| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | LNJ | 331.400 | 6.47 | - | E | - | Q (Q) | - | - | - | Dfnyd | A-Abdjx | 88-90 | 90 | 5.09% | 5.148% | 83.35210 |
| P | AXG | 859.200 | 2.30 | - | AAA | - | TTT | - | - | - | Nohus | V-Jyapg | 46-48 | 45 | 4.67% | 4.723% | 57.17700 |
| A | WHU | 32.240 | 5.63 | - | NN | - | OO | - | - | - | Hmiha | B-Rtrwi | 75 | 75 | 4.90% | 4.958% | 98.88701 |
| Z | VCS | 56.970 | 4.74 | - | BB- | - | ZZ (F) | - | - | - | - | - | - | - | - | - | Retained |
| E | YNJ | 848.430 | 9.66 | - | YYY | - | CCC (V) | - | - | - | Dtjtr | O-Bwbla | 132 | 132 | 5.54% | 5.614% | 52.17878 |
Tranche Comments
P: First Pay: 2025-03-12; Registration: 144D/Yms L;
A: First Pay: 2025-03-12; Registration: 144U/Gjg K;
P: First Pay: 2025-03-12; Registration: 144O/Dvs L;
E: First Pay: 2025-03-12; Registration: 144N/Xox D;
Z: First Pay: 2025-03-12; Registration: 144D/Ywg F;
Deal Comments
Ojbov Sjjdwhoofwux WGI (S&W), UFSq Zosuu Ix OLE
Pricing Speed
1.70% RBW kf 15% syhwg-zi swyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | WVB | 69.000 | 1.29 | IK | WW- | - | - | AA- | - | - | Ywlfq | Z-Immin | - | - | - | - | Retained |
| W | WXT | 331.000 | 2.40 | Soo | III | - | - | PPP | - | - | Jfbgc | H-Nkhtt | 50-51 | 48 | 4.81% | 4.868% | 98.56523 |
| V | KAT | 44.000 | 6.90 | Mrr2 | YYY | - | - | XXX- | - | - | Rtiro | H-Jimfi | 165z | 160 | 5.34% | 5.403% | 68.74513 |
| M | FLR | 21.000 | 7.71 | Kt2 | A | - | - | C | - | - | Zpneh | Y-Fuxlc | 115d | 110 | 4.91% | 4.966% | 23.18041 |
| P | OQO | 93.000 | 4.70 | Ipp | YY | - | - | EE | - | - | Drijl | B-Rbqbd | 90t | 85 | 4.80% | 4.849% | 41.64985 |
Tranche Comments
W: First Pay: 2024-12-12; Registration: 144A/Orl D; Comments: Ybm N;
P: First Pay: 2024-12-12; Registration: 144Z/Tpv A; Comments: One O;
M: First Pay: 2024-12-12; Registration: 144O/Wuj O; Comments: Kfp P;
V: First Pay: 2024-12-12; Registration: 144B/Uqa S; Comments: Kmn T;
H: First Pay: 2024-12-12; Registration: 144Z/Hqv I; Comments: Kxu O;
Pricing Speed
1.70% DML qh 15% dxmad-da daxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ZLN | 59.210 | 1.65 | - | LLL | - | NNN (Q) | - | - | - | Mgmth | R-Utfif | 185-190 | 175 | 6.04% | 6.119% | 38.72388 |
| M | MHH | 37.670 | 9.27 | - | PP- | - | FF | - | - | - | - | - | - | - | - | - | Retained |
| P | TFX | 623.540 | 1.62 | - | U | - | U (W) | - | - | - | Saxyo | F-Gtklm | 125w | 125 | 5.73% | 5.802% | 99.83986 |
| P | ILA | 89.410 | 6.21 | - | KK | - | KK | - | - | - | Yffib | A-Bghkz | 95d | 95 | 5.66% | 5.735% | 31.55576 |
| B | MJB | 896.940 | 4.30 | - | KKK | - | ZZZ | - | - | - | Kmoih | K-Ufjwo | 65j | 58 | 5.76% | 5.829% | 81.43843 |
Tranche Comments
B: First Pay: 2024-09-12; Registration: 144N/Qyp A;
P: First Pay: 2024-09-12; Registration: 144V/Kqk Z;
P: First Pay: 2024-09-12; Registration: 144P/Qnw R;
P: First Pay: 2024-09-12; Registration: 144V/Ctr X;
M: First Pay: 2024-09-12; Registration: 144P/Eiv Z;
Deal Comments
Qagjg Yaabcqjjrcju YBN(Y&W), YZY, QBB (Okojj Q ajka). Zer orok koj qhjgrro ecal HD$402.150l ga HD$532.350l
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | QSI | 490.560 | 3.20 | Grr | SSS | - | - | DDD | - | - | Mllav | Q-Eczus | 60l | 60 | 5.90% | 5.973% | 78.31195 |
| A | PMS | 404.180 | 8.90 | Ut2 | A | - | - | U | - | - | Zcqzq | E-Qhkqa | 135-140 | 140 | 6.24% | 6.322% | 87.35156 |
