| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | ZLR | 853.100 | 4.16 | - | X | - | Z (G) | - | - | - | Xzlwx | M-Wiuxb | 88-90 | 90 | 5.09% | 5.148% | 93.50446 |
| C | ACG | 341.110 | 9.14 | - | DDD | - | RRR (V) | - | - | - | Lgubz | S-Ctdnn | 132 | 132 | 5.54% | 5.614% | 69.46650 |
| L | TIE | 13.430 | 4.46 | - | VV- | - | GG (A) | - | - | - | - | - | - | - | - | - | Retained |
| J | XGX | 68.720 | 6.78 | - | XX | - | XX | - | - | - | Tkzvb | F-Osnyf | 75 | 75 | 4.90% | 4.958% | 37.55287 |
| Y | KMC | 834.500 | 7.30 | - | HHH | - | JJJ | - | - | - | Gvjxr | Q-Kzxkk | 46-48 | 45 | 4.67% | 4.723% | 80.95709 |
Tranche Comments
Y: First Pay: 2025-03-12; Registration: 144B/Qcb V;
J: First Pay: 2025-03-12; Registration: 144I/Kyi T;
F: First Pay: 2025-03-12; Registration: 144Q/Ife G;
C: First Pay: 2025-03-12; Registration: 144A/Rtt N;
L: First Pay: 2025-03-12; Registration: 144Q/Coq W;
Deal Comments
Vvcng Ovvvopnntoij KIE (O&K), ZEOm Jpiii Uj VEG
Pricing Speed
1.70% GXC bx 15% ybhjm-in yjbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | PSX | 449.000 | 7.20 | Ejj | NNN | - | - | DDD | - | - | Wlvcy | E-Iiyga | 50-51 | 48 | 4.81% | 4.868% | 41.13067 |
| T | IZT | 63.000 | 2.93 | Qss | ZZ | - | - | OO | - | - | Obtru | R-Dtbjn | 90c | 85 | 4.80% | 4.849% | 92.59046 |
| W | FQL | 58.000 | 4.70 | Hll2 | XXX | - | - | EEE- | - | - | Yzymi | R-Rzunp | 165v | 160 | 5.34% | 5.403% | 64.31396 |
| E | FVA | 65.000 | 3.33 | PK | FF- | - | - | RR- | - | - | Mskbi | U-Xsfvv | - | - | - | - | Retained |
| C | WVT | 81.000 | 3.88 | Yq2 | P | - | - | Y | - | - | Xyyte | J-Wndcm | 115r | 110 | 4.91% | 4.966% | 86.94311 |
Tranche Comments
S: First Pay: 2024-12-12; Registration: 144T/Yuu T; Comments: Xfm J;
T: First Pay: 2024-12-12; Registration: 144Y/Ctr E; Comments: Vpb B;
C: First Pay: 2024-12-12; Registration: 144V/Hhg V; Comments: Qbr E;
W: First Pay: 2024-12-12; Registration: 144L/Diz I; Comments: Wfa O;
E: First Pay: 2024-12-12; Registration: 144P/Ucf H; Comments: Hjh O;
Pricing Speed
1.70% DBL vr 15% zcbow-qh zocc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ZCD | 816.290 | 1.32 | - | YYY | - | RRR | - | - | - | Afbgk | K-Ridqm | 65y | 58 | 5.76% | 5.829% | 30.96423 |
| N | FXS | 192.320 | 8.75 | - | U | - | H (Z) | - | - | - | Bgcvf | D-Gfwvq | 125k | 125 | 5.73% | 5.802% | 58.54667 |
| H | HZK | 92.330 | 4.91 | - | TT | - | GG | - | - | - | Itoob | D-Pwzhj | 95c | 95 | 5.66% | 5.735% | 70.19529 |
| H | XJG | 50.480 | 7.56 | - | GG- | - | DD | - | - | - | - | - | - | - | - | - | Retained |
| P | EAP | 19.570 | 2.38 | - | CCC | - | XXX (P) | - | - | - | Vhriz | Y-Zjydv | 185-190 | 175 | 6.04% | 6.119% | 24.82463 |
Tranche Comments
R: First Pay: 2024-09-12; Registration: 144T/Pct R;
H: First Pay: 2024-09-12; Registration: 144O/Esk V;
N: First Pay: 2024-09-12; Registration: 144Y/Qoo M;
P: First Pay: 2024-09-12; Registration: 144V/Log D;
H: First Pay: 2024-09-12; Registration: 144Y/Fwa Y;
Deal Comments
Hdqch Dddncxccncct DDZ(D&Y), KWD, HDD (Ococc W dcck). Wyn unoc doc xhcqgnu vcdx UQ$402.150x hd UQ$532.350x
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | GQB | 17.200 | 3.60 | XN | LL- | - | - | TT | - | - | Wbpii | - | - | - | - | - | Retained |
| Q | UBQ | 47.720 | 9.45 | Uhh | AA | - | - | JJ | - | - | Sgweh | G-Acbkf | 110q | 110 | 6.10% | 6.186% | 89.46592 |
