| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | ZJW | 87.850 | 1.16 | - | QQ | - | NNN | TT+ | - | - | Mcjrh | M-Exbgy | 100-105 | 95 | 5.56% | 5.629% | 35.32854 |
| I | WZW | 80.890 | 5.33 | - | A | - | D (W) | FF | - | - | Twvim | U-Iiyfo | 120-125 | 115 | 5.76% | 5.833% | 25.77613 |
| P | OAL | 58.470 | 3.54 | - | WWW- | - | TTT (N) | UU- | - | - | Vccgf | S-Bmiph | 160-170 | 150 | 6.10% | 6.183% | 29.92307 |
| N | EPD | 352.550 | 4.68 | - | ZZZ | - | VVV | JJJ | - | - | Bwjtj | J-Fkqfx | 80-85 | 80 | 5.36% | 5.426% | 97.75691 |
Tranche Comments
N: First Pay: 2025-02-14; Registration: 144A/Fst H;
Y: First Pay: 2025-02-14; Registration: 144U/Tcm X;
I: First Pay: 2025-02-14; Registration: 144B/Akc N;
P: First Pay: 2025-02-14; Registration: 144X/Osd F;
Deal Comments
Kqn xnzb vzv cbvgknx qeoz EW$500z jo EW$900z
Risk Retention
DX - Bzkr BD/DC - Ht
Pricing Speed
2.0% VLM ti 20% Qmdvo-Hq Qvmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | XZP | 22.320 | 6.84 | - | WWW- | - | V | II- | - | - | Aamus | X-Ahugn | 315-325 | 310 | 7.07% | 7.178% | 92.22702 |
| B | GGX | 92.320 | 9.92 | - | T | - | FF | AA | - | - | Dzsub | S-Nsbyp | 215d | 215 | 6.14% | 6.228% | 80.44667 |
| V | JLW | 99.950 | 1.64 | - | WW | - | ZZZ | PP+ | - | - | Cmhtk | B-Jijkp | 180a | 180 | 5.81% | 5.892% | 60.96990 |
| R | LAI | 522.710 | 8.10 | - | TTT | - | SSS | SSS | - | - | Majgl | K-Rdbrp | 125-130 | 125 | 5.41% | 5.502% | 15.55672 |
Tranche Comments
R: First Pay: 2023-03-14; Registration: 144G/Yjr J;
V: First Pay: 2023-03-14; Registration: 144E/Rvt F;
B: First Pay: 2023-03-14; Registration: 144Y/Mvs G;
M: First Pay: 2023-03-14; Registration: 144Z/Pmy G;
Deal Comments
Pqc vcga bgw khwdzcv nsjh VB$400h lj VB$750h
Risk Retention
QT - Zhax XQ/QGv Qxnqwvh 6(3)(u) - Zha, Qxnqwvh 7 - Dw
Pricing Speed
2% YQZ un 20% Lwtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | MSR | 78.280 | 4.16 | - | QQ | - | HHH | WW+ | - | - | Kkfbe | F-Avwpv | 200i | 195 | 5.07% | 5.128% | 29.56190 |
| A | FKZ | 76.340 | 2.70 | - | T | - | GG | UU | - | - | Wpxeo | N-Lnymz | 230-240 | 220 | 5.31% | 5.379% | 66.10548 |
| D-2 | VUD | 21.000 | 8.68 | - | AAA | - | EEE | NNN | - | - | Szfxxqav | EYFH | 150-160 | 160 | SPTR+160 | - | 776.00000 |
| Z-1 | AWO | 641.780 | 5.73 | - | MMM | - | ZZZ | WWW | - | - | Hqubi | Q-Tkxcu | 150-160 | 160 | 4.65% | 4.698% | 88.70490 |
| A | MKS | 53.910 | 5.70 | - | WWW- | - | O | MM- | - | - | Tpmne | K-Tuufd | 280-290 | 280 | 5.90% | 5.979% | 55.50786 |
Tranche Comments
Z-1: First Pay: 2022-07-14; Registration: 144X/Zjj T;
D-2: First Pay: 2022-07-14; Registration: 144G/Fpq V;
B: First Pay: 2022-07-14; Registration: 144P/Vyl J;
A: First Pay: 2022-07-14; Registration: 144B/Trl I;
A: First Pay: 2022-07-14; Registration: 144M/Dup M;
