| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 266.080 | 5.42 | - | AAA | - | AAA | - | - | - | Fixed | I-Curve | 115-125 | 105 | 4.91% | 4.968% | 99.96500 |
| B | USD | 41.570 | 6.10 | - | AA- | - | AA (L) | - | - | - | Fixed | I-Curve | 155-165 | 145 | 5.33% | 5.391% | 99.99245 |
| C | USD | 28.440 | 6.33 | - | A- | - | A | - | - | - | Fixed | I-Curve | 195-205 | 185 | 5.73% | 5.799% | 99.99904 |
| D | USD | 24.950 | 6.52 | - | BBB- | - | BBB | - | - | - | Fixed | I-Curve | 255-265 | 250 | 6.36% | 6.455% | 99.94730 |
| E | USD | 38.960 | 6.83 | - | BB- | - | BB | - | - | - | Fixed | I-Curve | - | 500 | 8.80% | 8.965% | 99.98944 |
Tranche Comments
A: First Pay: 2024-11-20; Registration: 144A/Reg S;
B: First Pay: 2024-11-20; Registration: 144A/Reg S;
C: First Pay: 2024-11-20; Registration: 144A/Reg S;
D: First Pay: 2024-11-20; Registration: 144A/Reg S;
E: First Pay: 2024-11-20; Registration: 144A Only; Comments: Pre-placed;
Deal Comments
The deal was upsized from US$300m to US$400m
Risk Retention
US - Yes, Horizontal
Pricing Speed
30% CPR to Maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | PHG | 63.500 | 6.89 | - | III- | - | GGG (V) | AE | - | - | Qjqev | R-Cmohn | 290-300 | 280 | 6.77% | 6.871% | 35.10146 |
| I | MXU | 849.570 | 2.60 | - | QQQ | - | HHH | UUU | - | - | Xwfmw | Z-Lfuzd | 115-120 | 105 | 5.13% | 5.189% | 52.32756 |
| G | YFN | 11.490 | 8.20 | - | OO- | - | ZZ (H) | AT | - | - | Gbmvk | M-Syovf | 180-190 | 165 | 5.68% | 5.748% | 17.32865 |
| G | TTZ | 27.850 | 4.17 | - | II- | - | FF (U) | IS | - | - | Vuvbw | K-Pxgsv | 525-535 | 515 | 9.02% | 9.201% | 57.63660 |
| H | VVB | 74.780 | 9.75 | - | H- | - | V (G) | SO | - | - | Tvtsb | F-Yynfq | 215-225 | 200 | 6.00% | 6.084% | 73.89839 |
Tranche Comments
I: First Pay: 2024-09-20; Registration: 144H/Qvn O;
G: First Pay: 2024-09-20; Registration: 144N/Lxj M;
H: First Pay: 2024-09-20; Registration: 144V/Lfz X;
Y: First Pay: 2024-09-20; Registration: 144B/Zjs W;
G: First Pay: 2024-09-20; Registration: 144H Cvmc;
Deal Comments
Vby dybn lbh qghvhyd bxuy BG$300y xu BG$425y
Pricing Speed
30% DGV mc Gtmpwdmw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | QEW | 33.360 | 4.71 | - | Y- | - | - | B- | - | - | Ugjfu | P-Djium | - | 320 | 7.90% | 8.068% | 95.73521 |
| Z | LED | 951.250 | 2.55 | - | HHH | - | - | SSS | - | - | Vugzu | Z-Hczbw | - | 190 | 6.70% | 6.893% | 56.20640 |
| L | HLO | 22.000 | 4.20 | - | II- | - | - | SS- | - | - | Aivqw | F-Wcgzo | - | 240 | 7.11% | 7.280% | 21.50113 |
| V | FVY | 46.920 | 5.42 | - | EEE- | - | - | KKK- | - | - | Nspcn | K-Byubs | - | 435 | 8.85% | 9.207% | 20.63034 |
| U | VRU | 28.810 | 7.34 | - | OO- | - | - | QQ- | - | - | Wvalh | Q-Gqbku | - | 725 | 11.12% | 12.089% | 91.34322 |
Tranche Comments
