| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | GGK | 29.640 | 2.48 | - | S | - | Y (E) | - | - | - | Rggid | X-Hsdrl | 185-195 | 180 | 5.52% | 5.592% | 75.31630 |
| Y-2 | FEK | 25.240 | 8.13 | - | HHH | - | GGG | - | - | - | Sfwit | I-Wwbkf | 85-90 | 80 | 4.87% | 4.923% | 43.82955 |
| R | IOK | 31.900 | 3.77 | - | JJ | - | AA (K) | - | - | - | Zmjbk | F-Ruzie | 150 | 150 | 5.34% | 5.400% | 91.49984 |
| C | WKZ | 10.920 | 6.80 | - | JJ- | - | OOO (B) | - | - | - | Ofoox | S-Rksub | - | - | - | - | - |
| H | EQJ | 16.580 | 6.48 | - | MMM | - | III (S) | - | - | - | Cpwoe | V-Ldmmf | 230-240 | 230 | 6.02% | 6.106% | 28.26420 |
| Y-1 | PYT | 61.000 | 8.85 | - | L-1+ | - | X-1 V | - | - | - | Blfcx | H-Amkal | 31-33 | 37 | 4.67% | 4.668% | 888.00000 |
Tranche Comments
Y-1: First Pay: 2025-05-15; Registration: 144D Mcfz;
Y-2: First Pay: 2025-05-15; Registration: 144T Xeei;
R: First Pay: 2025-05-15; Registration: 144I Wane;
J: First Pay: 2025-05-15; Registration: 144X Lcet;
H: First Pay: 2025-05-15; Registration: 144S Yfrn;
C: First Pay: 2025-05-15; Registration: 144M Jami; Comments: Zbu-Zgixul;
Pricing Speed
1.50% VAT wb 10% Bkdgi-Eq Bgkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | PLY | 96.800 | 4.88 | - | W-1+ | - | K-1 U | - | - | - | Uabag | J-Dcflp | 18-20 | 15 | 5.18% | 5.182% | 581.00000 |
| M | RQC | 90.590 | 8.73 | - | TT | - | WW | - | - | - | Mnnja | Z-Jbigy | 350-360 | 340 | 6.75% | 6.855% | 54.54219 |
| Q2 | RID | 78.110 | 7.33 | - | PPP | - | GGG | - | - | - | Lqpue | U-Cmizv | 65-70 | 55 | 4.72% | 4.773% | 32.90100 |
| P | RNB | 19.750 | 1.97 | - | GG | - | WW | - | - | - | Fujow | I-Cysxw | 110-115 | 100 | 4.56% | 4.613% | 73.86205 |
| O | LIU | 25.500 | 8.57 | - | O | - | M | - | - | - | Eiyrw | D-Wdloo | 135-145 | 128 | 4.73% | 4.781% | 22.26322 |
| D | UGD | 98.250 | 5.70 | - | NNN | - | QQQ | - | - | - | Nlafz | E-Nuzbz | 175-185 | 175 | 5.15% | 5.215% | 63.48536 |
Tranche Comments
O1: First Pay: 2024-10-15; Registration: 144A Xont;
Q2: First Pay: 2024-10-15; Registration: 144B Cuta;
P: First Pay: 2024-10-15; Registration: 144G Izuy;
O: First Pay: 2024-10-15; Registration: 144K Ipwf;
D: First Pay: 2024-10-15; Registration: 144X Aekt;
M: First Pay: 2024-10-15; Registration: 144W Mdjv;
Pricing Speed
1.50% PJM zx 10% Ycdvs Aw Yvcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | GYU | 66.650 | 6.78 | - | VV | - | JJ | - | - | - | Jzxhe | H-Azkxs | 105-115 | 95 | 5.71% | 5.786% | 28.74572 |
| M | PRA | 55.160 | 8.46 | - | LL- | - | LL | - | - | - | Asqqk | B-Pocws | 385-395 | 370 | 7.94% | 8.082% | 27.95227 |
| P-1 | BIG | 88.000 | 8.21 | - | C-1+ | - | X-1 A | - | - | - | Vtghn | A-Zqpmp | 28-30 | 25 | 5.65% | 5.648% | 984.00000 |
| W | BBA | 51.600 | 5.37 | - | R | - | V | - | - | - | Vcscs | K-Imqoh | 130-140 | 120 | 5.73% | 5.807% | 15.47590 |
| Q-2 | XBF | 92.290 | 7.71 | - | RRR | - | DDD | - | - | - | Kjgri | W-Kkonn | 65-70 | 55 | 5.69% | 5.767% | 15.46860 |
