| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | MGV | 11.900 | 5.30 | Kp2 | - | - | - | HH- | 44.56% | - | Xcqmsikb | 1zJNVW | 150-155 | 135 | 1yMYIG+135 | - | 281.00000 |
| O | QGN | 60.100 | 4.10 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A | FKK | 53.326 | 2.70 | N3 | - | - | - | U- | 25.15% | - | Jrlfqpou | 1fABOV | 175o | 160 | 1hNLSB+160 | - | 415.00000 |
| H | JRB | 14.668 | 3.80 | Waa3 | - | - | - | PPP | 4.80% | - | Lxrprzqr | 1uUNEF | 220-225 | 200 | 1xWGKI+200 | - | 363.00000 |
| U | WGP | 7.617 | 1.10 | KV | - | - | - | EEE- | 9.15% | - | Lmqmclzn | 1yNXNT | 270-275 | 250 | 1yUZDQ+250 | - | 612.00000 |
| I | IJT | 281.332 | 4.30 | Xpp | - | - | - | KKK | 97.62% | - | Fyqllmvc | 1dDKIV | 120u | 110 | 1bXQYL+110 | - | 616.00000 |
Tranche Comments
I: First Pay: 2025-04-17; Registration: 144G/Zrj B;
G: First Pay: 2025-04-17; Registration: 144P/Dlu K;
A: First Pay: 2025-04-17; Registration: 144M/Cll S;
H: First Pay: 2025-04-17; Registration: 144I/Dpv V;
U: First Pay: 2025-04-17; Registration: 144V/Cdx K;
O: First Pay: 2025-04-17; Registration: 144O/Pxt H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | MJD | 63.625 | 8.60 | T3 | - | - | D (Y) | - | 20.66% | - | Kqzvu | D-Iipfn | 165-170 | 155 | 4.80% | 5.692% | 67.52399 |
| R | HRS | 44.852 | 3.20 | Py2 | - | - | DD (W) | - | 69.40% | - | Xtrtb | S-Hzncy | 140w | 130 | 4.65% | 5.442% | 62.52369 |
| D | MUS | 33.542 | 4.20 | Bff3 | - | - | UUU | - | 1.57% | - | Cwxvt | F-Jofsu | 205-215 | 195 | 5.35% | 6.092% | 98.31380 |
| E | PLG | 541.674 | 8.70 | Wbb | - | - | MMM | - | 72.76% | - | Vcopf | F-Ipzcl | 115-120 | 108 | 4.30% | 5.222% | 44.81031 |
Tranche Comments
E: First Pay: 2024-12-17; Registration: 144X/Fjw O;
R: First Pay: 2024-12-17; Registration: 144M/Ckc E;
T: First Pay: 2024-12-17; Registration: 144Q/Hhj J;
D: First Pay: 2024-12-17; Registration: 144Y/Dip A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | UPP | 938.224 | 2.50 | - | - | GGG | - | XXX | 67.20% | - | Palrd | N-Jiduo | 125-130 | 125 | 4.50% | 5.330% | 89.13810 |
| H | IFW | 39.431 | 6.50 | - | - | GG- | - | NN- | 59.80% | - | Pigye | X-Ospcx | 145-150 | 145 | 5.00% | 5.530% | 28.93672 |
| L | IZW | 52.191 | 8.70 | - | - | III- | - | JJJ | 7.61% | - | Cshir | R-Aditi | 215p | 215 | 5.25% | 6.230% | 97.22720 |
| I | RMW | 27.239 | 6.50 | - | - | E- | - | I- | 97.45% | - | Hluiq | B-Yztrn | 160-165 | 155 | 5.25% | 5.630% | 25.80339 |
Tranche Comments
H: First Pay: 2024-09-17; Registration: 144C/Hom V;
H: First Pay: 2024-09-17; Registration: 144J/Hko Q;
I: First Pay: 2024-09-17; Registration: 144E/Mja K;
L: First Pay: 2024-09-17; Registration: 144T/Bmr P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | HRX | 59.443 | 6.80 | - | - | D- | X (N) | - | 95.55% | - | Ipvlk | R-Ykdar | 170o | 170 | 5.90% | 6.249% | 80.76543 |
| G | PUA | 89.457 | 4.20 | - | - | FF- | QQ | - | 47.93% | - | Nfhos | L-Iwrjl | 150i | 150 | 5.70% | 6.049% | 64.74037 |
| S | XXD | 833.524 | 6.10 | - | - | LLL | VVV | - | 45.99% | - | Kohuy | V-Gqdml | 115 | 115 | 4.75% | 5.699% | 97.65484 |
| G | LRY | 44.849 | 8.30 | - | - | PPP- | RRR (R) | - | 4.95% | - | Ybsic | V-Mfpzf | 200b | 200 | 6.00% | 6.549% | 30.37810 |
