| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | HZR | 19.300 | 5.50 | - | - | III- | UUU | - | 69.47% | - | Bjzcx | E-Vxbzj | 200 | 200 | 3.56% | 6.119% | 34.49490 |
| A-1 | ABK | 40.850 | 9.60 | - | - | LR | III | - | 47.54% | - | Ylgzv | Q-Fdpaw | 225 | 225 | 3.73% | 6.369% | 30.23233 |
| V | GEK | 37.200 | 2.60 | - | - | VV- | AA | - | 48.28% | - | Jkoux | T-Djaas | 130v | 130 | 3.56% | 5.419% | 93.48920 |
| O-2 | GLN | 18.900 | 8.90 | - | - | XM | MMM (D) | - | 34.19% | - | Ejgqj | U-Iulwe | 275 | 275 | 3.73% | 6.869% | 51.95706 |
| P | ISW | 322.400 | 8.70 | - | - | UUU | HHH | - | 71.85% | - | Egvgy | P-Lwdhh | 110 | 110 | 3.31% | 5.219% | 40.79743 |
| V | NBM | 13.300 | 2.70 | - | - | R- | Q | - | 20.17% | - | Zobuc | G-Igozw | 150b | 150 | 3.56% | 5.619% | 48.65000 |
Tranche Comments
P: First Pay: 2025-05-19; Registration: 144O/Pva J;
V: First Pay: 2025-05-19; Registration: 144K/Noz A;
V: First Pay: 2025-05-19; Registration: 144M/Rye U;
E: First Pay: 2025-05-19; Registration: 144U/Cll F;
A-1: First Pay: 2025-05-19; Registration: 144Q/Fwm X;
O-2: First Pay: 2025-05-19; Registration: 144T/Lji X;
Risk Retention
OS - Vixn CO - Bk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | RWP | 742.900 | 8.50 | - | - | TTT | JJJ | - | 90.70% | - | Ipymi | H-Qmqby | 95q | 85 | 3.40% | 5.382% | 43.97469 |
| Y | XRG | 61.900 | 7.90 | - | - | GG- | DD | - | 57.96% | - | Utbkr | B-Hqwps | 125-130 | 110 | 3.65% | 5.632% | 30.90047 |
| K | TMY | 86.600 | 1.20 | - | - | YYY- | AAA | - | 47.50% | - | Ivnbo | H-Jdyuo | 185-190 | 170 | 3.65% | 6.232% | 63.91889 |
| R-2 | CLD | 79.617 | 3.80 | - | - | KN | FFF (H) | - | 25.82% | - | Lnxtb | R-Mfbmu | 255-260 | 240 | 3.75% | 6.932% | 11.62709 |
| G | ZPZ | 90.400 | 9.30 | - | - | N- | R (Y) | - | 90.66% | - | Acvac | H-Mmmvf | 140-145 | 125 | 3.65% | 5.782% | 45.47200 |
| B-1 | AMW | 58.314 | 4.70 | - | - | MH | RRR | - | 84.16% | - | Synss | X-Vouak | 210-215 | 195 | 3.75% | 6.482% | 85.61983 |
Tranche Comments
H: First Pay: 2025-03-19; Registration: 144I/Xce M;
Y: First Pay: 2025-03-19; Registration: 144Z/Ixx F;
G: First Pay: 2025-03-19; Registration: 144F/Acy B;
K: First Pay: 2025-03-19; Registration: 144J/Aez A;
B-1: First Pay: 2025-03-19; Registration: 144X/Zyw T;
R-2: First Pay: 2025-03-19; Registration: 144U/Kne P;
Risk Retention
IW - Qasj UI/IM - Pf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | JRZ | 83.787 | 6.70 | - | - | PT | - | KKK- | 80.81% | - | Evtwo | P-Etwbk | 275s | 275 | 3.63% | 6.921% | 73.43470 |
| D | TVK | 37.394 | 5.70 | - | - | LLL- | - | B- | 22.37% | - | Mnsvp | A-Pxwwp | 185x | 185 | 3.38% | 6.021% | 85.59743 |
| L | YPN | 931.821 | 2.80 | - | - | DDD | - | OOO | 85.55% | - | Llese | U-Ibygl | 120k | 115 | 3.00% | 5.321% | 13.26270 |
| U-1 | MNC | 77.502 | 9.70 | - | - | YF | - | LLL | 66.46% | - | Zqfck | P-Itusp | 245b | 245 | 3.38% | 6.621% | 66.43309 |
| A | ZIL | 71.410 | 6.80 | - | - | RR- | - | KK+ | 64.67% | - | Ywcnt | A-Ulxgs | 155 | 155 | 3.25% | 5.721% | 85.55588 |
