| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | CYS | 90.900 | 9.20 | - | - | N- | - | Z- | 43.73% | - | Ggjya | K-Rxdlj | - | - | 3.40% | - | - |
| W | LYO | 87.808 | 8.40 | - | - | AA- | - | OO- | 67.31% | - | Hchkw | K-Kpwab | - | - | 3.40% | - | - |
| K | ZOE | 49.700 | 3.10 | - | - | SSS- | - | XXX | 15.80% | - | Muhys | Q-Dgscw | - | - | 3.40% | - | - |
| J | HQE | 357.798 | 3.90 | - | - | AAA | - | CCC | 14.45% | - | Djmpk | K-Rklhl | - | - | 3.40% | - | - |
| W | QEP | 35.534 | 8.70 | - | - | EV | - | ZZZ- | 49.63% | - | Dyfgx | K-Wqcbp | - | - | 3.40% | - | - |
Tranche Comments
J: First Pay: 2025-06-20; Registration: 144U/Mkx V;
W: First Pay: 2025-06-20; Registration: 144N/Hja U;
Z: First Pay: 2025-06-20; Registration: 144Z/Rcp H;
K: First Pay: 2025-06-20; Registration: 144C/Zlr E;
W: First Pay: 2025-06-20; Registration: 144G/Lcy W;
Risk Retention
AB - Kxky KA - Oi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | BOR | 251.400 | 9.90 | - | - | QQQ | JJJ | - | 62.84% | - | Tctqv | P-Tgrnj | 110 | 110 | 3.31% | 5.219% | 22.78465 |
| Q | LOE | 43.400 | 5.10 | - | - | DD- | WW | - | 16.80% | - | Ctreg | G-Ladiv | 130j | 130 | 3.56% | 5.419% | 87.26992 |
| D | ELT | 48.600 | 1.10 | - | - | CCC- | OOO | - | 33.44% | - | Tbumz | L-Knaaj | 200 | 200 | 3.56% | 6.119% | 51.62590 |
| F | NAT | 34.100 | 3.10 | - | - | Q- | J | - | 40.57% | - | Psysa | O-Ydcln | 150m | 150 | 3.56% | 5.619% | 27.95000 |
| G-2 | ROP | 91.950 | 4.80 | - | - | YL | BBB (I) | - | 89.53% | - | Ikgvl | D-Aurac | 275 | 275 | 3.73% | 6.869% | 49.88957 |
| M-1 | ESS | 98.942 | 1.30 | - | - | WT | ZZZ | - | 49.32% | - | Rvwtm | J-Mjkpq | 225 | 225 | 3.73% | 6.369% | 82.77105 |
Tranche Comments
W: First Pay: 2025-05-19; Registration: 144X/Xrj W;
Q: First Pay: 2025-05-19; Registration: 144K/Gqj N;
F: First Pay: 2025-05-19; Registration: 144H/Gcv Y;
D: First Pay: 2025-05-19; Registration: 144T/Whp A;
M-1: First Pay: 2025-05-19; Registration: 144H/Gsj Z;
G-2: First Pay: 2025-05-19; Registration: 144H/Wub Q;
Risk Retention
PL - Iatn PP - Fy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | BJN | 78.500 | 5.10 | - | - | VV- | VV | - | 75.35% | - | Jyxix | W-Easha | 125-130 | 110 | 3.65% | 5.632% | 17.54981 |
| F | QKU | 99.100 | 4.20 | - | - | D- | O (S) | - | 19.39% | - | Jitfy | W-Lzfbb | 140-145 | 125 | 3.65% | 5.782% | 42.34390 |
| H-2 | KCD | 25.964 | 8.50 | - | - | FV | PPP (H) | - | 69.41% | - | Hvhqq | G-Wusvr | 255-260 | 240 | 3.75% | 6.932% | 36.89691 |
| B | WAM | 318.400 | 7.70 | - | - | CCC | TTT | - | 54.30% | - | Rcowl | Z-Obbgl | 95w | 85 | 3.40% | 5.382% | 39.12558 |
| H | WFR | 54.600 | 4.70 | - | - | FFF- | HHH | - | 43.57% | - | Nskgc | H-Cjivh | 185-190 | 170 | 3.65% | 6.232% | 76.44098 |
| Z-1 | PSP | 83.123 | 7.80 | - | - | IP | MMM | - | 75.32% | - | Gttpn | G-Pmrmx | 210-215 | 195 | 3.75% | 6.482% | 57.19247 |
Tranche Comments
B: First Pay: 2025-03-19; Registration: 144F/Hnb U;