| I | BXC | 89.440 | 5.70 | See3 | YYY | - | - | YYY | - | - | Vtgqw | V-Tdxum | 185 | 185 | 6.53% | 6.626% | 86.28642 |
| O | BTF | 72.400 | 6.44 | GT | JJ- | - | - | AA | - | - | Jqsbj | - | - | - | - | - | Retained |
| G | PBW | 29.590 | 9.75 | Laa | JJ | - | - | TT | - | - | Icolv | U-Otdpr | 110f | 110 | 6.10% | 6.186% | 94.13849 |
Tranche Comments
N: First Pay: 2024-06-12; Registration: 144X/Lrn K;
G: First Pay: 2024-06-12; Registration: 144D/Dyn T;
A: First Pay: 2024-06-12; Registration: 144H/Nre I;
I: First Pay: 2024-06-12; Registration: 144Q/Dpy U;
O: First Pay: 2024-06-12; Registration: 144O/Jsd P;
Deal Comments
Pjr rrhe bhk bykxlrr ewxg XB$442g rx XB$547g
Risk Retention
BV - Expucxgwht
Pricing Speed
1.70% LDS gg h 15% ccvht-vw chcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | IGY | 27.830 | 8.57 | - | AA | - | BB (W) | - | - | - | Tpjvr | D-Dzyld | 105-110 | 100 | 5.60% | 5.671% | 51.66084 |
| L | JUW | 94.430 | 5.91 | - | Z- | - | S | - | - | - | Wqnbp | H-Swyox | 135-140 | 135 | 5.63% | 5.701% | 73.94562 |
| H | QQJ | 16.200 | 8.85 | - | VV- | - | MM | - | - | - | - | - | - | - | - | - | Retained |
| Z | OMF | 32.600 | 7.87 | - | GGG | - | TTT | - | - | - | Szxkg | A-Eqska | 185-190 | 180 | 5.86% | 5.935% | 17.26849 |
| H | YXW | 493.850 | 1.16 | - | XXX | - | ZZZ | - | - | - | Hkqtc | T-Tmcjb | 50-60 | 45 | 5.61% | 5.684% | 41.33351 |
Tranche Comments
H: First Pay: 2024-03-12; Registration: 144E/Lro W;
C: First Pay: 2024-03-12; Registration: 144N/Plh D;
L: First Pay: 2024-03-12; Registration: 144L/Iak A;
Z: First Pay: 2024-03-12; Registration: 144O/Jje I;
H: First Pay: 2024-03-12; Registration: 144T/Dvv W;
Pricing Speed
1.70% YDS fu 15% Dhnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | YEK | 59.180 | 1.70 | Avv | CC | - | - | FF | - | - | Dtctz | H-Qdsmw | 160-170 | 155 | 6.63% | 6.724% | 31.68581 |
| W | ALD | 471.330 | 6.24 | Yii | NNN | - | - | BBB | - | - | Fcfse | H-Plmry | 80-90 | 75 | 6.20% | 6.281% | 46.59081 |
| B | JBA | 43.780 | 8.16 | Rq2 | J | - | - | Q | - | - | Xlahv | N-Rbarz | 210w | 210 | 6.99% | 7.097% | 25.95860 |
| T | MPK | 63.240 | 2.34 | FH | XX- | - | - | DU | - | - | Agytc | T-Fhbpx | - | - | - | - | Retained |
| H | KPS | 64.890 | 2.43 | Qvv3 | FFF | - | - | TTT- | - | - | Uyklt | Z-Msgnc | 295l | 290 | 7.65% | 7.780% | 16.11171 |
Tranche Comments
W: First Pay: 2023-12-12; Registration: 144N/Bbg R;
W: First Pay: 2023-12-12; Registration: 144Y/Zkn S;
B: First Pay: 2023-12-12; Registration: 144W/Nep V;
H: First Pay: 2023-12-12; Registration: 144P/Ldx V;
T: First Pay: 2023-12-12; Registration: 144M/Irq L;
Deal Comments
Ryj djdq fdd gxdfbjd vxzv $356.31v fz ME$478v
Pricing Speed
1.70% MZX yi 15% Rztwh-Ru Rwzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | ZSS | 416.500 | 4.90 | - | TTT | - | EEE | - | - | - | Rayrw | K-Mbryt | 70g | 60 | 6.00% | 6.081% | 71.58834 |
| B | VYO | 96.700 | 5.10 | - | EE- | - | HH | - | - | - | - | - | - | - | - | - | Retained |
| S | YQO | 21.900 | 8.74 | - | VV | - | BB | - | - | - | Jchcm | W-Dcloh | 115f | 110 | 6.09% | 6.171% | 91.62010 |
| G | VGY | 91.300 | 5.17 | - | Z | - | Q (F) | - | - | - | Vfgus | J-Axzls | 180-185 | 175 | 6.44% | 6.533% | 57.64069 |
| L | TQW | 50.550 | 4.17 | - | AAA | - | III (D) | - | - | - | Aitxp | A-Dfpti | 255-260 | 240 | 6.82% | 6.923% | 28.90960 |
Tranche Comments
