| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | CRV | 80.150 | 4.50 | Qs2 | - | - | - | VV- | 74.35% | - | Hsseuajh | 1qYILG | 150-155 | 135 | 1mEKOM+135 | - | 334.00000 |
| I | EFT | 20.971 | 6.60 | C3 | - | - | - | H- | 81.15% | - | Tzkoyuwg | 1lGLMY | 175t | 160 | 1jBVFO+160 | - | 750.00000 |
| T | MYM | 8.725 | 1.30 | DI | - | - | - | LLL- | 4.85% | - | Mjucuiqp | 1zXCCW | 270-275 | 250 | 1lNYWG+250 | - | 112.00000 |
| P | KJV | 58.398 | 8.60 | Tnn3 | - | - | - | TTT | 5.75% | - | Crbvfmam | 1sVSKJ | 220-225 | 200 | 1yEEAZ+200 | - | 963.00000 |
| U | CBS | 32.400 | 2.80 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | PLY | 261.536 | 5.60 | Sxx | - | - | - | GGG | 18.10% | - | Nldhjiez | 1zKWUY | 120v | 110 | 1oPWLY+110 | - | 286.00000 |
Tranche Comments
Y: First Pay: 2025-04-17; Registration: 144V/Wnh L;
Q: First Pay: 2025-04-17; Registration: 144P/Mfu Z;
I: First Pay: 2025-04-17; Registration: 144N/Tdm L;
P: First Pay: 2025-04-17; Registration: 144T/Gtm A;
T: First Pay: 2025-04-17; Registration: 144O/Ltk L;
U: First Pay: 2025-04-17; Registration: 144J/Rjt L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | GQY | 81.840 | 5.70 | Lss3 | - | - | SSS | - | 7.56% | - | Mozju | W-Odogg | 205-215 | 195 | 5.35% | 6.092% | 69.73762 |
| T | PSS | 88.627 | 1.40 | A3 | - | - | K (Z) | - | 98.54% | - | Zcxxh | X-Dmjal | 165-170 | 155 | 4.80% | 5.692% | 10.44787 |
| S | RKY | 356.819 | 2.90 | Qll | - | - | OOO | - | 48.57% | - | Htviv | S-Xlwdj | 115-120 | 108 | 4.30% | 5.222% | 54.64918 |
| C | RZF | 51.197 | 8.80 | Tl2 | - | - | SS (V) | - | 73.20% | - | Nohqf | A-Cyfaf | 140o | 130 | 4.65% | 5.442% | 84.76229 |
Tranche Comments
S: First Pay: 2024-12-17; Registration: 144T/Mxx V;
C: First Pay: 2024-12-17; Registration: 144M/Djd X;
T: First Pay: 2024-12-17; Registration: 144A/Rlh N;
Y: First Pay: 2024-12-17; Registration: 144O/Vaw X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | YNO | 38.470 | 6.20 | - | - | BB- | - | PP- | 16.20% | - | Bufgw | X-Nzpgn | 145-150 | 145 | 5.00% | 5.530% | 41.74479 |
| T | UHB | 81.606 | 5.80 | - | - | D- | - | U- | 55.16% | - | Nzryt | A-Ismgq | 160-165 | 155 | 5.25% | 5.630% | 12.74641 |
| B | KUA | 30.945 | 3.50 | - | - | XXX- | - | ZZZ | 6.42% | - | Wumuc | U-Nmquo | 215r | 215 | 5.25% | 6.230% | 47.61000 |
| M | ENW | 625.188 | 2.60 | - | - | UUU | - | RRR | 99.71% | - | Hmgqb | Y-Oordq | 125-130 | 125 | 4.50% | 5.330% | 86.11920 |
Tranche Comments
M: First Pay: 2024-09-17; Registration: 144Y/Img B;
G: First Pay: 2024-09-17; Registration: 144H/Ahh Q;
T: First Pay: 2024-09-17; Registration: 144M/Zuq Q;
B: First Pay: 2024-09-17; Registration: 144V/Lqc G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | UKQ | 55.367 | 5.10 | - | - | PP- | II | - | 49.38% | - | Owscl | U-Mtade | 150k | 150 | 5.70% | 6.049% | 17.89605 |
| Y | LWV | 47.303 | 7.20 | - | - | O- | Q (R) | - | 88.46% | - | Fkkhs | P-Qchto | 170o | 170 | 5.90% | 6.249% | 75.32764 |
| V | OEO | 13.958 | 8.20 | - | - | III- | HHH (A) | - | 3.45% | - | Ktqxm | A-Cutuo | 200i | 200 | 6.00% | 6.549% | 66.59130 |
| D | QFB | 918.833 | 7.30 | - | - | EEE | XXX | - | 21.98% | - | Wujfm | W-Zzuzh | 115 | 115 | 4.75% | 5.699% | 95.85784 |
Tranche Comments
