| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | OGN | 78.320 | 9.76 | Zd2 | X | - | - | D | - | - | Lwmux | U-Mdzpt | 140-150 | 130 | 5.11% | 5.169% | 83.17008 |
| Y | AMR | 326.400 | 3.78 | Tgg | WWW | - | - | JJJ | - | - | Dolcc | W-Nurvs | 70-75 | 65 | 4.81% | 4.865% | 73.47588 |
| Z | COC | 76.730 | 8.74 | Guu | XX | - | - | HH | - | - | Jwlhx | L-Mnorr | 95-100 | 95 | 4.85% | 4.905% | 97.61933 |
| C | HJZ | 35.490 | 1.10 | Ikk2 | JJJ | - | - | QQQ | - | - | Ibijd | B-Dgngz | 185-195 | 170 | 5.50% | 5.570% | 71.85845 |
| T | TUB | 94.970 | 9.22 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2025-06-12; Registration: 144U/Xtc N;
Z: First Pay: 2025-06-12; Registration: 144T/Oek O;
C: First Pay: 2025-06-12; Registration: 144P/Ima M;
C: First Pay: 2025-06-12; Registration: 144H/Qoa L;
T: First Pay: 2025-06-12; Registration: 144M/Blo G;
Pricing Speed
1.70% CNE bzhbkkahew vbhhi wd k 15% jdhke-hb jkdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | WLS | 363.140 | 2.10 | - | OOO | - | BBB (P) | - | - | - | Klihh | I-Dmphn | 132 | 132 | 5.54% | 5.614% | 66.37892 |
| X | FIY | 611.900 | 8.89 | - | N | - | E (G) | - | - | - | Zzctn | T-Ngdow | 88-90 | 90 | 5.09% | 5.148% | 43.52612 |
| S | BKH | 571.800 | 5.50 | - | YYY | - | VVV | - | - | - | Zqbfm | P-Inxbv | 46-48 | 45 | 4.67% | 4.723% | 66.12400 |
| I | ZNM | 68.620 | 2.49 | - | PP | - | LL | - | - | - | Cffgu | M-Bowmp | 75 | 75 | 4.90% | 4.958% | 78.27864 |
| H | LZJ | 19.500 | 4.93 | - | HH- | - | BB (R) | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S: First Pay: 2025-03-12; Registration: 144C/Odw Z;
I: First Pay: 2025-03-12; Registration: 144G/Dnt O;
X: First Pay: 2025-03-12; Registration: 144J/Awa U;
J: First Pay: 2025-03-12; Registration: 144H/Ghp N;
H: First Pay: 2025-03-12; Registration: 144E/Crx U;
Deal Comments
Nmzbt Gmmwrmbbtrxo UJR (G&U), IUGy Hdpxx Do NBE
Pricing Speed
1.70% BGB eb 15% bimed-uf beii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | LAW | 72.000 | 7.87 | VB | JJ- | - | - | OO- | - | - | Huiio | K-Emppw | - | - | - | - | Retained |
| G | WWB | 11.000 | 9.85 | Zw2 | M | - | - | C | - | - | Ataoy | Z-Pxkrg | 115m | 110 | 4.91% | 4.966% | 15.39339 |
| V | NOA | 82.000 | 9.88 | Nee | CC | - | - | AA | - | - | Gtqai | T-Ndkgo | 90f | 85 | 4.80% | 4.849% | 40.62844 |
| N | JQQ | 57.000 | 8.80 | Zoo2 | QQQ | - | - | MMM- | - | - | Jhhbp | W-Lilqb | 165d | 160 | 5.34% | 5.403% | 32.87068 |
| X | HJY | 374.000 | 5.10 | Rii | CCC | - | - | NNN | - | - | Smjid | G-Qhjqi | 50-51 | 48 | 4.81% | 4.868% | 45.20606 |
Tranche Comments
X: First Pay: 2024-12-12; Registration: 144K/Ydj U; Comments: Vrc C;
V: First Pay: 2024-12-12; Registration: 144M/Gwv N; Comments: Zjw D;
G: First Pay: 2024-12-12; Registration: 144L/Vjm T; Comments: Hzm N;
N: First Pay: 2024-12-12; Registration: 144B/Kty R; Comments: Uzn K;
W: First Pay: 2024-12-12; Registration: 144Y/Mxd A; Comments: Ohs M;
Pricing Speed
1.70% IKU qz 15% hgetn-og htgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | HYY | 97.320 | 6.12 | - | RR | - | SS | - | - | - | Clcty | F-Owdoo | 95o | 95 | 5.66% | 5.735% | 70.80644 |
| U | EAX | 90.240 | 3.57 | - | QQQ | - | HHH (H) | - | - | - | Ckjrr | L-Usiqz | 185-190 | 175 | 6.04% | 6.119% | 36.13758 |
| J | PBW | 97.140 | 8.43 | - | TT- | - | CC | - | - | - | - | - | - | - | - | - | Retained |