Tranche Comments
S: First Pay: 2024-07-18; Registration: 144G/Ouc C;
G: First Pay: 2024-07-18; Registration: 144V/Aaf N;
Q: First Pay: 2024-07-18; Registration: 144E/Fqq X;
G: First Pay: 2024-07-18; Registration: 144U/Oju W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | GQG | 16.233 | 6.00 | I3 | - | - | W | - | 63.35% | - | Tumrj | W-Jbtuk | 175-180 | 165 | 4.85% | 5.847% | 24.10816 |
| K | ZSI | 639.932 | 5.00 | Grr | - | - | EEE | - | 45.99% | - | Yzlhk | M-Bkomv | 115-120 | 105 | 4.65% | 5.247% | 22.44948 |
| D | NJX | 26.659 | 9.00 | Ju3 | - | - | LL | - | 54.10% | - | Kzqgq | F-Bgsxm | 160-165 | 145 | 4.75% | 5.647% | 17.79031 |
| K | FLY | 10.771 | 1.00 | Kii3 | - | - | AAA | - | 4.80% | - | Qtxgu | U-Mdosc | 215-220 | 210 | 5.80% | 6.297% | 24.78914 |
Tranche Comments
K: First Pay: 2024-05-17; Registration: 144G/Jtr T;
D: First Pay: 2024-05-17; Registration: 144F/Exg T;
I: First Pay: 2024-05-17; Registration: 144J/Iyx V;
K: First Pay: 2024-05-17; Registration: 144Z/Lvx E;
Risk Retention
5% Hbhjybzmmo (Iomcc G)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | QMS | 76.545 | 8.90 | - | - | XXX | - | I- | 1.30% | - | Kjcla | L-Mqhxi | 290-295 | 285 | 5.00% | 7.282% | 10.38087 |
| N | EJE | 29.590 | 8.80 | - | - | LL- | - | JJ | 98.31% | - | Vrjjz | D-Odsud | 220-225 | 210 | 5.00% | 6.532% | 38.29105 |
| V | NWZ | 18.390 | 1.10 | - | - | A- | - | L | 36.72% | - | Lowkw | A-Oorab | 245-250 | 240 | 5.00% | 6.832% | 34.96187 |
| J | OBY | 220.781 | 8.70 | - | - | AAA | - | HHH | 67.30% | - | Flryp | V-Pjpcl | 165-170 | 170 | 5.00% | 6.132% | 76.68570 |
| T | YIA | 26.835 | 6.90 | - | - | - | - | - | 1.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: First Pay: 2024-01-17; Registration: 144T/Tfv J;
N: First Pay: 2024-01-17; Registration: 144O/Bmp D;
V: First Pay: 2024-01-17; Registration: 144L/Ooc L;
Z: First Pay: 2024-01-17; Registration: 144Y/Toy N;
T: First Pay: 2024-01-17; Registration: 144W/Bcr S;
Risk Retention
Mqjyojv xsyy vjfisy 5% jysmsyyj njvsojyfiy vjostciy syfjvjof (Ryioo L)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | LEX | 847.777 | 4.90 | Lrr | - | - | - | PPP | 25.78% | - | Prgaa | U-Yjbwc | 165-170 | 160 | 5.10% | 5.623% | 75.38816 |
| F | HFZ | 23.614 | 7.70 | Ftt2 | - | - | - | M- | 70.68% | - | Rgwgp | T-Hzuna | 290-295 | 265 | 5.10% | 6.673% | 62.96937 |
| I | HFM | 75.926 | 3.90 | Fr3 | - | - | - | QQ | 42.88% | - | Flmgu | J-Rbycy | 205-210 | 200 | 5.10% | 6.023% | 43.50498 |
| I | ZSJ | 38.595 | 2.40 | ON | - | - | - | J- | 7.37% | - | Srmxh | Y-Bbhvd | 425l | 400 | 7.98% | 8.023% | 28.14989 |
| Y | OPB | 20.306 | 3.20 | Y3 | - | - | - | R+ | 89.69% | - | Xmzzs | K-Lzydv | 230-235 | 220 | 5.10% | 6.223% | 55.78900 |
Tranche Comments
M: First Pay: 2023-08-17; Registration: 144I/Cmi E;
I: First Pay: 2023-08-17; Registration: 144B/Iqa J;
Y: First Pay: 2023-08-17; Registration: 144C/Xdq B;
F: First Pay: 2023-08-17; Registration: 144D/Htc P;
I: First Pay: 2023-08-17; Registration: 144J/Wle L;
Risk Retention
5% Ecmqvcqeph (Xhpxx W)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | OEE | 196.868 | 2.30 | Grr | - | - | - | CCC | 53.17% | - | Rkkip | Q-Uhjzs | - | 160 | 4.85% | 4.859% | 63.66800 |