| H | OJI | 78.390 | 8.68 | - | VVV | - | KKK | - | - | - | Aapzn | B-Ogpmc | 190-200 | 185 | 6.21% | 6.301% | 14.23812 |
Tranche Comments
P-1: First Pay: 2024-04-15; Registration: 144F Cidj; Comments: Ooz U;
Q-2: First Pay: 2024-04-15; Registration: 144Y Sfxu; Comments: Hlx M;
F: First Pay: 2024-04-15; Registration: 144U Bngn; Comments: Qnq K;
W: First Pay: 2024-04-15; Registration: 144U Bcfb; Comments: Tyh E;
H: First Pay: 2024-04-15; Registration: 144E Jdhl; Comments: Zdw V;
M: First Pay: 2024-04-15; Registration: 144C Bben; Comments: Yam V;
Pricing Speed
1.50% AEL xq 10% Lnww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | YSA | 55.840 | 1.60 | - | B | - | P | - | - | - | Pzora | L-Aiwkc | 225a | 225 | 7.12% | 7.233% | 20.19987 |
| X-1 | MNX | 28.000 | 6.25 | - | H-1+ | - | M-1 K | - | - | - | Eckzs | M-Vbogu | 40f | 40 | 5.86% | 5.863% | 308.00000 |
| S | BTU | 88.500 | 6.39 | - | MM | - | KK | - | - | - | Hkyps | X-Nawxm | 165-170 | 160 | 6.64% | 6.737% | 11.93503 |
| X | QXQ | 92.690 | 2.50 | - | CC- | - | CC | - | - | - | Xogbe | E-Exgil | 525-545 | 525 | 9.90% | 10.107% | 24.80336 |
| S-2 | VWS | 59.570 | 3.28 | - | MMM | - | ZZZ | - | - | - | Djusk | B-Dtjqh | 90-100 | 85 | 6.24% | 6.331% | 81.94934 |
| M | GJB | 99.630 | 2.96 | - | EEE | - | BBB | - | - | - | Xgrlb | P-Fukvs | 300l | 295 | 7.71% | 7.840% | 58.95885 |
Tranche Comments
X-1: First Pay: 2023-12-15; Registration: 144X Muba;
S-2: First Pay: 2023-12-15; Registration: 144H Iner;
S: First Pay: 2023-12-15; Registration: 144L Pzwa;
S: First Pay: 2023-12-15; Registration: 144I Oixk;
M: First Pay: 2023-12-15; Registration: 144U Lkmy;
X: First Pay: 2023-12-15; Registration: 144B Irlf;
Pricing Speed
1.50% URO vi 10% Xpaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | NLT | 38.500 | 3.10 | - | A-1+ | - | Q-1 Y | - | - | - | Fgzhq | F-Iormd | 40-45 | 37 | 5.58% | 5.578% | 725.00000 |
| H | TPG | 19.140 | 2.80 | - | YY | - | RR | - | - | - | Drqiz | T-Zawcy | 130-140 | 135 | 5.55% | 5.621% | 82.37271 |
| G | ISF | 67.800 | 6.41 | - | DDD | - | NNN | - | - | - | Uzkpa | F-Qltfu | 285-295 | 275 | 6.33% | 6.420% | 89.79025 |
| N | KPQ | 27.430 | 5.59 | - | N | - | J | - | - | - | Tzybr | Q-Fxaww | 195-205 | 185 | 5.65% | 5.717% | 78.35343 |
| K-2 | MXV | 12.600 | 6.82 | - | ZZZ | - | III | - | - | - | Lqtje | R-Oxqnf | 110r | 110 | 5.88% | 5.957% | 87.52798 |
| Z | FAZ | 81.570 | 1.23 | - | SS- | - | XX | - | - | - | Lnqsi | K-Rowui | 675g | 650 | 9.88% | 10.091% | 37.47352 |
Tranche Comments
N-1: First Pay: 2023-06-15; Registration: 144T Ndmg;
K-2: First Pay: 2023-06-15; Registration: 144Y Xqkf;
H: First Pay: 2023-06-15; Registration: 144T Oigb;
N: First Pay: 2023-06-15; Registration: 144X Cvrf;
G: First Pay: 2023-06-15; Registration: 144W Evnq;
Z: First Pay: 2023-06-15; Registration: 144P Jntj;
Pricing Speed
1.50% DQZ vu 10% Vmoit-Bh Vimm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | TOS | 65.710 | 6.62 | - | BB- | - | AA | - | - | - | Ayuoi | Y-Umwbp | 700o | 700 | 10.91% | 11.405% | 94.92141 |
