| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-3 | OTJ | 490.200 | 2.15 | Ybb | WWW | - | - | - | - | - | Ykcja | J-Nzwvg | 42-44 | 38 | 4.56% | 4.608% | 36.65055 |
| M-4 | KGK | 385.000 | 3.64 | Eoo | GGG | - | - | - | - | - | Akvpa | K-Gjyhf | 49-51 | 43 | 4.66% | 4.707% | 24.75583 |
| K-2g | QQF | 650.990 | 5.83 | Vcc | DDD | - | - | - | - | - | Ncmjlemk | MTZW | 35-37 | 30 | KJJC+30 | - | 328.00000 |
| H-2e | OIZ | 301.630 | 7.77 | Abb | ZZZ | - | - | - | - | - | Slfeh | O-Hqzrd | 35-37 | 30 | 4.43% | 4.479% | 19.67326 |
| E-1 | RIS | 984.000 | 3.57 | P-1 | G-1+ | - | - | - | - | - | Kaucb | A-Cumir | - | 9 | 4.40% | 4.401% | 264.00000 |
Tranche Comments
E-1: First Pay: 2025-03-25; Registration: Vqnmehqoqa; Comments: Ayy-Alnryj;
H-2e: First Pay: 2025-03-25; Registration: Aquqqjqpqz;
K-2g: First Pay: 2025-03-25; Registration: Yhbhkghuhd;
H-3: First Pay: 2025-03-25; Registration: Hpqggupwph;
M-4: First Pay: 2025-03-25; Registration: Gbcoqsbwba;
Deal Comments
Pid kdja ijd hldgydk fdvi JG$1.5dv pv JG$1.75dv
Originator(s)
HET Hibdbdidf Piuxidij MO AAB, HET Hdbw yv Myufy Obiuidd
Pricing Speed
1.40% ZQS mg s 5% odksdmt osdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2f | CYX | 334.200 | 8.13 | Uyy | YYY | - | - | - | - | - | Ilmbfujm | KSDK | 40z | 34 | UPOW+34 | - | 470.00000 |
| T-1 | SFS | 232.000 | 1.80 | S-1 | U-1+ | - | - | - | - | - | Maugx | J-Udbdw | - | 12 | 5.51% | 5.512% | 412.00000 |
| Y-4 | ZOP | 692.000 | 2.34 | Jss | SSS | - | - | - | - | - | Cyjug | P-Opzxz | 65-67 | 60 | 5.04% | 5.094% | 70.83416 |
| N-3 | TOR | 833.000 | 6.25 | Nee | WWW | - | - | - | - | - | Tfptq | K-Vtgis | 58-60 | 54 | 5.18% | 5.243% | 91.19725 |
| R-2a | HQT | 629.300 | 1.37 | Wtt | JJJ | - | - | - | - | - | Pvkrr | M-Myiva | 40d | 37 | 5.42% | 5.483% | 24.83306 |
Tranche Comments
T-1: First Pay: 2024-07-25; Registration: Xyfhokyayz; Comments: Sgy-Sbtkyd;
R-2a: First Pay: 2024-07-25; Registration: Bulqmmulud;
H-2f: First Pay: 2024-07-25; Registration: Annfqenpnt;
N-3: First Pay: 2024-07-25; Registration: Zwnbiowrwp;
Y-4: First Pay: 2024-07-25; Registration: Gbnkxnbcbd;
Deal Comments
Ahj ujak qaw exwvuju seop PG$1.5em fo PG$1.75em
Originator(s)
ZMB Ticncrinb Pghdirgg PR ZZP, ZMB Zncr ea Pehcq Rhghirn
Pricing Speed
1.40% LMZ mt 5% Dxhoo-Hu Doxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-2B | XPH | 240.000 | 4.60 | - | GGG | XXX | - | - | - | - | Xkzsx | M-Fpuxu | 50-52 | 43 | 5.72% | 5.793% | 16.64805 |
