| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | XJY | 745.144 | 2.30 | Fyy | - | - | - | CCC | 76.76% | - | Scsldwmm | 1zXJZZ | 120w | 110 | 1sXWAC+110 | - | 341.00000 |
| S | ZCS | 52.783 | 1.40 | V3 | - | - | - | B- | 77.44% | - | Rkyhqldj | 1qAVKP | 175b | 160 | 1jNOYG+160 | - | 735.00000 |
| Y | HSC | 74.900 | 9.50 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | JMZ | 57.509 | 3.50 | Aff3 | - | - | - | CCC | 4.78% | - | Tzbkytfq | 1uMXBD | 220-225 | 200 | 1hZHOB+200 | - | 959.00000 |
| W | GVS | 11.979 | 8.60 | Qv2 | - | - | - | OO- | 61.74% | - | Ocojquuj | 1ePHZO | 150-155 | 135 | 1vZGNP+135 | - | 844.00000 |
| P | MXT | 6.492 | 7.60 | DG | - | - | - | CCC- | 6.17% | - | Wfrcyxnv | 1qEYBZ | 270-275 | 250 | 1nTXCN+250 | - | 548.00000 |
Tranche Comments
K: First Pay: 2025-04-17; Registration: 144I/Djj F;
W: First Pay: 2025-04-17; Registration: 144J/Ebr I;
S: First Pay: 2025-04-17; Registration: 144H/Nch K;
B: First Pay: 2025-04-17; Registration: 144Q/Lns Z;
P: First Pay: 2025-04-17; Registration: 144T/Ett M;
Y: First Pay: 2025-04-17; Registration: 144T/Fvg M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | OAY | 89.599 | 6.80 | Ljj3 | - | - | WWW | - | 8.48% | - | Eqboh | B-Ckziy | 205-215 | 195 | 5.35% | 6.092% | 17.98322 |
| S | UPL | 984.755 | 5.80 | Qyy | - | - | CCC | - | 75.30% | - | Fypry | M-Eopkl | 115-120 | 108 | 4.30% | 5.222% | 65.62346 |
| Z | OSF | 57.490 | 6.50 | U3 | - | - | N (A) | - | 90.60% | - | Gralb | T-Ozhbu | 165-170 | 155 | 4.80% | 5.692% | 25.63830 |
| Z | MHF | 88.295 | 4.20 | Ii2 | - | - | XX (L) | - | 76.80% | - | Rkubv | H-Numhs | 140w | 130 | 4.65% | 5.442% | 24.82725 |
Tranche Comments
S: First Pay: 2024-12-17; Registration: 144J/Rpk P;
Z: First Pay: 2024-12-17; Registration: 144T/Vxq V;
Z: First Pay: 2024-12-17; Registration: 144Z/Xkh K;
B: First Pay: 2024-12-17; Registration: 144G/Wzo P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | YSW | 76.277 | 2.50 | - | - | VVV- | - | VVV | 9.81% | - | Eqybf | O-Umwso | 215v | 215 | 5.25% | 6.230% | 91.97730 |
| G | ORB | 21.492 | 4.60 | - | - | NN- | - | JJ- | 19.90% | - | Zuthl | V-Zfhud | 145-150 | 145 | 5.00% | 5.530% | 14.11846 |
| N | PXA | 315.507 | 2.20 | - | - | EEE | - | MMM | 39.97% | - | Tmqyb | W-Wjyaq | 125-130 | 125 | 4.50% | 5.330% | 45.24980 |
| Z | JQD | 80.550 | 9.90 | - | - | D- | - | Y- | 46.82% | - | Bwtqi | L-Awzmf | 160-165 | 155 | 5.25% | 5.630% | 23.68543 |
Tranche Comments
N: First Pay: 2024-09-17; Registration: 144H/Nju K;
G: First Pay: 2024-09-17; Registration: 144Y/Mcg I;
Z: First Pay: 2024-09-17; Registration: 144Z/Gkj L;
B: First Pay: 2024-09-17; Registration: 144F/Enz I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | VKB | 352.665 | 7.90 | - | - | KKK | TTT | - | 31.21% | - | Dpnjq | R-Xyfsl | 115 | 115 | 4.75% | 5.699% | 20.25055 |
| O | MBT | 82.268 | 8.70 | - | - | BBB- | GGG (V) | - | 6.16% | - | Bpmjx | Q-Oftai | 200g | 200 | 6.00% | 6.549% | 16.58220 |
| N | YSF | 31.995 | 5.40 | - | - | LL- | JJ | - | 62.84% | - | Xffqq | S-Uytka | 150e | 150 | 5.70% | 6.049% | 35.87396 |
| Y | ICZ | 40.627 | 8.50 | - | - | H- | N (X) | - | 16.85% | - | Gfhto | B-Mziqa | 170w | 170 | 5.90% | 6.249% | 56.16201 |
Tranche Comments
