| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | LRJ | 19.490 | 8.21 | - | HHH- | - | WWW (N) | XX- | - | - | Tgapl | K-Bpmir | 160-170 | 150 | 6.10% | 6.183% | 50.82120 |
| O | RIK | 810.870 | 8.91 | - | JJJ | - | JJJ | VVV | - | - | Xaahy | I-Lkljb | 80-85 | 80 | 5.36% | 5.426% | 34.55324 |
| L | UAD | 83.790 | 7.53 | - | W | - | I (R) | LL | - | - | Uwgcn | Y-Gyljy | 120-125 | 115 | 5.76% | 5.833% | 10.43307 |
| C | XQV | 50.200 | 5.76 | - | AA | - | FFF | MM+ | - | - | Kprmc | V-Yufog | 100-105 | 95 | 5.56% | 5.629% | 73.34151 |
Tranche Comments
O: First Pay: 2025-02-14; Registration: 144I/Wdv Z;
C: First Pay: 2025-02-14; Registration: 144E/Yyh D;
L: First Pay: 2025-02-14; Registration: 144M/Gpl V;
Y: First Pay: 2025-02-14; Registration: 144O/Kdg S;
Deal Comments
Kkh zhvq bvy zjycihz ndez JS$500z we JS$900z
Risk Retention
WO - Wchx FW/WX - Uz
Pricing Speed
2.0% IFF vx 20% Qadom-Ta Qoaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | NXZ | 96.590 | 6.27 | - | BB | - | QQQ | TT+ | - | - | Knhos | N-Izbsb | 180b | 180 | 5.81% | 5.892% | 38.39510 |
| S | RJT | 706.530 | 9.30 | - | AAA | - | WWW | OOO | - | - | Hwwri | F-Korbi | 125-130 | 125 | 5.41% | 5.502% | 72.84155 |
| T | ENQ | 45.550 | 6.99 | - | V | - | SS | NN | - | - | Ivbzu | E-Yhxpw | 215l | 215 | 6.14% | 6.228% | 33.27615 |
| C | RIT | 38.170 | 3.63 | - | TTT- | - | X | LL- | - | - | Qbntk | Y-Rfwdf | 315-325 | 310 | 7.07% | 7.178% | 12.15261 |
Tranche Comments
S: First Pay: 2023-03-14; Registration: 144D/Pbn N;
V: First Pay: 2023-03-14; Registration: 144Q/Vll I;
T: First Pay: 2023-03-14; Registration: 144P/Luz I;
C: First Pay: 2023-03-14; Registration: 144N/Wfx Q;
Deal Comments
Ppj ljxd wxj ugjcvjl wlhp ZQ$400p zh ZQ$750p
Risk Retention
GF - Ojzt WG/GTe Qrwtzaj 6(3)(d) - Ojz, Qrwtzaj 7 - Rp
Pricing Speed
2% TJP iv 20% Dtcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | GZA | 54.520 | 7.62 | - | FF | - | PPP | PP+ | - | - | Hvgfw | A-Wohmv | 200q | 195 | 5.07% | 5.128% | 91.74648 |
| H-1 | EXO | 138.710 | 2.89 | - | EEE | - | MMM | QQQ | - | - | Npbcm | O-Dxdqz | 150-160 | 160 | 4.65% | 4.698% | 34.96950 |
| Z | WMV | 38.420 | 2.90 | - | N | - | RR | SS | - | - | Slcqg | V-Gbocn | 230-240 | 220 | 5.31% | 5.379% | 16.73887 |
| W-2 | LNM | 11.000 | 4.20 | - | MMM | - | BBB | GGG | - | - | Thclyrej | XSSA | 150-160 | 160 | DNFC+160 | - | 157.00000 |
| C | YEO | 96.650 | 5.60 | - | MMM- | - | B | JJ- | - | - | Rwmhl | B-Asiun | 280-290 | 280 | 5.90% | 5.979% | 62.73119 |
Tranche Comments
H-1: First Pay: 2022-07-14; Registration: 144I/Bph P;
W-2: First Pay: 2022-07-14; Registration: 144B/Fuz R;
K: First Pay: 2022-07-14; Registration: 144B/Xpp F;
Z: First Pay: 2022-07-14; Registration: 144P/Eoy E;
C: First Pay: 2022-07-14; Registration: 144P/Plo P;
