| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | IZI | 28.370 | 6.35 | - | KK | - | DDD | VV+ | - | - | Nayfo | A-Lxpzf | 100-105 | 95 | 5.56% | 5.629% | 65.30166 |
| T | NGC | 930.580 | 2.65 | - | AAA | - | WWW | BBB | - | - | Cptqb | T-Mjnhq | 80-85 | 80 | 5.36% | 5.426% | 73.86655 |
| S | ETH | 83.690 | 7.81 | - | ZZZ- | - | BBB (X) | UU- | - | - | Dqplz | W-Pclbf | 160-170 | 150 | 6.10% | 6.183% | 63.67692 |
| I | COT | 34.330 | 3.56 | - | R | - | Q (B) | FF | - | - | Enbtx | D-Vgfii | 120-125 | 115 | 5.76% | 5.833% | 91.25946 |
Tranche Comments
T: First Pay: 2025-02-14; Registration: 144V/Azv M;
S: First Pay: 2025-02-14; Registration: 144E/Mkl Z;
I: First Pay: 2025-02-14; Registration: 144Z/Zoj J;
S: First Pay: 2025-02-14; Registration: 144C/Jki J;
Deal Comments
Cdc vcnb anp qkpdpcv fler CD$500r qe CD$900r
Risk Retention
PD - Qcdb UP/PB - Cp
Pricing Speed
2.0% ORY hd 20% Mitmt-Zg Mmii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | QIV | 36.300 | 4.82 | - | KK | - | ZZZ | CC+ | - | - | Rqamm | V-Htwgg | 180f | 180 | 5.81% | 5.892% | 69.66760 |
| S | KZI | 888.580 | 8.29 | - | RRR | - | RRR | HHH | - | - | Dcxlv | Q-Khxfk | 125-130 | 125 | 5.41% | 5.502% | 16.75207 |
| Y | LEJ | 49.610 | 7.90 | - | Q | - | PP | MM | - | - | Zgkyj | O-Wyoac | 215x | 215 | 6.14% | 6.228% | 45.40271 |
| J | IZY | 61.780 | 4.53 | - | NNN- | - | Q | LL- | - | - | Cpwfk | W-Jnude | 315-325 | 310 | 7.07% | 7.178% | 64.35176 |
Tranche Comments
S: First Pay: 2023-03-14; Registration: 144Z/Phn Z;
C: First Pay: 2023-03-14; Registration: 144L/Kkw K;
Y: First Pay: 2023-03-14; Registration: 144J/Cqv T;
J: First Pay: 2023-03-14; Registration: 144Z/Pfy V;
Deal Comments
Wxb jbne anh aihkwbj sglc EI$400c il EI$750c
Risk Retention
QD - Cxky OQ/QHz Thfpwnx 6(3)(j) - Cxk, Thfpwnx 7 - Vu
Pricing Speed
2% YMH pk 20% Qcee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | GLG | 97.000 | 4.74 | - | GGG | - | AAA | JJJ | - | - | Vyqrxqhq | VVVJ | 150-160 | 160 | YMYJ+160 | - | 490.00000 |
| O | MSR | 43.940 | 8.40 | - | EEE- | - | F | AA- | - | - | Awzhd | I-Qorar | 280-290 | 280 | 5.90% | 5.979% | 72.59408 |
| O | IQT | 17.190 | 8.40 | - | F | - | KK | NN | - | - | Maiwx | D-Dhgcq | 230-240 | 220 | 5.31% | 5.379% | 95.46497 |
| P | ICU | 11.440 | 6.66 | - | TT | - | MMM | WW+ | - | - | Sszyq | Z-Rznrg | 200b | 195 | 5.07% | 5.128% | 79.97589 |
| R-1 | JLZ | 677.250 | 7.48 | - | PPP | - | FFF | JJJ | - | - | Imksg | U-Pniud | 150-160 | 160 | 4.65% | 4.698% | 47.47090 |
Tranche Comments
R-1: First Pay: 2022-07-14; Registration: 144G/Djy K;
Y-2: First Pay: 2022-07-14; Registration: 144Y/Zoc R;
P: First Pay: 2022-07-14; Registration: 144I/Vmc E;
O: First Pay: 2022-07-14; Registration: 144X/Gem O;
O: First Pay: 2022-07-14; Registration: 144R/Bxf R;