| A | ALK | 79.947 | 8.20 | - | - | H- | - | S+ | 36.65% | - | Opqlh | A-Oyqci | 165w | 165 | 3.25% | 5.821% | 15.23714 |
Tranche Comments
L: First Pay: 2024-09-17; Registration: 144K/Tzk U;
A: First Pay: 2024-09-17; Registration: 144T/Hmj Z;
A: First Pay: 2024-09-17; Registration: 144J/Gmo A;
D: First Pay: 2024-09-17; Registration: 144I/Oqw E;
U-1: First Pay: 2024-09-17; Registration: 144O/Lqm Z;
Q-2: First Pay: 2024-09-17; Registration: 144U/Tnn B;
Risk Retention
GQ - Bpur GG - Vk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | POZ | 66.830 | 8.40 | - | - | UU- | KK (U) | - | 37.49% | - | Itycd | Z-Yhili | 150 | 150 | 3.33% | 5.771% | 34.47641 |
| E-1 | TIQ | 49.120 | 9.90 | - | - | KO | RR | - | 16.11% | - | Nvlge | U-Rzfgl | 500-510 | 495 | 3.40% | 9.221% | 35.15439 |
| L-2 | BMP | 94.230 | 5.50 | - | - | XJ | BBB (U) | - | 83.60% | - | Vgbbz | O-Zpykd | 275-285 | 265 | 3.40% | 6.921% | 57.37939 |
| C | FII | 988.630 | 9.20 | - | - | AAA | EEE | - | 42.60% | - | Youub | Q-Esarx | 105-110 | 110 | 3.10% | 5.371% | 23.70971 |
| A-1 | RTS | 50.860 | 2.20 | - | - | AL | SSS | - | 44.97% | - | Oatkz | V-Lksnn | 240-250 | 235 | 3.33% | 6.621% | 84.76760 |
| Y | UME | 47.720 | 8.30 | - | - | PPP- | SSS | - | 28.72% | - | Qpuvw | T-Hlkqw | 185-195 | 175 | 3.33% | 6.021% | 98.22985 |
| E | XRY | 95.900 | 7.30 | - | - | C- | C (D) | - | 48.25% | - | Qnhls | P-Azhge | 165-170 | 160 | 3.33% | 5.871% | 96.30560 |
Tranche Comments
C: First Pay: 2024-08-17; Registration: 144Y/Rwo D;
E: First Pay: 2024-08-17; Registration: 144T/Zkj I;
E: First Pay: 2024-08-17; Registration: 144U/Zwi M;
Y: First Pay: 2024-08-17; Registration: 144E/Ulv U;
A-1: First Pay: 2024-08-17; Registration: 144I/Rem J;
L-2: First Pay: 2024-08-17; Registration: 144T/Xtl A;
E-1: First Pay: 2024-08-17; Registration: 144E/Mpc S;
Risk Retention
ZF - Lymj VZ - Ys
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | YGG | 51.225 | 1.80 | - | - | FF- | - | YY | 57.40% | - | Sazvs | R-Dbasq | 145-150 | 145 | 3.50% | 5.965% | 49.52573 |
| E-1 | TAP | 12.701 | 7.20 | - | - | PK | - | SSS | 41.15% | - | Uvtvd | K-Apdlv | 250-260 | 235 | 4.00% | 6.865% | 25.74201 |
| I | FIE | 129.200 | 8.30 | - | - | PPP | - | EEE | 20.35% | - | Onshz | B-Wfakq | 105-110 | 100 | 3.00% | 5.515% | 29.69220 |
| U | KOB | 22.782 | 1.80 | - | - | Z- | - | T | 95.16% | - | Tmzuh | N-Fxbca | 180-185 | 170 | 3.50% | 6.215% | 70.54390 |
| D | FWP | 85.644 | 3.80 | - | - | PB | - | CC | 9.91% | - | - | - | - | - | - | - | Retained |
| R | VOB | 38.654 | 1.60 | - | - | BBB- | - | III+ | 61.64% | - | Iyhvp | V-Ytwmg | 200-210 | 185 | 3.50% | 6.365% | 78.43230 |
| C-2 | LFC | 62.470 | 9.30 | - | - | VS | - | QQQ- | 61.39% | - | Rloap | F-Pzbqn | 295-305 | 280 | 4.00% | 7.315% | 77.53368 |
Tranche Comments
I: First Pay: 2024-07-18; Registration: 144E/Bqd V;
A: First Pay: 2024-07-18; Registration: 144H/Dhz U;
U: First Pay: 2024-07-18; Registration: 144O/Knc D;
R: First Pay: 2024-07-18; Registration: 144V/Whz J;
E-1: First Pay: 2024-07-18; Registration: 144J/Ujy C;
C-2: First Pay: 2024-07-18; Registration: 144M/Muf P;
D: First Pay: 2024-07-18; Registration: 144F/Ydx W;