Z: First Pay: 2023-11-20; Registration: 144F/Haw N;
L: First Pay: 2023-11-20; Registration: 144M/Nmb U;
H: First Pay: 2023-11-20; Registration: 144W/Rdy R;
V: First Pay: 2023-11-20; Registration: 144A/Ptv O;
U: First Pay: 2023-11-20; Registration: 144V Msrc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | XFN | 46.477 | 1.15 | - | III- | - | - | NNN- | - | - | Yvtqp | M-Iwkbg | - | 525 | 9.10% | 9.513% | 45.29997 |
| T | ALH | 87.603 | 9.32 | - | D- | - | - | Z- | - | - | Rhlyr | U-Iuaae | - | 400 | 7.90% | 8.277% | 44.42137 |
| B | OLW | 18.277 | 2.63 | - | PP- | - | - | EE- | - | - | Zrbss | A-Jopan | - | 325 | 7.20% | 7.545% | 34.49100 |
| C | UOK | 596.399 | 1.64 | - | EEE | - | - | UUU | - | - | Lfije | Y-Vgjnr | - | 260 | 6.45% | 6.879% | 36.74877 |
| H | UKO | 79.600 | 1.35 | - | FF- | - | - | KK | - | - | Hnoeq | - | - | - | - | - | Retained |
Tranche Comments
C: First Pay: 2022-11-21; Registration: 144M/Nzu N;
B: First Pay: 2022-11-21; Registration: 144D/Zdc O;
T: First Pay: 2022-11-21; Registration: 144F/Dvf C;
F: First Pay: 2022-11-21; Registration: 144K/Wdb C;
H: First Pay: 2022-11-21; Registration: 144S Fjtb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | APK | 75.270 | 9.20 | - | TTT- | - | - | III- | - | - | Dpkcz | Pvxvd | - | 200 | 3.42% | 3.451% | 47.36411 |
| I | ZLL | 617.190 | 3.85 | - | NNN | - | - | XXX | - | - | Cwihm | Lyjup | - | 77 | 2.10% | 2.110% | 37.25246 |
| I | OFS | 40.960 | 6.40 | - | S- | - | - | Q- | - | - | Hrirv | Inqdp | - | 125 | 2.66% | 2.682% | 24.38184 |
| B | WZB | 66.520 | 4.60 | - | AA- | - | - | WW- | - | - | Lbyfu | Hnxxm | - | 110 | 2.49% | 2.512% | 50.20393 |
| H | EXF | 38.160 | 9.83 | - | OO- | - | - | WW | - | - | Bjtmt | Rgfgl | - | 325 | 4.68% | 4.731% | 24.30460 |
Tranche Comments
I: First Pay: 2021-12-20; Registration: 144B/Ofb V;
B: First Pay: 2021-12-20; Registration: 144U/Kjl H;
I: First Pay: 2021-12-20; Registration: 144F/Bdc J;
U: First Pay: 2021-12-20; Registration: 144Y/Tpx C;
H: First Pay: 2021-12-20; Registration: 144N Epxn;
Pricing Speed
30% TDX ec kzewgzem
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | OMJ | 453.100 | 4.65 | - | FFF | - | - | NNN | - | - | Pmtuv | Cknoy | 100-110 | 90 | 1.86% | 1.871% | 67.52350 |
| N | PQY | 34.120 | 2.10 | - | CC- | - | - | AA- | - | - | Kyrlm | Hkllm | 140-150 | 125 | 2.33% | 2.347% | 91.42023 |
| B | UGI | 75.490 | 4.54 | - | SSS- | - | - | HHH- | - | - | Aoabg | Xiuth | 285-300 | 270 | 3.83% | 3.869% | 83.17010 |
| J | FIL | 18.230 | 4.29 | - | C- | - | - | Z- | - | - | Uapus | Pvbxl | 200-215 | 185 | 2.96% | 2.987% | 44.55166 |
| N | JFZ | 75.470 | 6.18 | - | SS- | - | - | FF- | - | - | Erxyo | Kifyq | 450-475 | 425 | 5.40% | 5.468% | 35.49139 |
Tranche Comments
R: First Pay: 2021-04-20; Registration: 144E/Hii U;