N: First Pay: 2024-07-18; Registration: 144W/Red V;
N: First Pay: 2024-07-18; Registration: 144C/Mqe J;
Y: First Pay: 2024-07-18; Registration: 144Q/Mav E;
O: First Pay: 2024-07-18; Registration: 144H/Nmn I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | WMA | 763.813 | 3.00 | Egg | - | - | III | - | 69.29% | - | Orabx | V-Ojsvf | 115-120 | 105 | 4.65% | 5.247% | 90.97348 |
| B | IHZ | 62.431 | 6.00 | Agg3 | - | - | RRR | - | 3.50% | - | Iitmh | U-Xkquv | 215-220 | 210 | 5.80% | 6.297% | 41.31912 |
| R | UEB | 76.639 | 6.00 | An3 | - | - | TT | - | 75.22% | - | Fihrj | V-Fqiya | 160-165 | 145 | 4.75% | 5.647% | 58.58083 |
| H | VKA | 60.483 | 9.00 | X3 | - | - | I | - | 80.55% | - | Aapqw | L-Tisju | 175-180 | 165 | 4.85% | 5.847% | 13.84348 |
Tranche Comments
E: First Pay: 2024-05-17; Registration: 144K/Qsu O;
R: First Pay: 2024-05-17; Registration: 144Z/Wsn A;
H: First Pay: 2024-05-17; Registration: 144B/Pcv T;
B: First Pay: 2024-05-17; Registration: 144F/Qok C;
Risk Retention
5% Bjjfijcvyw (Lwyhh X)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | VPJ | 44.163 | 3.90 | - | - | GGG | - | Y- | 4.50% | - | Jbtew | W-Yjgqh | 290-295 | 285 | 5.00% | 7.282% | 79.93896 |
| K | OTL | 90.550 | 8.90 | - | - | MM- | - | OO | 74.25% | - | Uqwgc | H-Hkpgz | 220-225 | 210 | 5.00% | 6.532% | 73.23724 |
| Z | ZTD | 45.703 | 5.10 | - | - | - | - | - | 9.00% | - | - | - | - | - | - | - | Retained |
| I | MEC | 280.573 | 6.70 | - | - | SSS | - | OOO | 37.22% | - | Ibgwr | R-Ltsqq | 165-170 | 170 | 5.00% | 6.132% | 50.53770 |
| B | ILI | 57.460 | 2.80 | - | - | B- | - | W | 17.66% | - | Ryftt | U-Vthnd | 245-250 | 240 | 5.00% | 6.832% | 20.33236 |
Tranche Comments
I: First Pay: 2024-01-17; Registration: 144J/Bda L;
K: First Pay: 2024-01-17; Registration: 144O/Lmc E;
B: First Pay: 2024-01-17; Registration: 144L/Xtd H;
J: First Pay: 2024-01-17; Registration: 144B/Dkj X;
Z: First Pay: 2024-01-17; Registration: 144P/Bpp J;
Risk Retention
Fhvmkvf yomm faqjom 5% amojoyma evfoavmqjm fakohrjm omqafakq (Imjkk N)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | XHL | 63.482 | 7.30 | Bbb2 | - | - | - | F- | 55.14% | - | Tjclp | F-Agiha | 290-295 | 265 | 5.10% | 6.673% | 26.74231 |
| C | YXP | 21.528 | 1.20 | Pp3 | - | - | - | WW | 48.90% | - | Lhgcd | X-Nhyzl | 205-210 | 200 | 5.10% | 6.023% | 78.91906 |
| W | MGC | 39.994 | 3.60 | U3 | - | - | - | D+ | 70.59% | - | Xuvjq | O-Ykkcu | 230-235 | 220 | 5.10% | 6.223% | 25.19876 |
| K | OBZ | 505.322 | 7.20 | Ugg | - | - | - | XXX | 82.16% | - | Wpabn | S-Itbnr | 165-170 | 160 | 5.10% | 5.623% | 50.37958 |
| F | GBL | 23.655 | 3.20 | IZ | - | - | - | E- | 2.41% | - | Nvras | S-Fzzii | 425d | 400 | 7.98% | 8.023% | 27.54848 |
Tranche Comments
K: First Pay: 2023-08-17; Registration: 144F/Kqe Z;
C: First Pay: 2023-08-17; Registration: 144G/Yrt X;
W: First Pay: 2023-08-17; Registration: 144G/Vja H;
F: First Pay: 2023-08-17; Registration: 144N/Zzm W;
F: First Pay: 2023-08-17; Registration: 144C/Fvq R;
Risk Retention
5% Jpwrcpqexh (Vhxww Q)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | GAN | 42.410 | 1.70 | Pvv3 | - | - | - | Y | 67.95% | - | Vpxci | R-Qzfqa | - | 300 | 6.23% | 6.259% | 90.37932 |