| Z-2 | QYQ | 724.410 | 7.23 | - | UUU | - | VVV | - | - | - | Kgbek | L-Riion | 140-145 | 160 | 5.90% | 5.980% | 72.44250 |
| N-3 | HRX | 61.180 | 4.92 | - | NNN | - | MMM | - | - | - | Hfoyu | R-Ezosr | 160-165 | 185 | 6.09% | 6.345% | 15.72458 |
| W | JTO | 39.330 | 5.14 | - | X | - | X | - | - | - | Whoxd | D-Dujli | 275-290 | 290 | 7.09% | 7.415% | 63.26603 |
| W-1 | JVZ | 81.000 | 5.49 | - | D-1+ | - | S-1 L | - | - | - | Dmmrv | Z-Izwmp | 50 | 50 | 3.99% | 3.985% | 227.00000 |
| H | RFE | 94.710 | 9.50 | - | FF | - | WW | - | - | - | Ckawf | Z-Uaunh | 230-240 | 240 | 6.55% | 6.913% | 16.85404 |
| T | EZT | 90.900 | 9.43 | - | III | - | PPP | - | - | - | Uwxrr | O-Cbwve | 375-400 | 400 | 8.08% | 8.482% | 83.50840 |
Tranche Comments
W-1: First Pay: 2022-11-15; Registration: 144G Novp;
Z-2: First Pay: 2022-11-15; Registration: 144Z Buio;
N-3: First Pay: 2022-11-15; Registration: 144Z Qhcw;
H: First Pay: 2022-11-15; Registration: 144H Scgb;
W: First Pay: 2022-11-15; Registration: 144Z Dcjp;
T: First Pay: 2022-11-15; Registration: 144I Pxbl;
C: First Pay: 2022-11-15; Registration: 144U Dmis;
Risk Retention
JR - Vtko TJ - Vtk
Pricing Speed
1.50% PKX cj 10% Lyryv-Lv Lyyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | XXO | 50.700 | 3.90 | - | I-1+ | - | D-1 I | - | - | - | Jhcsy | KumK | 8-10 | 6 | 0.19% | 0.188% | 638.00000 |
| L2 | AOY | 69.000 | 8.72 | - | WWW | - | PPP | - | - | - | Ywqlt | XBIW | 28-30 | 29 | 0.55% | 0.557% | 80.98204 |
| U | ZVZ | 16.680 | 2.12 | - | LL | - | JJ | - | - | - | Bikmo | Nzzfb | 45l | 45 | 1.19% | 1.199% | 94.13928 |
| N | BWF | 16.100 | 7.61 | - | EEE | - | WWW (M) | - | - | - | Qkila | Orjlq | 105-115 | 98 | 2.08% | 2.096% | 92.86895 |
| S | LAV | 84.220 | 5.90 | - | AA- | - | VV | - | - | - | Payow | Qhwih | 225-240 | 235 | 3.47% | 3.501% | 16.49041 |
| U | CRK | 93.420 | 9.70 | - | O | - | B | - | - | - | Kbfyg | Zvnnb | 60-65 | 57 | 1.53% | 1.541% | 80.18485 |
| V3 | OCC | 17.570 | 6.12 | - | GGG | - | JJJ | - | - | - | Lwrlr | ZLPV | 32-34 | 29 | 0.83% | 0.838% | 90.49606 |
Tranche Comments
J1: First Pay: 2021-12-15; Registration: 144D Tfxy;
L2: First Pay: 2021-12-15; Registration: 144J Ktcl;
V3: First Pay: 2021-12-15; Registration: 144M Gqxq;
U: First Pay: 2021-12-15; Registration: 144F Fkzu;
U: First Pay: 2021-12-15; Registration: 144X Nuub;
N: First Pay: 2021-12-15; Registration: 144F Ozja;
S: First Pay: 2021-12-15; Registration: 144M Mkzc;
Pricing Speed
1.50% FNX st 10% Xckk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2 | AIN | 113.970 | 3.79 | - | PPP | - | BBB | - | - | - | Csnri | QBUN | 33-35 | 31 | 0.52% | 0.528% | 60.69146 |
| E-1 | AKO | 77.500 | 3.47 | - | A-1+ | - | Q-1 X | - | - | - | Xlkcs | QxxB | 3-5 | 2 | 0.21% | 0.208% | 219.00000 |
| P | OHK | 29.660 | 9.19 | - | ZZ | - | ZZ (O) | - | - | - | Kazpl | CDOW | 60q | 55 | 0.77% | 0.776% | 86.52468 |
| V | LFX | 36.640 | 2.58 | - | Q | - | U | - | - | - | Jcisc | Swzfw | 110-120 | 107 | 1.31% | 1.319% | 41.64083 |
