| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | PVS | 30.200 | 2.90 | - | - | II- | JJ | - | 76.86% | - | Choel | T-Sblfz | 125-130 | 110 | 3.65% | 5.632% | 27.71189 |
| Q-2 | VKA | 65.656 | 6.10 | - | - | CW | OOO (U) | - | 44.98% | - | Lvryt | Y-Ddnqa | 255-260 | 240 | 3.75% | 6.932% | 77.62064 |
| H | MVU | 22.100 | 5.90 | - | - | B- | I (G) | - | 49.35% | - | Clbjm | Q-Hcpyk | 140-145 | 125 | 3.65% | 5.782% | 92.35760 |
| N | AVX | 49.400 | 9.10 | - | - | YYY- | JJJ | - | 13.61% | - | Urrvu | P-Yjxvq | 185-190 | 170 | 3.65% | 6.232% | 82.62023 |
| H | PBB | 187.300 | 6.80 | - | - | YYY | VVV | - | 79.80% | - | Xbtfw | W-Gadln | 95h | 85 | 3.40% | 5.382% | 59.46805 |
| K-1 | VKB | 47.769 | 4.40 | - | - | BX | JJJ | - | 32.25% | - | Jksjl | E-Gjoft | 210-215 | 195 | 3.75% | 6.482% | 87.92701 |
Tranche Comments
H: First Pay: 2025-03-19; Registration: 144A/Bxg G;
P: First Pay: 2025-03-19; Registration: 144T/Ude F;
H: First Pay: 2025-03-19; Registration: 144N/Qfh D;
N: First Pay: 2025-03-19; Registration: 144L/Nsx T;
K-1: First Pay: 2025-03-19; Registration: 144L/Cdq D;
Q-2: First Pay: 2025-03-19; Registration: 144K/Adr A;
Risk Retention
IB - Swsz MI/IR - Ie
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | MOG | 81.688 | 7.50 | - | - | HK | - | NNN- | 39.75% | - | Oqzjj | W-Jqawl | 275a | 275 | 3.63% | 6.921% | 98.46090 |
| V | QXD | 351.836 | 3.10 | - | - | JJJ | - | TTT | 45.59% | - | Nhxti | M-Hxjmp | 120y | 115 | 3.00% | 5.321% | 47.62693 |
| U | XCH | 12.691 | 1.30 | - | - | DD- | - | VV+ | 13.26% | - | Fozuq | I-Cmtxk | 155 | 155 | 3.25% | 5.721% | 57.45247 |
| R-1 | NUA | 95.148 | 3.50 | - | - | ZI | - | PPP | 49.75% | - | Sbnih | L-Olakw | 245l | 245 | 3.38% | 6.621% | 59.62581 |
| N | BUR | 42.637 | 1.20 | - | - | WWW- | - | O- | 79.74% | - | Ykgop | I-Nhijp | 185n | 185 | 3.38% | 6.021% | 23.37467 |
| T | BMX | 15.720 | 8.50 | - | - | D- | - | L+ | 31.84% | - | Gggfj | D-Iycsi | 165g | 165 | 3.25% | 5.821% | 57.20260 |
Tranche Comments
V: First Pay: 2024-09-17; Registration: 144H/Qxb U;
U: First Pay: 2024-09-17; Registration: 144E/Yqg G;
T: First Pay: 2024-09-17; Registration: 144T/Vba D;
N: First Pay: 2024-09-17; Registration: 144I/Ake E;
R-1: First Pay: 2024-09-17; Registration: 144W/Wci C;
S-2: First Pay: 2024-09-17; Registration: 144J/Cqj N;
Risk Retention
VP - Abgn JV - Gt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | WXG | 746.360 | 4.90 | - | - | BBB | VVV | - | 50.22% | - | Igfjn | F-Pcftp | 105-110 | 110 | 3.10% | 5.371% | 83.50037 |
| J-1 | OLZ | 14.780 | 3.40 | - | - | WO | GG | - | 93.75% | - | Cfwfh | P-Xyrod | 500-510 | 495 | 3.40% | 9.221% | 83.71359 |
| R | GEN | 56.220 | 1.80 | - | - | OO- | EE (Z) | - | 72.89% | - | Woibq | M-Wbpjt | 150 | 150 | 3.33% | 5.771% | 25.99508 |
| V-1 | LLY | 77.120 | 4.80 | - | - | GO | CCC | - | 24.44% | - | Thocn | Y-Uidhn | 240-250 | 235 | 3.33% | 6.621% | 52.13150 |
| E-2 | QVT | 74.830 | 5.40 | - | - | QI | TTT (J) | - | 31.91% | - | Otzuq | U-Koukg | 275-285 | 265 | 3.40% | 6.921% | 94.83948 |
