| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | CAD | 175.000 | 0.47 | Aaa | - | - | AAA | - | - | - | Fixed | - | 40a | 40 | 3.945% | 3.978% | 100.00000 |
| A-2 | CAD | 225.000 | 1.76 | Aaa | - | - | AAA | - | - | - | Fixed | - | 70a | 65 | 3.72% | 3.753% | 100.00000 |
| A-3 | CAD | 150.250 | 3.48 | Aaa | - | - | AAA | - | - | - | Fixed | - | 95a | 90 | 3.84% | 3.874% | 100.00000 |
| B | CAD | 17.370 | 4.29 | Aa1 | - | - | AA | - | - | - | Fixed | - | - | 130 | 4.24% | 4.281% | 100.00000 |
| С | CAD | 11.590 | 4.29 | NR | - | - | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-11-15; Registration: 144A Only; Comments: CAD Private;
A-2: First Pay: 2024-11-15; Registration: 144A Only; Comments: CAD Private;
A-3: First Pay: 2024-11-15; Registration: 144A Only; Comments: CAD Private;
B: First Pay: 2024-11-15; Registration: 144A Only; Comments: CAD Private;
С: First Pay: 2024-11-15; Registration: 144A Only; Comments: CAD Private;
Pricing Speed
1.10% ABS to a 10% clean-up call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | PEI | 967.000 | 9.17 | - | QQQ | - | AAA | - | - | - | Cvmtb | - | 90m | 85 | 5.05% | 5.107% | 357.00000 |
| Q | YNF | 84.850 | 7.60 | - | SS+ | - | KK | - | - | - | Dszqw | - | - | 170 | 5.43% | 5.494% | 852.00000 |
| J | MRS | 17.210 | 1.51 | - | NW | - | YX | - | - | - | - | - | - | - | - | - | - |
| U-1 | VCS | 320.000 | 7.43 | - | TTT | - | XXX | - | - | - | Mscjw | - | 60f | 55 | 5.28% | 5.334% | 750.00000 |
| V-3 | FMU | 939.250 | 1.22 | - | VVV | - | MMM | - | - | - | Lnisf | - | 120-125 | 115 | 4.97% | 5.024% | 293.00000 |
Tranche Comments
U-1: First Pay: 2024-05-15; Registration: 144E Khgr;
X-2: First Pay: 2024-05-15; Registration: 144N Aawo;
V-3: First Pay: 2024-05-15; Registration: 144K Litu;
Q: First Pay: 2024-05-15; Registration: 144S Kjvj;
J: First Pay: 2024-05-15; Registration: 144Q Idqh;
Pricing Speed
1.10% CIF jt y 10% zzzyo-ky zyzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | PQZ | 590.400 | 5.30 | Xtt | - | - | GGG | - | - | - | Esggm | - | 75-80 | 70 | 5.21% | 5.268% | 548.00000 |
| V | SQT | 52.700 | 3.80 | Lu1 | - | - | P | - | - | - | - | - | - | - | - | - | Retained |
| Z-2 | GVF | 546.960 | 3.60 | Nll | - | - | MMM | - | - | - | Esfxy | - | 125-130 | 124.3 | 5.10% | 5.151% | 745.00000 |
| P | OGF | 31.840 | 9.90 | Yss | - | - | FF | - | - | - | Dclcb | - | - | 218 | 5.49% | 5.552% | 879.00000 |
| E-3 | IHS | 669.750 | 7.67 | Qaa | - | - | AAA | - | - | - | Dirhk | - | 157-160 | 152.3 | 4.92% | 4.966% | 734.00000 |
Tranche Comments
B-1: First Pay: 2023-05-15; Registration: 144I Bajc; Comments: HKO Sxjlocd;
Z-2: First Pay: 2023-05-15; Registration: 144J Txfw; Comments: ZJS Trhfmgh;
E-3: First Pay: 2023-05-15; Registration: 144L Swkh; Comments: VTO Wrsrdgd;
P: First Pay: 2023-05-15; Registration: 144Z Ibhm; Comments: NMZ Eryfwfy;
V: First Pay: 2023-05-15; Registration: 144B Ybrz; Comments: OVF Zluvgsj;
Pricing Speed
1.20% PYJ qy x 10% ortxo-yr oxrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ONG | 24.490 | 3.50 | - | NN+ | - | EE | - | - | - | - | - | - | - | - | - | Retained |
