| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | KOD | 126.230 | 3.91 | - | SS | - | - | GGG | - | - | Ezfcr | U-Bpkix | 90-95 | 85 | 5.10% | 5.156% | 58.15673 |
| P | WUZ | 68.870 | 7.30 | - | T | - | - | ZZ- | - | - | Xbypy | Z-Dohgf | 120-130 | 105 | 5.47% | 5.538% | 48.93049 |
| F | JOR | 22.900 | 2.90 | - | IP | - | - | F- | - | - | Jqqlr | J-Pnilo | 180-190 | 155 | 5.99% | 6.067% | 31.62534 |
| J1 | TLA | 27.300 | 6.13 | - | TO | - | - | M1+ | - | - | Gznnw | S-Hfcxt | 27-30 | 25 | 4.58% | 4.576% | 249.00000 |
Tranche Comments
J1: First Pay: 2025-03-17; Registration: 144H/Vam Z;
I2: First Pay: 2025-03-17; Registration: 144J/Msf R;
P: First Pay: 2025-03-17; Registration: 144Y/Pzi V;
F: First Pay: 2025-03-17; Registration: 144E/Ioo E;
Pricing Speed
2.00% FOF fy 5% Ozytt-Vm Otzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | RIH | 81.000 | 7.12 | - | FY | - | - | Y1+ | - | - | Lhiha | O-Cgtde | 40j | 35 | 5.35% | 5.354% | 365.00000 |
| M | RBW | 79.320 | 5.75 | - | F | - | - | GG- | - | - | Jkwqj | J-Pygbz | 175-185 | 160 | 5.03% | 5.090% | 51.78224 |
| P-2 | EMD | 316.700 | 6.65 | - | DD | - | - | VVV | - | - | Gjvxu | Q-Vlbnq | 120-125 | 115 | 4.97% | 5.025% | 37.75017 |
| R | QYG | 14.600 | 2.22 | - | EW | - | - | Y- | - | - | Dlwcd | U-Zjndl | 270-280 | 250 | 5.90% | 5.978% | 64.54432 |
Tranche Comments
I-1: First Pay: 2024-11-15; Registration: 144I/Vbu T;
P-2: First Pay: 2024-11-15; Registration: 144Q/Vnw V;
M: First Pay: 2024-11-15; Registration: 144J/Fjz D;
R: First Pay: 2024-11-15; Registration: 144U/Fym I;
Risk Retention
TB - Lyjezdzs
Pricing Speed
2.0% WOZ xq 5% vtfly-uu vltt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | EPI | 948.700 | 8.57 | - | AA- | - | - | BBB | - | - | Htnij | I-Fsczb | 120-130 | 100 | 5.99% | 6.069% | 54.71684 |
| P-1 | NRB | 19.400 | 6.40 | - | LX | - | - | B1+ | - | - | Ochnj | U-Ojstp | 43-45 | 43 | 5.82% | 5.817% | 748.00000 |
| A | NGN | 70.820 | 6.95 | - | M- | - | - | YY | - | - | Bhwvi | E-Xyslu | 200-210 | 180 | 6.52% | 6.614% | 96.41367 |
| L | MWM | 98.180 | 1.27 | - | FL | - | - | Q- | - | - | Ugkyp | D-Pmxsa | 300-310 | 280 | 7.45% | 7.572% | 23.89294 |
Tranche Comments
P-1: First Pay: 2024-05-15; Registration: 144O/Xlf E;
Z-2: First Pay: 2024-05-15; Registration: 144E/Znp X;
A: First Pay: 2024-05-15; Registration: 144P/Lqp J;
L: First Pay: 2024-05-15; Registration: 144K/Dxm V;
Pricing Speed
2.00% MGC md 5% Hwmfw-Ch Hfww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | FPP | 16.700 | 5.17 | - | B- | - | - | CC+ | - | - | Tklwf | R-Mirzt | 260-270 | 245 | 6.58% | 6.672% | 99.47732 |
| J | TFF | 19.750 | 3.75 | - | EO | - | - | I- | - | - | Kqgwa | T-Hhoaa | 365-375 | 355 | 7.58% | 7.706% | 78.23773 |
| V-1 | IQG | 56.530 | 6.33 | - | MZ | - | - | B1+ | - | - | Khsls | F-Bqwqm | 50k | 43 | 5.79% | 5.789% | 471.00000 |
| N-2 | ALC | 260.670 | 3.90 | - | NN- | - | - | XXX | - | - | Eaflg | P-Xlgrs | 170-175 | 160 | 6.19% | 6.278% | 89.93610 |
Tranche Comments
V-1: First Pay: 2024-02-15; Registration: 144Z/Fpd C;
N-2: First Pay: 2024-02-15; Registration: 144Q/Cay X;
Y: First Pay: 2024-02-15; Registration: 144Z/Zhm G;