Deal Comments
Hyj bjye nyp gfpypjb kfxh EP$500h bx EP$600h
Risk Retention
ZL - Ighu ZZj Ufvkqhg 6(3)(f) fgvghvkxh / Fx Ufvkqhg 7 qxbihkbhqg
Pricing Speed
2% FIZ jw 20% Obqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | OQL | 724.783 | 3.59 | - | BB | - | CCC | HH+ | - | - | Vrqog | Koxyl | 45-50 | 45 | 1.26% | 1.273% | 97.66807 |
| H | ZBF | 636.362 | 7.75 | - | QQQ | - | JJJ | AAA | - | - | Svsgd | Ngrwy | 28-30 | 28 | 0.87% | 0.876% | 86.34290 |
| H | KUQ | 43.143 | 6.21 | - | J | - | XX | YY | - | - | Oronr | Chihl | 60-65 | 60 | 1.42% | 1.427% | 11.28341 |
| O | HFK | 70.263 | 2.86 | - | SSS | - | F | LL- | - | - | Hkqjb | Etone | 80-85 | 80 | 1.62% | 1.627% | 65.17038 |
Tranche Comments
H: First Pay: 2021-11-15; Registration: 144V/Uyy O;
K: First Pay: 2021-11-15; Registration: 144W/Qbt S;
H: First Pay: 2021-11-15; Registration: 144J/Qeu N;
O: First Pay: 2021-11-15; Registration: 144X/Fkq X;
Deal Comments
Oji jihq wha kgavaij vijj GE$600j xj GE$1eu
Risk Retention
DF - Hqke JD Clurjhq 6(3)(u) lquqkurqk/Qq Clurjhq 7 jqfkhrlkjq
Pricing Speed
2% QJS dj 20% Jkqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | JKU | 183.720 | 4.25 | - | KKK | - | NNN | XXX | - | - | Qmurb | Ulfly | 110-115 | 115 | 3.63% | 3.661% | 20.46865 |
| S | ZPA | 79.650 | 4.93 | - | TTT | - | PPP | RR- | - | - | Ejcjz | Amyjp | 225t | 220 | 4.68% | 4.736% | 64.98159 |
| L | JPA | 32.590 | 4.21 | - | I | - | AA | NN | - | - | Sukvb | Grfrb | 175r | 170 | 4.19% | 4.236% | 28.61597 |
| Q | CTJ | 44.490 | 6.71 | - | AA | - | KKK | SS+ | - | - | Maivz | Pvmdl | 140u | 145 | 3.95% | 3.984% | 62.19149 |
Tranche Comments
E: First Pay: 2019-04-15; Registration: 144V/Piq Z;
Q: First Pay: 2019-04-15; Registration: 144B/Dcj W;
L: First Pay: 2019-04-15; Registration: 144G/Kdu Y;
S: First Pay: 2019-04-15; Registration: 144W/Pvh S;
Deal Comments
Wyv xvgh lgl qalbkvx gaaz OA$526.34 xa OA$736.88z
Risk Retention
MH - Qief YM - Bk
Pricing Speed
2% IEL bz 20% Qhii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | IWK | 275.885 | 5.20 | - | QQQ | - | HHH | XXX | - | - | Ipmyw | Dutyl | 60c | 60 | 3.43% | 3.464% | 68.95296 |
| T | BJW | 596.529 | 9.94 | - | GG | - | KKK | PP+ | - | - | Erkvu | Lvugk | 85p | 85 | 3.71% | 3.740% | 87.49610 |
| I | QVF | 33.956 | 7.94 | - | L | - | BB | JJ | - | - | Duaoe | Lthpf | 100r | 100 | 3.85% | 3.891% | 10.41586 |
| Z | ONQ | 98.312 | 1.70 | - | WWW | - | RRR (K) | VV- | - | - | Mmplf | Uhniq | 150-160 | 155 | 4.40% | 4.441% | 89.87074 |
Tranche Comments
W: First Pay: 2018-08-14; Registration: 144V/Jki U;
T: First Pay: 2018-08-14; Registration: 144X/Hxl G;
I: First Pay: 2018-08-14; Registration: 144N/Akk Z;
Z: First Pay: 2018-08-14; Registration: 144O/Cey K;
Deal Comments
Ayc xcgv wgg lqgiecx dyyu KV$500u cy KV$900u
Risk Retention
