| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | VCS | 83.500 | 8.80 | - | - | CCC- | - | III | 94.32% | - | Xiywj | U-Hbwnk | - | - | 3.40% | - | - |
| O | FOO | 869.102 | 1.80 | - | - | GGG | - | PPP | 76.20% | - | Gpgni | T-Lcinu | - | - | 3.40% | - | - |
| T | KCM | 49.166 | 9.40 | - | - | KK- | - | OO- | 51.58% | - | Osinj | P-Hztdw | - | - | 3.40% | - | - |
| Y | IBR | 70.379 | 5.30 | - | - | XU | - | NNN- | 74.60% | - | Iwyjm | A-Pftjt | - | - | 3.40% | - | - |
| C | ISM | 82.800 | 1.50 | - | - | B- | - | U- | 67.83% | - | Fnima | A-Fahvj | - | - | 3.40% | - | - |
Tranche Comments
O: First Pay: 2025-06-20; Registration: 144Q/Lpo G;
T: First Pay: 2025-06-20; Registration: 144G/Xuo F;
C: First Pay: 2025-06-20; Registration: 144A/Zsp O;
Z: First Pay: 2025-06-20; Registration: 144J/Qoa M;
Y: First Pay: 2025-06-20; Registration: 144N/Qxx T;
Risk Retention
WJ - Znxg XW - Iv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | WJX | 40.709 | 8.10 | - | - | QZ | YYY | - | 29.91% | - | Efmpj | R-Symrw | 225 | 225 | 3.73% | 6.369% | 97.76364 |
| K | ZVM | 167.600 | 4.40 | - | - | SSS | QQQ | - | 37.42% | - | Kftgl | Z-Yiaip | 110 | 110 | 3.31% | 5.219% | 26.68002 |
| J | YMS | 54.600 | 8.20 | - | - | D- | C | - | 83.27% | - | Yyicw | U-Pxllb | 150w | 150 | 3.56% | 5.619% | 24.37000 |
| A-2 | LUC | 54.810 | 8.10 | - | - | UO | XXX (L) | - | 62.85% | - | Gtohd | M-Ngchx | 275 | 275 | 3.73% | 6.869% | 58.63828 |
| R | TRY | 91.100 | 4.90 | - | - | BB- | PP | - | 37.63% | - | Dymad | Y-Gqmup | 130j | 130 | 3.56% | 5.419% | 94.44508 |
| G | TQT | 50.300 | 8.40 | - | - | QQQ- | III | - | 95.30% | - | Imsyf | U-Xwzkm | 200 | 200 | 3.56% | 6.119% | 80.43310 |
Tranche Comments
K: First Pay: 2025-05-19; Registration: 144A/Iik O;
R: First Pay: 2025-05-19; Registration: 144I/War C;
J: First Pay: 2025-05-19; Registration: 144G/Bqi F;
G: First Pay: 2025-05-19; Registration: 144O/Mwf D;
Y-1: First Pay: 2025-05-19; Registration: 144I/Vkm N;
A-2: First Pay: 2025-05-19; Registration: 144Q/Ffj A;
Risk Retention
VS - Khul QV - Zx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | PAW | 22.100 | 3.80 | - | - | AAA- | BBB | - | 91.13% | - | Nlgbz | U-Asnkv | 185-190 | 170 | 3.65% | 6.232% | 85.56719 |
| P-1 | CCW | 20.730 | 8.20 | - | - | YY | VVV | - | 75.66% | - | Djblq | L-Fcnkm | 210-215 | 195 | 3.75% | 6.482% | 64.51261 |
| Q | TBF | 10.800 | 8.40 | - | - | U- | B (U) | - | 35.59% | - | Bhylw | F-Hgodm | 140-145 | 125 | 3.65% | 5.782% | 10.29080 |
| B | EWG | 886.400 | 1.70 | - | - | WWW | NNN | - | 77.70% | - | Bufas | X-Yzfpw | 95m | 85 | 3.40% | 5.382% | 92.93431 |
| K-2 | ZSV | 36.969 | 2.50 | - | - | DY | JJJ (Z) | - | 53.49% | - | Xcvsd | U-Ujnpr | 255-260 | 240 | 3.75% | 6.932% | 21.90107 |
| H | GOW | 14.700 | 7.50 | - | - | GG- | CC | - | 30.70% | - | Mtbkt | T-Mhrbi | 125-130 | 110 | 3.65% | 5.632% | 93.73620 |
Tranche Comments
B: First Pay: 2025-03-19; Registration: 144T/Bwt Z;
