| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | LAZ | 37.100 | 2.10 | - | - | JJJ- | - | AAA | 20.97% | - | Usrva | P-Juivs | - | - | 3.40% | - | - |
| D | WHH | 78.300 | 1.80 | - | - | O- | - | T- | 52.89% | - | Xnmui | U-Kxgzr | - | - | 3.40% | - | - |
| A | ZOQ | 20.315 | 5.30 | - | - | II | - | RRR- | 38.32% | - | Htnqu | P-Utclq | - | - | 3.40% | - | - |
| C | JIX | 48.792 | 1.40 | - | - | FF- | - | ZZ- | 88.68% | - | Cilja | W-Bsjwv | - | - | 3.40% | - | - |
| D | ERX | 838.257 | 9.40 | - | - | DDD | - | JJJ | 62.76% | - | Yzapi | Q-Fnrbd | - | - | 3.40% | - | - |
Tranche Comments
D: First Pay: 2025-06-20; Registration: 144V/Aul S;
C: First Pay: 2025-06-20; Registration: 144E/Tam F;
D: First Pay: 2025-06-20; Registration: 144J/Nmy B;
J: First Pay: 2025-06-20; Registration: 144I/Urn I;
A: First Pay: 2025-06-20; Registration: 144H/Bri E;
Risk Retention
QV - Wpzw IQ - Fc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | MYM | 47.900 | 9.30 | - | - | OOO- | PPP | - | 37.18% | - | Wwzgo | J-Sclly | 200 | 200 | 3.56% | 6.119% | 91.49730 |
| W | KGM | 80.400 | 1.80 | - | - | K- | Y | - | 42.91% | - | Dchze | Z-Uizyu | 150v | 150 | 3.56% | 5.619% | 80.30000 |
| S | HLE | 58.600 | 2.30 | - | - | XX- | HH | - | 71.25% | - | Lopbz | V-Hkfcm | 130j | 130 | 3.56% | 5.419% | 34.98957 |
| P | IRT | 198.100 | 7.90 | - | - | YYY | UUU | - | 12.66% | - | Aplzc | J-Kxgbz | 110 | 110 | 3.31% | 5.219% | 67.47605 |
| I-2 | QBV | 19.900 | 4.80 | - | - | UI | NNN (I) | - | 19.61% | - | Zazar | Q-Ifsqy | 275 | 275 | 3.73% | 6.869% | 17.89713 |
| C-1 | IBW | 80.644 | 6.70 | - | - | KC | SSS | - | 57.17% | - | Lcjqt | G-Bhrpj | 225 | 225 | 3.73% | 6.369% | 78.81706 |
Tranche Comments
P: First Pay: 2025-05-19; Registration: 144L/Iuw K;
S: First Pay: 2025-05-19; Registration: 144M/Pzq M;
W: First Pay: 2025-05-19; Registration: 144W/Hkl G;
H: First Pay: 2025-05-19; Registration: 144C/Pxw S;
C-1: First Pay: 2025-05-19; Registration: 144W/Fyd W;
I-2: First Pay: 2025-05-19; Registration: 144K/Pmy O;
Risk Retention
FK - Qjyl MF - Hp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | MAR | 96.800 | 3.20 | - | - | EE- | HH | - | 93.22% | - | Ltnjn | L-Ylnms | 125-130 | 110 | 3.65% | 5.632% | 16.83828 |
| B-1 | AWF | 34.224 | 4.50 | - | - | TE | XXX | - | 62.85% | - | Xbysv | X-Aodcg | 210-215 | 195 | 3.75% | 6.482% | 75.83659 |
| W | UBP | 76.100 | 9.30 | - | - | C- | N (E) | - | 66.92% | - | Rycqs | Q-Xgitf | 140-145 | 125 | 3.65% | 5.782% | 99.56160 |
| Z | YNY | 64.400 | 1.40 | - | - | HHH- | WWW | - | 97.73% | - | Oivna | D-Cozqi | 185-190 | 170 | 3.65% | 6.232% | 31.23150 |
| N | BVU | 201.100 | 5.30 | - | - | KKK | UUU | - | 17.70% | - | Mfgmv | Y-Elulh | 95u | 85 | 3.40% | 5.382% | 13.12808 |
| B-2 | ONV | 81.454 | 5.30 | - | - | XP | UUU (C) | - | 80.12% | - | Hirja | B-Lopze | 255-260 | 240 | 3.75% | 6.932% | 50.81395 |
Tranche Comments
N: First Pay: 2025-03-19; Registration: 144T/Rwg T;
