139.13930 |
Tranche Comments
B-1: Registration: 144U/Vlb P;
B-7: Registration: 144M/Tnd M;
D-25: Registration: 144Z/Mcq D;
P-31: Registration: 144W/Ive T;