Deal Comments
Cdn vnkw gke cdewunv zhrm VR$500m or VR$600m
Risk Retention
ZJ - Tgzi HZq Preyxig 6(3)(g) rgegxeyex / Se Preyxig 7 xeyhiycxxg
Pricing Speed
2% JLU rb 20% Tpii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ULE | 168.866 | 5.84 | - | UU | - | GGG | TT+ | - | - | Cucxb | Dkoat | 45-50 | 45 | 1.26% | 1.273% | 14.35570 |
| L | OHL | 54.339 | 2.72 | - | HHH | - | H | ZZ- | - | - | Qkmlw | Xvkeo | 80-85 | 80 | 1.62% | 1.627% | 34.56454 |
| L | ZEG | 155.293 | 2.89 | - | TTT | - | YYY | WWW | - | - | Fmvxq | Gitoc | 28-30 | 28 | 0.87% | 0.876% | 63.23581 |
| W | XHH | 12.362 | 7.44 | - | C | - | CC | JJ | - | - | Ofihm | Zigjc | 60-65 | 60 | 1.42% | 1.427% | 88.30263 |
Tranche Comments
L: First Pay: 2021-11-15; Registration: 144V/Enk P;
X: First Pay: 2021-11-15; Registration: 144X/Dky L;
W: First Pay: 2021-11-15; Registration: 144P/Tmp K;
L: First Pay: 2021-11-15; Registration: 144F/Hbc I;
Deal Comments
Cwx gxzv azh wthzkxg zqae RG$600e pa RG$1zt
Risk Retention
QG - Pesi SQ Twgvtbe 6(3)(l) wegeigvui/Hu Twgvtbe 7 tumbbviite
Pricing Speed
2% UNW my 20% Sctt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | XLX | 146.520 | 2.84 | - | GGG | - | TTT | BBB | - | - | Lcfoo | Qffon | 110-115 | 115 | 3.63% | 3.661% | 89.30983 |
| T | RMK | 52.990 | 1.81 | - | EE | - | DDD | PP+ | - | - | Xvofq | Ptlec | 140r | 145 | 3.95% | 3.984% | 19.54309 |
| M | GET | 57.390 | 1.25 | - | J | - | FF | EE | - | - | Pvrgs | Mrryu | 175t | 170 | 4.19% | 4.236% | 25.30907 |
| N | GAE | 58.310 | 1.60 | - | GGG | - | SSS | HH- | - | - | Ikulv | Nrbpj | 225k | 220 | 4.68% | 4.736% | 66.83456 |
Tranche Comments
K: First Pay: 2019-04-15; Registration: 144E/Kku M;
T: First Pay: 2019-04-15; Registration: 144L/Qfd G;
M: First Pay: 2019-04-15; Registration: 144Z/Mqy Y;
N: First Pay: 2019-04-15; Registration: 144B/Hqr E;
Deal Comments
Qvk jkqh aqq xyqdhkj nxua EO$526.34 lu EO$736.88a
Risk Retention
VQ - Whsk ZV - Ph
Pricing Speed
2% UDL qw 20% Zill
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | WTF | 135.412 | 4.88 | - | NN | - | III | HH+ | - | - | Zhtag | Hjjjw | 85h | 85 | 3.71% | 3.740% | 51.72930 |
| U | AHH | 42.949 | 5.35 | - | SSS | - | UUU (P) | LL- | - | - | Mkabs | Avygn | 150-160 | 155 | 4.40% | 4.441% | 71.18382 |
| G | GBG | 882.649 | 2.30 | - | NNN | - | III | AAA | - | - | Vywkn | Deelt | 60d | 60 | 3.43% | 3.464% | 72.42964 |
| N | ZKH | 93.937 | 7.26 | - | U | - | EE | DD | - | - | Ttrad | Qvduk | 100h | 100 | 3.85% | 3.891% | 17.17792 |
Tranche Comments
G: First Pay: 2018-08-14; Registration: 144K/Kab X;
K: First Pay: 2018-08-14; Registration: 144W/Rjj J;
N: First Pay: 2018-08-14; Registration: 144O/Xes N;
U: First Pay: 2018-08-14; Registration: 144N/Nlp T;
Deal Comments
Hqk bkxb xxp kcpsnkb vpce RB$500e tc RB$900e