| L | OHY | 60.816 | 6.70 | U3 | - | - | - | G+ | 24.26% | - | Sghcu | A-Scsgh | - | 225 | 5.49% | 5.509% | 74.50987 |
| J | CNC | 85.800 | 4.70 | PC | - | - | - | III+ | 1.12% | - | Jzmil | Y-Ofbcj | - | 430 | 7.51% | 7.559% | 22.25539 |
| V | OEV | 43.000 | 4.80 | KH | - | - | - | WM | 9.00% | - | - | - | - | - | - | - | Retained |
| P | XUS | 72.588 | 6.70 | Ms3 | - | - | - | FF | 70.23% | - | Frkkz | Z-Xajtg | - | 200 | 5.24% | 5.259% | 11.52297 |
| A | WQD | 28.540 | 7.60 | Eqq3 | - | - | - | T | 16.31% | - | Xgmsz | T-Czipf | - | 300 | 6.23% | 6.259% | 55.95414 |
Tranche Comments
V: Registration: 144Q/Fzv W;
P: Registration: 144Z/Wyn O;
L: Registration: 144X/Ktm B;
A: Registration: 144K/Lfa J;
J: Registration: 144Y/Qme M;
V: Registration: 144W/Pfm E;
Risk Retention
5% Xwerowvtci (Bickk L)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | KPY | 11.776 | 3.20 | HT | - | - | - | III+ | 40.60% | - | Bgbfx | Xdflv | 300-325 | 290 | 5.34% | 5.349% | 81.23815 |
| D2 | ZBF | 25.572 | 6.60 | DK | - | - | - | OOO- | 6.73% | - | Dozhr | Jjkxl | 340-365 | 330 | 5.74% | 5.749% | 59.15056 |
| S | JUU | 625.426 | 7.10 | Cxx | - | - | - | JJJ | 52.70% | - | Dopsi | Ruwhl | 145-150 | 140 | 3.86% | 3.849% | 62.12158 |
| E | XZJ | 47.938 | 9.70 | Do3 | - | - | - | BB- | 76.52% | - | Htvcp | Vzhtz | 180c | 175 | 4.20% | 4.199% | 19.97160 |
| K | QHY | 84.158 | 5.80 | O3 | - | - | - | D | 92.63% | - | Dybir | Rhytm | 195m | 185 | 4.30% | 4.299% | 73.80763 |
| N | ZGY | 48.464 | 6.40 | Szz3 | - | - | - | Y- | 10.88% | - | Uzvzn | Eldfo | 240b | 230 | 4.75% | 4.749% | 78.12540 |
Tranche Comments
S: Registration: 144Z/Nit Y;
E: Registration: 144V/Tqi H;
K: Registration: 144W/Mwe L;
N: Registration: 144O/Rlk N;
Q1: Registration: 144Q/Rpb U;
D2: Registration: 144B/Mrc P;
Risk Retention
DN - Uzgh ID - Uzg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | VMF | 98.923 | 6.54 | Sy3 | - | - | XX (V) | - | 67.66% | - | Twknm | Quvrg | 110c | 105 | 2.24% | 2.232% | 66.57726 |
| R | EZH | 513.821 | 7.15 | Wbb | - | - | III | - | 49.92% | - | Qnoiw | Iufjv | 75v | 75 | 1.94% | 1.932% | 39.96355 |
| F1 | FGF | 37.566 | 7.86 | NT | - | - | AAA (B) | - | 59.41% | - | Zfiui | Xztqr | 165j | 160 | 2.79% | 2.782% | 55.26732 |
| G | PRD | 93.910 | 6.64 | UW | - | - | II | - | 17.10% | - | Xfbmj | Pmdmc | 255-265 | 250 | 3.69% | 3.682% | 72.72258 |
| F | LXY | 71.848 | 5.37 | AH | - | - | X (Y) | - | 7.28% | - | Jfnkq | WXR | 4.25%p | - | 4.13% | 4.125% | 34.89215 |
| N | GHR | 84.216 | 1.47 | Svv3 | - | - | K (A) | - | 73.90% | - | Uoall | Phtnf | 145g | 140 | 2.59% | 2.582% | 86.22866 |
| Z | IME | 17.153 | 4.19 | U3 | - | - | UU (H) | - | 47.61% | - | Avptd | Qcukn | 120j | 115 | 2.34% | 2.332% | 93.38799 |
| Q2 | CAY | 69.808 | 9.69 | JT | - | - | NNN (S) | - | 32.20% | - | Swlsg | Dxyzi | 175r | 170 | 2.89% | 2.882% | 39.63923 |
| V | XUQ | 43.000 | 6.76 | WW | - | - | NL | - | 4.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: Registration: 144M/Lfk U;
L: Registration: 144E/Gcv K;
Z: Registration: 144K/Flk Q;
N: Registration: 144E/Mnl Y;
F1: Registration: 144B/Rby T;
Q2: Registration: 144M/Tst P;
G: Registration: 144M/Utu C;
F: Registration: 144K/Mfx J;
V: Registration: 144C/Aad U;