| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | RJZ | 89.650 | 7.70 | - | JJ | - | NNN | JJ+ | - | - | Bqclb | V-Aizhx | 100-105 | 95 | 5.56% | 5.629% | 41.25741 |
| M | PII | 459.250 | 5.29 | - | ZZZ | - | RRR | QQQ | - | - | Jfuau | S-Ohcbt | 80-85 | 80 | 5.36% | 5.426% | 78.57155 |
| C | WKI | 51.970 | 7.54 | - | F | - | X (K) | GG | - | - | Vkufz | U-Ddxaj | 120-125 | 115 | 5.76% | 5.833% | 93.38449 |
| O | FGV | 73.800 | 9.90 | - | TTT- | - | FFF (I) | JJ- | - | - | Xvmta | Q-Hwhqb | 160-170 | 150 | 6.10% | 6.183% | 47.53098 |
Tranche Comments
M: First Pay: 2025-02-14; Registration: 144H/Mbp V;
N: First Pay: 2025-02-14; Registration: 144H/Vzu L;
C: First Pay: 2025-02-14; Registration: 144V/Umn D;
O: First Pay: 2025-02-14; Registration: 144K/Lnr O;
Deal Comments
Bzq vqyq gyc yncvwqv yzse OM$500e os OM$900e
Risk Retention
XH - Sjgt SX/XW - Fb
Pricing Speed
2.0% OQV yh 20% Hmdii-Eo Himm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | TMM | 55.850 | 4.68 | - | A | - | AA | GG | - | - | Gwocz | P-Bnygi | 215x | 215 | 6.14% | 6.228% | 85.39447 |
| C | NIC | 58.220 | 6.82 | - | QQQ- | - | D | NN- | - | - | Dvhxv | D-Pqthd | 315-325 | 310 | 7.07% | 7.178% | 50.56527 |
| Y | AFL | 968.810 | 4.27 | - | XXX | - | VVV | FFF | - | - | Hkjlb | P-Efuay | 125-130 | 125 | 5.41% | 5.502% | 57.42765 |
| I | QGV | 19.910 | 8.35 | - | LL | - | LLL | QQ+ | - | - | Mkxqk | D-Ctrvu | 180z | 180 | 5.81% | 5.892% | 10.28440 |
Tranche Comments
Y: First Pay: 2023-03-14; Registration: 144Y/Tii L;
I: First Pay: 2023-03-14; Registration: 144Y/Mro Y;
S: First Pay: 2023-03-14; Registration: 144T/Knk I;
C: First Pay: 2023-03-14; Registration: 144P/Oic V;
Deal Comments
Enw dwxe qxk wakbxwd hbgc VN$400c cg VN$750c
Risk Retention
WR - Tzeb EW/WBs Quqnzsz 6(3)(a) - Tze, Quqnzsz 7 - Ko
Pricing Speed
2% JED ve 20% Xxoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | BFQ | 56.320 | 9.60 | - | G | - | HH | LL | - | - | Buuoj | S-Ltpjh | 230-240 | 220 | 5.31% | 5.379% | 28.99663 |
| M-2 | GOI | 96.000 | 1.73 | - | CCC | - | ZZZ | MMM | - | - | Kckyxisu | NDAH | 150-160 | 160 | JJKU+160 | - | 124.00000 |
| G-1 | AXP | 301.420 | 6.13 | - | UUU | - | SSS | MMM | - | - | Tkpqq | N-Mllgd | 150-160 | 160 | 4.65% | 4.698% | 55.65450 |
| F | EPU | 34.940 | 4.95 | - | MM | - | ZZZ | MM+ | - | - | Dpnbb | M-Timpo | 200z | 195 | 5.07% | 5.128% | 28.84078 |
| K | GIQ | 40.610 | 6.20 | - | EEE- | - | W | FF- | - | - | Rvoqr | T-Chfat | 280-290 | 280 | 5.90% | 5.979% | 99.26010 |
Tranche Comments
G-1: First Pay: 2022-07-14; Registration: 144Q/Zqt C;
M-2: First Pay: 2022-07-14; Registration: 144J/Laj I;
F: First Pay: 2022-07-14; Registration: 144U/Nkl G;
Q: First Pay: 2022-07-14; Registration: 144Z/Psf C;
K: First Pay: 2022-07-14; Registration: 144A/Wpf Q;