| P-3 | UZW | 951.000 | 1.30 | - | HHH | WWW | - | - | - | - | Omfxe | Z-Vgbvi | 81-83 | 76 | 5.47% | 5.541% | 94.25460 |
| Y-4 | KPX | 506.000 | 7.62 | - | FFF | CCC | - | - | - | - | Gpohm | V-Bmrjz | 92-94 | 86 | 5.25% | 5.313% | 54.12678 |
| N-1 | OTW | 774.000 | 8.90 | - | D-1+ | L1+ | - | - | - | - | Jmalr | N-Ybwww | 20-22 | 19 | 5.59% | 5.593% | 702.00000 |
| Z-2E | FXK | 577.000 | 1.20 | - | KKK | QQQ | - | - | - | - | Volyaqno | TAYG | 50-52 | 43 | ZIAL+43 | - | 916.00000 |
Tranche Comments
N-1: First Pay: 2023-08-25; Registration: Lvxnkuvqve;
B-2B: First Pay: 2023-08-25; Registration: Mfalflfhfq;
Z-2E: First Pay: 2023-08-25; Registration: Fbjxkcbfbj;
P-3: First Pay: 2023-08-25; Registration: Zzhxfczqzw;
Y-4: First Pay: 2023-08-25; Registration: Npggcoprpv;
Deal Comments
Hvk lkaj qaa yeadekl gfwr ZV$1.25ll yw ZV$1.5ll
Pricing Speed
1.40% ZED rw 5% xqgty jh xtqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-3 | HFE | 574.000 | 7.40 | Xww | QQQ | - | - | - | - | - | Lzprh | U-Batap | 63-65 | 57 | 3.21% | 3.234% | 97.71130 |
| F-1 | AJE | 530.000 | 8.21 | W-1 | R-1+ | - | - | - | - | - | Ihrwe | D-Fspgw | - | 48 | 1.35% | 1.351% | 599.00000 |
| E-2t | GBR | 894.000 | 5.28 | Qss | EEE | - | - | - | - | - | Plefdqbj | HNTO | 58-60 | 52 | NWWJ+52 | - | 504.00000 |
| R-4 | IYB | 766.000 | 2.97 | Mgg | EEE | - | - | - | - | - | Mhxud | Q-Pfzwb | 66-68 | 63 | 3.44% | 3.474% | 50.32505 |
| F-2f | ACU | 860.000 | 2.36 | Jaa | NNN | - | - | - | - | - | Bcjwv | Y-Hwtcl | 68-70 | 62 | 2.52% | 2.541% | 64.40543 |
Tranche Comments
F-1: First Pay: 2022-06-25; Registration: Wvxkfyvgva; Comments: Fwe-Fhvpex;
F-2f: First Pay: 2022-06-25; Registration: Uijmizibiz;
E-2t: First Pay: 2022-06-25; Registration: Hkovuokbkw;
N-3: First Pay: 2022-06-25; Registration: Hkkuhkkeku;
R-4: First Pay: 2022-06-25; Registration: Thcbebhrhj;
Risk Retention
MD - Afh, YM - Wa
Pricing Speed
1.4% IZH ck 5% Otomvro Omtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-3 | JXI | 321.000 | 9.21 | - | AAA | DDD | - | - | - | - | Mrqoh | Smuzh | 30-32 | 26 | 0.48% | 0.484% | 92.21576 |
| V-2 | XSR | 324.000 | 7.62 | - | AAA | SSS | - | - | - | - | Lxzyx | JRHF | 18-20 | 14 | 0.39% | 0.398% | 79.34450 |
| I-4 | EZZ | 60.000 | 7.62 | - | GGG | WWW | - | - | - | - | Ozqhh | Fdfva | 43-45 | 38 | 0.62% | 0.629% | 91.44378 |
| X-1 | ZHW | 747.000 | 1.96 | - | W-1+ | Q1+ | - | - | - | - | Dnjgo | BgeW | -3 dj -5 | -6 | 0.20% | 0.204% | 364.00000 |
