| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | CYX | 53.405 | 5.67 | - | - | - | DT | YYY- | 13.26% | - | Dvjvv | T-Bccyk | - | 185 | 5.72% | 5.791% | 19.42692 |
| T | THZ | 83.983 | 5.50 | - | - | - | ZF | KK- | 68.10% | - | Zgmcy | J-Qzfbl | - | 450 | 6.50% | 8.437% | 85.91823 |
| P | OOO | 71.810 | 3.27 | - | - | - | S | H- | 27.00% | - | Ghlzn | Y-Qhkdg | - | 140 | 5.31% | 5.378% | 76.53917 |
| W | IVX | 84.317 | 5.64 | - | - | - | AA | UU- | 84.77% | - | Akjmt | T-Hyazg | - | 110 | 5.04% | 5.096% | 79.64787 |
| I | OCB | 38.450 | 9.41 | - | - | - | TTT | KKK | 15.47% | - | Zvxuy | V-Ouhfy | - | 75 | 4.76% | 4.813% | 21.83902 |
Tranche Comments
I: First Pay: 2025-04-25; Registration: 144V/Urq J;
W: First Pay: 2025-04-25; Registration: 144I/Vdj O;
P: First Pay: 2025-04-25; Registration: 144P/Hha Z;
Q: First Pay: 2025-04-25; Registration: 144W/Dho A;
T: First Pay: 2025-04-25; Registration: 144Y/Qpa G;
Pricing Speed
20% SHD fv 10% Shdli-fn Slhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | VCJ | 40.759 | 4.66 | - | - | - | CCC | QQQ | 22.56% | - | Brfid | U-Mpfgt | 90-95 | 85 | 5.01% | 5.066% | 45.20030 |
| L | AHQ | 80.516 | 8.14 | - | - | - | VA | QQQ- | 23.60% | - | Znjwi | X-Vbduj | 285-295 | 275 | 6.75% | 6.849% | 84.45105 |
| C | MMB | 84.540 | 9.77 | - | - | - | HK | KK- | 7.40% | - | Dcbcd | I-Hwkvb | 550v | 545 | 7.00% | 9.539% | 30.85750 |
| S | OKK | 28.388 | 7.86 | - | - | - | II (B) | GG- | 49.00% | - | Pyfms | E-Fzwnz | 140-150 | 130 | 5.45% | 5.516% | 16.58576 |
| V | OCQ | 50.236 | 5.50 | - | - | - | Q (C) | V- | 16.64% | - | Xzwmp | D-Mzpcr | 170-180 | 155 | 5.68% | 5.749% | 78.92068 |
Tranche Comments
C: First Pay: 2024-12-26; Registration: 144D/Qiy D;
S: First Pay: 2024-12-26; Registration: 144W/Dyf B;
V: First Pay: 2024-12-26; Registration: 144C/Yba W;
L: First Pay: 2024-12-26; Registration: 144J/Mpj J;
C: First Pay: 2024-12-26; Registration: 144Y Kcdb;
Pricing Speed
20% OGF fj 10% Oacc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | IEU | 88.625 | 5.40 | - | - | - | D (S) | M- | 70.40% | - | Fkooy | S-Xcmfm | 175f | 175 | 5.72% | 5.790% | 73.98898 |
| T | FZB | 74.959 | 7.95 | - | - | - | HT | WWW- | 83.40% | - | Rlmlh | N-Ojwfl | 265-270 | 265 | 6.40% | 6.485% | 46.28860 |
| D | UIZ | 43.998 | 1.46 | - | - | - | EE (O) | DD- | 33.40% | - | Yvsby | Q-Zuyib | 140-145 | 130 | 5.43% | 5.492% | 35.14820 |
| O | CUH | 558.111 | 2.35 | - | - | - | OOO | FFF | 18.00% | - | Bprir | L-Amaba | 90-95 | 85 | 5.07% | 5.130% | 72.88043 |
Tranche Comments
O: First Pay: 2024-10-15; Registration: 144F/Wqk K;
D: First Pay: 2024-10-15; Registration: 144N/Oox M;
O: First Pay: 2024-10-15; Registration: 144D/Dul T;
T: First Pay: 2024-10-15; Registration: 144Z/Vzd W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | IXP | 99.200 | 5.70 | - | - | - | VVV | TTT | 86.50% | - | Vfiqv | M-Exivj | 115-125 | 100 | 5.90% | 5.973% | 21.26943 |
| S | KFL | 54.220 | 7.51 | - | - | - | SS (J) | AA- | 65.97% | - | Ehyxu | S-Wbmfo | 165-175 | 160 | 6.34% | 6.431% | 34.93346 |
| C | USZ | 80.900 | 3.55 | - | - | - | TL | III- | 44.64% | - | Kfxuw | B-Algbx | 305-320 | 300 | 7.29% | 7.409% | 29.57499 |
| M | KAM | 44.970 | 9.77 | - | - | - | S (V) | W- | 20.84% | - | Wilfa | G-Dzjiy | 185-200 | 175 | 6.42% | 6.508% | 39.93405 |
Tranche Comments
G: First Pay: 2024-04-25; Registration: 144G/Bqx Y;
S: First Pay: 2024-04-25; Registration: 144J/Iqk I;
M: First Pay: 2024-04-25; Registration: 144O/Vyu A;
C: First Pay: 2024-04-25; Registration: 144J/Kng J;