D: First Pay: 2024-07-18; Registration: 144C/Rlt O;
M: First Pay: 2024-07-18; Registration: 144O/Xcd F;
Y: First Pay: 2024-07-18; Registration: 144E/Hos T;
V: First Pay: 2024-07-18; Registration: 144A/Lkt G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | OFH | 50.632 | 9.00 | Jhh3 | - | - | TTT | - | 3.40% | - | Ncbfn | Y-Jqbod | 215-220 | 210 | 5.80% | 6.297% | 15.96451 |
| Y | KBW | 145.768 | 8.00 | Bww | - | - | BBB | - | 35.24% | - | Xyxql | Q-Buxmq | 115-120 | 105 | 4.65% | 5.247% | 85.83600 |
| S | HTP | 80.499 | 3.00 | D3 | - | - | D | - | 32.79% | - | Mibxy | R-Kczaa | 175-180 | 165 | 4.85% | 5.847% | 88.20875 |
| B | XQE | 87.146 | 8.00 | Cm3 | - | - | XX | - | 54.81% | - | Crahs | Q-Zdupe | 160-165 | 145 | 4.75% | 5.647% | 56.59292 |
Tranche Comments
Y: First Pay: 2024-05-17; Registration: 144Y/Hdw F;
B: First Pay: 2024-05-17; Registration: 144I/Uby W;
S: First Pay: 2024-05-17; Registration: 144Y/Ihn L;
Z: First Pay: 2024-05-17; Registration: 144I/Zvs R;
Risk Retention
5% Juukeunxcd (Hdcvv W)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | YQM | 91.330 | 2.90 | - | - | HH- | - | II | 74.76% | - | Vsuzm | V-Khzdc | 220-225 | 210 | 5.00% | 6.532% | 54.24045 |
| Z | ZWE | 999.519 | 3.80 | - | - | III | - | XXX | 22.46% | - | Xsssp | Q-Tiskh | 165-170 | 170 | 5.00% | 6.132% | 38.84978 |
| D | FYT | 94.480 | 8.70 | - | - | - | - | - | 4.00% | - | - | - | - | - | - | - | Retained |
| D | IRR | 57.280 | 5.70 | - | - | U- | - | T | 12.49% | - | Paihx | M-Qsdcs | 245-250 | 240 | 5.00% | 6.832% | 19.18769 |
| H | ISA | 87.549 | 9.20 | - | - | WWW | - | R- | 9.40% | - | Dcczt | U-Oaouf | 290-295 | 285 | 5.00% | 7.282% | 40.92015 |
Tranche Comments
Z: First Pay: 2024-01-17; Registration: 144M/Thf R;
W: First Pay: 2024-01-17; Registration: 144F/Kfv L;
D: First Pay: 2024-01-17; Registration: 144K/Gbj G;
H: First Pay: 2024-01-17; Registration: 144T/Qtx R;
D: First Pay: 2024-01-17; Registration: 144C/Foq B;
Risk Retention
Fxkqckk fnjj kkyjnq 5% kjnlnkjk okknzkqyjj kkcnoyjj nqykkkcy (Xjjcc N)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | VTE | 79.230 | 3.90 | Ib3 | - | - | - | DD | 13.58% | - | Srjwc | J-Lnfxq | 205-210 | 200 | 5.10% | 6.023% | 33.48935 |
| F | KVV | 133.284 | 2.70 | Rtt | - | - | - | LLL | 61.85% | - | Nlqnz | L-Ltaai | 165-170 | 160 | 5.10% | 5.623% | 57.17210 |
| E | EGF | 69.385 | 9.20 | J3 | - | - | - | S+ | 66.29% | - | Koxeh | D-Lcmfc | 230-235 | 220 | 5.10% | 6.223% | 14.71718 |
| B | TYJ | 12.166 | 8.90 | Uoo2 | - | - | - | E- | 24.95% | - | Swcuj | T-Mrcor | 290-295 | 265 | 5.10% | 6.673% | 77.60057 |
| E | PGS | 29.287 | 1.30 | NZ | - | - | - | W- | 5.90% | - | Wrsej | N-Gybjl | 425f | 400 | 7.98% | 8.023% | 81.26265 |
Tranche Comments
F: First Pay: 2023-08-17; Registration: 144D/Xhg G;
E: First Pay: 2023-08-17; Registration: 144F/Ksv A;
E: First Pay: 2023-08-17; Registration: 144W/Pbo T;
B: First Pay: 2023-08-17; Registration: 144G/Eoa S;
E: First Pay: 2023-08-17; Registration: 144J/Pue M;
Risk Retention
5% Vbkmybrdib (Sbipp R)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | FHH | 95.761 | 7.30 | T3 | - | - | - | Z+ | 27.35% | - | Hpaeg | A-Fpazu | - | 225 | 5.49% | 5.509% | 45.27335 |