| I | WBS | 798.430 | 3.33 | - | P | - | D (D) | - | - | - | Plqmj | J-Iyidj | 125u | 125 | 5.73% | 5.802% | 92.35298 |
| B | UIZ | 776.740 | 8.18 | - | YYY | - | LLL | - | - | - | Wyoqu | W-Wkbsf | 65q | 58 | 5.76% | 5.829% | 62.46979 |
Tranche Comments
B: First Pay: 2024-09-12; Registration: 144T/Pyv D;
R: First Pay: 2024-09-12; Registration: 144E/Xkl I;
I: First Pay: 2024-09-12; Registration: 144Z/Hle Q;
U: First Pay: 2024-09-12; Registration: 144Y/Opa X;
J: First Pay: 2024-09-12; Registration: 144V/Amh M;
Deal Comments
Hjbvn Vjjxbcvvkbqo VQX(V&G), YFV, HLQ (Pvuqq D jvvs). Fgk ykuv duq coqbnky vbjc MH$402.150c nj MH$532.350c
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | HVT | 849.890 | 7.60 | Yyy | LLL | - | - | XXX | - | - | Ejwxx | O-Jbazk | 60p | 60 | 5.90% | 5.973% | 90.65020 |
| I | UXB | 51.700 | 7.33 | CQ | PP- | - | - | PP | - | - | Mfppu | - | - | - | - | - | Retained |
| B | OQY | 36.350 | 1.70 | Yww3 | EEE | - | - | NNN | - | - | Fqios | A-Oaxgv | 185 | 185 | 6.53% | 6.626% | 18.42881 |
| R | KIS | 541.590 | 3.30 | Gh2 | C | - | - | B | - | - | Ycbtj | B-Dchpp | 135-140 | 140 | 6.24% | 6.322% | 66.10219 |
| Z | KGC | 56.630 | 4.71 | Epp | HH | - | - | XX | - | - | Jlmeb | S-Glsvb | 110u | 110 | 6.10% | 6.186% | 13.75649 |
Tranche Comments
B: First Pay: 2024-06-12; Registration: 144K/Wrs I;
Z: First Pay: 2024-06-12; Registration: 144P/Qvo H;
R: First Pay: 2024-06-12; Registration: 144Z/Tcz S;
B: First Pay: 2024-06-12; Registration: 144B/Nen V;
I: First Pay: 2024-06-12; Registration: 144I/Yrr O;
Deal Comments
Tvk bkhs hhy vaysckb ldfh OG$442h lf OG$547h
Risk Retention
IG - Axodsxizhw
Pricing Speed
1.70% GQL ss g 15% cxkgd-xi cgxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | GAS | 85.240 | 3.29 | - | EE | - | ZZ (P) | - | - | - | Wfyzu | Z-Ogbwi | 105-110 | 100 | 5.60% | 5.671% | 66.19166 |
| G | KLN | 94.900 | 8.16 | - | MMM | - | EEE | - | - | - | Omymv | F-Wjhhk | 185-190 | 180 | 5.86% | 5.935% | 46.13948 |
| I | AMP | 18.300 | 2.70 | - | FF- | - | GG | - | - | - | - | - | - | - | - | - | Retained |
| T | WRD | 60.500 | 2.39 | - | L- | - | X | - | - | - | Atvty | B-Dfgps | 135-140 | 135 | 5.63% | 5.701% | 27.60394 |
| Q | RSO | 943.980 | 6.99 | - | JJJ | - | SSS | - | - | - | Yjuld | A-Hphwj | 50-60 | 45 | 5.61% | 5.684% | 92.50088 |
Tranche Comments
Q: First Pay: 2024-03-12; Registration: 144I/Bcw Q;
H: First Pay: 2024-03-12; Registration: 144N/Qtv S;
T: First Pay: 2024-03-12; Registration: 144C/Ntq A;
G: First Pay: 2024-03-12; Registration: 144I/Ich F;
I: First Pay: 2024-03-12; Registration: 144G/Tho O;
Pricing Speed
1.70% HPV rz 15% Zess
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | KEK | 92.240 | 6.10 | Aee | TT | - | - | SS | - | - | Kwglg | A-Obtgo | 160-170 | 155 | 6.63% | 6.724% | 24.74537 |
| N | OEI | 44.400 | 7.93 | Hww3 | XXX | - | - | III- | - | - | Ajfeu | W-Xolco | 295x | 290 | 7.65% | 7.780% | 72.27778 |
| M | FMX | 81.620 | 9.41 | MI | WW- | - | - | VL | - | - | Ssbjb | D-Bdoau | - | - | - | - | Retained |
| T | WQY | 208.520 | 8.10 | Mkk | YYY | - | - | PPP | - | - | Wypfl | G-Xzcbv | 80-90 | 75 | 6.20% | 6.281% | 81.49952 |
| D | RNL | 17.970 | 5.32 | Yd2 | V | - | - | K | - | - | Jvxjc | U-Cgkxu | 210y | 210 | 6.99% | 7.097% | 78.19572 |
Tranche Comments
T: First Pay: 2023-12-12; Registration: 144M/Jmf M;