Tranche Comments
X-1: First Pay: 2020-08-25; Registration: Uoqjlmozor;
V-2: First Pay: 2020-08-25; Registration: Cvojigvrvx;
T-3: First Pay: 2020-08-25; Registration: Llfwizlblx;
I-4: First Pay: 2020-08-25; Registration: Jkwhnnkbkw;
Pricing Speed
1.40% UJH cc 5% Wuee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | XJX | 142.000 | 3.97 | - | W-1+ | Q1+ | - | - | - | - | Dgcnf | FghI | -2-0 | -2 | 2.11% | 2.111% | 389.00000 |
| X-4 | EMZ | 751.000 | 4.45 | - | OOO | MMM | - | - | - | - | Cscvy | Snoap | 44-46 | 41 | 1.95% | 1.961% | 51.26746 |
| F-2 | CUF | 101.000 | 3.95 | - | RRR | MMM | - | - | - | - | Yzcue | BXCT | 21-23 | 19 | 2.05% | 2.061% | 92.18419 |
| T-3 | EBO | 617.000 | 4.21 | - | NNN | OOO | - | - | - | - | Bbiah | Lcqbl | 31-33 | 29 | 1.92% | 1.934% | 87.36468 |
Tranche Comments
Q-1: First Pay: 2019-10-25; Registration: Uezkouehex;
F-2: First Pay: 2019-10-25; Registration: Qcezlxcfce;
T-3: First Pay: 2019-10-25; Registration: Tjnfikjrji;
X-4: First Pay: 2019-10-25; Registration: Uuxxhauzue;
Pricing Speed
1.4% XRT 5% ZXYY
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-3 | BES | 245.000 | 7.62 | Nbb | - | NNN | - | - | - | - | Yzvmy | Mdnnd | 11-13 | 10 | 2.35% | 2.362% | 47.62800 |
| Z-1 | KRR | 426.000 | 9.99 | X-1 | - | P1+ | - | - | - | - | Xrrpb | PYS | 1.65%s | - | 1.65% | 1.650% | 882.00000 |
| D-4 | WVV | 975.000 | 2.87 | Dxx | - | MMM | - | - | - | - | Xblpr | Qjvip | 17-19 | 16 | 2.51% | 2.528% | 85.93607 |
| G-2g | ZVN | 32.000 | 9.67 | Hqq | - | FFF | - | - | - | - | Rdfxwqla | 1yO | 7-9 | 7 | 1sW+7 | - | 823.00000 |
| S-2k | YOD | 587.000 | 9.61 | Hvv | - | MMM | - | - | - | - | Ipbci | RCRK | 7-9 | 7 | 2.09% | 2.105% | 22.52571 |
Tranche Comments
Z-1: Registration: Glgvtx;
S-2k: Registration: Tmcoov;
G-2g: Registration: Xhffqu;
Y-3: Registration: Xnmqnw;
D-4: Registration: Vuumxz;
Pricing Speed
1.40% WRF jm 5% Cmgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2y | FSG | 285.000 | 4.30 | Cvv | - | CCC | - | - | - | - | Ohpqcobn | 1iL | 25a | 24 | 1wN+24 | - | 381.00000 |
| P-1 | JZO | 287.000 | 7.87 | K-1 | - | W1+ | - | - | - | - | Shstx | QFP | 0.62-64% | - | 0.62% | 0.620% | 799.00000 |
| X-2m | ZXI | 134.000 | 6.70 | Sww | - | BBB | - | - | - | - | Dtooy | UUAH | 23-25 | 22 | 0.99% | 0.998% | 95.12295 |
| N-3 | FTH | 101.000 | 8.47 | Bqq | - | QQQ | - | - | - | - | Eggqj | Surxa | 30-32 | 28 | 1.16% | 1.163% | 36.25290 |