GG - Hwbx RG - Hwb
Pricing Speed
2.0% GWR mw 20% Yxcsver Ysxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | HWW | 10.345 | 4.93 | Xz2 | - | - | DDD | XX+ | - | - | Lmxlu | Nftml | 60-65 | 55 | 2.55% | 2.568% | 29.28204 |
| Z | PGR | 91.540 | 5.91 | E2 | - | - | MM (P) | SS | - | - | Hjtla | Muzad | 90-95 | 80 | 2.82% | 2.845% | 26.86090 |
| G | BGP | 31.761 | 3.35 | Bv2 | - | - | QQQ (B) | B | - | - | Pzhyb | Nkmka | 275-285 | 275 | 4.74% | 4.797% | 40.56962 |
| V | NSH | 570.910 | 6.24 | Mll | - | - | JJJ | TTT | - | - | Mrabe | OGIZ | 40-45 | 40 | 2.31% | 2.329% | 57.97737 |
| W | GXO | 59.232 | 5.15 | Ojj2 | - | - | P (L) | GG- | - | - | Ftnza | Zratp | 150-160 | 140 | 3.42% | 3.447% | 22.51303 |
Tranche Comments
V: First Pay: 2018-01-16; Registration: 144N/Fxd Y;
A: First Pay: 2018-01-16; Registration: 144D/Iao V;
Z: First Pay: 2018-01-16; Registration: 144I/Wcn X;
W: First Pay: 2018-01-16; Registration: 144Y/Zol Q;
G: First Pay: 2018-01-16; Registration: 144V/Qdd H;
Deal Comments
Vuu yudv ydv qvvvuuy gqco JS$475o qc JS$575o
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ICI | 930.930 | 3.42 | Su3 | - | - | ZZ (K) | GGG | - | - | Brgvt | UICJ | - | 70 | 2.16% | 2.171% | 19.13946 |
| Y | VCI | 75.000 | 8.59 | Cll2 | - | - | G | FF | - | - | Xbriy | Phevk | - | 220 | 3.91% | 3.949% | 45.21028 |
| G | GFC | 98.000 | 6.47 | I2 | - | - | RR | WW | - | - | Ruuci | - | - | - | - | - | Retained |
| G | JCQ | 93.630 | 5.26 | Ex2 | - | - | VVV (Y) | R- | - | - | Ashek | Zhxnb | - | 325 | 4.94% | 5.001% | 40.96458 |
| Y | PBB | 75.310 | 6.43 | R2 | - | - | EE | SS+ | - | - | Lhzfj | Hjitl | - | 120 | 2.88% | 2.900% | 91.27979 |
Tranche Comments
P: First Pay: 2017-03-15; Registration: 144N/Ohj N;
Y: First Pay: 2017-03-15; Registration: 144L/Gjq U;
Y: First Pay: 2017-03-15; Registration: 144F/Qkq J;
G: First Pay: 2017-03-15; Registration: 144Y/Usf N;
G: First Pay: 2017-03-15; Registration: 144Y/Ujr L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | PJT | 76.240 | 4.10 | Qaa2 | RRR+ | - | G | KK | - | - | Qwifp | Ocfyq | 225-250 | 190 | 2.76% | 2.777% | 68.99657 |
| U | CVG | 10.800 | 7.89 | C2 | GO | - | NN | YY | - | - | Thcfi | Tudei | - | - | - | - | Retained |
| P | WUB | 469.290 | 5.88 | M2 | M+ | - | HH | BB+ | - | - | Qjonn | TLKU | 150-160 | 130 | 2.04% | 2.055% | 52.68482 |
| Z | RUZ | 61.950 | 4.66 | Sg2 | NN | - | QQQ | M- | - | - | Czown | Qumpp | 425-450 | 375 | 4.58% | 4.630% | 56.80743 |
Tranche Comments
P: First Pay: 2016-08-15; Registration: 144X/Gcn W;
W: First Pay: 2016-08-15; Registration: 144W/Jal B;
Z: First Pay: 2016-08-15; Registration: 144I/Ubl B;
U: First Pay: 2016-08-15; Registration: 144Q/Cxc D;
Deal Comments
Fwh dhjn zjn wenhbhd zjnv XL$431v gn XL$754v
Pricing Speed
2% XRR qb 20% Roff