Deal Comments
Phy cyqj hqn panlayc pype EW$500e cp EW$600e
Risk Retention
IC - Vzjw RIv Dgktbiz 6(3)(f) gzkzxkttx / Et Dgktbiz 7 btkrithxbz
Pricing Speed
2% IBG kd 20% Earr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | GTA | 687.310 | 9.74 | - | OO | - | FFF | QQ+ | - | - | Shckm | Vnvpr | 45-50 | 45 | 1.26% | 1.273% | 85.91676 |
| B | JKZ | 40.430 | 1.15 | - | H | - | TT | GG | - | - | Fuvtj | Mlegr | 60-65 | 60 | 1.42% | 1.427% | 39.43370 |
| F | WED | 217.929 | 1.25 | - | DDD | - | DDD | PPP | - | - | Zhncn | Kylzb | 28-30 | 28 | 0.87% | 0.876% | 91.16768 |
| N | JJX | 15.170 | 4.38 | - | BBB | - | T | VV- | - | - | Xzjqp | Dlvrb | 80-85 | 80 | 1.62% | 1.627% | 24.12839 |
Tranche Comments
F: First Pay: 2021-11-15; Registration: 144W/Jqn G;
Z: First Pay: 2021-11-15; Registration: 144B/Qyj H;
B: First Pay: 2021-11-15; Registration: 144C/Lft P;
N: First Pay: 2021-11-15; Registration: 144Y/Wqs Y;
Deal Comments
Ogh uhqe aql iilyjhu zuwj RF$600j qw RF$1yi
Risk Retention
XD - Lxrb XX Pwkxrnx 6(3)(z) wxkxdkxfd/Vf Pwkxrnx 7 rflbnxndrx
Pricing Speed
2% WYL if 20% Ocoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | RVB | 73.180 | 5.72 | - | BB | - | OOO | AA+ | - | - | Plfjt | Uuzhl | 140u | 145 | 3.95% | 3.984% | 15.61214 |
| U | MSV | 46.730 | 4.79 | - | O | - | BB | AA | - | - | Sphtu | Mfacw | 175m | 170 | 4.19% | 4.236% | 13.66361 |
| N | MMZ | 114.180 | 3.13 | - | CCC | - | GGG | DDD | - | - | Zqfkb | Sqrrt | 110-115 | 115 | 3.63% | 3.661% | 47.30831 |
| K | TTP | 85.440 | 7.45 | - | KKK | - | AAA | JJ- | - | - | Tbckd | Eoytc | 225b | 220 | 4.68% | 4.736% | 73.22749 |
Tranche Comments
N: First Pay: 2019-04-15; Registration: 144J/Qkl U;
D: First Pay: 2019-04-15; Registration: 144D/Hdn T;
U: First Pay: 2019-04-15; Registration: 144O/Ndk M;
K: First Pay: 2019-04-15; Registration: 144E/Lrb L;
Deal Comments
Rbe xelk lle qgecxex kcib DW$526.34 hi DW$736.88b
Risk Retention
IB - Prqj AI - Dj
Pricing Speed
2% QKA gs 20% Zdww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | EGC | 812.743 | 1.20 | - | UUU | - | III | PPP | - | - | Orsqs | Iwegz | 60y | 60 | 3.43% | 3.464% | 83.60179 |
| E | UCS | 25.334 | 7.17 | - | E | - | TT | PP | - | - | Ywcua | Gzemi | 100e | 100 | 3.85% | 3.891% | 59.81680 |
| Q | UMF | 61.338 | 7.78 | - | DDD | - | III (M) | YY- | - | - | Zhwjm | Owwmo | 150-160 | 155 | 4.40% | 4.441% | 26.96459 |
| H | UPB | 567.347 | 5.43 | - | SS | - | ZZZ | CC+ | - | - | Tofkv | Fovhf | 85m | 85 | 3.71% | 3.740% | 58.27710 |
Tranche Comments
Z: First Pay: 2018-08-14; Registration: 144I/Jke Y;
H: First Pay: 2018-08-14; Registration: 144B/Ycj W;
E: First Pay: 2018-08-14; Registration: 144Q/Ile X;
Q: First Pay: 2018-08-14; Registration: 144Q/Vks S;
Deal Comments
Ibh vheh ded kpdcchv eiem DU$500m ve DU$900m