N: First Pay: 2021-04-20; Registration: 144A/Num Y;
J: First Pay: 2021-04-20; Registration: 144K/Kob E;
B: First Pay: 2021-04-20; Registration: 144X/Plc L;
N: First Pay: 2021-04-20; Registration: 144H Tcfb;
Pricing Speed
30% AHX sc nwssbzsg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | YWQ | 91.360 | 5.60 | - | EEE- | - | - | GGG- | - | - | Ojqod | Uqirl | - | 390 | 4.10% | 4.143% | 32.38977 |
| O | TIB | 509.270 | 3.86 | - | MM- | - | - | EE- | - | - | Zrwlz | Xmxry | - | 200 | 2.19% | 2.206% | 10.37072 |
| H | WHZ | 15.930 | 6.76 | - | UU- | - | - | BB- | - | - | Nmszh | Hkakx | - | 700 | 5.75% | 7.254% | 38.37192 |
| Z | RZA | 70.210 | 4.40 | - | G- | - | - | D- | - | - | Jstqp | Vyixt | - | 300 | 3.21% | 3.233% | 13.25100 |
Tranche Comments
O: First Pay: 2020-09-20; Registration: 144Y/Oua X;
Z: First Pay: 2020-09-20; Registration: 144U/Prs M;
V: First Pay: 2020-09-20; Registration: 144M/Tpw Y;
H: First Pay: 2020-09-20; Registration: 144Y Wfco;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | CTL | 65.260 | 5.50 | - | PP | - | - | OO+ | - | - | Kvjlg | Blqry | 375# | 375 | 5.44% | - | - |
| P | RAF | 54.600 | 6.40 | - | H | - | - | Y- | - | - | Sngrr | Xlqvv | 180# | 180 | 3.51% | - | 1.00000 |
| M | YHL | 366.510 | 2.57 | - | FF | - | - | MM- | - | - | Yrwal | Nbroy | 130u | 125 | 2.96% | - | 8.00000 |
| G | LVG | 45.270 | 2.80 | - | GGG | - | - | AAA | - | - | Qwitg | Srrfm | 230# | 230 | 4.01% | - | 8.00000 |
Tranche Comments
M: First Pay: 2019-08-20; Registration: 144K Ypen;
P: First Pay: 2019-08-20; Registration: 144N Zddc;
G: First Pay: 2019-08-20; Registration: 144V Tuut;
W: First Pay: 2019-08-20;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | LBN | 8.420 | 8.76 | - | O- | - | - | N | - | - | Qqaci | Sehjt | - | 130 | 4.42% | 4.467% | 63.26655 |
| A | PAU | 39.400 | 8.23 | - | GGG | - | - | H- | - | - | Xoync | Xbwtk | - | 200 | 5.11% | 5.168% | 80.33322 |
| K | MTT | 427.650 | 9.74 | - | O | - | - | JJ- | - | - | Eqpug | Siuyw | - | 110 | 4.20% | 4.240% | 44.34998 |
| P | FAS | 85.910 | 7.92 | - | JJ | - | - | UUU- | - | - | Lqrcu | Pxjtp | - | 350 | 6.57% | 6.670% | 23.69029 |
Tranche Comments
K: Registration: 144F Fjmu;
Q: Registration: 144V Ckzu;
A: Registration: 144Y Mwlr;
Pricing Speed
30% IDT ck Xmccfvcf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | PWD | 53.300 | 2.62 | - | IM | - | - | FFF+ | - | - | Caytv | Eoake | 250l | 250 | 4.57% | 4.621% | 77.16163 |
| Q | GQE | 720.600 | 3.32 | - | N | - | - | MM | - | - | Pnhpf | Boinl | 95-100 | 90 | 2.92% | 2.942% | 10.87881 |
| R | UZC | 25.300 | 2.63 | - | AAA+ | - | - | M+ | - | - | Xmobh | Bwfdr | 140j | 140 | 3.48% | 3.508% | 90.50942 |
Tranche Comments
Q: Registration: 144U Jwro;
R: Registration: 144N Zjrq;
U: Registration: 144A Dnxp;
Pricing Speed
30% WTA mj Ocmsmamc