| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2 | PRN | 727.830 | 4.31 | - | QQ | - | - | KKK | - | - | Hkfjk | Z-Ntjqa | 90-95 | 85 | 5.10% | 5.156% | 28.55730 |
| R1 | GYO | 64.700 | 6.99 | - | NV | - | - | N1+ | - | - | Hfbkb | W-Voxgf | 27-30 | 25 | 4.58% | 4.576% | 886.00000 |
| Y | AYW | 97.490 | 9.10 | - | G | - | - | TT- | - | - | Gvwwo | J-Azluf | 120-130 | 105 | 5.47% | 5.538% | 33.20342 |
| S | ATN | 88.270 | 4.70 | - | ST | - | - | W- | - | - | Nytcr | N-Tidya | 180-190 | 155 | 5.99% | 6.067% | 43.84074 |
Tranche Comments
R1: First Pay: 2025-03-17; Registration: 144N/Lcz L;
Z2: First Pay: 2025-03-17; Registration: 144Z/Mnk H;
Y: First Pay: 2025-03-17; Registration: 144C/Eya R;
S: First Pay: 2025-03-17; Registration: 144B/Cpe S;
Pricing Speed
2.00% MBN hy 5% Jqkbj-Hy Jbqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | UNS | 497.600 | 5.91 | - | DD | - | - | MMM | - | - | Musyo | I-Nuize | 120-125 | 115 | 4.97% | 5.025% | 83.91238 |
| V | QSS | 59.290 | 8.92 | - | K | - | - | XX- | - | - | Cljqr | X-Ecwps | 175-185 | 160 | 5.03% | 5.090% | 94.98293 |
| N | EWR | 97.400 | 2.11 | - | KZ | - | - | G- | - | - | Lwfry | V-Gdxum | 270-280 | 250 | 5.90% | 5.978% | 48.90289 |
| L-1 | KQO | 86.000 | 1.45 | - | FG | - | - | W1+ | - | - | Rwjup | F-Ffzap | 40e | 35 | 5.35% | 5.354% | 210.00000 |
Tranche Comments
L-1: First Pay: 2024-11-15; Registration: 144L/Tqi M;
Z-2: First Pay: 2024-11-15; Registration: 144E/Yoi H;
V: First Pay: 2024-11-15; Registration: 144V/Anw F;
N: First Pay: 2024-11-15; Registration: 144D/Jjq H;
Risk Retention
EB - Jmjfbhae
Pricing Speed
2.0% WBH kj 5% xyiye-sz xyyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | NFQ | 77.800 | 4.90 | - | QK | - | - | F1+ | - | - | Rblyq | S-Ehxgj | 43-45 | 43 | 5.82% | 5.817% | 907.00000 |
| J | FKG | 95.520 | 5.89 | - | EH | - | - | F- | - | - | Yowez | E-Knsxe | 300-310 | 280 | 7.45% | 7.572% | 15.21622 |
| I-2 | EOJ | 778.100 | 3.33 | - | ZZ- | - | - | PPP | - | - | Ycfoo | U-Ydtkp | 120-130 | 100 | 5.99% | 6.069% | 70.98340 |
| K | VKS | 24.120 | 2.42 | - | B- | - | - | XX | - | - | Anucd | W-Bjhvp | 200-210 | 180 | 6.52% | 6.614% | 15.35640 |
Tranche Comments
O-1: First Pay: 2024-05-15; Registration: 144Q/Uhq E;
I-2: First Pay: 2024-05-15; Registration: 144B/Lls I;
K: First Pay: 2024-05-15; Registration: 144P/Oqc M;
J: First Pay: 2024-05-15; Registration: 144Q/Oor J;
Pricing Speed
2.00% WBS rd 5% Brcse-Xp Bsrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | CVE | 96.130 | 8.54 | - | M- | - | - | OO+ | - | - | Wcqvr | Y-Upcoi | 260-270 | 245 | 6.58% | 6.672% | 28.46128 |
| A-1 | EFP | 33.310 | 2.87 | - | SR | - | - | M1+ | - | - | Kygou | A-Bshzl | 50x | 43 | 5.79% | 5.789% | 565.00000 |
| R | BOS | 21.430 | 2.54 | - | WD | - | - | M- | - | - | Xqnur | V-Ziowi | 365-375 | 355 | 7.58% | 7.706% | 50.94569 |
| I-2 | QZT | 996.640 | 6.70 | - | XX- | - | - | QQQ | - | - | Sbqqi | L-Awawh | 170-175 | 160 | 6.19% | 6.278% | 97.58914 |
Tranche Comments
A-1: First Pay: 2024-02-15; Registration: 144M/Ptc G;
I-2: First Pay: 2024-02-15; Registration: 144H/Cir P;
C: First Pay: 2024-02-15; Registration: 144U/Gih Z;
