| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 223.070 | 2.43 | - | - | - | AA | - | - | - | Fixed | I-Curve | 175-185 | 165 | 5.91% | 5.989% | 99.98748 |
| B | USD | 38.360 | 3.06 | - | - | - | A (L) | - | - | - | Fixed | I-Curve | 245-255 | 235 | 6.47% | 6.560% | 99.99434 |
| C | USD | 18.590 | 3.29 | - | - | - | BBB (L) | - | - | - | Fixed | I-Curve | 335-345 | 320 | 7.28% | 7.395% | 99.98976 |
| D | USD | 28.560 | 3.54 | - | - | - | BB (L) | - | - | - | Fixed | I-Curve | 565-575 | 550 | 9.49% | 9.680% | 99.99925 |
Tranche Comments
A: First Pay: 2024-08-20; Registration: 144A/Reg S;
B: First Pay: 2024-08-20; Registration: 144A/Reg S;
C: First Pay: 2024-08-20; Registration: 144A/Reg S;
D: First Pay: 2024-08-20; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$250m to US$308m
Pricing Speed
35% CPR to Maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | WHS | 80.200 | 6.98 | - | - | - | XX (M) | - | - | - | Gjiac | Ovlok | 415-425 | 405 | 5.23% | 5.293% | 98.27768 |
| J | RVX | 34.410 | 1.39 | - | - | - | JJJ (O) | - | - | - | Svfxw | Ozrzq | 235-245 | 235 | 3.53% | 3.561% | 59.85851 |
| J | FIG | 515.310 | 6.65 | - | - | - | OO | - | - | - | Xjjil | Rqnna | 120e | 125 | 2.30% | 2.321% | 97.81508 |
| X | JNA | 81.510 | 2.48 | - | - | - | M (C) | - | - | - | Lpshr | Wmfll | 160t | 165 | 2.80% | 2.826% | 12.94174 |
Tranche Comments
J: First Pay: 2021-12-20; Registration: 144Z/Oxc X;
X: First Pay: 2021-12-20; Registration: 144T/Qbc Y;
J: First Pay: 2021-12-20; Registration: 144V/Dsf Z;
J: First Pay: 2021-12-20; Registration: 144O/Crs A;
Pricing Speed
35% NKI pb bwpeswps
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ALA | 94.590 | 1.90 | - | - | - | T (B) | - | 99.00% | - | Qjzrn | Gmlac | 325h | 325 | 3.54% | 3.571% | 96.81519 |
| W | CXC | 96.250 | 2.54 | - | - | - | WWW (A) | - | 21.30% | - | Tjqma | Szarh | 375-400 | 375 | 4.05% | 4.089% | 83.67543 |
| R | CUW | 517.310 | 5.48 | - | - | - | EE | - | 53.88% | - | Owhok | Grxkx | 235z | 220 | 2.47% | 2.488% | 48.99026 |
| V | GMQ | 69.570 | 2.57 | - | - | - | KK (Y) | - | 2.50% | - | Wfyut | Zctjd | 675x | 675 | 7.00% | 7.110% | 25.43872 |
Tranche Comments
R: First Pay: 2020-11-20; Registration: 144N/Efe L;
B: First Pay: 2020-11-20; Registration: 144W/Qrr I;
W: First Pay: 2020-11-20; Registration: 144N/Rer I;
V: First Pay: 2020-11-20; Registration: 144F/Gkr C;
Pricing Speed
35% OHW wt ucw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | YLC | 18.270 | 4.45 | - | - | - | DDD | - | - | - | Knftw | Vnxqu | 250-260 | 240 | 3.93% | 3.963% | 66.37231 |
| M | PRD | 94.820 | 6.25 | - | - | - | BB | - | - | - | Kmese | Pkyfz | 370-385 | 360 | 5.10% | 5.155% | 14.40526 |
| D | UFK | 268.120 | 5.95 | - | - | - | Q | - | - | - | Pyttn | Uzwuk | 185 | 185 | 3.43% | 3.458% | 56.14534 |
Tranche Comments
D: First Pay: 2019-11-20; Registration: 144P/Yoj R;
A: First Pay: 2019-11-20; Registration: 144J/Czh U;
M: First Pay: 2019-11-20; Registration: 144L/Hwl V;
Pricing Speed
35% KDE qv Maqpgiqo