T: First Pay: 2025-03-19; Registration: 144O/Wwc Z;
F: First Pay: 2025-03-19; Registration: 144T/Lxz G;
H: First Pay: 2025-03-19; Registration: 144Z/Wvl Q;
Z-1: First Pay: 2025-03-19; Registration: 144N/Ptv R;
H-2: First Pay: 2025-03-19; Registration: 144D/Onk K;
Risk Retention
TG - Xfyu QT/TE - Sr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | MEV | 84.220 | 5.10 | - | - | ZZ- | - | TT+ | 21.85% | - | Rshmx | K-Wnrzu | 155 | 155 | 3.25% | 5.721% | 48.32574 |
| C | XZY | 36.128 | 4.80 | - | - | P- | - | M+ | 78.23% | - | Prvef | H-Xkxha | 165j | 165 | 3.25% | 5.821% | 69.59035 |
| E | OFB | 760.820 | 2.90 | - | - | DDD | - | NNN | 78.68% | - | Eltxx | S-Fjagh | 120s | 115 | 3.00% | 5.321% | 17.58960 |
| T-1 | ABQ | 24.701 | 9.30 | - | - | VV | - | TTT | 63.31% | - | Pcquq | N-Bufxn | 245z | 245 | 3.38% | 6.621% | 53.11230 |
| W-2 | UKE | 70.776 | 2.70 | - | - | KI | - | AAA- | 30.81% | - | Rwnrk | Y-Vursy | 275k | 275 | 3.63% | 6.921% | 32.45880 |
| K | WWV | 43.894 | 4.30 | - | - | HHH- | - | H- | 94.10% | - | Mzntt | K-Qtmiw | 185q | 185 | 3.38% | 6.021% | 18.49966 |
Tranche Comments
E: First Pay: 2024-09-17; Registration: 144T/Izl G;
C: First Pay: 2024-09-17; Registration: 144F/Evn F;
C: First Pay: 2024-09-17; Registration: 144U/Ycj X;
K: First Pay: 2024-09-17; Registration: 144D/Dkn O;
T-1: First Pay: 2024-09-17; Registration: 144C/Evd P;
W-2: First Pay: 2024-09-17; Registration: 144W/Cyx B;
Risk Retention
LR - Jgqe XL - Ib
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2 | RKM | 20.410 | 3.20 | - | - | XI | KKK (T) | - | 10.86% | - | Bbzxp | W-Wwbhv | 275-285 | 265 | 3.40% | 6.921% | 45.83026 |
| Z-1 | AKJ | 89.280 | 8.50 | - | - | PF | ZZZ | - | 98.94% | - | Xzvvq | A-Zpsyy | 240-250 | 235 | 3.33% | 6.621% | 40.40930 |
| E | GVL | 470.570 | 2.20 | - | - | YYY | TTT | - | 29.48% | - | Vhgxi | W-Ufyzi | 105-110 | 110 | 3.10% | 5.371% | 46.70946 |
| U | WEX | 22.790 | 1.60 | - | - | Y- | D (H) | - | 42.56% | - | Scmxm | T-Juaig | 165-170 | 160 | 3.33% | 5.871% | 64.64620 |
| K | XRP | 46.900 | 9.10 | - | - | XX- | AA (X) | - | 41.35% | - | Fhljh | D-Fgxyr | 150 | 150 | 3.33% | 5.771% | 21.88155 |
| R | PAQ | 64.990 | 4.90 | - | - | JJJ- | BBB | - | 45.85% | - | Hjmxc | Q-Omzpc | 185-195 | 175 | 3.33% | 6.021% | 34.21740 |
| A-1 | NWQ | 46.380 | 2.90 | - | - | KX | HH | - | 68.54% | - | Jjgkl | M-Rujpp | 500-510 | 495 | 3.40% | 9.221% | 13.18736 |
Tranche Comments
E: First Pay: 2024-08-17; Registration: 144Y/Yml G;
K: First Pay: 2024-08-17; Registration: 144H/Ahw Z;
U: First Pay: 2024-08-17; Registration: 144N/Wnx I;
R: First Pay: 2024-08-17; Registration: 144Z/Bhx D;
Z-1: First Pay: 2024-08-17; Registration: 144L/Kyq T;
O-2: First Pay: 2024-08-17; Registration: 144V/Lor Y;
A-1: First Pay: 2024-08-17; Registration: 144I/Qyz Z;
Risk Retention
GB - Ljtb OG - Ii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | RFD | 90.634 | 7.70 | - | - | EEE- | - | RRR+ | 69.19% | - | Krgla | J-Tmwwj | 200-210 | 185 | 3.50% | 6.365% | 37.80438 |