| E | ZQY | 70.470 | 7.50 | - | - | J- | Y (U) | - | 38.78% | - | Taycd | H-Zucbi | 165-170 | 160 | 3.33% | 5.871% | 66.19470 |
| R | GWU | 84.890 | 4.60 | - | - | UUU- | UUU | - | 37.48% | - | Wrslx | N-Aqsph | 185-195 | 175 | 3.33% | 6.021% | 92.48299 |
Tranche Comments
Q: First Pay: 2024-08-17; Registration: 144Q/Oin E;
R: First Pay: 2024-08-17; Registration: 144U/Dop X;
E: First Pay: 2024-08-17; Registration: 144A/Bfe R;
R: First Pay: 2024-08-17; Registration: 144A/Gvv U;
V-1: First Pay: 2024-08-17; Registration: 144C/Afh E;
E-2: First Pay: 2024-08-17; Registration: 144B/Ihb M;
J-1: First Pay: 2024-08-17; Registration: 144H/Mxv C;
Risk Retention
KA - Pjnq XK - Dt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | UUI | 73.499 | 8.10 | - | - | YW | - | LLL | 88.27% | - | Ejjpf | Y-Klojr | 250-260 | 235 | 4.00% | 6.865% | 22.68921 |
| U | MJN | 45.953 | 9.60 | - | - | X- | - | J | 83.25% | - | Nuzfu | P-Kdgvo | 180-185 | 170 | 3.50% | 6.215% | 55.39235 |
| T | RVG | 32.960 | 8.20 | - | - | KH | - | FF | 9.27% | - | - | - | - | - | - | - | Retained |
| Y | QOR | 808.100 | 7.70 | - | - | KKK | - | MMM | 28.42% | - | Hqyjf | F-Ixpwr | 105-110 | 100 | 3.00% | 5.515% | 81.60512 |
| N-2 | OSL | 90.335 | 5.80 | - | - | MP | - | MMM- | 13.27% | - | Flkel | Q-Qzbld | 295-305 | 280 | 4.00% | 7.315% | 95.64086 |
| P | RSW | 48.600 | 3.80 | - | - | II- | - | YY | 18.50% | - | Opiyp | L-Qhpso | 145-150 | 145 | 3.50% | 5.965% | 97.69144 |
| B | QLD | 53.444 | 1.90 | - | - | TTT- | - | JJJ+ | 26.68% | - | Wqkeq | M-Dggle | 200-210 | 185 | 3.50% | 6.365% | 94.74358 |
Tranche Comments
Y: First Pay: 2024-07-18; Registration: 144U/Qul S;
P: First Pay: 2024-07-18; Registration: 144T/Ops Z;
U: First Pay: 2024-07-18; Registration: 144M/Qwq I;
B: First Pay: 2024-07-18; Registration: 144K/Oyd O;
W-1: First Pay: 2024-07-18; Registration: 144I/Tkm M;
N-2: First Pay: 2024-07-18; Registration: 144F/Dxj H;
T: First Pay: 2024-07-18; Registration: 144H/Lnd V;
Risk Retention
FX - Zqys HF - Zw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | RBT | 401.540 | 1.60 | - | - | RRR | III | - | 93.48% | - | Otwvr | N-Vftli | 115-120 | 105 | 3.30% | 5.258% | 21.36063 |
| C-2 | XJH | 27.130 | 1.80 | - | - | NJ | DDD (G) | - | 72.17% | - | Wafmo | M-Lwsld | 325-335 | 300 | 3.65% | 7.208% | 33.43402 |
| H | MFH | 45.900 | 6.40 | - | - | SS- | VV (O) | - | 45.41% | - | Vlabw | E-Vsqxc | 160-165 | 145 | 3.40% | 5.658% | 73.52971 |
| Y-1 | NGV | 98.100 | 8.50 | - | - | PK | SSS | - | 85.87% | - | Ogjxw | G-Xsxnb | 275-285 | 260 | 3.40% | 6.808% | 32.19980 |
| S | TOD | 31.590 | 6.30 | - | - | YK | FF | - | 1.98% | - | Lybea | A-Ipbcx | 500f | 500 | 3.65% | 9.208% | 79.83760 |
| A | AGJ | 64.550 | 2.60 | - | - | O- | H | - | 75.20% | - | Zkpcp | D-Qqtdh | 180-185 | 180 | 3.40% | 6.008% | 23.34260 |
| W | TSP | 80.340 | 5.50 | - | - | ZZZ- | RRR (T) | - | 96.11% | - | Wgtsp | R-Ipbvi | 210-215 | 200 | 3.40% | 6.208% | 72.75940 |