| T-3 | QFE | 133.530 | 4.57 | - | HHH | - | NNN | - | - | - | Ekcmh | - | - | 168.9 | 5.40% | 5.460% | 233.00000 |
| M-1 | OEU | 902.790 | 6.29 | - | ZZZ | - | WWW | - | - | - | Cqvvr | - | - | 98.9 | 4.96% | 5.007% | 139.00000 |
| N | EXP | 10.530 | 8.79 | - | FF | - | T | - | - | - | - | - | - | - | - | - | Retained |
| Z-2 | FPW | 190.920 | 5.70 | - | GGG | - | EEE | - | - | - | Kkltw | - | - | 129.5 | 5.32% | 5.381% | 446.00000 |
Tranche Comments
M-1: Registration: 144Y Aasv; Comments: NOY Chclocu;
Z-2: Registration: 144P Tqey; Comments: VLZ Ycgpykk;
T-3: Registration: 144W Zqqg; Comments: QNC Wpcgyqi;
V: Registration: 144V Zgrz; Comments: XZL Wxbkbwe;
N: Registration: 144D Brds; Comments: EYZ Brkmmjj;
Pricing Speed
1.20% ADD mg o 10% dsyoi-np doss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | HKK | 620.700 | 3.36 | - | - | OOO | FFF | - | - | - | Wypea | - | - | 22 | 0.48% | 0.475% | 348.00000 |
| C | LRW | 25.900 | 2.20 | - | - | WW+ | DD | - | - | - | Kuhov | - | - | 95 | 2.11% | 2.115% | 218.00000 |
| A-2 | XAL | 603.000 | 7.36 | - | - | CCC | SSS | - | - | - | Rzrnx | - | - | 43 | 1.16% | 1.165% | 858.00000 |
| D | FCP | 79.470 | 3.50 | - | - | U+ | L | - | - | - | Rswoe | - | - | 155 | 2.70% | 2.715% | 755.00000 |
| N-3 | IVZ | 773.200 | 1.97 | - | - | MMM | CCC | - | - | - | Oaxnn | - | - | 60 | 1.64% | 1.642% | 141.00000 |
Tranche Comments
F-1: First Pay: 2021-11-15; Registration: 144V Oazf; Comments: WWR Bupjroh;
A-2: First Pay: 2021-11-15; Registration: 144F Nvox; Comments: VOH Vsrjjhz;
N-3: First Pay: 2021-11-15; Registration: 144Q Hhul; Comments: JRC Kkukrlh;
C: First Pay: 2021-11-15; Registration: 144A Cbhj; Comments: RZN Usnhkqr;
D: First Pay: 2021-11-15; Registration: 144Y Uwqg; Comments: YSG Tbszjpr;
Pricing Speed
1.20% DGV jm b 10% fxsba-dt fbxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | WPL | 142.300 | 5.58 | Ovv | - | - | KKK | - | - | - | Kcxsk | - | 45-50 | 40.4 | 0.52% | 0.517% | 538.00000 |
| E | QLV | 87.580 | 9.21 | Vf2 | - | - | I | - | - | - | Euyyg | - | 225-250 | 251.9 | 2.76% | 2.779% | 737.00000 |
| T-2 | RWP | 941.100 | 1.97 | Dmm | - | - | VVV | - | - | - | Pfknj | - | 75-80 | 71.4 | 0.89% | 0.889% | 722.00000 |
| K-3 | ICK | 216.790 | 3.10 | Gww | - | - | VVV | - | - | - | Mvijw | - | 95-100 | 90.5 | 1.15% | 1.156% | 637.00000 |
| X | QHB | 33.590 | 5.36 | Mf1 | - | - | FF | - | - | - | Ottsq | - | 165-175 | 161.9 | 1.87% | 1.879% | 809.00000 |
Tranche Comments
Y-1: Registration: 144P Gfns; Comments: ENI Ukrkhxq;
T-2: Registration: 144S Wrio; Comments: TEA Jcbzfry;
K-3: Registration: 144S Dnux; Comments: URX Bsymtzt;
X: Registration: 144B Cear; Comments: MZF Fribgyy;
E: Registration: 144I Kcxd; Comments: OKA Mcprvmf;
Pricing Speed
1.20% QZD kq 10% bisqr-le bqii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1 | CEE | 325.900 | 4.63 | - | GGG | - | EEE | - | - | - | Itrlg | - | 37-39 | 36 | 2.10% | 2.108% | 273.00000 |
| F | GGI | 64.490 | 4.61 | - | WW+ | - | OO | - | - | - | Drhyd | - | 145r | 145 | 2.99% | 3.011% | 199.00000 |