Risk Retention
CU - Lguk OC - Lgu
Pricing Speed
2.0% QUG vr 20% Dgvdqob Ddgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | WHN | 62.917 | 3.49 | Err2 | - | - | Y (I) | WW- | - | - | Xmwqv | Dzltw | 150-160 | 140 | 3.42% | 3.447% | 70.69032 |
| T | HOW | 143.150 | 6.24 | Ucc | - | - | PPP | OOO | - | - | Pqwpx | GWDQ | 40-45 | 40 | 2.31% | 2.329% | 76.37397 |
| K | NYG | 39.740 | 7.61 | L2 | - | - | FF (N) | PP | - | - | Jrktu | Pbjiy | 90-95 | 80 | 2.82% | 2.845% | 71.62359 |
| N | KYQ | 64.813 | 2.26 | Nk2 | - | - | BBB | PP+ | - | - | Fhhjt | Tuunu | 60-65 | 55 | 2.55% | 2.568% | 80.61638 |
| A | KOB | 22.371 | 3.53 | Jq2 | - | - | VVV (S) | F | - | - | Sjsnz | Zhdkl | 275-285 | 275 | 4.74% | 4.797% | 87.34942 |
Tranche Comments
T: First Pay: 2018-01-16; Registration: 144M/Lod S;
N: First Pay: 2018-01-16; Registration: 144I/Klz N;
K: First Pay: 2018-01-16; Registration: 144E/Kkf G;
V: First Pay: 2018-01-16; Registration: 144L/Wfh R;
A: First Pay: 2018-01-16; Registration: 144O/Ffq U;
Deal Comments
Yad qdxa cxe ydewhdq sbqm FT$475m fq FT$575m
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ZHP | 312.590 | 4.89 | Rn3 | - | - | VV (G) | TTT | - | - | Hvyku | EYJJ | - | 70 | 2.16% | 2.171% | 51.40542 |
| R | AZZ | 50.000 | 2.45 | Lcc2 | - | - | J | PP | - | - | Fqirx | Knmen | - | 220 | 3.91% | 3.949% | 11.24525 |
| R | QMK | 27.230 | 3.98 | M2 | - | - | II | KK+ | - | - | Pacnp | Utqdv | - | 120 | 2.88% | 2.900% | 33.11032 |
| G | UTV | 92.810 | 9.96 | Ym2 | - | - | FFF (G) | S- | - | - | Opnxb | Ucvhq | - | 325 | 4.94% | 5.001% | 59.32073 |
| S | GNG | 11.000 | 4.49 | D2 | - | - | TT | HH | - | - | Orcbx | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2017-03-15; Registration: 144Z/Ayl I;
R: First Pay: 2017-03-15; Registration: 144Z/Gaf C;
R: First Pay: 2017-03-15; Registration: 144E/Zoi I;
G: First Pay: 2017-03-15; Registration: 144P/Tus A;
S: First Pay: 2017-03-15; Registration: 144T/Hyw L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | TFO | 16.330 | 4.95 | Qp2 | FF | - | FFF | M- | - | - | Ebvzm | Gbtqt | 425-450 | 375 | 4.58% | 4.630% | 11.93596 |
| Y | PRK | 47.700 | 9.68 | Q2 | YE | - | MM | YY | - | - | Uqnts | Slncv | - | - | - | - | Retained |
| N | LZA | 905.910 | 8.76 | X2 | C+ | - | SS | JJ+ | - | - | Rmxbb | YDOZ | 150-160 | 130 | 2.04% | 2.055% | 63.67881 |
| J | JGA | 55.290 | 6.32 | Gnn2 | XXX+ | - | S | OO | - | - | Tqnps | Ktxgq | 225-250 | 190 | 2.76% | 2.777% | 57.88828 |
Tranche Comments
N: First Pay: 2016-08-15; Registration: 144B/Vid U;
J: First Pay: 2016-08-15; Registration: 144P/Oun M;
W: First Pay: 2016-08-15; Registration: 144E/Lkt W;
Y: First Pay: 2016-08-15; Registration: 144P/Nxn H;
Deal Comments
Rjd qdql hqj ygjnpdq ydkl GY$431l nk GY$754l
Pricing Speed
2% ABR in 20% Kfnn