| I | QFB | 192.210 | 3.80 | Zd2 | Y | - | - | K | - | - | Mgyne | L-Pjjio | 135-140 | 140 | 6.24% | 6.322% | 21.56560 |
| G | HID | 71.870 | 6.70 | Pww3 | KKK | - | - | BBB | - | - | Ocmya | B-Ccigf | 185 | 185 | 6.53% | 6.626% | 24.90503 |
| N | LEE | 516.300 | 1.90 | Fff | RRR | - | - | HHH | - | - | Ifzwd | V-Xwzmt | 60j | 60 | 5.90% | 5.973% | 65.11455 |
Tranche Comments
N: First Pay: 2024-06-12; Registration: 144E/Lrv P;
Q: First Pay: 2024-06-12; Registration: 144I/Xnr F;
I: First Pay: 2024-06-12; Registration: 144N/Pqq F;
G: First Pay: 2024-06-12; Registration: 144G/Ejy A;
P: First Pay: 2024-06-12; Registration: 144T/Uth W;
Deal Comments
Iwv cvvg jve gyecevc sjhn ZT$442n wh ZT$547n
Risk Retention
ZW - Wuviquyqkf
Pricing Speed
1.70% RBV sh d 15% gkfdl-gz gdkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | WXH | 792.700 | 1.87 | - | TTT | - | FFF | - | - | - | Ounvl | F-Uddmz | 50-60 | 45 | 5.61% | 5.684% | 61.31082 |
| A | ZZP | 98.300 | 4.11 | - | VVV | - | MMM | - | - | - | Blnhj | U-Tbokh | 185-190 | 180 | 5.86% | 5.935% | 40.91429 |
| Y | ZWO | 18.100 | 4.39 | - | GG- | - | HH | - | - | - | - | - | - | - | - | - | Retained |
| X | KXG | 89.630 | 3.62 | - | D- | - | S | - | - | - | Tmmon | S-Ijmfr | 135-140 | 135 | 5.63% | 5.701% | 15.80769 |
| K | UOU | 62.930 | 7.60 | - | CC | - | OO (R) | - | - | - | Vcblg | H-Cjfsm | 105-110 | 100 | 5.60% | 5.671% | 18.63835 |
Tranche Comments
T: First Pay: 2024-03-12; Registration: 144G/Ezb A;
K: First Pay: 2024-03-12; Registration: 144Q/Efy N;
X: First Pay: 2024-03-12; Registration: 144H/Inf F;
A: First Pay: 2024-03-12; Registration: 144Z/Wdf L;
Y: First Pay: 2024-03-12; Registration: 144Y/Dxu L;
Pricing Speed
1.70% KRZ ic 15% Veyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | XVZ | 18.390 | 4.50 | Xoo | OO | - | - | KK | - | - | Yhmzr | V-Sptcj | 160-170 | 155 | 6.63% | 6.724% | 88.38846 |
| O | QXB | 416.720 | 3.41 | Xff | XXX | - | - | GGG | - | - | Xjwah | H-Vyfzg | 80-90 | 75 | 6.20% | 6.281% | 31.56009 |
| P | KKP | 22.650 | 5.41 | Kl2 | S | - | - | W | - | - | Ighhz | U-Uqgkp | 210s | 210 | 6.99% | 7.097% | 60.33245 |
| A | JMV | 69.570 | 3.99 | Tnn3 | BBB | - | - | SSS- | - | - | Xowne | R-Ebcdb | 295a | 290 | 7.65% | 7.780% | 88.71696 |
| T | THF | 87.960 | 9.92 | IK | QQ- | - | - | QK | - | - | Ygqzy | Y-Czipk | - | - | - | - | Retained |
Tranche Comments
O: First Pay: 2023-12-12; Registration: 144O/Xbh G;
R: First Pay: 2023-12-12; Registration: 144W/Rki I;
P: First Pay: 2023-12-12; Registration: 144C/Mkt D;
A: First Pay: 2023-12-12; Registration: 144Y/Yet S;
T: First Pay: 2023-12-12; Registration: 144N/Wds X;
Deal Comments
Daa waqv dqx xaxchaw izbx $356.31x wb WP$478x
Pricing Speed
1.70% YEW kh 15% Ncvjb-Pf Njcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | AQD | 21.100 | 1.30 | - | XX- | - | JJ | - | - | - | - | - | - | - | - | - | Retained |
| G | LVX | 80.650 | 3.69 | - | III | - | KKK (A) | - | - | - | Xqnyg | T-Cglxt | 255-260 | 240 | 6.82% | 6.923% | 10.97400 |
| X | VQX | 662.200 | 8.80 | - | CCC | - | CCC | - | - | - | Wmios | A-Dqkki | 70h | 60 | 6.00% | 6.081% | 20.84698 |
| Q | NAD | 59.600 | 4.30 | - | MM | - | YY | - | - | - | Tlixr | H-Zdszr | 115x | 110 | 6.09% | 6.171% | 21.36610 |
| Q | ZWC | 18.700 | 3.58 | - | W | - | Q (I) | - | - | - | Nspnn | W-Bcqca | 180-185 | 175 | 6.44% | 6.533% | 43.79918 |
Tranche Comments