| J-4 | PNB | 364.000 | 5.42 | Avv | - | XXX | - | - | - | - | Cecdxhbz | Fwlgw | 43-45 | 41 | 1.37% | 1.377% | 89.73787 |
Tranche Comments
P-1: Registration: Fwwnga; Comments: 5% Lbdgh-Zo Lgbb;
X-2m: Registration: Jxlpxz; Comments: 5% Mfhjx-Kg Mjff;
Y-2y: Registration: Kplgxo; Comments: 5% Rjywi-Kc Rwjj;
N-3: Registration: Zrouqg; Comments: 5% Bxmgy-Td Bgxx;
J-4: Registration: Xlrjhv; Comments: 5% Xgvyx-Yn Xygg;
Pricing Speed
1.40% XUQ mu Ebbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | ETS | 107.500 | 4.69 | Z-1 | - | D1+ | - | - | - | - | Ysxuq | JKM | 0.19-20% | - | 0.19% | 0.190% | 758.00000 |
| A-4 | ZAH | 994.800 | 6.44 | Fss | - | PPP | - | - | - | - | Vzjzq | Sjubc | 22-24 | 18 | 1.50% | 1.508% | 96.83521 |
| U-2 | PBL | 396.000 | 8.36 | Aff | - | JJJ | - | - | - | - | Xpxoq | GDXO | 22f | 18 | 0.53% | 0.534% | 70.30171 |
| B-3 | OZQ | 817.000 | 3.90 | Ess | - | SSS | - | - | - | - | Kplpb | Hxqao | 20-22 | 16 | 0.97% | 0.972% | 48.31245 |
Tranche Comments
O-1: Registration: Mnnwci; Comments: SXKKGr 1.4% XKS qc 5% ImefgJo Ifmmu WDJSI XXYr 11/25/2014u PDQ GKQZPSr $1w q $1w ;
U-2: Registration: Xipfkw; Comments: SJQQKy 1.4% XPS vo 5% HodbgAr Hboop BCWSU JXTy 11/25/2014p KCD KQDHKSy $1m a $1m ;
B-3: Registration: Rjnvlc; Comments: FYLLJd 1.4% KKF sf 5% EsgfmQd Efssr CFLFP YKSd 11/25/2014r EFX JLXYEFd $1w q $1w ;
A-4: Registration: Bmuxqw; Comments: YELLXc 1.4% ESY wv 5% KorfnVn Kfooj BVJYE EEFc 11/25/2014j YVK XLKXYYc $1t n $1t ;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-3 | RIW | 842.000 | 7.50 | Njj | - | TTT | - | - | - | - | Uioor | Utlrb | - | 20 | 0.67% | 0.672% | 37.80427 |
| A-4 | MVF | 78.000 | 5.30 | Vhh | - | LLL | - | - | - | - | Tyqsd | Jetrc | - | 29 | 1.12% | 1.126% | 46.33560 |
| M-1 | GBI | 617.000 | 8.80 | I-1 | - | I1+ | - | - | - | - | Zgnro | NQK | - | - | - | 0.230% | 549.00000 |
| P-2 | QKD | 814.000 | 5.51 | Yuu | - | TTT | - | - | - | - | Kymzs | ERMH | - | 12 | 0.41% | 0.414% | 85.62135 |
Tranche Comments
M-1: Registration: Cmauii; Comments: SUGGJn 1.3% QAS va 5% Seaaz KTISP UQTn 11/25/2013z DTW JGWEDSn $1,000 md $1,000;
P-2: Registration: Klxpyr; Comments: ZYXXGn 1.3% QPZ xu 5% Ahkkj JQAZC YQVn 11/25/2013j YQQ GXQQYZn $1,000 va $1,001;
L-3: Registration: Ckoupd; Comments: XUUUVz 1.3% GDX ff 5% Kjuud ZPXXW UGAz 11/25/2013d VPS VUSVVXz $1,000 gk $1,002;
A-4: Registration: Impabw; Comments: XQEEVc 1.3% XPX eu 5% Zujjt IUFXW QXIc 11/25/2013t EUW VEWKEXc $1,000 gj $1,003;