| B | NKG | 95.000 | 3.50 | VH | - | - | - | SP | 9.00% | - | - | - | - | - | - | - | Retained |
| R | TXG | 986.592 | 7.40 | Dll | - | - | - | MMM | 12.94% | - | Nomqb | M-Qzdae | - | 160 | 4.85% | 4.859% | 56.57483 |
| O | QSS | 43.446 | 4.10 | Gi3 | - | - | - | RR | 38.25% | - | Pygqx | L-Kpqog | - | 200 | 5.24% | 5.259% | 33.22461 |
| U | PFN | 80.800 | 4.70 | Oxx3 | - | - | - | X | 83.90% | - | Ouzor | V-Phsia | - | 300 | 6.23% | 6.259% | 47.63631 |
| K | KIU | 34.600 | 6.80 | DL | - | - | - | QQQ+ | 2.45% | - | Jgpwq | S-Zmsux | - | 430 | 7.51% | 7.559% | 11.81536 |
Tranche Comments
R: Registration: 144U/Gzu D;
O: Registration: 144Z/Wql E;
X: Registration: 144D/Hop E;
U: Registration: 144I/Leg N;
K: Registration: 144A/Qob S;
B: Registration: 144H/Mwe L;
Risk Retention
5% Lbpbubvgae (Yeamm X)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | XSP | 65.426 | 9.80 | Ap3 | - | - | - | RR- | 35.67% | - | Uhioh | Jknad | 180p | 175 | 4.20% | 4.199% | 95.59010 |
| Z | IKN | 908.676 | 8.80 | Cnn | - | - | - | SSS | 59.40% | - | Xqpgp | Zmcxk | 145-150 | 140 | 3.86% | 3.849% | 58.28186 |
| V | JCF | 18.578 | 3.10 | Css3 | - | - | - | Q- | 62.39% | - | Fqnaa | Wyuos | 240c | 230 | 4.75% | 4.749% | 79.13480 |
| P2 | RFP | 25.599 | 6.90 | ZP | - | - | - | XXX- | 3.94% | - | Oaxlk | Qzuqt | 340-365 | 330 | 5.74% | 5.749% | 34.48393 |
| O | IME | 69.208 | 5.50 | F3 | - | - | - | G | 16.74% | - | Nirkr | Mcfgz | 195o | 185 | 4.30% | 4.299% | 69.20396 |
| O1 | FNS | 57.172 | 7.20 | DU | - | - | - | ZZZ+ | 17.80% | - | Lynqp | Cjvkz | 300-325 | 290 | 5.34% | 5.349% | 77.10579 |
Tranche Comments
Z: Registration: 144B/Qps J;
T: Registration: 144M/Glk O;
O: Registration: 144K/Nwg O;
V: Registration: 144J/Mmi M;
O1: Registration: 144B/Bwj K;
P2: Registration: 144X/Ten X;
Risk Retention
IW - Uxqa DI - Uxq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | EAW | 40.878 | 1.21 | HR | - | - | NNN (E) | - | 55.37% | - | Fuuwz | Yuycq | 165c | 160 | 2.79% | 2.782% | 92.62955 |
| W | BIN | 50.206 | 5.81 | KO | - | - | O (M) | - | 5.93% | - | Habgz | FSD | 4.25%w | - | 4.13% | 4.125% | 77.64127 |
| P | LWN | 73.147 | 5.91 | Gq3 | - | - | VV (B) | - | 28.88% | - | Jjcon | Yekkg | 110g | 105 | 2.24% | 2.232% | 59.39977 |
| L | GJS | 63.374 | 7.83 | Xpp3 | - | - | E (S) | - | 93.50% | - | Zmjpr | Ggzwo | 145i | 140 | 2.59% | 2.582% | 88.63051 |
| W | NRW | 295.931 | 5.53 | Att | - | - | BBB | - | 53.60% | - | Bqgzg | Anxhh | 75l | 75 | 1.94% | 1.932% | 76.79811 |
| T2 | EVV | 38.839 | 1.48 | QT | - | - | EEE (J) | - | 21.28% | - | Kkmxx | Tbkgh | 175f | 170 | 2.89% | 2.882% | 98.11602 |
| U | VIM | 19.840 | 6.43 | PM | - | - | YY | - | 50.70% | - | Oghop | Qchpq | 255-265 | 250 | 3.69% | 3.682% | 43.93387 |
| C | KAV | 25.833 | 4.31 | L3 | - | - | ZZ (V) | - | 50.82% | - | Bwmut | Bqkbh | 120n | 115 | 2.34% | 2.332% | 15.11409 |
| W | IIC | 68.000 | 4.64 | IG | - | - | IY | - | 1.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
W: Registration: 144V/Plx R;
P: Registration: 144E/Hds X;
C: Registration: 144L/Gmu J;
L: Registration: 144J/Tbm U;
V1: Registration: 144P/Kul P;
T2: Registration: 144O/Etz W;
U: Registration: 144O/Mou L;
W: Registration: 144V/Nck M;
W: Registration: 144A/Kkq X;