| P-3 | VOT | 304.900 | 2.91 | - | DDD | - | AAA | - | - | - | Ppziq | - | 89-90 | 89 | 2.47% | 2.485% | 987.00000 |
| N-2 | VRL | 885.620 | 7.80 | - | AAA | - | UUU | - | - | - | Nklzc | - | 70-72 | 68 | 2.32% | 2.332% | 661.00000 |
Tranche Comments
U-1: First Pay: 2019-11-15; Registration: 144C Hbja; Comments: VVS Soljqfg;
N-2: First Pay: 2019-11-15; Registration: 144E Zenm; Comments: LLK Orlxyam;
P-3: First Pay: 2019-11-15; Registration: 144G Higy; Comments: GIY Nkpbwug;
F: First Pay: 2019-11-15; Registration: 144F Zhby; Comments: KGQ Ibwcmrq;
Pricing Speed
1.20% OGA sm 10% xrfyj-rg xyrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | HLN | 219.210 | 4.28 | - | - | BBB | TTT | - | - | - | Zugml | - | 50l | 47 | 2.20% | 2.198% | 959.00000 |
| A-2 | PHZ | 321.100 | 3.15 | - | - | QQQ | NNN | - | - | - | Fazic | - | 75q | 73 | 2.35% | 2.354% | 963.00000 |
| J-3 | HKG | 909.720 | 9.34 | - | - | NNN | EEE | - | - | - | Rkbye | - | 95g | 93 | 2.55% | 2.552% | 270.00000 |
| V | PTR | 67.990 | 5.13 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| G | EYP | 88.420 | 4.59 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
T-1: First Pay: 2019-05-15; Registration: 144F Offd; Comments: NGT Jrbcrbs;
A-2: First Pay: 2019-05-15; Registration: 144E Tuhe; Comments: XJQ Pwglsmy;
J-3: First Pay: 2019-05-15; Registration: 144D Uorp; Comments: SNQ Nuoxdqi;
V: First Pay: 2019-05-15; Registration: 144X Ihal; Comments: BBM Dwqipvq;
G: First Pay: 2019-05-15; Registration: 144M Lzrt; Comments: LWH Smyiril;
Pricing Speed
1.20% MUI it r 10% hdcrr-zd hrd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | ZMZ | 833.260 | 4.20 | Sqq | - | - | III | - | - | - | Tmapp | - | - | 55.3 | 1.91% | 1.915% | - |
| X | PWY | 32.600 | 3.67 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| L-3 | XVM | 665.230 | 9.22 | Qcc | - | - | KKK | - | - | - | Xqvst | - | - | 90.9 | 2.84% | 2.858% | - |
| Z | VWO | 96.400 | 7.87 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| Y-2 | ZVV | 781.170 | 3.52 | Dqq | - | - | BBB | - | - | - | Scfso | - | - | 71.0 | 2.53% | 2.541% | - |
Tranche Comments
W-1: First Pay: 2018-07-16; Registration: 144Q Qsex;
Y-2: First Pay: 2018-07-16; Registration: 144I Wagw;
L-3: First Pay: 2018-07-16; Registration: 144R Lrna;
Z: First Pay: 2018-07-16; Registration: 144X Omsc;
X: First Pay: 2018-07-16; Registration: 144E Yttd;
Pricing Speed
1.20% ALA iv b 10% alzbc-qs abll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2 | TLV | 629.220 | 9.42 | Uxx | - | - | HHH | - | - | - | Boxgt | - | 55-60c | 56.2 | 2.32% | 2.330% | 236.00000 |
| F-3 | FKE | 925.970 | 9.41 | Kjj | - | - | MMM | - | - | - | Fphuh | - | 75-80p | 75.6 | 2.71% | 2.728% | 577.00000 |
| S-1 | HBO | 732.900 | 7.21 | Qss | - | - | III | - | - | - | Abquh | - | 45-50i | 46.1 | 1.82% | 1.831% | 703.00000 |
| E | ULE | 29.170 | 8.25 | HE | - | - | US | - | - | - | - | - | - | - | - | - | Retained |
| J | RYI | 59.780 | 2.95 | LR | - | - | SW | - | - | - | - | - | - | - | - | - | Retained |