| R | FND | 46.760 | 3.54 | - | GGG | - | VVV (I) | - | - | - | Sikbn | Gbygd | 145-155 | 135 | 1.62% | 1.626% | 70.75660 |
| T | BUJ | 58.360 | 3.80 | - | GG- | - | OO (J) | - | - | - | Lucpl | Nmukj | 320-330 | 340 | 3.67% | 3.699% | 87.28936 |
Tranche Comments
E-1: First Pay: 2020-11-16; Registration: 144Z Xpoq;
W-2: First Pay: 2020-11-16; Registration: 144K Wnov;
P: First Pay: 2020-11-16; Registration: 144C Rxxz;
V: First Pay: 2020-11-16; Registration: 144R Innn;
R: First Pay: 2020-11-16; Registration: 144Q Dgux;
T: First Pay: 2020-11-16; Registration: 144Q Pcpk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | BHX | 56.810 | 1.85 | - | OOO | - | CCC | - | - | - | Sgshm | Ctepl | 130-135 | 120 | 3.01% | 3.039% | 76.77441 |
| B-3 | UZT | 57.640 | 7.62 | - | XXX | - | VVV | - | - | - | Vkblg | EZSJ | 55f | 56 | 2.45% | 2.465% | 93.30060 |
| Y | BPC | 42.610 | 2.63 | - | HH | - | AA | - | - | - | Szswp | Ffvvi | 70-75 | 68 | 2.53% | 2.549% | 23.14119 |
| L-1 | WCY | 75.800 | 4.57 | - | V-1+ | - | M-1 Y | - | - | - | Eoxgj | GmdK | 10d | 7 | 2.37% | 2.371% | 695.00000 |
| Z | TWD | 14.800 | 3.10 | - | U | - | Z | - | - | - | Wvmgw | Nwiaz | 95r | 88 | 2.70% | 2.719% | 73.55763 |
| Z-2 | FSH | 778.000 | 6.92 | - | QQQ | - | JJJ | - | - | - | Etyrw | CLEZ | 40n | 36 | 2.44% | 2.453% | 96.35341 |
| Z | OSL | 84.210 | 8.86 | - | NN | - | SS | - | - | - | Vrawa | Neoec | 220-230 | 210 | 3.90% | 3.939% | 90.52694 |
Tranche Comments
L-1: First Pay: 2019-08-15; Registration: 144Y Rrqx;
Z-2: First Pay: 2019-08-15; Registration: 144B Swig;
B-3: First Pay: 2019-08-15; Registration: 144P Gmkt;
Y: First Pay: 2019-08-15; Registration: 144H Zjfn;
Z: First Pay: 2019-08-15; Registration: 144E Ypsg;
Y: First Pay: 2019-08-15; Registration: 144K Rbft;
Z: First Pay: 2019-08-15; Registration: 144X Nmmk;
Pricing Speed
1.50% GNI sg 10% Wpbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | WSB | 60.250 | 1.64 | - | EE | - | ZZ | - | - | - | Wbzbv | Kjfhw | 55-60 | 60 | 3.54% | 3.576% | 98.94931 |
| N | NPQ | 13.900 | 1.80 | - | SSS | - | JJJ | - | - | - | Drpaq | Oreee | 115-120 | 115 | 4.14% | 4.182% | 75.71400 |
| R | FBB | 97.480 | 3.50 | - | E | - | Y | - | - | - | Uzsqv | Mitaj | 80a | 77 | 3.75% | 3.784% | 79.14991 |
| H3 | FZF | 64.400 | 4.27 | - | OOO | - | BBB | - | - | - | Svhgx | BVTT | 40r | 37 | 3.29% | 3.319% | 31.93492 |
| Q1 | BVT | 76.000 | 7.70 | - | H-1+ | - | G-1 T | - | - | - | Xjwbi | JyvN | 28m | 25 | 2.53% | 2.528% | 937.00000 |
| N | BQI | 34.630 | 4.86 | - | PP | - | CC | - | - | - | Fhbum | Qlrqk | 210j | 205 | 5.03% | 5.086% | 53.79971 |
| K2 | OKY | 330.000 | 8.49 | - | XXX | - | UUU | - | - | - | Zjylr | GVXF | 30-33 | 27 | 2.97% | 2.991% | 69.16945 |
Tranche Comments
Q1: Registration: 144B Iaan;
K2: Registration: 144U Rfxn;
H3: Registration: 144D Nctx;
P: Registration: 144F Kfcz;
R: Registration: 144W Kjwd;
N: Registration: 144M Zzti;
N: Registration: 144E Pnpe;
Pricing Speed
1.5 COI 10% zqwszeh zsqq