Deal Comments
Xyg xgbf ebk epkqggx nhls IJ$500s fl IJ$600s
Risk Retention
PH - Uebv RPw Wfufkfe 6(3)(w) feuenufon / Po Wfufkfe 7 korgffcnke
Pricing Speed
2% EFE yx 20% Trll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | EMX | 55.278 | 7.95 | - | OOO | - | F | GG- | - | - | Zqtkk | Hgtep | 80-85 | 80 | 1.62% | 1.627% | 25.60779 |
| H | VRT | 204.425 | 4.73 | - | VVV | - | WWW | HHH | - | - | Kjahe | Rgztf | 28-30 | 28 | 0.87% | 0.876% | 82.92070 |
| Y | MTT | 891.488 | 7.50 | - | QQ | - | KKK | QQ+ | - | - | Njpjj | Dubhh | 45-50 | 45 | 1.26% | 1.273% | 93.92924 |
| D | WWU | 28.599 | 1.50 | - | U | - | II | GG | - | - | Jsjab | Kufiz | 60-65 | 60 | 1.42% | 1.427% | 41.68870 |
Tranche Comments
H: First Pay: 2021-11-15; Registration: 144E/Xqw J;
Y: First Pay: 2021-11-15; Registration: 144G/Eue Y;
D: First Pay: 2021-11-15; Registration: 144B/Vkx C;
R: First Pay: 2021-11-15; Registration: 144E/Bnk Y;
Deal Comments
Jij ejhs qhl hsldgje jaqi IW$600i aq IW$1cv
Risk Retention
PG - Vxhz SP Wjfvrux 6(3)(d) jxfxifvli/Gl Wjfvrux 7 rlscuvcirx
Pricing Speed
2% YEY zw 20% Gxll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | JBO | 977.910 | 6.82 | - | OOO | - | VVV | RRR | - | - | Slpuo | Docoy | 110-115 | 115 | 3.63% | 3.661% | 28.95220 |
| A | YSH | 76.300 | 5.47 | - | I | - | II | OO | - | - | Mfkik | Nrjno | 175k | 170 | 4.19% | 4.236% | 91.93546 |
| S | LYD | 77.580 | 8.67 | - | KKK | - | III | WW- | - | - | Yjocx | Jrldt | 225x | 220 | 4.68% | 4.736% | 80.98239 |
| G | XAV | 62.540 | 7.31 | - | XX | - | XXX | FF+ | - | - | Bcnss | Njfvu | 140a | 145 | 3.95% | 3.984% | 85.56021 |
Tranche Comments
Y: First Pay: 2019-04-15; Registration: 144Q/Exg Y;
G: First Pay: 2019-04-15; Registration: 144M/Hdf G;
A: First Pay: 2019-04-15; Registration: 144A/Ikr O;
S: First Pay: 2019-04-15; Registration: 144B/Plr A;
Deal Comments
Fpj mjbj dbw qnwpdjm mbag IT$526.34 ma IT$736.88g
Risk Retention
AH - Omrv CA - Qd
Pricing Speed
2% XGS ye 20% Prvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | BJY | 60.232 | 5.75 | - | TTT | - | EEE (F) | JJ- | - | - | Nnhjf | Ytamj | 150-160 | 155 | 4.40% | 4.441% | 62.16819 |
| N | PCJ | 920.687 | 2.27 | - | EE | - | AAA | BB+ | - | - | Lzale | Ruyxz | 85r | 85 | 3.71% | 3.740% | 88.82530 |
| Z | XXT | 16.268 | 8.57 | - | E | - | RR | PP | - | - | Wtmoc | Tinrd | 100r | 100 | 3.85% | 3.891% | 16.75478 |
| T | ULE | 257.722 | 9.90 | - | XXX | - | OOO | JJJ | - | - | Zmpel | Lqnmc | 60t | 60 | 3.43% | 3.464% | 85.73839 |
Tranche Comments
T: First Pay: 2018-08-14; Registration: 144G/Yue U;
N: First Pay: 2018-08-14; Registration: 144G/Hjn S;
Z: First Pay: 2018-08-14; Registration: 144Y/Eqq I;
Q: First Pay: 2018-08-14; Registration: 144N/Zww U;
Deal Comments
Eug vgbc ybh nqhbjgv qkou MC$500u no MC$900u
Risk Retention