H: First Pay: 2025-03-19; Registration: 144Q/Bsh W;
Q: First Pay: 2025-03-19; Registration: 144A/Idc S;
V: First Pay: 2025-03-19; Registration: 144X/Qlp W;
P-1: First Pay: 2025-03-19; Registration: 144G/Zuc C;
K-2: First Pay: 2025-03-19; Registration: 144C/Rsm S;
Risk Retention
VT - Mlve JV/VZ - Sh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | KQX | 40.461 | 2.60 | - | - | OOO- | - | J- | 37.65% | - | Tpyth | P-Tlsyo | 185e | 185 | 3.38% | 6.021% | 53.34097 |
| I | GXU | 62.987 | 8.90 | - | - | II- | - | QQ+ | 46.77% | - | Goaxo | T-Udazl | 155 | 155 | 3.25% | 5.721% | 47.14300 |
| M-2 | CRF | 32.414 | 5.10 | - | - | FV | - | WWW- | 14.61% | - | Ykpbv | F-Qniqf | 275l | 275 | 3.63% | 6.921% | 21.79810 |
| Q | IJB | 68.197 | 8.20 | - | - | M- | - | U+ | 16.97% | - | Taxlj | O-Btfqy | 165r | 165 | 3.25% | 5.821% | 37.88473 |
| B | XNI | 453.710 | 9.60 | - | - | NNN | - | EEE | 55.57% | - | Jnrhg | G-Nkwba | 120w | 115 | 3.00% | 5.321% | 88.37364 |
| A-1 | QVX | 91.308 | 9.70 | - | - | GJ | - | KKK | 30.11% | - | Hnogd | Y-Psygs | 245n | 245 | 3.38% | 6.621% | 54.14555 |
Tranche Comments
B: First Pay: 2024-09-17; Registration: 144J/Nzu P;
I: First Pay: 2024-09-17; Registration: 144G/Wye Q;
Q: First Pay: 2024-09-17; Registration: 144Q/Gcl G;
Z: First Pay: 2024-09-17; Registration: 144U/Mjg V;
A-1: First Pay: 2024-09-17; Registration: 144U/Rco X;
M-2: First Pay: 2024-09-17; Registration: 144K/Upt Z;
Risk Retention
QP - Brqx BQ - Sv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | BNJ | 47.290 | 6.60 | - | - | NS | RRR (P) | - | 20.36% | - | Ikrry | P-Mipfi | 275-285 | 265 | 3.40% | 6.921% | 21.53195 |
| Y | GGO | 19.120 | 1.90 | - | - | QQQ- | SSS | - | 21.91% | - | Mvbso | E-Puhry | 185-195 | 175 | 3.33% | 6.021% | 34.66772 |
| F-1 | GEK | 84.950 | 5.90 | - | - | GE | HHH | - | 85.28% | - | Usube | X-Dmcjt | 240-250 | 235 | 3.33% | 6.621% | 10.33000 |
| M | PBI | 682.580 | 8.20 | - | - | TTT | VVV | - | 84.34% | - | Prnij | T-Xdbys | 105-110 | 110 | 3.10% | 5.371% | 38.63224 |
| A | ERC | 93.480 | 8.70 | - | - | S- | M (Y) | - | 70.31% | - | Acmqx | B-Xjzoo | 165-170 | 160 | 3.33% | 5.871% | 35.24950 |
| F | BTZ | 60.270 | 4.90 | - | - | HH- | UU (H) | - | 25.19% | - | Mmkbl | L-Vmtoh | 150 | 150 | 3.33% | 5.771% | 17.35906 |
| W-1 | AQP | 10.380 | 1.20 | - | - | XC | NN | - | 84.78% | - | Xnrwg | E-Mkshx | 500-510 | 495 | 3.40% | 9.221% | 24.25012 |
Tranche Comments
M: First Pay: 2024-08-17; Registration: 144A/Mno R;
F: First Pay: 2024-08-17; Registration: 144V/Jnu N;
A: First Pay: 2024-08-17; Registration: 144K/Mnt I;
Y: First Pay: 2024-08-17; Registration: 144O/Nyg N;
F-1: First Pay: 2024-08-17; Registration: 144T/Bex F;
J-2: First Pay: 2024-08-17; Registration: 144P/Urf I;
W-1: First Pay: 2024-08-17; Registration: 144H/Upq W;
Risk Retention
BA - Lljp RB - Ml
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | ESA | 62.359 | 7.70 | - | - | LV | - | OO | 3.90% | - | - | - | - | - | - | - | Retained |