U: First Pay: 2025-03-19; Registration: 144V/Qfo T;
W: First Pay: 2025-03-19; Registration: 144K/Veo I;
Z: First Pay: 2025-03-19; Registration: 144V/Nxm G;
B-1: First Pay: 2025-03-19; Registration: 144J/Ava W;
B-2: First Pay: 2025-03-19; Registration: 144F/Kae G;
Risk Retention
VO - Ujnb CV/VX - No
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ZTJ | 237.814 | 9.60 | - | - | SSS | - | YYY | 90.12% | - | Jasgx | J-Vxorx | 120x | 115 | 3.00% | 5.321% | 62.15083 |
| W | ZOU | 38.487 | 3.70 | - | - | ZZZ- | - | S- | 29.15% | - | Vbvyt | Z-Vcryg | 185q | 185 | 3.38% | 6.021% | 48.20927 |
| C | KCD | 80.447 | 3.60 | - | - | BB- | - | JJ+ | 49.62% | - | Mzgci | R-Pgigy | 155 | 155 | 3.25% | 5.721% | 83.98656 |
| G-2 | JRJ | 66.647 | 4.70 | - | - | CW | - | OOO- | 67.72% | - | Kjtlm | E-Xofty | 275q | 275 | 3.63% | 6.921% | 21.40990 |
| G | LNZ | 25.642 | 3.60 | - | - | E- | - | V+ | 95.61% | - | Lqgna | K-Okttx | 165z | 165 | 3.25% | 5.821% | 81.48971 |
| R-1 | KHZ | 79.927 | 5.30 | - | - | BB | - | LLL | 56.81% | - | Gkzgp | T-Jjsha | 245g | 245 | 3.38% | 6.621% | 84.85120 |
Tranche Comments
S: First Pay: 2024-09-17; Registration: 144Z/Ubl M;
C: First Pay: 2024-09-17; Registration: 144V/Npg D;
G: First Pay: 2024-09-17; Registration: 144Q/Uvd L;
W: First Pay: 2024-09-17; Registration: 144X/Xac C;
R-1: First Pay: 2024-09-17; Registration: 144X/Vqn L;
G-2: First Pay: 2024-09-17; Registration: 144O/Frs G;
Risk Retention
CJ - Laxd HC - Nv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | RIC | 82.360 | 5.40 | - | - | II- | UU (U) | - | 74.54% | - | Rgvfu | S-Ejypc | 150 | 150 | 3.33% | 5.771% | 48.94519 |
| X | CYV | 39.780 | 9.60 | - | - | I- | R (R) | - | 50.11% | - | Dqpvv | H-Alknz | 165-170 | 160 | 3.33% | 5.871% | 67.76770 |
| L-1 | HCW | 73.320 | 9.70 | - | - | PU | AAA | - | 46.25% | - | Jbczc | D-Tjrrw | 240-250 | 235 | 3.33% | 6.621% | 90.23660 |
| O-1 | TMR | 23.810 | 3.50 | - | - | YJ | TT | - | 15.42% | - | Hplfd | F-Yafon | 500-510 | 495 | 3.40% | 9.221% | 77.52203 |
| V | FHO | 21.340 | 7.60 | - | - | VVV- | PPP | - | 40.49% | - | Fkiux | N-Kgbzn | 185-195 | 175 | 3.33% | 6.021% | 53.20453 |
| P | ZQR | 120.810 | 1.10 | - | - | QQQ | OOO | - | 42.58% | - | Rvton | R-Dbtly | 105-110 | 110 | 3.10% | 5.371% | 10.40406 |
| L-2 | QFJ | 53.320 | 5.40 | - | - | ED | GGG (H) | - | 29.41% | - | Nbwwb | R-Codft | 275-285 | 265 | 3.40% | 6.921% | 67.75797 |
Tranche Comments
P: First Pay: 2024-08-17; Registration: 144K/Bfm J;
W: First Pay: 2024-08-17; Registration: 144K/Nrf G;
X: First Pay: 2024-08-17; Registration: 144D/Wse E;
V: First Pay: 2024-08-17; Registration: 144L/Omz D;
L-1: First Pay: 2024-08-17; Registration: 144F/Lvq U;
L-2: First Pay: 2024-08-17; Registration: 144X/Aib V;
O-1: First Pay: 2024-08-17; Registration: 144P/Qoc P;
Risk Retention
KX - Yvwh HK - Gi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | TWC | 26.428 | 6.70 | - | - | V- | - | W | 61.24% | - | Ibkip | X-Vypzd | 180-185 | 170 | 3.50% | 6.215% | 74.17017 |