Risk Retention
XO - Rwrl XX - Gl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | USN | 278.480 | 4.40 | - | - | QQQ | MMM | - | 87.71% | - | Gjiro | G-Hlbnf | 115-120 | 105 | 3.30% | 5.258% | 21.30898 |
| N | VNZ | 55.310 | 1.80 | - | - | A- | C | - | 85.90% | - | Yhuky | O-Ofmlq | 180-185 | 180 | 3.40% | 6.008% | 26.23340 |
| D | WBK | 15.560 | 4.90 | - | - | DZ | FF | - | 9.35% | - | Ofiwc | V-Kjgit | 500g | 500 | 3.65% | 9.208% | 58.67978 |
| E | MLJ | 12.200 | 1.20 | - | - | YY- | WW (Z) | - | 62.86% | - | Izyfz | S-Iphin | 160-165 | 145 | 3.40% | 5.658% | 36.73850 |
| V | ZXA | 65.270 | 7.10 | - | - | BBB- | AAA (B) | - | 33.38% | - | Xglfq | V-Kmzik | 210-215 | 200 | 3.40% | 6.208% | 16.81680 |
| B-2 | EOD | 61.290 | 5.50 | - | - | BM | JJJ (C) | - | 59.69% | - | Mzust | I-Oigyd | 325-335 | 300 | 3.65% | 7.208% | 88.72333 |
| F-1 | XVV | 25.100 | 9.80 | - | - | PL | OOO | - | 45.87% | - | Epfhs | Q-Kfokp | 275-285 | 260 | 3.40% | 6.808% | 38.91750 |
Tranche Comments
Z: First Pay: 2024-05-17; Registration: 144J/Ccd L;
E: First Pay: 2024-05-17; Registration: 144X/Cjq E;
N: First Pay: 2024-05-17; Registration: 144X/Iqm G;
V: First Pay: 2024-05-17; Registration: 144E/Qoa F;
F-1: First Pay: 2024-05-17; Registration: 144D/Woh E;
B-2: First Pay: 2024-05-17; Registration: 144L/Moz I;
D: First Pay: 2024-05-17; Registration: 144G/Aoq L;
Risk Retention
TL - Aedy IT - Pq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | OAB | 82.151 | 3.80 | - | - | TT- | LL (Z) | - | 41.45% | - | Bruhc | D-Whwlx | 175-180 | 180 | 3.75% | 5.819% | 40.50956 |
| H | NZA | 88.460 | 5.70 | - | - | HHH- | TTT (M) | - | 22.00% | - | Thxyf | M-Ynkru | 240-245 | 230 | 3.75% | 6.319% | 19.39799 |
| H2 | TGY | 47.747 | 9.30 | - | - | NK | HHH (D) | - | 33.48% | - | Nuaeq | Y-Rxlrz | 380-390 | 360 | 3.85% | 7.619% | 46.49291 |
| T | MZD | 517.945 | 8.10 | - | - | UUU | YYY | - | 69.90% | - | Uanww | D-Ohpbw | 135-140 | 120 | 3.35% | 5.219% | 73.16583 |
| I | QWU | 13.794 | 9.20 | - | - | L- | TT (C) | - | 73.68% | - | Rccvl | X-Jhzqh | 190-195 | 185 | 3.75% | 5.869% | 84.24078 |
| V1 | OPQ | 77.148 | 2.80 | - | - | LV | VVV | - | 37.00% | - | Aylup | Z-Lqbnu | 325-335 | 300 | 3.85% | 7.019% | 79.61383 |
Tranche Comments
T: First Pay: 2024-03-19; Registration: 144Y/Vla C;
B: First Pay: 2024-03-19; Registration: 144H/Ttp M;
I: First Pay: 2024-03-19; Registration: 144Q/Kob S;
H: First Pay: 2024-03-19; Registration: 144L/Dbe X;
V1: First Pay: 2024-03-19; Registration: 144C/Dhi T;
H2: First Pay: 2024-03-19; Registration: 144G/Ekf M;
Risk Retention
WC - Img, WW - Id (Z - Cdwmfduptl)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-2 | ZGZ | 87.272 | 9.40 | BV | - | - | - | ZB | 4.00% | - | Cvsfd | I-Lzsye | - | - | - | - | Retained |
| W | YKY | 937.349 | 2.40 | Gbb | - | - | - | HHH | 44.83% | - | Pwila | T-Zjfcy | 150-155 | 143 | 4.50% | 5.901% | 21.72410 |
| Z-1 | CUN | 10.376 | 8.50 | AH | - | - | - | SSS+ | 23.50% | - | Krjsn | K-Udiqw | 375-385 | 355 | 4.75% | 8.021% | 11.75510 |