R: First Pay: 2024-02-15; Registration: 144N/Ufs W;
Risk Retention
FU - Msypyqnw
Pricing Speed
2.0% VIQ hf 5% vjfig-lu vijj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | BAM | 8.770 | 5.64 | Frr3 | - | - | - | DDD | - | - | Jpjei | K-Uwtmn | 450k | 450 | 9.17% | 9.347% | 94.39884 |
| W-2 | JPJ | 993.380 | 2.49 | N3 | - | - | - | DD- | - | - | Hinbk | D-Lcznl | 230-240 | 240 | 7.50% | 7.620% | 83.12860 |
| N | ZUP | 25.320 | 7.17 | FY | - | - | - | EE+ | - | - | Vclzk | M-Cwult | - | - | - | - | Retained |
| V-1 | MVJ | 69.600 | 2.23 | UC | - | - | - | X1+ | - | - | Xbtms | D-Dsnog | 65e | 58 | 6.03% | 6.030% | 579.00000 |
Tranche Comments
V-1: First Pay: 2023-11-15; Registration: 144V/Oku S;
W-2: First Pay: 2023-11-15; Registration: 144Z/Uaj J;
L: First Pay: 2023-11-15; Registration: 144P/Gnx K;
N: First Pay: 2023-11-15; Registration: 144K/Uvt L;
Originator(s)
Stjntmww Imjnyjd SSF
Pricing Speed
2.00% HBZ jw 5% Erzkx-Pf Ekrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2 | LOM | 155.930 | 2.30 | V3 | - | - | - | YY- | - | - | Cpxmw | M-Bnoho | 260-270 | 255 | 7.09% | 7.202% | 60.31732 |
| M | JQC | 11.600 | 4.81 | Ybb3 | - | - | - | YYY | - | - | Vayso | B-Tpxfd | Mou oz Boao 400j | 490 | 8.69% | 8.855% | 76.67505 |
| T | JAU | 2.800 | 2.37 | MJ | - | - | - | JJ | - | - | Vmshw | K-Qzrvx | - | 790 | 11.55% | 11.842% | 31.22267 |
| Q-1 | CWG | 84.500 | 8.80 | UV | - | - | - | U1+ | - | - | Nmgbn | J-Odwrc | 70g | 65 | 5.84% | 5.835% | 324.00000 |
Tranche Comments
Q-1: First Pay: 2023-06-15; Registration: 144D/Nuo H;
Q-2: First Pay: 2023-06-15; Registration: 144J/Gao M;
M: First Pay: 2023-06-15; Registration: 144U/Lyh F;
T: First Pay: 2023-06-15; Registration: 144H/Ras Z;
Pricing Speed
2.00% FZQ rq 5% Vwiqc-Qp Vqww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | VYG | 33.600 | 4.26 | IW | - | - | - | C1+ | - | - | Xwoek | M-Ozssz | 75-80 | 65 | 5.38% | 5.383% | 512.00000 |
| B | BVV | 56.440 | 1.65 | Mnn3 | - | - | - | ZZZ+ | - | - | Jjnez | F-Xwatu | - | 460 | 8.61% | 8.773% | 96.76873 |
| I-2 | WOF | 408.300 | 5.12 | X3 | - | - | - | T+ | - | - | Jugci | O-Bazwt | 240-250 | 240 | 6.92% | 7.030% | 47.27437 |
Tranche Comments
J-1: First Pay: 2023-03-15; Registration: 144B Dznx;
I-2: First Pay: 2023-03-15; Registration: 144L Nolf;
B: First Pay: 2023-03-15; Registration: 144L Kwqd;
Pricing Speed
2.00% RGQ tz 10% Sqxdm-Xf Sdqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | QHA | 6.269 | 2.23 | - | - | - | - | ZZZ | - | - | Yfmes | Phzzu | - | 335 | 5.99% | 6.069% | 24.93684 |
| H | KTZ | 658.260 | 9.76 | - | - | - | - | Q | - | - | Yuwuf | QJVM | - | 185 | 4.22% | 4.265% | 58.53965 |
Tranche Comments
H: First Pay: 2022-05-16; Registration: 144F Pbab;
V: First Pay: 2022-05-16; Registration: 144F Dusx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | HTP | 4.311 | 4.13 | - | - | - | - | FFF | - | - | Haqip | Xbekh | 190-215 | 235 | 3.13% | 3.153% | 97.91100 |
| B | AKW | 972.789 | 1.50 | - | - | - | - | B | - | - | Tbvhl | JAKR | 125-140 | 115 | 1.46% | 1.472% | 37.23707 |
Tranche Comments
B: First Pay: 2021-11-15; Registration: 144G Ovqd;
P: First Pay: 2021-11-15; Registration: 144U Ngbj;