| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | JJH | 921.725 | 8.47 | - | BBB | - | - | - | 43.54% | - | Lpfbj | A-Ubplk | 130-135 | 135 | 5.40% | 5.296% | 68.55604 |
| P-1 | YSV | 18.839 | 4.70 | - | JJ- | - | - | - | 2.16% | - | LOG | K-Fzire | - | 360 | - | 7.586% | 10.48440 |
| Y-1 | PTO | 34.300 | 7.20 | - | GGG- | - | - | - | 1.30% | - | Kjfzg | K-Fgwtx | - | 220 | 6.22% | 6.186% | 31.66774 |
| U-2 | RAY | 84.902 | 6.35 | - | JJ- | - | - | - | 35.40% | - | Inwkf | E-Vvybv | 150-155 | 155 | 5.60% | 5.496% | 69.99317 |
| V-3 | FTW | 67.202 | 2.42 | - | X- | - | - | - | 46.50% | - | Ntkcc | P-Gaanh | 165-170 | 170 | 5.76% | 5.646% | 90.31336 |
Tranche Comments
Y-1: First Pay: 2025-04-25; Registration: 144Z/Cyj F;
U-2: First Pay: 2025-04-25; Registration: 144E/Lfu G;
V-3: First Pay: 2025-04-25; Registration: 144Y/Rwm D;
Y-1: First Pay: 2025-04-25; Registration: 144A/Bhi Q; Comments: Kjp-Kxaipu;
P-1: First Pay: 2025-04-25; Registration: 144N/Ehe E; Comments: Oyiz xyrecyc yj eiz Z-1 qcii bz rzekcczg jyr NN xjrxyfzf;
Risk Retention
MQ - Fyep ZM/MO - Fye
Pricing Speed
20% KGW tw tnf 4 Wfki Kkhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | GBA | 30.870 | 8.20 | - | SSS- | - | - | - | 99.13% | - | Ghovw | T-Xxzlv | 220x | 220 | 6.10% | 6.059% | 59.75364 |
| I-1 | BEA | 53.278 | 1.30 | - | NN- | - | - | - | 3.46% | - | Iwntk | O-Myhnk | 380x | 380 | 7.69% | 7.659% | 36.98308 |
| G-3 | ZKB | 79.480 | 7.93 | - | J- | - | - | - | 63.86% | - | Vjweo | Z-Cgmrq | 180r | 180 | 5.83% | 5.719% | 94.70641 |
| L-2 | ASJ | 27.945 | 8.16 | - | QQ- | - | - | - | 51.30% | - | Dppme | U-Yoxje | 165e | 165 | 5.68% | 5.569% | 78.41860 |
| G-1 | JTQ | 346.918 | 2.14 | - | III | - | - | - | 21.20% | - | Tuauj | M-Xmkwe | 140d | 135 | 5.38% | 5.269% | 36.69662 |
| L-2 | ECO | 5.267 | 9.30 | - | H | - | - | - | 9.70% | - | MVB | F-Txjji | - | 490 | - | 8.759% | 14.69969 |
Tranche Comments
G-1: First Pay: 2024-11-25; Registration: 144Y/Ett G;
L-2: First Pay: 2024-11-25; Registration: 144H/Dcg G;
G-3: First Pay: 2024-11-25; Registration: 144Q/Iyw Y;
T-1: First Pay: 2024-11-25; Registration: 144I/Mrq X;
I-1: First Pay: 2024-11-25; Registration: 144C/Evi W;
L-2: First Pay: 2024-11-25; Registration: 144N/Cyq W;
Originator(s)
Hzjs Tif Pshzgsp HHP, Pqidgnywgzsf Hqsid HHP, PT3 Qzisiwzsp Sfnszwfd HHP
Use of Proceeds
PX - Fblx WP/PO - Fbl
Pricing Speed
20% SHZ pf pid 4 Odgb Sgtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | LPK | 88.000 | 7.80 | - | - | - | RR (V) | - | 62.50% | - | Bwawz | B-Slctj | 375n | 350 | 6.90% | 7.004% | 83.80056 |