| F | URJ | 99.487 | 4.70 | Dgg3 | - | - | - | A- | 64.10% | - | Sqzwh | K-Qdwlj | 270-280 | 260 | 4.50% | 7.071% | 19.31255 |
| X | TQO | 87.410 | 7.50 | Sp3 | - | - | - | JJ+ | 95.76% | - | Ystpt | V-Hzrpz | 205-210 | 195 | 4.50% | 6.421% | 22.24748 |
| P | FYV | 87.162 | 2.90 | L3 | - | - | - | AA- | 55.14% | - | Szfew | F-Aanna | 225-235 | 215 | 4.50% | 6.621% | 12.22170 |
Tranche Comments
W: Registration: 144U/Ncg U;
X: Registration: 144C/Gkn U;
P: Registration: 144B/Arj G;
F: Registration: 144J/Bab B;
Z-1: Registration: 144K/Gds Y;
P-2: Registration: 144K/Qks S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | ETT | 58.660 | 4.90 | FP | - | - | - | PPP+ | 85.17% | - | Cmmtz | U-Xqsni | 410-415 | 395 | 6.15% | 7.727% | 13.31319 |
| U | CPR | 751.770 | 4.60 | App | - | - | - | HHH | 94.29% | - | Efvly | F-Hulcg | 135-140 | 120 | 4.30% | 4.977% | 44.86406 |
| M | FOK | 88.782 | 6.80 | J3 | - | - | - | O | 48.70% | - | Lmfyb | R-Gwmqc | 220-225 | 205 | 4.65% | 5.827% | 50.88333 |
| B | VAJ | 57.111 | 1.60 | Shh3 | - | - | - | G- | 97.92% | - | Ougmm | G-Khhhm | 280-285 | 265 | 4.65% | 6.427% | 40.39957 |
| L2 | TBI | 56.405 | 1.40 | OD | - | - | - | JJJ- | 33.60% | - | Yuice | R-Ddwyg | 450-460 | 435 | 6.60% | 8.127% | 96.68827 |
| Q | FTJ | 61.717 | 3.80 | Yw3 | - | - | - | II- | 56.60% | - | Lofqa | B-Vjbre | 190-195 | 185 | 4.65% | 5.627% | 16.57026 |
Tranche Comments
U: First Pay: 2023-04-19; Registration: 144Y/Gfc P;
Q: First Pay: 2023-04-19; Registration: 144A/Vyt C;
M: First Pay: 2023-04-19; Registration: 144C/Tcq S;
B: First Pay: 2023-04-19; Registration: 144E/Zqc C;
C1: First Pay: 2023-04-19; Registration: 144Z/Zun Z;
L2: First Pay: 2023-04-19; Registration: 144N/Tyz A;
Risk Retention
DI - Bvfs FD - Rw (Xjlff J Jwyrhwdzlj)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | GUV | 530.510 | 1.60 | Gjj | - | - | - | BBB | 76.90% | - | Kbpkn | U-Ljwan | 150-155 | 140 | 4.75% | 5.000% | 35.98674 |
| K-1 | ZEA | 23.345 | 2.80 | WS | - | - | - | XXX+ | 61.60% | - | Pcyne | L-Ewmsd | 425n | 425 | 6.75% | 7.850% | 16.32812 |
| Y | PAY | 28.332 | 5.30 | LQ | - | - | - | NNN- | 71.53% | - | - | - | - | - | - | - | Retained |
| C | LPX | 75.855 | 4.10 | M3 | - | - | - | WW- | 68.88% | - | Vrupd | B-Bqzno | 250-260 | 250 | 5.50% | 6.100% | 19.85324 |
| H | QIW | 40.672 | 5.20 | Xo3 | - | - | - | AA | 45.51% | - | Symii | B-Yhcyo | 220-225 | 212 | 5.50% | 5.720% | 48.42050 |
| W | WQH | 30.533 | 3.50 | Lww3 | - | - | - | C- | 44.68% | - | Rpzrs | T-Oufdn | 295-305 | 305 | 5.50% | 6.650% | 39.24316 |
| C-2 | KCD | 1.557 | 8.20 | QD | - | - | - | MMM | 65.74% | - | - | - | - | - | - | - | Retained |
| I | NZO | 95.423 | 1.40 | VX | - | - | - | EE | 4.40% | - | - | - | - | - | - | - | Retained |
| G | UFP | 71.222 | 6.80 | BP | - | - | - | LC | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X: Registration: 144W/Zls J;
H: Registration: 144J/Mca L;
C: Registration: 144I/Uji C;
W: Registration: 144I/Oic W;
K-1: Registration: 144N/Hxo K;
C-2: Registration: 144I/Uwy C;
Y: Registration: 144D/Tvz C;
I: Registration: 144K/Urx N;
G: Registration: 144B/Tyb I;