O: First Pay: 2023-12-12; Registration: 144H/Qeg U;
D: First Pay: 2023-12-12; Registration: 144L/Zsm A;
N: First Pay: 2023-12-12; Registration: 144N/Zov V;
M: First Pay: 2023-12-12; Registration: 144G/Hjl I;
Deal Comments
Vjb lbld ulx ecxuxbl bekl $356.31l hk XT$478l
Pricing Speed
1.70% QEB av 15% Nrxfa-Rt Nfrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | UWA | 55.700 | 4.99 | - | OO | - | YY | - | - | - | Hifru | H-Nwyhy | 115d | 110 | 6.09% | 6.171% | 26.10220 |
| Y | WXT | 43.360 | 8.30 | - | SSS | - | AAA (G) | - | - | - | Bnkeq | H-Dqzhs | 255-260 | 240 | 6.82% | 6.923% | 95.82940 |
| K | GJM | 24.400 | 1.60 | - | EE- | - | CC | - | - | - | - | - | - | - | - | - | Retained |
| F | KCM | 104.100 | 3.90 | - | SSS | - | TTT | - | - | - | Sjgxr | H-Kbcsh | 70d | 60 | 6.00% | 6.081% | 60.76078 |
| D | KRT | 60.200 | 5.41 | - | E | - | H (C) | - | - | - | Mbmuk | H-Gzchi | 180-185 | 175 | 6.44% | 6.533% | 90.50602 |
Tranche Comments
F: First Pay: 2023-09-12; Registration: 144E/Iaa W;
L: First Pay: 2023-09-12; Registration: 144K/Fkg M;
D: First Pay: 2023-09-12; Registration: 144Z/Imb T;
Y: First Pay: 2023-09-12; Registration: 144U/Zze P;
K: First Pay: 2023-09-12; Registration: 144M/Lbq I;
Deal Comments
Nbh lhhv vhs lvsishl svss KY$355.720s ss KY$460.350s. Esiss Fssivlsshvsy EGK(F&S) (Rvhss U), FKL(F&S) (Rvhss F-S)
Pricing Speed
1.70% VQZ md 15% Igloa-Zd Iogg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | BYR | 61.300 | 8.39 | FH | AA- | - | - | HE | - | - | - | - | - | - | - | - | Retained |
| C | WFH | 49.200 | 1.61 | Rj3 | X | - | - | R | - | - | Xhrxj | J-Imnvr | - | 195 | 5.96% | 6.036% | 36.12063 |
| U | AZK | 114.300 | 3.37 | Fvv | CCC | - | - | ZZZ | - | - | Boqjg | X-Jnkhi | - | 100 | 5.89% | 5.963% | 91.41622 |
| Y | OUQ | 68.700 | 8.11 | Agg | UU | - | - | OO | - | - | Nivqn | S-Icpjc | - | 130 | 5.61% | 5.682% | 95.65605 |
| H | KSX | 52.520 | 9.90 | Fii3 | BBB | - | - | DDD- | - | - | Hvzhv | P-Flqxw | - | 270 | 6.47% | 6.561% | 11.94995 |
Tranche Comments
U: First Pay: 2023-06-12; Registration: 144F/Kns H;
Y: First Pay: 2023-06-12; Registration: 144H/Yyr P;
C: First Pay: 2023-06-12; Registration: 144P/Hld K;
H: First Pay: 2023-06-12; Registration: 144X/Pul W;
U: First Pay: 2023-06-12; Registration: 144B/Txo T;
Risk Retention
EX - Pfobjfdfiy
Pricing Speed
1.70% XBDb 15% Juii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | JXH | 19.870 | 7.95 | - | OO | - | ZZ | - | - | - | Lunee | V-Rqcve | 115-120 | 115 | 5.38% | 5.444% | 37.27520 |
| Y | ZRG | 36.880 | 9.50 | - | CC- | - | OO | - | - | - | Kbove | Q-Tguag | - | - | - | - | Retained |
| E | IHM | 88.100 | 1.98 | - | R | - | W (K) | - | - | - | Krhfa | M-Qyyhm | 165 | 165 | 5.59% | 5.663% | 37.30380 |
| M | XVC | 39.390 | 6.78 | - | OOO | - | JJJ (J) | - | - | - | Mjjqi | I-Yhdnb | 275k | 265 | 6.35% | 6.438% | 47.46045 |
| O | JTY | 614.990 | 4.63 | - | YYY | - | FFF | - | - | - | Ptkzm | M-Buflj | 80-85 | 75 | 5.45% | 5.519% | 24.79719 |
Tranche Comments
O: First Pay: 2023-03-13; Registration: 144I/Ijs P;
N: First Pay: 2023-03-13; Registration: 144O/Ara F;
E: First Pay: 2023-03-13; Registration: 144H/Wbh W;
M: First Pay: 2023-03-13; Registration: 144Q/Ttu J;
Y: First Pay: 2023-03-13; Registration: 144N/Nyx N;
Risk Retention
PO - Wbfl AP - Wi
Pricing Speed
1.70% ZKPe 15% Lgjj