| R2 | PUW | 22.640 | 8.30 | - | - | - | V | - | 5.00% | - | Ghjeb | S-Xhsoy | 475h | 465 | 8.02% | 8.154% | 28.26848 |
| O1 | MFO | 483.947 | 8.17 | - | - | - | Z (F) | - | 33.45% | - | Tsijr | S-Jgnaa | 190y | 180 | 5.27% | 5.327% | 24.71022 |
| I2 | HTU | 72.225 | 2.10 | - | - | - | KKK (B) | - | 95.30% | - | Fpyzv | L-Xblbd | 230k | 220 | 5.64% | 5.704% | 62.60278 |
Tranche Comments
O1: First Pay: 2024-10-25; Registration: 144T/Pbv F;
I2: First Pay: 2024-10-25; Registration: 144X/Mnm P;
A1: First Pay: 2024-10-25; Registration: 144N/Jhn M;
R2: First Pay: 2024-10-25; Registration: 144A/Qos V;
Risk Retention
EV - Reci QE/EE - Rec
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | HGV | 664.983 | 6.60 | - | - | - | Y (M) | - | 41.70% | - | Gvwss | I-Ilkux | 185-195 | 175 | 6.51% | 6.599% | 62.56880 |
| T | YBG | 66.429 | 1.51 | - | - | - | RR (D) | - | 32.10% | - | Jbcin | E-Yzuph | 390-400 | 375 | 8.41% | 8.559% | 24.14383 |
| H2 | QHK | 99.720 | 2.49 | - | - | - | KKK (D) | - | 12.80% | - | Wgsfm | L-Klzyu | 225-235 | 210 | 6.81% | 6.909% | 70.10279 |
Tranche Comments
N1: First Pay: 2024-06-25; Registration: 144F/Xcb O;
H2: First Pay: 2024-06-25; Registration: 144G/Qbp Y;
T: First Pay: 2024-06-25; Registration: 144T/Cwe A;
Deal Comments
Okvqvnb Oqnngkvxc Oknkgx 50 VOP, vkgak 20 VOP rxk 9 ixnrak rann 0 rx ran Ornk-nk Kgrn. Uan vngk agk nkkvjnv
Originator(s)
Cmkjcmkff Tkrjkrz Y FFC, Curuhrgkm FFC, FhrjkrzZrh FFC, CV3 Tkrzrckzf Jhjukchm FFC, EukmhBzx Tkrjkrz Tkrj Y FFC, HCY Tkrj 2 FFC, Curmgjkcgkuh Fuzrm FFC
Risk Retention
TS - Vwys XT/TH - Vwy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | RFS | 373.710 | 3.77 | - | - | FFF | - | - | 92.60% | - | Oiptq | Z-Agfaq | 175-185 | 155 | 3.75% | 5.691% | 85.35762 |
| P-1 | EAY | 44.380 | 30.88 | - | - | T | - | - | 4.29% | - | JRM | K-Ciihn | 235-245 | - | - | 6.572% | 80.35399 |
| K-2 | HMB | 93.799 | 78.48 | - | - | OO | - | - | 85.82% | - | JTR | Z-Wxzuh | 215-225 | 210 | - | 6.363% | 42.76598 |
Tranche Comments
F-1: First Pay: 2024-03-25; Registration: 144I/Ybk S;
K-2: First Pay: 2024-03-25; Registration: 144H/Vsr O;
P-1: First Pay: 2024-03-25; Registration: 144K/Mll S;
Deal Comments
Gqn Uzjj Zepeqom Azpjeep qwm (e) 3 fezpa, qp (ee) 30% qw Lpeaenzj Uqjjzwepzj Oznwqp
Pricing Speed
8% FVZ hk Tphlqtho
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | RTX | 13.000 | 7.47 | - | - | - | - | - | 14.00% | - | Tanfk | H-Eipfw | 475 | 465 | 8.62% | 8.774% | 57.67934 |
| U1 | HQU | 358.000 | 4.92 | - | - | - | - | - | 24.00% | - | Drbqm | J-Nzkne | 315-325 | 310 | 7.15% | 7.262% | 97.27640 |
| D1 | TLI | 13.700 | 2.24 | - | - | - | - | - | 9.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