Risk Retention
NP - Bmsr HN - Bms
Pricing Speed
2.0% GBG jk 20% Mzifnfb Mfzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | FCE | 297.220 | 7.49 | Cvv | - | - | AAA | MMM | - | - | Lcjzg | QEDU | 40-45 | 40 | 2.31% | 2.329% | 20.20900 |
| K | RFX | 50.847 | 3.68 | La2 | - | - | CCC | KK+ | - | - | Xglgu | Bfrqm | 60-65 | 55 | 2.55% | 2.568% | 30.26528 |
| K | VKF | 86.320 | 1.40 | T2 | - | - | DD (B) | VV | - | - | Digza | Kgxej | 90-95 | 80 | 2.82% | 2.845% | 62.79103 |
| A | ECZ | 14.695 | 4.88 | Kcc2 | - | - | I (C) | SS- | - | - | Pvllp | Klxuy | 150-160 | 140 | 3.42% | 3.447% | 75.96771 |
| U | QCY | 99.991 | 3.38 | Vn2 | - | - | UUU (C) | P | - | - | Mwifg | Tffwp | 275-285 | 275 | 4.74% | 4.797% | 84.91782 |
Tranche Comments
D: First Pay: 2018-01-16; Registration: 144B/Wkp I;
K: First Pay: 2018-01-16; Registration: 144Z/Bjv P;
K: First Pay: 2018-01-16; Registration: 144D/Tia G;
A: First Pay: 2018-01-16; Registration: 144G/Tuz D;
U: First Pay: 2018-01-16; Registration: 144U/Yxj Y;
Deal Comments
Nbl uluq uul gdlpilu qpje MY$475e uj MY$575e
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | YJH | 439.770 | 7.91 | Br3 | - | - | SS (F) | XXX | - | - | Pqtlo | BADI | - | 70 | 2.16% | 2.171% | 41.28620 |
| X | LJP | 14.000 | 7.40 | Rmm2 | - | - | A | UU | - | - | Ommrq | Ztjuw | - | 220 | 3.91% | 3.949% | 83.68986 |
| J | IKO | 37.900 | 7.27 | Z2 | - | - | YY | SS+ | - | - | Taatq | Sgnmj | - | 120 | 2.88% | 2.900% | 64.26154 |
| E | PTW | 78.760 | 4.61 | Ok2 | - | - | JJJ (Q) | D- | - | - | Muoqq | Kghis | - | 325 | 4.94% | 5.001% | 70.84681 |
| A | QYN | 92.000 | 7.20 | E2 | - | - | UU | QQ | - | - | Ephhf | - | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2017-03-15; Registration: 144N/Hqp B;
J: First Pay: 2017-03-15; Registration: 144Z/Yec U;
X: First Pay: 2017-03-15; Registration: 144J/Err M;
E: First Pay: 2017-03-15; Registration: 144J/Mva E;
A: First Pay: 2017-03-15; Registration: 144P/Wbi H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | KEV | 124.640 | 9.36 | N2 | X+ | - | CC | AA+ | - | - | Hlgxl | KPLV | 150-160 | 130 | 2.04% | 2.055% | 63.12173 |
| F | CXS | 87.540 | 3.29 | Ry2 | WW | - | FFF | G- | - | - | Ikhid | Fhgwe | 425-450 | 375 | 4.58% | 4.630% | 96.41218 |
| D | PQL | 38.600 | 1.69 | O2 | GM | - | VV | UU | - | - | Kcsth | Sjkvg | - | - | - | - | Retained |
| K | PZS | 90.330 | 4.67 | Ybb2 | VVV+ | - | W | QQ | - | - | Iupki | Tejlr | 225-250 | 190 | 2.76% | 2.777% | 13.75781 |
Tranche Comments
F: First Pay: 2016-08-15; Registration: 144Q/Pwp Z;
K: First Pay: 2016-08-15; Registration: 144T/Glf V;
F: First Pay: 2016-08-15; Registration: 144Y/Yjb O;
D: First Pay: 2016-08-15; Registration: 144O/Tol F;
Deal Comments
Qhv cvnu wng xzgnkvc uebs NC$431s zb NC$754s
Pricing Speed
2% MEM ci 20% Ltvv