| J | FWU | 554.400 | 9.70 | - | - | OOO | - | KKK | 65.41% | - | Splij | K-Sxnqa | 105-110 | 100 | 3.00% | 5.515% | 20.66142 |
| V | KNS | 62.530 | 3.10 | - | - | T- | - | D | 54.83% | - | Gybrg | W-Giuxl | 180-185 | 170 | 3.50% | 6.215% | 74.55191 |
| J-1 | EKM | 14.562 | 8.40 | - | - | ZC | - | FFF | 40.16% | - | Lsjbp | R-Ybjdm | 250-260 | 235 | 4.00% | 6.865% | 75.72297 |
| E | RPN | 94.355 | 4.60 | - | - | KK- | - | XX | 69.40% | - | Fssjg | Y-Yslsu | 145-150 | 145 | 3.50% | 5.965% | 61.67103 |
| A-2 | KMV | 28.401 | 4.40 | - | - | JR | - | EEE- | 46.88% | - | Tjzxv | Q-Gptzo | 295-305 | 280 | 4.00% | 7.315% | 60.96630 |
| X | IYI | 48.199 | 7.80 | - | - | NNN- | - | GGG+ | 16.81% | - | Tskmu | F-Gbwqh | 200-210 | 185 | 3.50% | 6.365% | 21.82908 |
Tranche Comments
J: First Pay: 2024-07-18; Registration: 144T/Tci Q;
E: First Pay: 2024-07-18; Registration: 144G/Jtr S;
V: First Pay: 2024-07-18; Registration: 144Z/Qmy A;
X: First Pay: 2024-07-18; Registration: 144N/Olq C;
J-1: First Pay: 2024-07-18; Registration: 144D/Twe Q;
A-2: First Pay: 2024-07-18; Registration: 144H/Zaz Z;
A: First Pay: 2024-07-18; Registration: 144U/Vei Q;
Risk Retention
QB - Oedx FQ - Tr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | QMQ | 677.670 | 9.10 | - | - | RRR | HHH | - | 58.56% | - | Ykxac | A-Wltkz | 115-120 | 105 | 3.30% | 5.258% | 37.48390 |
| S | HUN | 26.110 | 4.90 | - | - | O- | X | - | 41.70% | - | Tyqzf | V-Ktdsq | 180-185 | 180 | 3.40% | 6.008% | 78.11830 |
| X | TVE | 22.880 | 5.50 | - | - | YJ | VV | - | 3.16% | - | Zsiio | H-Lxtsk | 500m | 500 | 3.65% | 9.208% | 29.30491 |
| V | XFH | 65.170 | 2.80 | - | - | VVV- | QQQ (K) | - | 76.11% | - | Brcwd | Y-Pprpz | 210-215 | 200 | 3.40% | 6.208% | 60.11550 |
| M | NEU | 48.800 | 9.40 | - | - | XX- | RR (Q) | - | 19.85% | - | Qnxst | O-Sowjx | 160-165 | 145 | 3.40% | 5.658% | 36.86537 |
| W-1 | JOI | 77.800 | 6.50 | - | - | KG | HHH | - | 53.59% | - | Clglo | B-Nbhxe | 275-285 | 260 | 3.40% | 6.808% | 80.38860 |
| Z-2 | QFK | 23.490 | 1.80 | - | - | YZ | NNN (O) | - | 95.28% | - | Gnsur | B-Makrt | 325-335 | 300 | 3.65% | 7.208% | 67.68197 |
Tranche Comments
M: First Pay: 2024-05-17; Registration: 144A/Cjc B;
M: First Pay: 2024-05-17; Registration: 144V/Nlw E;
S: First Pay: 2024-05-17; Registration: 144B/Gii E;
V: First Pay: 2024-05-17; Registration: 144W/Ail K;
W-1: First Pay: 2024-05-17; Registration: 144N/Vbs Y;
Z-2: First Pay: 2024-05-17; Registration: 144B/Fpi Z;
X: First Pay: 2024-05-17; Registration: 144I/Hxr L;
Risk Retention
LQ - Fekv TL - Wj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | MPE | 985.290 | 1.40 | - | - | DDD | OOO | - | 28.10% | - | Qucye | P-Lliyf | 135-140 | 120 | 3.35% | 5.219% | 54.67549 |
| X | RUT | 38.799 | 4.60 | - | - | LL- | LL (U) | - | 85.18% | - | Vuoxv | F-Uympq | 175-180 | 180 | 3.75% | 5.819% | 36.52198 |
| H | KEC | 52.374 | 9.10 | - | - | F- | EE (N) | - | 32.19% | - | Okmmq | U-Apfsr | 190-195 | 185 | 3.75% | 5.869% | 24.59750 |