| N | PWL | 86.865 | 5.10 | S3 | - | - | - | O+ | 26.97% | - | Akyzh | D-Qofsf | - | 225 | 5.49% | 5.509% | 63.51408 |
| E | CRA | 716.521 | 4.70 | Pbb | - | - | - | HHH | 77.51% | - | Swijl | E-Lwxln | - | 160 | 4.85% | 4.859% | 87.19840 |
| P | ANU | 49.200 | 1.50 | PL | - | - | - | EEE+ | 7.27% | - | Vtxsy | B-Yaorr | - | 430 | 7.51% | 7.559% | 32.70294 |
| G | TNG | 44.000 | 8.90 | ID | - | - | - | XA | 9.00% | - | - | - | - | - | - | - | Retained |
| R | GVI | 82.646 | 4.90 | Tf3 | - | - | - | QQ | 22.23% | - | Xrpfy | Q-Jllhy | - | 200 | 5.24% | 5.259% | 24.44549 |
Tranche Comments
E: Registration: 144C/Gqz D;
R: Registration: 144M/Rvc T;
N: Registration: 144G/Ufb G;
T: Registration: 144B/Xuq E;
P: Registration: 144K/Pqc B;
G: Registration: 144K/Xkh P;
Risk Retention
5% Khfqwhyobm (Bmbbb X)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | ZOF | 37.664 | 4.70 | LV | - | - | - | HHH+ | 88.40% | - | Hrnvd | Tlvwd | 300-325 | 290 | 5.34% | 5.349% | 20.30746 |
| Y | EFX | 78.435 | 9.20 | He3 | - | - | - | HH- | 22.10% | - | Niupn | Ntgvp | 180w | 175 | 4.20% | 4.199% | 67.55110 |
| L2 | BYI | 27.205 | 2.30 | YB | - | - | - | EEE- | 6.50% | - | Jnrrk | Cvwyt | 340-365 | 330 | 5.74% | 5.749% | 61.99752 |
| D | JKB | 963.164 | 4.80 | Mkk | - | - | - | CCC | 86.30% | - | Nnnld | Cmnea | 145-150 | 140 | 3.86% | 3.849% | 12.95744 |
| P | JIN | 69.748 | 9.70 | Xhh3 | - | - | - | P- | 63.92% | - | Lqcnt | Keyxb | 240u | 230 | 4.75% | 4.749% | 98.79560 |
| Z | NAF | 17.930 | 3.50 | A3 | - | - | - | J | 14.87% | - | Ynlbg | Egnji | 195w | 185 | 4.30% | 4.299% | 95.67849 |
Tranche Comments
D: Registration: 144D/Zcb I;
Y: Registration: 144G/Xhw D;
Z: Registration: 144C/Wfo E;
P: Registration: 144A/Gus P;
W1: Registration: 144J/Iie A;
L2: Registration: 144W/Axe R;
Risk Retention
VO - Zfig JV - Zfi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | EKB | 81.968 | 1.46 | GJ | - | - | A (I) | - | 3.62% | - | Dijch | JYA | 4.25%x | - | 4.13% | 4.125% | 44.23665 |
| N | GLI | 75.910 | 6.60 | DO | - | - | II | - | 20.50% | - | Rcpsq | Uqllw | 255-265 | 250 | 3.69% | 3.682% | 48.29228 |
| K | RSH | 34.994 | 1.59 | X3 | - | - | QQ (U) | - | 29.75% | - | Fftox | Tkjyf | 120y | 115 | 2.34% | 2.332% | 69.34316 |
| F1 | YLM | 84.532 | 7.69 | FX | - | - | XXX (Y) | - | 70.59% | - | Cuiix | Whjad | 165d | 160 | 2.79% | 2.782% | 37.10061 |
| F | IEY | 93.000 | 1.30 | UU | - | - | AX | - | 4.00% | - | - | - | - | - | - | - | Retained |
| W | YQE | 34.769 | 2.31 | En3 | - | - | VV (H) | - | 69.40% | - | Qqcpr | Iaram | 110i | 105 | 2.24% | 2.232% | 86.70094 |
| Q | SWS | 17.615 | 4.60 | Ess3 | - | - | P (Y) | - | 77.10% | - | Vkaaf | Nbbms | 145v | 140 | 2.59% | 2.582% | 31.98985 |
| U2 | WHD | 81.497 | 4.64 | MB | - | - | KKK (S) | - | 44.13% | - | Mzfhw | Bmmim | 175u | 170 | 2.89% | 2.882% | 94.44699 |
| A | BQT | 925.540 | 4.41 | Ott | - | - | CCC | - | 13.86% | - | Ohfax | Uwenl | 75i | 75 | 1.94% | 1.932% | 78.44533 |
Tranche Comments
A: Registration: 144X/Bbu Z;
W: Registration: 144U/Eyp F;
K: Registration: 144G/Ueg X;
Q: Registration: 144Y/Onn A;
F1: Registration: 144D/Zue V;
U2: Registration: 144Y/Xtj Q;
N: Registration: 144V/Opb I;
M: Registration: 144G/Vbr A;
F: Registration: 144M/Qze D;