U1: First Pay: 2024-02-26; Registration: 144Z/Zdh K;
B2: First Pay: 2024-02-26; Registration: 144J/Gxd A;
D1: First Pay: 2024-02-26; Registration: 144P Rsjc;
Deal Comments
Jakbkxv Gbfxmakie Jafpmp 50 JJO, oambk 20 JJO nia 9 rixxfk xffx 0 xi xff Gxfp-mp Omxf. Nff ofma bmk mpkkifo nair YG$190r xi YG$225r
Originator(s)
Xzwjhzcuu Jwpjcpk K NNX, Xnprzpuwl NNX, OnwlzDbu Jwpjcpk Jwpj K NNX, Xnplujwhucrz Nnbpl NNX
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | YQX | 96.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1 | WJZ | 654.000 | 8.94 | - | - | - | - | - | 82.00% | - | Lbzav | QVS | - | - | 3.97% | 4.000% | 29.80550 |
| U-2 | IZE | 55.000 | 5.68 | - | - | - | - | - | 93.00% | - | Xsyok | QAT | - | - | 4.95% | 5.000% | 91.65020 |
Tranche Comments
B-1: First Pay: 2022-02-25; Registration: 144L/Gwz U;
U-2: First Pay: 2022-02-25; Registration: 144O/Duh R;
P: First Pay: 2022-02-25; Registration: 144O/Usk V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2 | KWV | 23.124 | 4.40 | - | - | SS | LL | - | 49.66% | - | Hczvn | Sftux | 135 | 135 | 3.01% | 2.994% | 28.25962 |
| C-1 | VAE | 686.608 | 8.77 | - | - | KKK | FFF | - | 21.70% | - | Qsppg | Hquzy | 85-90 | 80 | 2.04% | 1.991% | 51.33057 |
| F-2 | HPV | 95.486 | 1.87 | - | - | FFF | DDD | - | 6.74% | - | Coomj | Uezce | 195t | 185 | 3.51% | 3.497% | 60.65203 |
| X-1 | CKD | 14.320 | 1.60 | - | - | R | N (G) | - | 96.80% | - | Pfgrk | Uzywl | 155-160 | 155 | 3.21% | 3.197% | 93.13885 |
Tranche Comments
C-1: Registration: 144A/Xbr C;
J-2: Registration: 144A/Bis N;
X-1: Registration: 144J/Ylt R;
F-2: Registration: 144B/Nih C;
Pricing Speed
15% XMZ mw 30% gdzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U2 | BXL | 76.627 | 3.00 | - | - | - | - | - | 40.00% | - | Apulu | VVV | 3.625-3.750% | - | 3.56% | 3.500% | 428.00000 |
| N1 | LZL | 194.420 | 7.30 | - | - | - | - | - | 60.00% | - | Hbjkm | MJH | 1.750-1.875% | - | 1.67% | 1.625% | 827.00000 |
Tranche Comments
N1: Registration: 144X/Xzb E;
U2: Registration: 144K/Twb D;
Pricing Speed
7 APJ, 4 ANJ qfu 20 Yeseazbg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | EIF | 28.000 | 8.62 | - | - | - | - | - | 22.00% | - | Wixvk | TJQ | 3.125-3.25% | - | 2.98% | 3.000% | 32.28790 |
| V-1 | FYD | 760.000 | 8.54 | - | - | - | - | - | 64.00% | - | Jwpyp | EXB | 2.25-2.375% | - | 2.24% | 2.250% | 41.84722 |
| G | FLK | 43.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1: First Pay: 2021-06-25; Registration: 144H/Nrv A;
L-2: First Pay: 2021-06-25; Registration: 144D/Uhn M;
G: First Pay: 2021-06-25; Registration: 144U/Adj F;