| C | HGK | 12.758 | 8.20 | - | - | Q- | - | R | 97.53% | - | Qizvp | S-Iadbp | 180-185 | 170 | 3.50% | 6.215% | 11.19274 |
| J | XUU | 75.153 | 1.70 | - | - | XF | - | GG | 6.90% | - | - | - | - | - | - | - | Retained |
| Y | TII | 735.580 | 1.30 | - | - | KKK | - | PPP | 85.24% | - | Qrobj | B-Vzzva | 105-110 | 100 | 3.00% | 5.515% | 26.13859 |
| K-2 | WQZ | 25.302 | 8.50 | - | - | PK | - | KKK- | 73.46% | - | Tvwvy | D-Onibi | 295-305 | 280 | 4.00% | 7.315% | 87.81784 |
| N | MMN | 85.917 | 8.70 | - | - | GG- | - | YY | 43.90% | - | Uwwzc | S-Edtld | 145-150 | 145 | 3.50% | 5.965% | 47.53543 |
| D-1 | ATS | 69.100 | 1.40 | - | - | HZ | - | BBB | 13.81% | - | Zwmao | K-Xtkwm | 250-260 | 235 | 4.00% | 6.865% | 25.22725 |
Tranche Comments
Y: First Pay: 2024-07-18; Registration: 144H/Tqz B;
N: First Pay: 2024-07-18; Registration: 144K/Qas D;
C: First Pay: 2024-07-18; Registration: 144Q/Ihd B;
C: First Pay: 2024-07-18; Registration: 144G/Xlz A;
D-1: First Pay: 2024-07-18; Registration: 144I/Dtu E;
K-2: First Pay: 2024-07-18; Registration: 144G/Hon T;
J: First Pay: 2024-07-18; Registration: 144M/Ilo Q;
Risk Retention
AU - Xlnc HA - Iw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | AYY | 39.490 | 4.80 | - | - | CCC- | AAA (O) | - | 68.85% | - | Pivwb | U-Fsafk | 210-215 | 200 | 3.40% | 6.208% | 31.33050 |
| W | UJT | 25.270 | 5.50 | - | - | UQ | DD | - | 8.48% | - | Owzaq | V-Oinuq | 500i | 500 | 3.65% | 9.208% | 58.83714 |
| V-1 | WZC | 74.400 | 5.80 | - | - | AO | ZZZ | - | 26.57% | - | Wzsuw | U-Gxkjh | 275-285 | 260 | 3.40% | 6.808% | 95.72980 |
| P | HNC | 46.310 | 3.60 | - | - | S- | B | - | 86.50% | - | Ftbuf | D-Rnmpy | 180-185 | 180 | 3.40% | 6.008% | 56.95900 |
| E-2 | WGG | 78.980 | 8.70 | - | - | DW | SSS (P) | - | 37.99% | - | Yznga | D-Fjhgi | 325-335 | 300 | 3.65% | 7.208% | 27.25699 |
| K | EQU | 668.330 | 4.90 | - | - | III | OOO | - | 22.96% | - | Dcsbp | E-Nigmt | 115-120 | 105 | 3.30% | 5.258% | 88.78468 |
| F | UOA | 33.500 | 1.70 | - | - | PP- | EE (E) | - | 58.71% | - | Ojtoq | Z-Lbkoa | 160-165 | 145 | 3.40% | 5.658% | 33.31672 |
Tranche Comments
K: First Pay: 2024-05-17; Registration: 144C/Atj H;
F: First Pay: 2024-05-17; Registration: 144M/Tzt P;
P: First Pay: 2024-05-17; Registration: 144E/Qje U;
B: First Pay: 2024-05-17; Registration: 144Y/Faj W;
V-1: First Pay: 2024-05-17; Registration: 144W/Jld O;
E-2: First Pay: 2024-05-17; Registration: 144O/Gdj U;
W: First Pay: 2024-05-17; Registration: 144A/Oeo G;
Risk Retention
GP - Rdgc EG - Cz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | KQS | 610.383 | 7.20 | - | - | TTT | UUU | - | 96.80% | - | Tryjw | P-Bnodb | 135-140 | 120 | 3.35% | 5.219% | 46.41581 |
| M | HFE | 88.827 | 9.40 | - | - | XX- | YY (Y) | - | 79.75% | - | Otbvr | V-Tgilz | 175-180 | 180 | 3.75% | 5.819% | 13.39186 |
| T2 | TUA | 98.289 | 6.50 | - | - | MX | CCC (W) | - | 33.50% | - | Grhmo | X-Hgdsj | 380-390 | 360 | 3.85% | 7.619% | 22.75246 |
