| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | ZRF | 99.700 | 1.50 | - | - | DD- | WW | - | 46.19% | - | Ymjjs | L-Zddvf | 125-130 | 110 | 3.65% | 5.632% | 62.17120 |
| G | IWT | 20.900 | 8.30 | - | - | B- | Y (T) | - | 64.58% | - | Cutlm | L-Bhomj | 140-145 | 125 | 3.65% | 5.782% | 37.65420 |
| K-1 | TOT | 89.839 | 9.30 | - | - | YN | AAA | - | 57.18% | - | Kqxep | Y-Xkfva | 210-215 | 195 | 3.75% | 6.482% | 74.10586 |
| D | YID | 294.400 | 4.10 | - | - | AAA | EEE | - | 26.40% | - | Ixnyx | P-Eolcp | 95r | 85 | 3.40% | 5.382% | 94.18195 |
| I-2 | QXZ | 43.406 | 4.50 | - | - | NV | GGG (G) | - | 92.85% | - | Dgmvm | Z-Ttcdv | 255-260 | 240 | 3.75% | 6.932% | 58.34476 |
| R | TSB | 65.500 | 5.80 | - | - | LLL- | UUU | - | 16.86% | - | Xhifq | Y-Jfaai | 185-190 | 170 | 3.65% | 6.232% | 16.19789 |
Tranche Comments
D: First Pay: 2025-03-19; Registration: 144L/Zal A;
O: First Pay: 2025-03-19; Registration: 144C/Zrf G;
G: First Pay: 2025-03-19; Registration: 144J/Zct P;
R: First Pay: 2025-03-19; Registration: 144N/Cez N;
K-1: First Pay: 2025-03-19; Registration: 144F/Yjw W;
I-2: First Pay: 2025-03-19; Registration: 144X/Nlv P;
Risk Retention
WX - Cbur DW/WY - Hc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | CMO | 67.823 | 2.30 | - | - | E- | - | L+ | 27.97% | - | Mlzkw | F-Oidym | 165z | 165 | 3.25% | 5.821% | 79.33803 |
| C-1 | RWM | 74.850 | 7.60 | - | - | BJ | - | KKK | 79.67% | - | Tarzl | E-Bhlry | 245c | 245 | 3.38% | 6.621% | 23.23942 |
| G | OHL | 23.421 | 3.20 | - | - | GG- | - | TT+ | 83.13% | - | Ngfro | U-Tblhd | 155 | 155 | 3.25% | 5.721% | 27.92085 |
| U | FVZ | 609.420 | 3.40 | - | - | MMM | - | MMM | 43.89% | - | Orslz | M-Cjaow | 120p | 115 | 3.00% | 5.321% | 80.87089 |
| V | VZO | 80.449 | 4.50 | - | - | JJJ- | - | D- | 53.36% | - | Sfjeo | V-Wyjhf | 185g | 185 | 3.38% | 6.021% | 19.84529 |
| B-2 | MIO | 58.682 | 5.50 | - | - | IS | - | XXX- | 56.15% | - | Mcncf | F-Uikfj | 275c | 275 | 3.63% | 6.921% | 42.30450 |
Tranche Comments
U: First Pay: 2024-09-17; Registration: 144A/Jop H;
G: First Pay: 2024-09-17; Registration: 144P/Cce D;
J: First Pay: 2024-09-17; Registration: 144Y/Nmi K;
V: First Pay: 2024-09-17; Registration: 144B/Kxi K;
C-1: First Pay: 2024-09-17; Registration: 144T/Nhw C;
B-2: First Pay: 2024-09-17; Registration: 144L/Eac M;
Risk Retention
HV - Tjrx XH - Pm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | IGU | 53.150 | 6.80 | - | - | WWW- | AAA | - | 10.72% | - | Viljj | D-Oomqm | 185-195 | 175 | 3.33% | 6.021% | 41.31540 |
| D-2 | MGE | 44.310 | 4.40 | - | - | EJ | QQQ (M) | - | 77.71% | - | Lmtss | W-Fbtzn | 275-285 | 265 | 3.40% | 6.921% | 78.95298 |
| J-1 | MKL | 61.400 | 5.20 | - | - | VC | YY | - | 42.13% | - | Jzfsj | Z-Nkmap | 500-510 | 495 | 3.40% | 9.221% | 77.54150 |
| L | FHW | 773.150 | 9.50 | - | - | CCC | GGG | - | 73.38% | - | Xntua | A-Hnsla | 105-110 | 110 | 3.10% | 5.371% | 94.85590 |
| O | IWG | 65.870 | 1.10 | - | - | TT- | XX (Z) | - | 54.89% | - | Xlsen | Y-Wpzsa | 150 | 150 | 3.33% | 5.771% | 86.92433 |
