| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | EZI | 87.566 | 2.41 | - | - | - | UU | WW- | 53.30% | - | Zygbt | P-Huudz | - | 110 | 5.04% | 5.096% | 63.28741 |
| S | KAU | 80.851 | 4.50 | - | - | - | MM | XXX- | 65.34% | - | Fbigm | A-Fwlpj | - | 185 | 5.72% | 5.791% | 72.19971 |
| L | XEX | 60.370 | 8.49 | - | - | - | BBB | AAA | 97.70% | - | Xbxfp | H-Fliyy | - | 75 | 4.76% | 4.813% | 64.98647 |
| Y | OYE | 12.427 | 9.50 | - | - | - | LS | ZZ- | 33.20% | - | Ijslq | Z-Wcbte | - | 450 | 6.50% | 8.437% | 18.50577 |
| B | UHZ | 56.352 | 2.94 | - | - | - | F | I- | 14.00% | - | Yftjk | X-Xiauw | - | 140 | 5.31% | 5.378% | 61.25802 |
Tranche Comments
L: First Pay: 2025-04-25; Registration: 144N/Rrl F;
O: First Pay: 2025-04-25; Registration: 144M/Zrw U;
B: First Pay: 2025-04-25; Registration: 144O/Utl U;
S: First Pay: 2025-04-25; Registration: 144J/Ces B;
Y: First Pay: 2025-04-25; Registration: 144M/Oek A;
Deal Comments
Hlznb Illlfnnndfve TXH (vbf), HEX (vbf), ENI
Pricing Speed
20% YIC jk 10% Yycwc-kt Ywyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | XKT | 71.322 | 3.60 | - | - | - | S (Q) | P- | 26.79% | - | Kcczi | G-Wputv | 170-180 | 155 | 5.68% | 5.749% | 33.50513 |
| Y | NKY | 18.698 | 6.70 | - | - | - | PJ | OOO- | 88.10% | - | Yhntj | S-Mtpbw | 285-295 | 275 | 6.75% | 6.849% | 10.54647 |
| H | QXA | 54.176 | 8.81 | - | - | - | XXX | FFF | 50.86% | - | Otqco | I-Hqlck | 90-95 | 85 | 5.01% | 5.066% | 89.60220 |
| N | MVV | 92.581 | 7.43 | - | - | - | NN (S) | OO- | 38.00% | - | Iznkb | O-Aijrk | 140-150 | 130 | 5.45% | 5.516% | 24.28337 |
| C | HRB | 36.820 | 9.56 | - | - | - | VR | YY- | 3.90% | - | Zlchq | U-Ogjqu | 550o | 545 | 7.00% | 9.539% | 26.32460 |
Tranche Comments
H: First Pay: 2024-12-26; Registration: 144N/Dxs J;
N: First Pay: 2024-12-26; Registration: 144L/Qvi N;
L: First Pay: 2024-12-26; Registration: 144W/Fuk E;
Y: First Pay: 2024-12-26; Registration: 144P/Qsd W;
C: First Pay: 2024-12-26; Registration: 144Q Auiu;
Pricing Speed
20% GBA fd 10% Gyvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | PMB | 766.260 | 6.87 | - | - | - | HHH | XXX | 16.00% | - | Yvyvt | N-Lbpgb | 90-95 | 85 | 5.07% | 5.130% | 27.40232 |
| G | NSN | 86.516 | 5.60 | - | - | - | FM | AAA- | 70.80% | - | Vflpr | O-Vtfvk | 265-270 | 265 | 6.40% | 6.485% | 47.61090 |
| S | VEH | 19.394 | 6.37 | - | - | - | HH (C) | OO- | 31.30% | - | Gtvwy | O-Bcdgl | 140-145 | 130 | 5.43% | 5.492% | 24.58810 |
| V | ZNK | 31.446 | 7.50 | - | - | - | T (H) | D- | 16.50% | - | Oqcyg | S-Iyatz | 175n | 175 | 5.72% | 5.790% | 59.65671 |
Tranche Comments
T: First Pay: 2024-10-15; Registration: 144H/Poa G;
S: First Pay: 2024-10-15; Registration: 144F/Qmj E;
V: First Pay: 2024-10-15; Registration: 144H/Aiw R;
G: First Pay: 2024-10-15; Registration: 144I/Daf Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | IEX | 40.390 | 8.16 | - | - | - | UU (F) | TT- | 12.95% | - | Lkkmi | M-Dsbcv | 165-175 | 160 | 6.34% | 6.431% | 27.41825 |
| T | USD | 44.800 | 7.60 | - | - | - | OOO | WWW | 49.70% | - | Zchft | M-Hydzq | 115-125 | 100 | 5.90% | 5.973% | 87.11817 |
| M | BWA | 14.250 | 7.37 | - | - | - | A (S) | E- | 65.86% | - | Llbhf | M-Mdnug | 185-200 | 175 | 6.42% | 6.508% | 85.20150 |
| L | HYY | 82.230 | 8.20 | - | - | - | TT | LLL- | 45.57% | - | Wvglk | Y-Ttsoe | 305-320 | 300 | 7.29% | 7.409% | 44.63773 |
Tranche Comments
T: First Pay: 2024-04-25; Registration: 144Q/Zzq K;
J: First Pay: 2024-04-25; Registration: 144L/Bsb R;
M: First Pay: 2024-04-25; Registration: 144H/Tvk A;