J: First Pay: 2024-02-15; Registration: 144Z/Prw Q;
Risk Retention
LE - Hynsbbes
Pricing Speed
2.0% MUH xj 5% kxjvd-dt kvxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | GVF | 99.200 | 9.30 | XM | - | - | - | J1+ | - | - | Gcmol | U-Mdubj | 65i | 58 | 6.03% | 6.030% | 851.00000 |
| Y-2 | JXS | 777.120 | 3.94 | W3 | - | - | - | II- | - | - | Ggkme | J-Bsonl | 230-240 | 240 | 7.50% | 7.620% | 33.61514 |
| G | MXB | 9.110 | 1.13 | Jpp3 | - | - | - | QQQ | - | - | Mzoai | I-Vhtav | 450h | 450 | 9.17% | 9.347% | 89.20141 |
| Z | LBS | 88.650 | 5.81 | WE | - | - | - | WW+ | - | - | Iitvc | R-Xqyys | - | - | - | - | Retained |
Tranche Comments
O-1: First Pay: 2023-11-15; Registration: 144B/Nme C;
Y-2: First Pay: 2023-11-15; Registration: 144B/Jaj R;
G: First Pay: 2023-11-15; Registration: 144E/Xmm R;
Z: First Pay: 2023-11-15; Registration: 144P/Fuq O;
Originator(s)
Zprfnzjj Jzrferz ZZJ
Pricing Speed
2.00% BAF xr 5% Kmxgw-Bl Kgmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2 | LGH | 469.340 | 5.42 | A3 | - | - | - | OO- | - | - | Eibbh | A-Rmaii | 260-270 | 255 | 7.09% | 7.202% | 67.35610 |
| T-1 | LNV | 99.100 | 6.60 | BX | - | - | - | I1+ | - | - | Dlpws | D-Mdxju | 70k | 65 | 5.84% | 5.835% | 511.00000 |
| G | UVB | 90.430 | 5.15 | Djj3 | - | - | - | VVV | - | - | Qolfi | B-Owasq | Wnj jc Xnye 400y | 490 | 8.69% | 8.855% | 29.71735 |
| O | QHN | 5.700 | 6.65 | WF | - | - | - | KK | - | - | Inrgk | X-Gbsls | - | 790 | 11.55% | 11.842% | 20.33322 |
Tranche Comments
T-1: First Pay: 2023-06-15; Registration: 144G/Aeu G;
I-2: First Pay: 2023-06-15; Registration: 144K/Afd O;
G: First Pay: 2023-06-15; Registration: 144X/Pve E;
O: First Pay: 2023-06-15; Registration: 144J/Avc S;
Pricing Speed
2.00% DOX cm 5% Waqya-Dv Wyaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | JUW | 50.840 | 3.77 | Jdd3 | - | - | - | GGG+ | - | - | Nquxj | K-Eilnp | - | 460 | 8.61% | 8.773% | 24.99254 |
| Y-2 | FVM | 469.200 | 8.91 | W3 | - | - | - | P+ | - | - | Irrqf | E-Nikzj | 240-250 | 240 | 6.92% | 7.030% | 96.83421 |
| B-1 | EZN | 49.900 | 6.95 | NY | - | - | - | E1+ | - | - | Qqres | L-Tmsre | 75-80 | 65 | 5.38% | 5.383% | 146.00000 |
Tranche Comments
B-1: First Pay: 2023-03-15; Registration: 144D Nxht;
Y-2: First Pay: 2023-03-15; Registration: 144Z Xvnj;
P: First Pay: 2023-03-15; Registration: 144N Zwwr;
Pricing Speed
2.00% GPL iu 10% Hrhrh-Ev Hrrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | TJL | 5.675 | 1.11 | - | - | - | - | HHH | - | - | Omlvq | Soaea | - | 335 | 5.99% | 6.069% | 65.91080 |
| F | IFT | 938.450 | 2.34 | - | - | - | - | X | - | - | Cmfvr | QZUS | - | 185 | 4.22% | 4.265% | 82.17624 |
Tranche Comments
F: First Pay: 2022-05-16; Registration: 144K Jsmr;
F: First Pay: 2022-05-16; Registration: 144D Qehn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | TFJ | 419.566 | 7.26 | - | - | - | - | Z | - | - | Dzhbe | UBRN | 125-140 | 115 | 1.46% | 1.472% | 69.62805 |
| Y | VOS | 6.902 | 2.61 | - | - | - | - | FFF | - | - | Tunok | Ggyyi | 190-215 | 235 | 3.13% | 3.153% | 94.79400 |
Tranche Comments
J: First Pay: 2021-11-15; Registration: 144W Nduc;
Y: First Pay: 2021-11-15; Registration: 144J Ichs;