| M2 | JJL | 25.280 | 3.40 | - | - | AD | WWW (E) | - | 58.21% | - | Napcv | I-Bsaym | 380-390 | 360 | 3.85% | 7.619% | 54.25094 |
| I1 | KQX | 20.109 | 2.10 | - | - | IG | FFF | - | 38.00% | - | Sofer | V-Romzb | 325-335 | 300 | 3.85% | 7.019% | 51.72525 |
| A | CGH | 65.521 | 3.80 | - | - | SSS- | ZZZ (U) | - | 14.00% | - | Xyfua | R-Ausis | 240-245 | 230 | 3.75% | 6.319% | 70.43092 |
Tranche Comments
O: First Pay: 2024-03-19; Registration: 144E/Fsq J;
X: First Pay: 2024-03-19; Registration: 144F/Udb O;
H: First Pay: 2024-03-19; Registration: 144G/Lpj L;
A: First Pay: 2024-03-19; Registration: 144K/Raw H;
I1: First Pay: 2024-03-19; Registration: 144K/Vix M;
M2: First Pay: 2024-03-19; Registration: 144E/Hyx A;
Risk Retention
VT - Cej, EV - Fe (M - Pepxwehzwj)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | AJO | 61.174 | 6.30 | Ujj3 | - | - | - | F- | 34.50% | - | Biitn | P-Nwqyr | 270-280 | 260 | 4.50% | 7.071% | 43.59650 |
| P-2 | FFU | 73.647 | 3.10 | WM | - | - | - | JC | 6.00% | - | Igyjc | S-Yzkoy | - | - | - | - | Retained |
| B | HAI | 17.410 | 7.20 | Ol3 | - | - | - | ZZ+ | 66.71% | - | Yhkmm | T-Fnnbp | 205-210 | 195 | 4.50% | 6.421% | 19.83225 |
| N-1 | PGC | 34.615 | 6.80 | ZG | - | - | - | XXX+ | 42.77% | - | Uhgxf | I-Wsmws | 375-385 | 355 | 4.75% | 8.021% | 61.41720 |
| C | VPP | 584.296 | 6.20 | Mxx | - | - | - | NNN | 27.90% | - | Aqkfy | N-Zktyj | 150-155 | 143 | 4.50% | 5.901% | 34.40510 |
| T | EGC | 90.804 | 6.40 | A3 | - | - | - | KK- | 88.72% | - | Vfnpd | T-Pbyhj | 225-235 | 215 | 4.50% | 6.621% | 61.20250 |
Tranche Comments
C: Registration: 144Y/Ebn I;
B: Registration: 144H/Oqo D;
T: Registration: 144F/Pjz I;
N: Registration: 144J/Lbe G;
N-1: Registration: 144F/Jxr P;
P-2: Registration: 144D/Ndp P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | GUI | 837.200 | 5.30 | Kee | - | - | - | PPP | 77.32% | - | Ekbfn | K-Njpqx | 135-140 | 120 | 4.30% | 4.977% | 15.90461 |
| K | ABX | 59.284 | 4.90 | B3 | - | - | - | K | 67.70% | - | Twmhn | R-Zpdjh | 220-225 | 205 | 4.65% | 5.827% | 43.24028 |
| K1 | JFI | 69.734 | 7.40 | KT | - | - | - | SSS+ | 91.64% | - | Crfsv | Q-Gbsmh | 410-415 | 395 | 6.15% | 7.727% | 16.60539 |
| B | ETT | 72.830 | 8.80 | Oc3 | - | - | - | YY- | 59.74% | - | Orukt | T-Dhujj | 190-195 | 185 | 4.65% | 5.627% | 35.25192 |
| E2 | ZVG | 29.666 | 7.80 | AV | - | - | - | FFF- | 96.20% | - | Rhcia | Z-Rztaf | 450-460 | 435 | 6.60% | 8.127% | 38.97404 |
| H | MEI | 59.184 | 6.50 | Ehh3 | - | - | - | R- | 11.92% | - | Ivpma | G-Xibdp | 280-285 | 265 | 4.65% | 6.427% | 55.62273 |
Tranche Comments
T: First Pay: 2023-04-19; Registration: 144E/Cwq D;
B: First Pay: 2023-04-19; Registration: 144H/Elc N;
K: First Pay: 2023-04-19; Registration: 144P/Ouc B;
H: First Pay: 2023-04-19; Registration: 144C/Eaf L;
K1: First Pay: 2023-04-19; Registration: 144X/Hot I;
E2: First Pay: 2023-04-19; Registration: 144P/Bin V;
Risk Retention
TL - Sepf FT - Lj (Ukfpp T Ajhlyjfofk)