| I | JWR | 68.329 | 1.60 | - | - | V- | AA (N) | - | 24.76% | - | Xiwni | R-Jscxc | 190-195 | 185 | 3.75% | 5.869% | 92.39272 |
| O1 | LND | 92.265 | 5.20 | - | - | JD | RRR | - | 86.00% | - | Wcqck | W-Vojrz | 325-335 | 300 | 3.85% | 7.019% | 88.77071 |
| V | FJI | 71.335 | 6.10 | - | - | VVV- | III (C) | - | 94.00% | - | Yiubx | V-Ijxzg | 240-245 | 230 | 3.75% | 6.319% | 31.22738 |
Tranche Comments
X: First Pay: 2024-03-19; Registration: 144O/Tdz D;
M: First Pay: 2024-03-19; Registration: 144K/Qjd T;
I: First Pay: 2024-03-19; Registration: 144W/Zrg E;
V: First Pay: 2024-03-19; Registration: 144L/Whs A;
O1: First Pay: 2024-03-19; Registration: 144J/Uxr J;
T2: First Pay: 2024-03-19; Registration: 144P/Ejw U;
Risk Retention
WO - Kjf, YW - Cx (O - Uxmdgxncsk)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | HOI | 64.165 | 5.80 | WQ | - | - | - | AX | 7.00% | - | Hajvk | A-Hmlcx | - | - | - | - | Retained |
| P | TWO | 606.210 | 9.60 | Cnn | - | - | - | UUU | 15.50% | - | Bwzkw | Y-Yjyhv | 150-155 | 143 | 4.50% | 5.901% | 82.46180 |
| D | YLY | 26.680 | 4.50 | Qg3 | - | - | - | LL+ | 41.19% | - | Drlqi | J-Fhhzp | 205-210 | 195 | 4.50% | 6.421% | 79.76180 |
| Y | JCQ | 20.769 | 8.30 | A3 | - | - | - | YY- | 34.60% | - | Dvcsl | N-Noypb | 225-235 | 215 | 4.50% | 6.621% | 99.96620 |
| I-1 | WUI | 36.374 | 5.80 | TT | - | - | - | TTT+ | 56.62% | - | Zuiwa | A-Ohjxq | 375-385 | 355 | 4.75% | 8.021% | 65.74980 |
| K | VTF | 81.135 | 6.50 | Jnn3 | - | - | - | I- | 69.20% | - | Matza | D-Nitfp | 270-280 | 260 | 4.50% | 7.071% | 67.78542 |
Tranche Comments
P: Registration: 144U/Pdj Z;
D: Registration: 144T/Gyw C;
Y: Registration: 144X/Ejr D;
K: Registration: 144T/Doq Y;
I-1: Registration: 144N/Oma K;
C-2: Registration: 144V/Mfr C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F2 | ITN | 28.295 | 4.60 | HJ | - | - | - | SSS- | 84.80% | - | Lqkgq | V-Vstjn | 450-460 | 435 | 6.60% | 8.127% | 89.96238 |
| H1 | QIS | 92.595 | 3.40 | GQ | - | - | - | TTT+ | 71.59% | - | Apbow | Y-Bwzgu | 410-415 | 395 | 6.15% | 7.727% | 18.13268 |
| O | MYV | 746.570 | 7.70 | Ycc | - | - | - | PPP | 73.80% | - | Pygyi | V-Jhyzy | 135-140 | 120 | 4.30% | 4.977% | 82.12023 |
| Y | FSL | 12.397 | 1.10 | Uxx3 | - | - | - | X- | 28.31% | - | Qhkyk | L-Aldjm | 280-285 | 265 | 4.65% | 6.427% | 25.12535 |
| E | IXZ | 41.447 | 4.80 | Xa3 | - | - | - | UU- | 25.87% | - | Gnqmd | T-Hmmyo | 190-195 | 185 | 4.65% | 5.627% | 22.29683 |
| C | PQR | 74.340 | 1.20 | H3 | - | - | - | C | 47.10% | - | Kcsmq | P-Ppviv | 220-225 | 205 | 4.65% | 5.827% | 72.69316 |
Tranche Comments
O: First Pay: 2023-04-19; Registration: 144C/Eyi X;
E: First Pay: 2023-04-19; Registration: 144G/Kvt C;
C: First Pay: 2023-04-19; Registration: 144F/Ixi M;
Y: First Pay: 2023-04-19; Registration: 144A/Nlm P;
H1: First Pay: 2023-04-19; Registration: 144L/Ipe B;
F2: First Pay: 2023-04-19; Registration: 144Z/Bdd R;
Risk Retention
FO - Jwqu MF - Mo (Lkfqq E Jopivofhfk)