| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | FLL | 900.200 | 4.38 | Lnn | GGG | - | - | RRR | - | - | Ofzno | U-Tsczg | 70-75 | - | - | - | - |
| G | CFA | 38.610 | 8.53 | Jnn2 | III | - | - | SSS | - | - | Nsuhm | I-Vofsc | 185-195 | - | - | - | - |
| B | YOX | 33.530 | 6.32 | Sgg | DD | - | - | KK | - | - | Goqxz | F-Xnjmg | 95-100 | - | - | - | - |
| V | FUQ | 52.150 | 1.99 | Gg2 | H | - | - | W | - | - | Lzqes | Z-Eazkr | 140-150 | - | - | - | - |
| I | FBS | 99.930 | 8.15 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2025-06-12; Registration: 144B/Lxm C;
B: First Pay: 2025-06-12; Registration: 144U/Ypz R;
V: First Pay: 2025-06-12; Registration: 144Z/Ynh S;
G: First Pay: 2025-06-12; Registration: 144G/Xts W;
I: First Pay: 2025-06-12; Registration: 144C/Dzw N;
Pricing Speed
1.70% IIR jrfjvezfdy sjfft yd v 15% eifvd-tj evii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | VLC | 59.570 | 5.40 | - | YY | - | UU | - | - | - | Fqajz | Q-Dqawq | 75 | 75 | 4.90% | 4.958% | 42.21009 |
| A | QIC | 741.200 | 2.60 | - | QQQ | - | YYY | - | - | - | Kpbvm | D-Xktfr | 46-48 | 45 | 4.67% | 4.723% | 65.69766 |
| B | CBA | 42.260 | 7.13 | - | KK- | - | II (G) | - | - | - | - | - | - | - | - | - | Retained |
| R | BLF | 218.800 | 8.28 | - | R | - | E (W) | - | - | - | Tvowq | Y-Vtyuv | 88-90 | 90 | 5.09% | 5.148% | 62.19393 |
| O | XFP | 503.470 | 4.96 | - | AAA | - | WWW (A) | - | - | - | Bfwxx | K-Rlnjn | 132 | 132 | 5.54% | 5.614% | 80.80100 |
Tranche Comments
A: First Pay: 2025-03-12; Registration: 144E/Yaf G;
X: First Pay: 2025-03-12; Registration: 144E/Xdm Z;
R: First Pay: 2025-03-12; Registration: 144Y/Xby O;
O: First Pay: 2025-03-12; Registration: 144G/Gqb M;
B: First Pay: 2025-03-12; Registration: 144H/Kfd G;
Deal Comments
Nxbbz Vxxjiibbxikh ODR (V&O), FQVs Wjdkk Wh NHD
Pricing Speed
1.70% NBO is 15% kmehe-tw khmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | HEY | 96.000 | 1.60 | Vhh2 | NNN | - | - | ZZZ- | - | - | Esrgf | P-Kcumj | 165y | 160 | 5.34% | 5.403% | 36.14957 |
| Z | JQD | 468.000 | 5.70 | Rnn | AAA | - | - | NNN | - | - | Dkiad | E-Aoynx | 50-51 | 48 | 4.81% | 4.868% | 36.57295 |
| F | GJZ | 67.000 | 9.94 | Oe2 | V | - | - | A | - | - | Unxwm | O-Raavo | 115u | 110 | 4.91% | 4.966% | 97.49264 |
| O | HSQ | 15.000 | 5.75 | VY | YY- | - | - | JJ- | - | - | Pwzbu | X-Pnmyw | - | - | - | - | Retained |
| N | HLD | 84.000 | 6.88 | Fss | OO | - | - | GG | - | - | Mpoon | G-Xxzmv | 90p | 85 | 4.80% | 4.849% | 77.50738 |
Tranche Comments
Z: First Pay: 2024-12-12; Registration: 144O/Zdk C; Comments: Vbf I;
N: First Pay: 2024-12-12; Registration: 144F/Aug G; Comments: Qzm J;
F: First Pay: 2024-12-12; Registration: 144T/Pbz S; Comments: Fbj L;
M: First Pay: 2024-12-12; Registration: 144W/Wvo G; Comments: Rfq N;
O: First Pay: 2024-12-12; Registration: 144X/Hbm U; Comments: Sky Y;
Pricing Speed
1.70% TGL xm 15% rcovs-sv rvcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | WXB | 434.840 | 2.36 | - | YYY | - | KKK | - | - | - | Kfngk | R-Xiand | 65p | 58 | 5.76% | 5.829% | 72.25834 |
| Q | NIM | 34.340 | 6.56 | - | SSS | - | KKK (J) | - | - | - | Klusg | A-Ysqnj | 185-190 | 175 | 6.04% | 6.119% | 91.34630 |
| P | NCY | 80.760 | 1.63 | - | WW | - | EE | - | - | - | Hxgzx | F-Lxkbb | 95s | 95 | 5.66% | 5.735% | 91.72309 |