L: First Pay: 2024-04-25; Registration: 144G/Krs S;
Pricing Speed
20% VGR sc 10% Vekk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | KWV | 60.645 | 5.97 | - | - | - | NN | CCC | 58.33% | - | Hkoch | E-Nipnl | 370-380 | 360 | 8.60% | 8.755% | 88.50300 |
| D | CII | 60.580 | 7.94 | - | - | - | NO | GG | 83.72% | - | Kjtlb | A-Xflnp | 725r | 700 | 10.50% | 12.093% | 80.53117 |
| B | PQM | 71.529 | 3.53 | - | - | - | DDD | UUU | 23.60% | - | Rrbsl | A-Qiscc | 140-150 | 135 | 6.81% | 6.906% | 65.47331 |
| C | NHV | 67.785 | 1.90 | - | - | - | Y | S | 73.73% | - | Mgxar | H-Zqkks | 265-275 | 260 | 7.71% | 7.841% | 55.75286 |
| O | QSB | 76.693 | 5.49 | - | - | - | QQ | BB | 67.50% | - | Ysqux | T-Tnpus | 200-210 | 195 | 7.24% | 7.357% | 97.11184 |
Tranche Comments
B: First Pay: 2023-12-26; Registration: 144G/Jky O;
O: First Pay: 2023-12-26; Registration: 144V/Ryd E;
C: First Pay: 2023-12-26; Registration: 144E/Zdp G;
T: First Pay: 2023-12-26; Registration: 144K/Opt J;
D: First Pay: 2023-12-26; Registration: 144J Cfmc;
Risk Retention
XT - Wgsy BX - Sk
Pricing Speed
20% DWX is 15% Dnmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | GGK | 91.310 | 2.31 | - | - | - | PR | AAA- | 21.57% | - | Qghjv | P-Myswf | 425-435 | 400 | 8.36% | 8.513% | 54.71803 |
| W | TXS | 50.950 | 8.68 | - | - | - | II (A) | II- | 25.00% | - | Fcjtk | J-Mnmfw | 220-230 | 205 | 7.17% | 7.279% | 99.37287 |
| Z | UEF | 95.430 | 8.48 | - | - | - | D | J- | 39.16% | - | Vzugr | L-Dwhiv | 280-290 | 265 | 7.35% | 7.470% | 12.74069 |
| X | VRY | 68.830 | 1.30 | - | - | - | YYY | YYY | 14.00% | - | Woveb | Q-Bcosy | 135-145 | 125 | 6.60% | 6.700% | 36.32380 |
Tranche Comments
X: First Pay: 2023-08-18; Registration: 144Q/Nlx C;
W: First Pay: 2023-08-18; Registration: 144B/Dsy E;
Z: First Pay: 2023-08-18; Registration: 144L/Fmk Y;
T: First Pay: 2023-08-18; Registration: 144N/Fra V;
Pricing Speed
20% HUY ro 10% Hfcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ZVJ | 38.910 | 8.16 | - | - | - | WW | HH- | 71.20% | - | Hzifz | T-Ebfrq | 290-300 | 275 | 6.88% | 6.981% | 41.86396 |
| C | JXI | 98.500 | 1.49 | - | - | - | A | O- | 41.60% | - | Jvyrz | L-Tgylv | 380-390 | 360 | 7.27% | 7.382% | 70.69650 |
| X | LBC | 29.810 | 5.51 | - | - | - | GGG | FFF | 48.10% | - | Shxrw | K-Qxgmb | 175-185 | 165 | 6.42% | 6.507% | 28.55150 |
| R | OFR | 77.360 | 1.90 | - | - | - | LX | ZZZ- | 60.60% | - | Qvnmc | N-Xwmoi | 550g | 550 | 8.91% | 9.081% | 66.89808 |
Tranche Comments
X: First Pay: 2023-05-18; Registration: 144G/Rvc L;
X: First Pay: 2023-05-18; Registration: 144X/Pbb Q;
C: First Pay: 2023-05-18; Registration: 144J/Auw G;
R: First Pay: 2023-05-18; Registration: 144O/Nhd T;
Pricing Speed
20% OFV hn 10% Ojll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | UVO | 48.130 | 6.99 | - | - | - | N | M- | 97.00% | - | Wcwmp | S-Vmird | 370-380 | 340 | 7.42% | 7.544% | 51.97250 |
| Z | PRS | 49.340 | 1.90 | - | - | - | DDD | DDD | 24.73% | - | Szprd | D-Hjgtr | 185-195 | 170 | 6.42% | 6.504% | 27.55094 |
| F | MMQ | 51.950 | 9.21 | - | - | - | KS | KKK- | 84.47% | - | Gzpen | B-Ysjzn | 500-525 | 475 | 8.47% | 8.628% | 46.24322 |
| F | NWX | 22.420 | 1.84 | - | - | - | TT | KK- | 68.87% | - | Emjll | J-Fhjvq | 270-280 | 240 | 6.80% | 6.900% | 17.89856 |
Tranche Comments
Z: First Pay: 2023-03-20; Registration: 144M/Eyp T;
F: First Pay: 2023-03-20; Registration: 144W/Kpj I;
Q: First Pay: 2023-03-20; Registration: 144J/Rkh E;
F: First Pay: 2023-03-20; Registration: 144B/Maq V;
Pricing Speed
20% TVJ mk 10% Tnqq