KP - Zycq NK - Zyc
Pricing Speed
2.0% IAG vj 20% Isvfmtr Ifss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | QPP | 97.950 | 5.18 | Cgg2 | - | - | J (V) | JJ- | - | - | Zuaql | Blray | 150-160 | 140 | 3.42% | 3.447% | 46.73504 |
| L | YIP | 46.356 | 3.72 | Sa2 | - | - | MMM | FF+ | - | - | Rcvrs | Sndep | 60-65 | 55 | 2.55% | 2.568% | 17.33335 |
| U | CEN | 69.530 | 2.11 | N2 | - | - | EE (V) | KK | - | - | Epvri | Zoxhj | 90-95 | 80 | 2.82% | 2.845% | 31.33930 |
| W | VKC | 207.560 | 9.24 | Dmm | - | - | OOO | AAA | - | - | Cgxpm | WXKM | 40-45 | 40 | 2.31% | 2.329% | 11.46502 |
| K | KYQ | 62.459 | 3.72 | Wc2 | - | - | LLL (W) | L | - | - | Hmjxh | Oklln | 275-285 | 275 | 4.74% | 4.797% | 42.53670 |
Tranche Comments
W: First Pay: 2018-01-16; Registration: 144K/Myk S;
L: First Pay: 2018-01-16; Registration: 144E/Zti F;
U: First Pay: 2018-01-16; Registration: 144T/Qib D;
E: First Pay: 2018-01-16; Registration: 144P/Uak I;
K: First Pay: 2018-01-16; Registration: 144T/Yto W;
Deal Comments
Wch hhie vik uwkxehh cuix RM$475x xi RM$575x
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | KEX | 80.690 | 1.39 | Cz2 | - | - | QQQ (N) | F- | - | - | Xulcz | Hqvly | - | 325 | 4.94% | 5.001% | 80.85341 |
| D | WZU | 63.810 | 4.35 | G2 | - | - | TT | UU+ | - | - | Avikw | Bnwfe | - | 120 | 2.88% | 2.900% | 48.64646 |
| Y | RBH | 76.000 | 7.58 | N2 | - | - | SS | SS | - | - | Fpsvd | - | - | - | - | - | Retained |
| O | CFW | 452.640 | 8.79 | Uq3 | - | - | II (U) | VVV | - | - | Tarjn | XVHC | - | 70 | 2.16% | 2.171% | 81.25855 |
| B | RUZ | 52.000 | 9.24 | Hff2 | - | - | I | JJ | - | - | Pylkq | Igkto | - | 220 | 3.91% | 3.949% | 75.68527 |
Tranche Comments
O: First Pay: 2017-03-15; Registration: 144B/Bxo A;
D: First Pay: 2017-03-15; Registration: 144I/Gob E;
B: First Pay: 2017-03-15; Registration: 144V/Bxg V;
Y: First Pay: 2017-03-15; Registration: 144T/Qdq Q;
Y: First Pay: 2017-03-15; Registration: 144M/Cwr E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | VPW | 453.640 | 4.49 | M2 | I+ | - | MM | YY+ | - | - | Yolcz | YLDL | 150-160 | 130 | 2.04% | 2.055% | 37.12224 |
| D | JKK | 46.200 | 2.83 | U2 | NF | - | OO | EE | - | - | Xobrk | Imthv | - | - | - | - | Retained |
| I | UYF | 13.680 | 1.74 | Rpp2 | AAA+ | - | T | TT | - | - | Snzrs | Ztngm | 225-250 | 190 | 2.76% | 2.777% | 41.57026 |
| P | ZAT | 89.250 | 5.45 | Cn2 | UU | - | HHH | J- | - | - | Xqzqy | Uvioq | 425-450 | 375 | 4.58% | 4.630% | 34.52723 |
Tranche Comments
F: First Pay: 2016-08-15; Registration: 144E/Uwv P;
I: First Pay: 2016-08-15; Registration: 144G/Wck K;
P: First Pay: 2016-08-15; Registration: 144B/Dfs K;
D: First Pay: 2016-08-15; Registration: 144Q/Tth L;
Deal Comments
Knh vhax jac qscebhv uieg RK$431g te RK$754g
Pricing Speed
2% LLM wr 20% Qamm