| L-1 | HTC | 59.280 | 9.80 | - | - | NG | BBB | - | 64.70% | - | Jsupz | L-Mobwu | 240-250 | 235 | 3.33% | 6.621% | 16.93070 |
| H | VTQ | 78.140 | 6.10 | - | - | V- | F (F) | - | 29.68% | - | Klftf | W-Qkoxb | 165-170 | 160 | 3.33% | 5.871% | 72.19480 |
Tranche Comments
L: First Pay: 2024-08-17; Registration: 144G/Dsf E;
O: First Pay: 2024-08-17; Registration: 144P/Oyk Z;
H: First Pay: 2024-08-17; Registration: 144V/Jak C;
M: First Pay: 2024-08-17; Registration: 144H/Tmd R;
L-1: First Pay: 2024-08-17; Registration: 144T/Aqi V;
D-2: First Pay: 2024-08-17; Registration: 144U/Toh K;
J-1: First Pay: 2024-08-17; Registration: 144T/Adb D;
Risk Retention
RB - Xnfi TR - Kj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | ANS | 856.320 | 2.20 | - | - | CCC | - | AAA | 41.97% | - | Kafrd | Q-Hllmx | 105-110 | 100 | 3.00% | 5.515% | 93.63895 |
| V-2 | GOS | 62.135 | 9.80 | - | - | WW | - | UUU- | 80.49% | - | Tczmf | O-Vwksp | 295-305 | 280 | 4.00% | 7.315% | 73.84084 |
| R | PVI | 44.314 | 2.90 | - | - | SS- | - | RR | 65.40% | - | Oqwbp | K-Kdwfq | 145-150 | 145 | 3.50% | 5.965% | 99.41487 |
| C | ZPH | 25.344 | 7.50 | - | - | W- | - | S | 59.56% | - | Nmsti | B-Jdkvt | 180-185 | 170 | 3.50% | 6.215% | 65.55059 |
| W | CJR | 49.187 | 8.60 | - | - | VVV- | - | LLL+ | 28.68% | - | Cpnij | H-Bzyap | 200-210 | 185 | 3.50% | 6.365% | 83.24693 |
| U-1 | XAH | 71.621 | 2.10 | - | - | YY | - | LLL | 76.68% | - | Zmxwb | L-Qtfqd | 250-260 | 235 | 4.00% | 6.865% | 18.25807 |
| G | NLA | 13.310 | 9.80 | - | - | XX | - | DD | 6.17% | - | - | - | - | - | - | - | Retained |
Tranche Comments
D: First Pay: 2024-07-18; Registration: 144F/Edm K;
R: First Pay: 2024-07-18; Registration: 144P/Oai H;
C: First Pay: 2024-07-18; Registration: 144T/Cai R;
W: First Pay: 2024-07-18; Registration: 144H/Bvq V;
U-1: First Pay: 2024-07-18; Registration: 144J/Pyr P;
V-2: First Pay: 2024-07-18; Registration: 144F/Jfp K;
G: First Pay: 2024-07-18; Registration: 144W/Pkf D;
Risk Retention
DT - Vqsk KD - Xc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2 | VHM | 70.890 | 5.30 | - | - | MT | GGG (S) | - | 78.42% | - | Ormkp | E-Fjhgr | 325-335 | 300 | 3.65% | 7.208% | 14.47132 |
| W | KTW | 36.150 | 1.90 | - | - | QQQ- | XXX (Z) | - | 90.17% | - | Lmigi | P-Lihlo | 210-215 | 200 | 3.40% | 6.208% | 41.46700 |
| O-1 | UAH | 24.700 | 1.40 | - | - | CF | PPP | - | 11.10% | - | Yzuam | K-Oigmx | 275-285 | 260 | 3.40% | 6.808% | 53.83230 |
| V | CPC | 15.970 | 5.70 | - | - | F- | P | - | 57.50% | - | Dosuu | I-Gvgnv | 180-185 | 180 | 3.40% | 6.008% | 66.59710 |
| A | LLV | 69.400 | 7.80 | - | - | YY- | YY (G) | - | 83.19% | - | Yrfyz | G-Xupxd | 160-165 | 145 | 3.40% | 5.658% | 35.70033 |
| O | GCA | 36.450 | 7.80 | - | - | CR | FF | - | 5.83% | - | Dvmoq | K-Pnqcv | 500d | 500 | 3.65% | 9.208% | 46.13841 |
| Y | RFK | 984.340 | 7.20 | - | - | AAA | DDD | - | 72.39% | - | Sgagh | H-Azrqi | 115-120 | 105 | 3.30% | 5.258% | 77.40000 |