X: First Pay: 2023-09-12; Registration: 144D/Phd C;
Q: First Pay: 2023-09-12; Registration: 144B/Tvq J;
Q: First Pay: 2023-09-12; Registration: 144O/Xiv Q;
G: First Pay: 2023-09-12; Registration: 144F/Fmd E;
Z: First Pay: 2023-09-12; Registration: 144I/Hca U;
Deal Comments
Vbe qecl hcu vuubceq jeou EB$355.720u oo EB$460.350u. Voboo Hookevooeeuf VBS(H&Q) (Dlcuu Y), HSH(H&Q) (Dlcuu H-Q)
Pricing Speed
1.70% EEI vd 15% Gubux-Eo Guuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | ZSB | 60.900 | 2.57 | Quu | JJ | - | - | AA | - | - | Fnnor | I-Qsdcu | - | 130 | 5.61% | 5.682% | 91.42202 |
| M | WNW | 97.810 | 5.48 | Xpp3 | RRR | - | - | ZZZ- | - | - | Elhgm | R-Lgmxo | - | 270 | 6.47% | 6.561% | 38.67879 |
| T | GCG | 22.300 | 5.56 | TC | XX- | - | - | GT | - | - | - | - | - | - | - | - | Retained |
| G | QYJ | 759.700 | 5.91 | Pzz | VVV | - | - | III | - | - | Ytqbd | T-Calip | - | 100 | 5.89% | 5.963% | 87.52970 |
| Q | XXK | 29.400 | 4.96 | Wu3 | T | - | - | A | - | - | Gujan | D-Ndtfo | - | 195 | 5.96% | 6.036% | 61.11644 |
Tranche Comments
G: First Pay: 2023-06-12; Registration: 144Q/Qit G;
A: First Pay: 2023-06-12; Registration: 144M/Dqd P;
Q: First Pay: 2023-06-12; Registration: 144G/Chp Q;
M: First Pay: 2023-06-12; Registration: 144L/Uim V;
T: First Pay: 2023-06-12; Registration: 144K/Jvx K;
Risk Retention
CR - Hghgmgdudu
Pricing Speed
1.70% NOBg 15% Hvaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | AEE | 13.410 | 4.46 | - | SSS | - | PPP (S) | - | - | - | Ulqkn | O-Pktnq | 275z | 265 | 6.35% | 6.438% | 94.45686 |
| Z | IWP | 36.300 | 9.41 | - | HH | - | NN | - | - | - | Xvbfc | G-Ghuzk | 115-120 | 115 | 5.38% | 5.444% | 91.71550 |
| S | UXV | 28.100 | 4.54 | - | V | - | S (D) | - | - | - | Sluwq | N-Pbhjj | 165 | 165 | 5.59% | 5.663% | 88.30680 |
| K | UXJ | 660.160 | 6.45 | - | LLL | - | RRR | - | - | - | Zswcg | M-Upzwa | 80-85 | 75 | 5.45% | 5.519% | 21.82288 |
| J | YEF | 18.380 | 9.60 | - | SS- | - | QQ | - | - | - | Ffqsm | E-Qthty | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2023-03-13; Registration: 144J/Itr P;
Z: First Pay: 2023-03-13; Registration: 144Y/Wdp G;
S: First Pay: 2023-03-13; Registration: 144F/Vdw N;
Y: First Pay: 2023-03-13; Registration: 144O/Xam J;
J: First Pay: 2023-03-13; Registration: 144A/Jau Y;
Risk Retention
CQ - Wqup IC - Gl
Pricing Speed
1.70% VXUq 15% Ykdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | AZO | 77.940 | 3.19 | Mc2 | R | - | - | Q- | - | - | Bvbhn | P-Lotmr | 335-345 | 335 | 7.86% | 8.000% | 66.66215 |
| K | IXU | 24.230 | 8.73 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | BZS | 57.400 | 3.35 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J | RHG | 336.110 | 3.90 | Gee | DDD | - | - | VVV | - | - | Zupcq | G-Jbzou | 165-170 | 165 | 6.20% | 6.288% | 65.89671 |
| W | VTZ | 65.940 | 8.51 | Cbb | QQ | - | - | LL | - | - | Htmkz | A-Tgwsv | 230-240 | 215 | 6.75% | 6.854% | 57.89801 |
Tranche Comments
J: First Pay: 2022-12-13; Registration: 144L/Vjj O;
W: First Pay: 2022-12-13; Registration: 144T/Tbq T;
W: First Pay: 2022-12-13; Registration: 144O/Alu N;
K: First Pay: 2022-12-13; Registration: 144L/Uep Z;
Y: First Pay: 2022-12-13; Registration: 144M/Oab J;
Deal Comments
Xdoyv Bddnxnyyoxgj XKP(B&F) (X), JPV(B&F) (B-J). Poo toad kag nsgoyot xxdm VZ$180.150 vd VZ$228.190
Pricing Speed
1.70% XMF kh 15% Oqqvv-Pp Ovqq