Tranche Comments
S: First Pay: 2024-05-17; Registration: 144L/Fpt L;
H: First Pay: 2024-05-17; Registration: 144J/Qni Y;
A: First Pay: 2024-05-17; Registration: 144P/Qmb L;
W: First Pay: 2024-05-17; Registration: 144M/Ina H;
Y-1: First Pay: 2024-05-17; Registration: 144I/Gpz F;
C-2: First Pay: 2024-05-17; Registration: 144Q/Ebn N;
S: First Pay: 2024-05-17; Registration: 144C/Yfq K;
Risk Retention
TZ - Badm WT - Uo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | TON | 36.392 | 6.50 | - | - | EE- | KK (Z) | - | 85.17% | - | Tspaz | I-Mpchv | 175-180 | 180 | 3.75% | 5.819% | 88.51149 |
| F1 | XTT | 92.729 | 7.90 | - | - | LH | HHH | - | 16.00% | - | Iwtfu | L-Gjbpq | 325-335 | 300 | 3.85% | 7.019% | 49.32012 |
| F | CWS | 299.428 | 2.40 | - | - | MMM | ZZZ | - | 88.90% | - | Fuqlh | H-Uqdwg | 135-140 | 120 | 3.35% | 5.219% | 33.44462 |
| T | ROX | 91.605 | 3.20 | - | - | M- | UU (E) | - | 38.97% | - | Jsazv | B-Lwooc | 190-195 | 185 | 3.75% | 5.869% | 41.75928 |
| E | VYM | 60.564 | 6.90 | - | - | NNN- | EEE (W) | - | 42.00% | - | Wpqyi | A-Kmlum | 240-245 | 230 | 3.75% | 6.319% | 10.26828 |
| V2 | MMQ | 83.280 | 9.80 | - | - | YS | MMM (W) | - | 70.32% | - | Clbic | D-Ppmtz | 380-390 | 360 | 3.85% | 7.619% | 42.19999 |
Tranche Comments
F: First Pay: 2024-03-19; Registration: 144B/Qat S;
A: First Pay: 2024-03-19; Registration: 144P/Wza F;
T: First Pay: 2024-03-19; Registration: 144K/Gel Z;
E: First Pay: 2024-03-19; Registration: 144U/Jcn D;
F1: First Pay: 2024-03-19; Registration: 144B/Qlm T;
V2: First Pay: 2024-03-19; Registration: 144U/Ypr E;
Risk Retention
BC - Ves, EB - Kb (J - Gbufsbbtvf)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | WGX | 76.668 | 6.60 | N3 | - | - | - | YY- | 48.16% | - | Acxrp | O-Sccso | 225-235 | 215 | 4.50% | 6.621% | 72.77200 |
| U | JMF | 275.719 | 5.40 | Ree | - | - | - | CCC | 29.22% | - | Uxpxx | R-Xqkqw | 150-155 | 143 | 4.50% | 5.901% | 62.10450 |
| I | OCW | 30.310 | 8.10 | Pe3 | - | - | - | FF+ | 99.51% | - | Vsslh | L-Hzgim | 205-210 | 195 | 4.50% | 6.421% | 77.40880 |
| V | XCI | 19.684 | 3.30 | Wqq3 | - | - | - | T- | 20.70% | - | Squyq | A-Pasfy | 270-280 | 260 | 4.50% | 7.071% | 56.46761 |
| P-2 | FRT | 41.472 | 6.20 | CR | - | - | - | CC | 5.00% | - | Mjvsa | Y-Nmwph | - | - | - | - | Retained |
| P-1 | FMI | 17.545 | 6.10 | YO | - | - | - | MMM+ | 56.81% | - | Obtwc | Y-Liubh | 375-385 | 355 | 4.75% | 8.021% | 50.95010 |
Tranche Comments
U: Registration: 144T/Cdy M;
I: Registration: 144A/Zrx C;
M: Registration: 144O/Dha B;
V: Registration: 144C/Fjs I;
P-1: Registration: 144X/Zxu E;
P-2: Registration: 144O/Abo N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | YJK | 69.530 | 3.20 | IU | - | - | - | QQQ+ | 53.78% | - | Yryay | S-Rtkux | 410-415 | 395 | 6.15% | 7.727% | 67.65880 |
| C | HAI | 124.340 | 7.10 | Sxx | - | - | - | RRR | 76.34% | - | Zkbov | O-Uiqjr | 135-140 | 120 | 4.30% | 4.977% | 28.58141 |
| T | TFT | 24.759 | 3.10 | Hbb3 | - | - | - | G- | 44.50% | - | Kvhcg | S-Wmabm | 280-285 | 265 | 4.65% | 6.427% | 17.85362 |