Tranche Comments
Y: First Pay: 2024-05-17; Registration: 144U/Fio O;
A: First Pay: 2024-05-17; Registration: 144G/Rse L;
V: First Pay: 2024-05-17; Registration: 144Z/Iak Q;
W: First Pay: 2024-05-17; Registration: 144C/Bbx L;
O-1: First Pay: 2024-05-17; Registration: 144C/Fjq F;
U-2: First Pay: 2024-05-17; Registration: 144I/Qoh C;
O: First Pay: 2024-05-17; Registration: 144M/Dmn F;
Risk Retention
IG - Aqbm TI - Np
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | LMW | 71.314 | 9.10 | - | - | HH- | FF (N) | - | 57.67% | - | Eyhko | A-Obrlz | 175-180 | 180 | 3.75% | 5.819% | 70.68010 |
| Z | GND | 83.179 | 7.80 | - | - | W- | SS (Z) | - | 19.92% | - | Buscd | T-Ftouy | 190-195 | 185 | 3.75% | 5.869% | 84.30346 |
| R | MAZ | 34.138 | 1.70 | - | - | NNN- | OOO (Q) | - | 21.00% | - | Frmbo | R-Ezwoa | 240-245 | 230 | 3.75% | 6.319% | 41.48521 |
| Z | JRE | 463.929 | 2.50 | - | - | PPP | GGG | - | 76.90% | - | Pswsi | P-Xulbp | 135-140 | 120 | 3.35% | 5.219% | 81.29162 |
| Y1 | PEU | 54.592 | 8.70 | - | - | CH | RRR | - | 70.00% | - | Ibsfl | B-Czxqx | 325-335 | 300 | 3.85% | 7.019% | 35.40568 |
| T2 | RAE | 47.247 | 5.30 | - | - | ZG | GGG (M) | - | 69.58% | - | Olsox | O-Tbkfw | 380-390 | 360 | 3.85% | 7.619% | 30.53159 |
Tranche Comments
Z: First Pay: 2024-03-19; Registration: 144T/Gjv C;
W: First Pay: 2024-03-19; Registration: 144Q/Ghc C;
Z: First Pay: 2024-03-19; Registration: 144H/Thj Y;
R: First Pay: 2024-03-19; Registration: 144L/Bpk O;
Y1: First Pay: 2024-03-19; Registration: 144D/Aol A;
T2: First Pay: 2024-03-19; Registration: 144U/Mxh Q;
Risk Retention
ZJ - Ikw, BZ - Zg (D - Wgbfhgqwug)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | MZH | 12.870 | 9.50 | Dd3 | - | - | - | NN+ | 53.32% | - | Stbyz | D-Diwfv | 205-210 | 195 | 4.50% | 6.421% | 86.15465 |
| I-1 | WUO | 34.195 | 6.40 | GV | - | - | - | WWW+ | 23.51% | - | Yijwq | F-Auiyj | 375-385 | 355 | 4.75% | 8.021% | 72.27630 |
| B | EFK | 72.973 | 7.70 | Ltt3 | - | - | - | K- | 64.30% | - | Shgks | V-Mkrzt | 270-280 | 260 | 4.50% | 7.071% | 26.86067 |
| Y | WAA | 98.718 | 2.10 | Q3 | - | - | - | CC- | 25.39% | - | Csgec | X-Eayba | 225-235 | 215 | 4.50% | 6.621% | 64.36110 |
| G | ZBT | 802.815 | 7.60 | Dcc | - | - | - | XXX | 97.82% | - | Quuhg | W-Bfioq | 150-155 | 143 | 4.50% | 5.901% | 12.43640 |
| W-2 | ZKL | 26.789 | 1.80 | IL | - | - | - | YA | 7.00% | - | Qsaip | W-Uajyp | - | - | - | - | Retained |
Tranche Comments
G: Registration: 144W/Hwx F;
T: Registration: 144C/Bkn H;
Y: Registration: 144W/Mhz B;
B: Registration: 144B/Anr E;
I-1: Registration: 144Z/Gmp K;
W-2: Registration: 144O/Tul E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | BIX | 14.423 | 9.40 | IT | - | - | - | GGG+ | 14.49% | - | Wwazu | J-Suphn | 410-415 | 395 | 6.15% | 7.727% | 96.17507 |
| B | FBB | 65.873 | 3.70 | A3 | - | - | - | H | 24.60% | - | Xsuud | Q-Rtksi | 220-225 | 205 | 4.65% | 5.827% | 99.43403 |
| Y | RMP | 88.235 | 4.10 | Vjj3 | - | - | - | P- | 58.51% | - | Glygv | Y-Gohao | 280-285 | 265 | 4.65% | 6.427% | 76.55877 |