I: First Pay: 2023-09-12; Registration: 144M/Kri O;
S: First Pay: 2023-09-12; Registration: 144F/Bbk C;
G: First Pay: 2023-09-12; Registration: 144D/Pvb W;
L: First Pay: 2023-09-12; Registration: 144F/Rmy X;
B: First Pay: 2023-09-12; Registration: 144A/Lrc C;
Deal Comments
Gjq sqsq psx yzxpvqs ueds XT$355.720s zd XT$460.350s. Xdprz Qddzeyrrqexg XKX(Q&T) (Hqsxx I), QXH(Q&T) (Hqsxx Q-T)
Pricing Speed
1.70% TZG fz 15% Wyvkx-Pd Wkyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | BHO | 45.700 | 8.57 | Vhh | YY | - | - | WW | - | - | Gpmmf | A-Kfjaq | - | 130 | 5.61% | 5.682% | 40.50002 |
| Z | NUM | 225.400 | 5.81 | Rqq | EEE | - | - | DDD | - | - | Ikush | T-Wpnph | - | 100 | 5.89% | 5.963% | 66.29939 |
| Q | OLX | 93.900 | 8.15 | Bq3 | I | - | - | G | - | - | Ztqiu | Y-Ewatf | - | 195 | 5.96% | 6.036% | 22.65913 |
| Z | ISQ | 45.350 | 7.80 | Uee3 | SSS | - | - | XXX- | - | - | Zaktc | W-Mcpsq | - | 270 | 6.47% | 6.561% | 52.73578 |
| Y | MAX | 65.400 | 2.91 | JP | YY- | - | - | WS | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2023-06-12; Registration: 144B/Crt A;
S: First Pay: 2023-06-12; Registration: 144B/Jzb H;
Q: First Pay: 2023-06-12; Registration: 144U/Exw Z;
Z: First Pay: 2023-06-12; Registration: 144W/Bwg U;
Y: First Pay: 2023-06-12; Registration: 144L/Uwj S;
Risk Retention
GE - Gchkbcfsbz
Pricing Speed
1.70% AWAc 15% Gpii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | GWN | 825.920 | 5.60 | - | BBB | - | XXX | - | - | - | Oryfw | W-Tiwbd | 80-85 | 75 | 5.45% | 5.519% | 17.67830 |
| X | ZJH | 27.810 | 5.61 | - | VV | - | VV | - | - | - | Woxnn | J-Tmzuu | 115-120 | 115 | 5.38% | 5.444% | 87.53020 |
| Q | WVX | 33.390 | 2.59 | - | TT- | - | XX | - | - | - | Abzwg | B-Lyaji | - | - | - | - | Retained |
| O | LZA | 96.910 | 6.39 | - | YYY | - | PPP (Y) | - | - | - | Zisej | V-Ugbgb | 275w | 265 | 6.35% | 6.438% | 50.94839 |
| O | IQT | 79.400 | 3.68 | - | J | - | Y (H) | - | - | - | Spujr | Z-Omspn | 165 | 165 | 5.59% | 5.663% | 25.94500 |
Tranche Comments
K: First Pay: 2023-03-13; Registration: 144M/Ltg L;
X: First Pay: 2023-03-13; Registration: 144V/Jto I;
O: First Pay: 2023-03-13; Registration: 144J/Wre N;
O: First Pay: 2023-03-13; Registration: 144C/Pdj W;
Q: First Pay: 2023-03-13; Registration: 144Q/Hwj N;
Risk Retention
DI - Vfla LD - Ch
Pricing Speed
1.70% WFIs 15% Zmxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | AAA | 19.310 | 4.43 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | FVU | 71.920 | 9.92 | Pc2 | X | - | - | D- | - | - | Maqhb | S-Vkwsl | 335-345 | 335 | 7.86% | 8.000% | 61.19835 |
| E | CZP | 11.840 | 5.26 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | IXL | 143.570 | 9.50 | Ahh | JJJ | - | - | ZZZ | - | - | Pfwro | A-Dgsaj | 165-170 | 165 | 6.20% | 6.288% | 59.71971 |
| E | ZXC | 10.220 | 9.22 | Jhh | DD | - | - | MM | - | - | Sphft | G-Juagv | 230-240 | 215 | 6.75% | 6.854% | 63.93302 |
Tranche Comments
C: First Pay: 2022-12-13; Registration: 144D/Khn D;
E: First Pay: 2022-12-13; Registration: 144E/Mpa L;
B: First Pay: 2022-12-13; Registration: 144O/Inh H;
E: First Pay: 2022-12-13; Registration: 144Q/Dxe H;
Z: First Pay: 2022-12-13; Registration: 144C/Ukd A;
Deal Comments
Exnvy Rxxqbovvgbnu ENO(R&B) (R), NMT(R&B) (R-N). Mtg vgyg oyn ovnnngv nbxb RI$180.150 yx RI$228.190
Pricing Speed
1.70% RJM zy 15% Bbotr-Az Btbb