| V | TBU | 44.712 | 4.80 | Pq3 | - | - | - | WW- | 53.67% | - | Klhmm | G-Xfcwr | 190-195 | 185 | 4.65% | 5.627% | 32.11957 |
| G2 | IPB | 94.902 | 7.90 | LY | - | - | - | XXX- | 56.80% | - | Oivmg | Q-Ibfyy | 450-460 | 435 | 6.60% | 8.127% | 77.65933 |
| M | IAW | 40.851 | 4.40 | X3 | - | - | - | O | 53.20% | - | Gbcba | B-Ahftv | 220-225 | 205 | 4.65% | 5.827% | 47.35087 |
Tranche Comments
C: First Pay: 2023-04-19; Registration: 144I/Wsu D;
V: First Pay: 2023-04-19; Registration: 144Q/Eoz V;
M: First Pay: 2023-04-19; Registration: 144E/Vsg W;
T: First Pay: 2023-04-19; Registration: 144I/Jmi N;
J1: First Pay: 2023-04-19; Registration: 144K/Vmi S;
G2: First Pay: 2023-04-19; Registration: 144V/Gww T;
Risk Retention
WG - Skxz YW - Xq (Gsgxx A Gqoslqjzgs)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | ZIL | 41.619 | 9.20 | PE | - | - | - | CCC+ | 42.20% | - | Cblxj | K-Rudwp | 425v | 425 | 6.75% | 7.850% | 88.42712 |
| I | EFJ | 58.249 | 3.40 | BJ | - | - | - | ZZZ- | 31.96% | - | - | - | - | - | - | - | Retained |
| L | UMG | 141.447 | 8.50 | Syy | - | - | - | RRR | 30.30% | - | Qqgtp | L-Ufkir | 150-155 | 140 | 4.75% | 5.000% | 15.51341 |
| R | NBR | 59.993 | 6.60 | Fe3 | - | - | - | UU | 76.61% | - | Cyhfi | Y-Hcdzp | 220-225 | 212 | 5.50% | 5.720% | 34.43660 |
| T | YGC | 11.524 | 8.60 | Ixx3 | - | - | - | X- | 89.42% | - | Utopd | F-Fugux | 295-305 | 305 | 5.50% | 6.650% | 16.98409 |
| B-2 | MEH | 4.126 | 2.40 | UU | - | - | - | HHH | 61.64% | - | - | - | - | - | - | - | Retained |
| B | BYY | 39.547 | 4.20 | SP | - | - | - | UU | 8.40% | - | - | - | - | - | - | - | Retained |
| F | ZQI | 96.569 | 2.40 | LF | - | - | - | LX | - | - | - | - | - | - | - | - | Retained |
| U | GBG | 64.116 | 1.40 | N3 | - | - | - | XX- | 75.86% | - | Qmofi | W-Znydv | 250-260 | 250 | 5.50% | 6.100% | 57.78045 |
Tranche Comments
L: Registration: 144A/Qur A;
R: Registration: 144P/Tmi B;
U: Registration: 144Q/Cvh D;
T: Registration: 144C/Yqh V;
T-1: Registration: 144X/Jwb X;
B-2: Registration: 144N/Ewk O;
I: Registration: 144T/Fip W;
B: Registration: 144L/Lny J;
F: Registration: 144W/Msu T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | IGD | 32.891 | 4.94 | Tk3 | - | - | - | BB | 65.90% | - | Bzlja | N-Rdwns | 205-210 | 210 | 5.00% | 4.998% | 14.30446 |
| C | BZJ | 118.803 | 6.67 | Mww | - | - | - | CCC | 39.45% | - | Imufd | F-Nmwru | 160-165 | 155 | 4.45% | 4.448% | 25.45807 |
| V | PYO | 82.694 | 3.93 | W3 | - | - | - | N+ | 69.90% | - | Rhifb | S-Axwon | 230-235 | 230 | 5.20% | 5.198% | 21.78870 |
| W | RYN | 86.480 | 1.38 | Iqq3 | - | - | - | E- | 26.55% | - | Xprgt | O-Sludo | 315-325 | 315 | 6.04% | 6.048% | 97.99739 |
Tranche Comments
C: First Pay: 2022-09-19; Registration: 144W/Tmr Z;
N: First Pay: 2022-09-19; Registration: 144M/Cof L;
V: First Pay: 2022-09-19; Registration: 144V/Tnr K;
W: First Pay: 2022-09-19; Registration: 144D/Cxc C;
Risk Retention
GX - Ksb, YG - Ksb (Asbbb K Wgrwfgurbs)