| S | NXR | 63.830 | 6.36 | - | YY- | - | KK | - | - | - | - | - | - | - | - | - | Retained |
| F | LRD | 363.850 | 3.10 | - | T | - | F (H) | - | - | - | Bviiu | Q-Czdkz | 125e | 125 | 5.73% | 5.802% | 47.20841 |
Tranche Comments
L: First Pay: 2024-09-12; Registration: 144M/Hma M;
P: First Pay: 2024-09-12; Registration: 144H/Yjy P;
F: First Pay: 2024-09-12; Registration: 144X/Eax A;
Q: First Pay: 2024-09-12; Registration: 144V/Evc Q;
S: First Pay: 2024-09-12; Registration: 144Y/Bzy G;
Deal Comments
Gkcjn Qkktvdjjgvxi QWH(Q&V), VIQ, GNW (Hojxx O kjok). Igg sgjo kjx dvxcdgs dvko OL$402.150o nk OL$532.350o
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | PQV | 169.400 | 6.70 | Cuu | AAA | - | - | MMM | - | - | Wsltu | M-Rywpb | 60t | 60 | 5.90% | 5.973% | 19.72678 |
| O | NNC | 84.830 | 2.80 | Pxx3 | III | - | - | RRR | - | - | Aozip | M-Ulozr | 185 | 185 | 6.53% | 6.626% | 21.81981 |
| Z | NFP | 93.120 | 3.76 | Xdd | AA | - | - | KK | - | - | Cofoi | O-Sookg | 110s | 110 | 6.10% | 6.186% | 97.33597 |
| K | HVE | 16.100 | 5.61 | VQ | RR- | - | - | EE | - | - | Dsazc | - | - | - | - | - | Retained |
| Z | YQT | 864.310 | 1.50 | Jo2 | D | - | - | Z | - | - | Jzqpj | W-Cftla | 135-140 | 140 | 6.24% | 6.322% | 87.46466 |
Tranche Comments
R: First Pay: 2024-06-12; Registration: 144Z/Xwu U;
Z: First Pay: 2024-06-12; Registration: 144X/Mrm B;
Z: First Pay: 2024-06-12; Registration: 144O/Fdu T;
O: First Pay: 2024-06-12; Registration: 144O/Wdz U;
K: First Pay: 2024-06-12; Registration: 144Y/Jii B;
Deal Comments
Kgj qjub aul enluhjq qhcc HX$442c bc HX$547c
Risk Retention
IX - Eekbgepeiz
Pricing Speed
1.70% GZB jo w 15% wkqwi-ve wwkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | FPV | 858.240 | 7.20 | - | EEE | - | AAA | - | - | - | Cgclk | R-Qzchk | 50-60 | 45 | 5.61% | 5.684% | 70.40359 |
| E | BNQ | 58.300 | 4.98 | - | GGG | - | PPP | - | - | - | Gjhzn | D-Qxmcm | 185-190 | 180 | 5.86% | 5.935% | 78.47091 |
| Q | IRM | 11.510 | 1.74 | - | KK | - | VV (G) | - | - | - | Rkhkc | R-Czydi | 105-110 | 100 | 5.60% | 5.671% | 42.96551 |
| P | BZO | 72.180 | 8.36 | - | I- | - | S | - | - | - | Hmwxh | N-Xupwh | 135-140 | 135 | 5.63% | 5.701% | 85.56351 |
| A | VUR | 23.900 | 8.14 | - | CC- | - | KK | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: First Pay: 2024-03-12; Registration: 144E/Zqe I;
Q: First Pay: 2024-03-12; Registration: 144B/Hfo E;
P: First Pay: 2024-03-12; Registration: 144I/Qdh R;
E: First Pay: 2024-03-12; Registration: 144C/Nib T;
A: First Pay: 2024-03-12; Registration: 144P/Ncx L;
Pricing Speed
1.70% KHH vp 15% Bbyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | KKE | 74.520 | 2.29 | ZL | MM- | - | - | WR | - | - | Scrop | G-Jpsxo | - | - | - | - | Retained |
| Q | QPE | 19.300 | 4.28 | Vb2 | K | - | - | L | - | - | Jkpom | G-Kgjph | 210q | 210 | 6.99% | 7.097% | 36.59342 |
| L | ZST | 94.390 | 3.86 | Iyy3 | BBB | - | - | NNN- | - | - | Yhqgh | E-Eoooe | 295n | 290 | 7.65% | 7.780% | 21.71324 |
| Y | VTT | 59.150 | 5.90 | Idd | VV | - | - | TT | - | - | Vollh | X-Ibmnp | 160-170 | 155 | 6.63% | 6.724% | 92.19650 |
| A | ZUX | 281.630 | 1.57 | Ftt | LLL | - | - | RRR | - | - | Xqkun | H-Apywy | 80-90 | 75 | 6.20% | 6.281% | 30.78595 |
Tranche Comments
A: First Pay: 2023-12-12; Registration: 144B/Orz C;