| H | OVE | 21.210 | 7.90 | Kt3 | - | - | - | CC- | 64.46% | - | Iuspl | E-Swnhn | 190-195 | 185 | 4.65% | 5.627% | 15.67990 |
| J2 | BVU | 13.135 | 5.60 | OR | - | - | - | LLL- | 17.20% | - | Hlxgj | D-Ixzhq | 450-460 | 435 | 6.60% | 8.127% | 77.31960 |
| Z | QYV | 842.380 | 8.40 | Faa | - | - | - | ZZZ | 49.66% | - | Ihlmb | S-Zgnxo | 135-140 | 120 | 4.30% | 4.977% | 68.39790 |
Tranche Comments
Z: First Pay: 2023-04-19; Registration: 144P/Fyb F;
H: First Pay: 2023-04-19; Registration: 144M/Bmw U;
B: First Pay: 2023-04-19; Registration: 144D/Rck M;
Y: First Pay: 2023-04-19; Registration: 144N/Mpd F;
B1: First Pay: 2023-04-19; Registration: 144P/Gql I;
J2: First Pay: 2023-04-19; Registration: 144G/Oym Z;
Risk Retention
IT - Lbpg VI - Td (Tuwpp X Hdrkudeowu)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | HQQ | 30.681 | 4.60 | Wgg3 | - | - | - | Y- | 67.45% | - | Ecbnq | F-Wguku | 295-305 | 305 | 5.50% | 6.650% | 37.69267 |
| K-1 | AYD | 23.429 | 6.50 | SI | - | - | - | YYY+ | 32.26% | - | Lcosc | I-Xgnfv | 425f | 425 | 6.75% | 7.850% | 48.17341 |
| S | ZSL | 43.772 | 2.90 | LU | - | - | - | TTT- | 87.37% | - | - | - | - | - | - | - | Retained |
| Z-2 | MPM | 9.396 | 5.10 | VV | - | - | - | WWW | 10.98% | - | - | - | - | - | - | - | Retained |
| G | RAD | 41.562 | 6.30 | ER | - | - | - | XX | 7.70% | - | - | - | - | - | - | - | Retained |
| L | CER | 261.954 | 4.10 | Rnn | - | - | - | GGG | 45.60% | - | Pvixg | R-Uludj | 150-155 | 140 | 4.75% | 5.000% | 53.49604 |
| B | MTT | 97.437 | 7.30 | Xu3 | - | - | - | WW | 28.56% | - | Knkwd | P-Owijf | 220-225 | 212 | 5.50% | 5.720% | 73.21750 |
| Z | CSP | 46.896 | 9.90 | CZ | - | - | - | HU | - | - | - | - | - | - | - | - | Retained |
| L | JCS | 34.881 | 4.20 | U3 | - | - | - | LL- | 65.84% | - | Hcrxv | W-Tbfun | 250-260 | 250 | 5.50% | 6.100% | 68.59727 |
Tranche Comments
L: Registration: 144A/Kya H;
B: Registration: 144T/Aqx V;
L: Registration: 144E/Puy S;
P: Registration: 144H/Kel R;
K-1: Registration: 144Y/Fsn A;
Z-2: Registration: 144L/Nxa S;
S: Registration: 144O/Hjp H;
G: Registration: 144H/Kav Q;
Z: Registration: 144V/Nee X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | TTO | 531.877 | 8.53 | Dee | - | - | - | JJJ | 32.64% | - | Dgarl | J-Oiosv | 160-165 | 155 | 4.45% | 4.448% | 98.94260 |
| E | AGP | 14.740 | 7.93 | Iyy3 | - | - | - | P- | 22.26% | - | Ozsvl | U-Onlck | 315-325 | 315 | 6.04% | 6.048% | 73.77271 |
| T | GUW | 15.973 | 4.98 | Qk3 | - | - | - | LL | 67.20% | - | Rlzlg | O-Xybve | 205-210 | 210 | 5.00% | 4.998% | 74.27433 |
| K | RUE | 62.955 | 4.28 | U3 | - | - | - | V+ | 69.70% | - | Cjtur | T-Owzhr | 230-235 | 230 | 5.20% | 5.198% | 62.76100 |
Tranche Comments
A: First Pay: 2022-09-19; Registration: 144N/Jfn U;
T: First Pay: 2022-09-19; Registration: 144K/Tvh X;
K: First Pay: 2022-09-19; Registration: 144K/Ijx D;
E: First Pay: 2022-09-19; Registration: 144G/Pkb J;
Risk Retention
QT - Bjv, TQ - Bjv (Iqfvv M Dqclzqamfq)