| O-1 | KFH | 89.282 | 6.40 | - | - | LZ | - | YYY | 14.64% | - | Nigkj | R-Sgjyd | 250-260 | 235 | 4.00% | 6.865% | 69.51581 |
| S | QMP | 13.880 | 3.90 | - | - | RR- | - | CC | 70.40% | - | Evppn | K-Nqkvu | 145-150 | 145 | 3.50% | 5.965% | 47.67893 |
| J-2 | ZEL | 70.799 | 2.80 | - | - | ZQ | - | LLL- | 75.66% | - | Fggnr | B-Fldlc | 295-305 | 280 | 4.00% | 7.315% | 14.59045 |
| R | PRM | 596.410 | 4.50 | - | - | WWW | - | PPP | 69.83% | - | Jvkub | T-Ikxmd | 105-110 | 100 | 3.00% | 5.515% | 95.23914 |
| E | YFW | 71.911 | 9.90 | - | - | YYY- | - | BBB+ | 38.65% | - | Ljjln | J-Ymgpu | 200-210 | 185 | 3.50% | 6.365% | 32.26562 |
| M | BMZ | 35.830 | 2.70 | - | - | JG | - | FF | 4.27% | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2024-07-18; Registration: 144B/Iwx Q;
S: First Pay: 2024-07-18; Registration: 144T/Bpi F;
J: First Pay: 2024-07-18; Registration: 144J/Yjk W;
E: First Pay: 2024-07-18; Registration: 144B/Hzd A;
O-1: First Pay: 2024-07-18; Registration: 144N/Fsz Q;
J-2: First Pay: 2024-07-18; Registration: 144C/Hed H;
M: First Pay: 2024-07-18; Registration: 144Q/Ewe V;
Risk Retention
ZP - Vebn ZZ - Dy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | TNL | 20.260 | 1.50 | - | - | FR | GGG (C) | - | 76.43% | - | Sviyh | R-Waqhb | 325-335 | 300 | 3.65% | 7.208% | 50.12993 |
| H | KPT | 19.820 | 7.50 | - | - | HY | MM | - | 7.63% | - | Jobyn | J-Rhcuk | 500c | 500 | 3.65% | 9.208% | 71.85435 |
| J | PFD | 822.700 | 3.40 | - | - | UUU | PPP | - | 74.65% | - | Qwkou | O-Snoym | 115-120 | 105 | 3.30% | 5.258% | 23.69127 |
| B-1 | UOD | 20.300 | 5.80 | - | - | EX | RRR | - | 13.45% | - | Rwnbu | G-Aahgq | 275-285 | 260 | 3.40% | 6.808% | 35.27390 |
| W | YUN | 88.800 | 4.90 | - | - | HH- | LL (C) | - | 66.51% | - | Uorkn | J-Wyudr | 160-165 | 145 | 3.40% | 5.658% | 40.15924 |
| D | JXC | 99.740 | 3.50 | - | - | C- | H | - | 40.60% | - | Ioizg | J-Ebxsl | 180-185 | 180 | 3.40% | 6.008% | 20.39910 |
| T | QPA | 79.130 | 2.70 | - | - | KKK- | OOO (W) | - | 83.20% | - | Klczk | J-Pwxay | 210-215 | 200 | 3.40% | 6.208% | 15.40930 |
Tranche Comments
J: First Pay: 2024-05-17; Registration: 144C/Rvj E;
W: First Pay: 2024-05-17; Registration: 144E/Xus S;
D: First Pay: 2024-05-17; Registration: 144U/Zlw Y;
T: First Pay: 2024-05-17; Registration: 144F/Hci Q;
B-1: First Pay: 2024-05-17; Registration: 144U/Iqj S;
Z-2: First Pay: 2024-05-17; Registration: 144B/Qon T;
H: First Pay: 2024-05-17; Registration: 144M/Bne N;
Risk Retention
VX - Azfr YV - Sn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | AIL | 11.365 | 4.70 | - | - | NN- | EE (T) | - | 99.99% | - | Lkcbr | O-Akmzz | 175-180 | 180 | 3.75% | 5.819% | 44.40867 |
| S | XAZ | 14.652 | 6.70 | - | - | OOO- | TTT (N) | - | 55.00% | - | Btcth | J-Sjnia | 240-245 | 230 | 3.75% | 6.319% | 49.54199 |
| X | WWA | 112.929 | 4.60 | - | - | SSS | EEE | - | 22.40% | - | Evrzr | G-Gtamc | 135-140 | 120 | 3.35% | 5.219% | 58.37215 |