Pricing Speed
20% KTF gh 10% Ksmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | BWD | 99.123 | 2.74 | - | - | - | AA | WW | 57.30% | - | Cikss | O-Sdhux | 200-210 | 195 | 7.24% | 7.357% | 86.50216 |
| I | CBS | 76.550 | 8.31 | - | - | - | WWW | SSS | 89.20% | - | Fkonf | W-Rljvo | 140-150 | 135 | 6.81% | 6.906% | 97.90141 |
| R | EFT | 43.571 | 1.67 | - | - | - | QH | WWW | 14.70% | - | Bmpwp | W-Kbsuy | 370-380 | 360 | 8.60% | 8.755% | 70.97680 |
| X | GUC | 74.460 | 2.85 | - | - | - | UN | BB | 67.46% | - | Mjyvi | D-Zjmrv | 725q | 700 | 10.50% | 12.093% | 14.77416 |
| I | FYL | 19.175 | 8.39 | - | - | - | W | A | 21.16% | - | Rnypx | B-Mwkdc | 265-275 | 260 | 7.71% | 7.841% | 64.89687 |
Tranche Comments
I: First Pay: 2023-12-26; Registration: 144P/Nho C;
T: First Pay: 2023-12-26; Registration: 144D/Nxs X;
I: First Pay: 2023-12-26; Registration: 144P/Bbv M;
R: First Pay: 2023-12-26; Registration: 144B/Gvy T;
X: First Pay: 2023-12-26; Registration: 144V Bimx;
Risk Retention
JS - Zyxv XJ - Un
Pricing Speed
20% AQT xu 15% Aopp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | YXG | 61.150 | 8.50 | - | - | - | III | BBB | 27.00% | - | Iqqjl | Y-Ooaoh | 135-145 | 125 | 6.60% | 6.700% | 44.56020 |
| K | YCR | 46.810 | 7.36 | - | - | - | AM | RRR- | 91.72% | - | Pvzbj | S-Hlluf | 425-435 | 400 | 8.36% | 8.513% | 59.60915 |
| R | ILP | 86.110 | 3.65 | - | - | - | RR (Q) | RR- | 58.00% | - | Nwspu | U-Vlcna | 220-230 | 205 | 7.17% | 7.279% | 95.35031 |
| D | TLM | 31.550 | 3.73 | - | - | - | J | P- | 17.25% | - | Nbhra | M-Rngrj | 280-290 | 265 | 7.35% | 7.470% | 23.61417 |
Tranche Comments
W: First Pay: 2023-08-18; Registration: 144N/Mxg J;
R: First Pay: 2023-08-18; Registration: 144K/Bpu X;
D: First Pay: 2023-08-18; Registration: 144A/Onx L;
K: First Pay: 2023-08-18; Registration: 144Z/Kph X;
Pricing Speed
20% MFH hv 10% Mxii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | BTD | 26.660 | 9.11 | - | - | - | ZZ | NN- | 55.90% | - | Koxjz | Y-Ioflw | 290-300 | 275 | 6.88% | 6.981% | 15.11500 |
| J | BUM | 78.670 | 2.35 | - | - | - | FFF | SSS | 85.60% | - | Hsqms | E-Zaofb | 175-185 | 165 | 6.42% | 6.507% | 16.75274 |
| I | YOE | 45.400 | 5.89 | - | - | - | F | W- | 41.60% | - | Pzgon | R-Pstux | 380-390 | 360 | 7.27% | 7.382% | 45.38890 |
| U | ITK | 56.980 | 3.90 | - | - | - | WX | BBB- | 41.50% | - | Jbsyj | M-Ulxxj | 550z | 550 | 8.91% | 9.081% | 21.49820 |
Tranche Comments
J: First Pay: 2023-05-18; Registration: 144Q/Toh R;
O: First Pay: 2023-05-18; Registration: 144Y/Zqa K;
I: First Pay: 2023-05-18; Registration: 144J/Opn N;
U: First Pay: 2023-05-18; Registration: 144A/Utm A;
Pricing Speed
20% NCQ gr 10% Ngnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | WRZ | 37.710 | 1.38 | - | - | - | N | U- | 81.00% | - | Hsnrv | Q-Tzqoa | 370-380 | 340 | 7.42% | 7.544% | 52.54376 |
| Q | CNQ | 96.950 | 1.55 | - | - | - | IN | UUU- | 94.91% | - | Zfkpy | B-Tikib | 500-525 | 475 | 8.47% | 8.628% | 98.45490 |
| P | OWE | 62.470 | 4.44 | - | - | - | CC | OO- | 34.43% | - | Btxed | P-Ccgcm | 270-280 | 240 | 6.80% | 6.900% | 50.33370 |
| V | WZA | 27.260 | 3.60 | - | - | - | WWW | RRR | 22.70% | - | Lvvyj | B-Rhpxy | 185-195 | 170 | 6.42% | 6.504% | 89.10960 |
Tranche Comments
V: First Pay: 2023-03-20; Registration: 144C/Ipj F;
P: First Pay: 2023-03-20; Registration: 144K/Xnb H;
O: First Pay: 2023-03-20; Registration: 144D/Efz T;
Q: First Pay: 2023-03-20; Registration: 144G/Qek Q;
Pricing Speed
20% XKG yo 10% Xqgg