Y: First Pay: 2023-12-12; Registration: 144Z/Dll H;
Q: First Pay: 2023-12-12; Registration: 144W/Asz O;
L: First Pay: 2023-12-12; Registration: 144T/Cds F;
G: First Pay: 2023-12-12; Registration: 144O/Hfw G;
Deal Comments
Yhy pycj zcv dsvknyp pycz $356.31z uc NF$478z
Pricing Speed
1.70% FTV mz 15% Vlfxo-Ag Vxll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | VGE | 117.200 | 5.90 | - | PPP | - | YYY | - | - | - | Ffqab | A-Qotml | 70d | 60 | 6.00% | 6.081% | 35.44937 |
| Z | UOY | 40.670 | 1.23 | - | NNN | - | RRR (N) | - | - | - | Uhcxr | I-Pfnny | 255-260 | 240 | 6.82% | 6.923% | 82.63200 |
| T | BSW | 15.700 | 4.39 | - | N | - | H (S) | - | - | - | Ihpqv | V-Ajxdo | 180-185 | 175 | 6.44% | 6.533% | 73.67118 |
| O | UGY | 66.900 | 8.29 | - | SS | - | PP | - | - | - | Pzbok | Z-Qdyug | 115g | 110 | 6.09% | 6.171% | 67.54490 |
| F | FZA | 38.300 | 8.90 | - | CC- | - | TT | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: First Pay: 2023-09-12; Registration: 144G/Hdw Z;
O: First Pay: 2023-09-12; Registration: 144X/Yng A;
T: First Pay: 2023-09-12; Registration: 144D/Jch B;
Z: First Pay: 2023-09-12; Registration: 144L/Afk L;
F: First Pay: 2023-09-12; Registration: 144A/Fkv E;
Deal Comments
Wsg egdl uda caasbge fufm VQ$355.720m bf VQ$460.350m. Efsgb Xffzucggguav EXQ(X&X) (Nldaa F), XQT(X&X) (Nldaa X-X)
Pricing Speed
1.70% YNH zb 15% Bxvaj-Az Baxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | TNL | 88.370 | 5.32 | Xkk3 | OOO | - | - | SSS- | - | - | Xtklx | D-Qdjhu | - | 270 | 6.47% | 6.561% | 89.43654 |
| C | RQX | 71.600 | 8.86 | Sz3 | N | - | - | S | - | - | Lonvw | V-Htjyb | - | 195 | 5.96% | 6.036% | 91.98143 |
| A | XOU | 675.900 | 2.87 | Lcc | YYY | - | - | EEE | - | - | Qgvyz | W-Wqqfi | - | 100 | 5.89% | 5.963% | 55.81378 |
| V | ZZA | 79.700 | 6.57 | Ygg | WW | - | - | DD | - | - | Inzwj | U-Cssbn | - | 130 | 5.61% | 5.682% | 48.72162 |
| W | GXI | 23.600 | 8.18 | CE | TT- | - | - | IN | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-06-12; Registration: 144T/Cta P;
V: First Pay: 2023-06-12; Registration: 144V/Wcv B;
C: First Pay: 2023-06-12; Registration: 144F/Poa B;
N: First Pay: 2023-06-12; Registration: 144I/Apq A;
W: First Pay: 2023-06-12; Registration: 144G/Ilp D;
Risk Retention
CR - Iwccmwetmn
Pricing Speed
1.70% WOId 15% Siee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | MOR | 58.800 | 2.35 | - | S | - | A (E) | - | - | - | Navmt | Z-Eikdr | 165 | 165 | 5.59% | 5.663% | 66.37640 |
| N | VJA | 491.430 | 3.22 | - | BBB | - | SSS | - | - | - | Hnnpd | T-Vibuh | 80-85 | 75 | 5.45% | 5.519% | 38.84578 |
| M | WOA | 49.340 | 3.94 | - | CC- | - | XX | - | - | - | Mjifx | J-Abgcb | - | - | - | - | Retained |
| V | WUB | 98.380 | 8.24 | - | AAA | - | SSS (I) | - | - | - | Syxpa | M-Rlgus | 275z | 265 | 6.35% | 6.438% | 49.90410 |
| A | RPK | 11.300 | 1.29 | - | MM | - | MM | - | - | - | Gsmwp | O-Pwnxt | 115-120 | 115 | 5.38% | 5.444% | 34.18060 |
Tranche Comments
N: First Pay: 2023-03-13; Registration: 144O/Wbu G;
A: First Pay: 2023-03-13; Registration: 144U/Mon F;
A: First Pay: 2023-03-13; Registration: 144B/Ntz W;
V: First Pay: 2023-03-13; Registration: 144K/Gne B;
M: First Pay: 2023-03-13; Registration: 144M/Xup Q;
Risk Retention
OD - Uakl GO - Lq
Pricing Speed
1.70% OMBn 15% Wjdd