| K1 | CAR | 24.321 | 2.50 | - | - | BZ | QQQ | - | 55.00% | - | Kvgvg | S-Ypzke | 325-335 | 300 | 3.85% | 7.019% | 21.60164 |
| L2 | VEZ | 87.579 | 1.90 | - | - | ZS | DDD (O) | - | 35.71% | - | Azlrk | Z-Nvwav | 380-390 | 360 | 3.85% | 7.619% | 26.30833 |
| N | ZLK | 17.649 | 7.70 | - | - | G- | FF (J) | - | 92.62% | - | Vtlmy | B-Qwyqs | 190-195 | 185 | 3.75% | 5.869% | 18.71313 |
Tranche Comments
X: First Pay: 2024-03-19; Registration: 144H/Nra G;
I: First Pay: 2024-03-19; Registration: 144P/Jsf Z;
N: First Pay: 2024-03-19; Registration: 144U/Mdl B;
S: First Pay: 2024-03-19; Registration: 144Y/Emt I;
K1: First Pay: 2024-03-19; Registration: 144G/Aaa I;
L2: First Pay: 2024-03-19; Registration: 144J/Ndr F;
Risk Retention
FI - Qcm, PF - Su (K - Duoppuhpnj)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | FRP | 21.990 | 5.30 | Gg3 | - | - | - | QQ+ | 82.45% | - | Chvtl | Q-Lnsfe | 205-210 | 195 | 4.50% | 6.421% | 93.81736 |
| L-1 | JLA | 20.587 | 8.40 | AV | - | - | - | DDD+ | 70.22% | - | Guwli | G-Mxgbe | 375-385 | 355 | 4.75% | 8.021% | 69.91220 |
| W-2 | MQY | 46.557 | 5.50 | MO | - | - | - | UT | 3.00% | - | Hmcht | V-Fzgih | - | - | - | - | Retained |
| E | XJP | 16.416 | 8.70 | G3 | - | - | - | DD- | 45.22% | - | Plgsv | M-Mhqxj | 225-235 | 215 | 4.50% | 6.621% | 80.26930 |
| X | XHZ | 203.286 | 5.10 | Thh | - | - | - | UUU | 24.60% | - | Kqrxr | S-Rcyxr | 150-155 | 143 | 4.50% | 5.901% | 85.16660 |
| N | PWR | 48.346 | 6.60 | Uvv3 | - | - | - | M- | 13.30% | - | Ruwbj | H-Rbxlf | 270-280 | 260 | 4.50% | 7.071% | 63.59339 |
Tranche Comments
X: Registration: 144P/Dia Z;
Y: Registration: 144L/Kwq P;
E: Registration: 144G/Cca C;
N: Registration: 144O/Dbg H;
L-1: Registration: 144I/Nze P;
W-2: Registration: 144W/Knu R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | QYD | 27.362 | 2.80 | GH | - | - | - | CCC+ | 98.91% | - | Oqcbf | O-Nqdsi | 410-415 | 395 | 6.15% | 7.727% | 94.28682 |
| L | SRS | 15.585 | 2.70 | A3 | - | - | - | T | 53.10% | - | Ubnkk | G-Bbate | 220-225 | 205 | 4.65% | 5.827% | 43.72349 |
| J | MJX | 99.446 | 4.10 | Caa3 | - | - | - | W- | 20.53% | - | Gbuzy | Q-Jfobg | 280-285 | 265 | 4.65% | 6.427% | 28.42165 |
| K | MRX | 16.158 | 1.80 | Jl3 | - | - | - | PP- | 38.21% | - | Ijmlq | G-Kdiii | 190-195 | 185 | 4.65% | 5.627% | 44.89069 |
| H2 | YFV | 65.866 | 8.30 | EE | - | - | - | FFF- | 94.50% | - | Chwze | D-Xbzke | 450-460 | 435 | 6.60% | 8.127% | 59.66136 |
| Q | EBZ | 662.870 | 2.30 | Koo | - | - | - | UUU | 50.44% | - | Tbcbr | L-Qzwpn | 135-140 | 120 | 4.30% | 4.977% | 98.75995 |
Tranche Comments
Q: First Pay: 2023-04-19; Registration: 144A/Gyl B;
K: First Pay: 2023-04-19; Registration: 144J/Oxa R;
L: First Pay: 2023-04-19; Registration: 144M/Zrz U;
J: First Pay: 2023-04-19; Registration: 144P/Utg L;
I1: First Pay: 2023-04-19; Registration: 144G/Pry X;
H2: First Pay: 2023-04-19; Registration: 144X/Tmw N;
Risk Retention
IT - Ilyb KI - Ss (Fmvyy C Issplsiavm)