| 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 |
|---|
| W | PQN | 527.570 | 3.88 | - | CCC | - | AAA | WWW | - | - | Yafxi | M-Ywgnm | 115-120 | 105 | 5.13% | 5.189% | 50.89698 |
| G | YTT | 45.190 | 5.68 | - | KKK- | - | TTT (Y) | CG | - | - | Hjrjz | S-Wipno | 290-300 | 280 | 6.77% | 6.871% | 92.43608 |
| Q | AKW | 67.650 | 9.90 | - | HH- | - | NN (X) | ET | - | - | Szryu | S-Nbnyg | 180-190 | 165 | 5.68% | 5.748% | 70.65157 |
| S | UQZ | 26.370 | 2.55 | - | A- | - | D (N) | MR | - | - | Yopan | L-Jhpvh | 215-225 | 200 | 6.00% | 6.084% | 46.68356 |
| W | GUT | 26.840 | 8.74 | - | WW- | - | EE (L) | TH | - | - | Nakkb | P-Agluf | 525-535 | 515 | 9.02% | 9.201% | 36.70970 |
Tranche Comments
W: First Pay: 2024-09-20; Registration: 144U/Nao D;
Q: First Pay: 2024-09-20; Registration: 144X/Ill X;
S: First Pay: 2024-09-20; Registration: 144G/Mck Y;
G: First Pay: 2024-09-20; Registration: 144K/Qvv O;
W: First Pay: 2024-09-20; Registration: 144T Shie;
Deal Comments
Mnh hhgl ygy klyxhhh hrrh DS$300h jr DS$425h
Pricing Speed
30% DXR vg Ynvaemvj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | PVU | 914.960 | 7.25 | - | UUU | - | - | PPP | - | - | Pkhmx | T-Itqab | - | 190 | 6.70% | 6.893% | 40.50960 |
| O | RFD | 35.100 | 4.18 | - | JJ- | - | - | XX- | - | - | Aljiu | J-Ecioj | - | 725 | 11.12% | 12.089% | 48.89839 |
| K | HQM | 30.390 | 7.95 | - | T- | - | - | E- | - | - | Ocmgy | S-Qidvi | - | 320 | 7.90% | 8.068% | 47.29776 |
| A | NEM | 50.000 | 8.50 | - | MM- | - | - | DD- | - | - | Bcfxb | K-Hgzzc | - | 240 | 7.11% | 7.280% | 85.21672 |
| O | WML | 83.600 | 1.50 | - | FFF- | - | - | QQQ- | - | - | Bqyjz | E-Vhxqb | - | 435 | 8.85% | 9.207% | 24.27429 |
Tranche Comments
G: First Pay: 2023-11-20; Registration: 144L/Kdf G;
A: First Pay: 2023-11-20; Registration: 144B/Cfs P;
K: First Pay: 2023-11-20; Registration: 144E/Pbp D;
O: First Pay: 2023-11-20; Registration: 144M/Iyj C;
O: First Pay: 2023-11-20; Registration: 144K Wrsg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | AHD | 27.503 | 1.40 | - | II- | - | - | SS- | - | - | Yglhp | Q-Vwfis | - | 325 | 7.20% | 7.545% | 48.37780 |
| G | ZSW | 43.670 | 5.88 | - | LL- | - | - | EE | - | - | Mlnxf | - | - | - | - | - | Retained |
| V | QVS | 27.480 | 6.59 | - | WWW- | - | - | XXX- | - | - | Afyhr | X-Jmlzz | - | 525 | 9.10% | 9.513% | 45.28246 |
| C | UUV | 956.874 | 2.59 | - | DDD | - | - | HHH | - | - | Pkfjn | D-Yxbor | - | 260 | 6.45% | 6.879% | 36.34762 |
| E | LMK | 49.915 | 1.69 | - | N- | - | - | Z- | - | - | Srifa | K-Ixfao | - | 400 | 7.90% | 8.277% | 22.75715 |
Tranche Comments
C: First Pay: 2022-11-21; Registration: 144L/Ybb E;
E: First Pay: 2022-11-21; Registration: 144T/Pxz V;
E: First Pay: 2022-11-21; Registration: 144W/Xvl K;
V: First Pay: 2022-11-21; Registration: 144W/Xln B;
G: First Pay: 2022-11-21; Registration: 144J Yhmw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | AUQ | 701.460 | 5.97 | - | GGG | - | - | MMM | - | - | Nbcbw | Pqvhd | - | 77 | 2.10% | 2.110% | 82.39257 |
| F | GQZ | 48.580 | 6.20 | - | III- | - | - | RRR- | - | - | Pykqm | Rwegi | - | 200 | 3.42% | 3.451% | 53.65426 |
| I | ELD | 67.920 | 7.90 | - | NN- | - | - | DD- | - | - | Rrpwc | Rndia | - | 110 | 2.49% | 2.512% | 92.49692 |
| U | KQQ | 26.380 | 6.11 | - | TT- | - | - | QQ | - | - | Lghtk | Xlbkm | - | 325 | 4.68% | 4.731% | 86.53836 |
| P | FAX | 45.810 | 2.30 | - | S- | - | - | E- | - | - | Auntb | Vidux | - | 125 | 2.66% | 2.682% | 49.63519 |
Tranche Comments
D: First Pay: 2021-12-20; Registration: 144M/Ala X;
I: First Pay: 2021-12-20; Registration: 144Y/Zny B;
P: First Pay: 2021-12-20; Registration: 144C/Xbf Z;
F: First Pay: 2021-12-20; Registration: 144Y/Gsb Z;
U: First Pay: 2021-12-20; Registration: 144Q Cqiu;
Pricing Speed
30% OEJ fq gqfzssfm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | NCR | 44.210 | 5.70 | - | AA- | - | - | RR- | - | - | Amneb | Ozehr | 140-150 | 125 | 2.33% | 2.347% | 48.29552 |
| X | VVU | 46.420 | 8.53 | - | CC- | - | - | UU- | - | - | Bnzuk | Kqcbw | 450-475 | 425 | 5.40% | 5.468% | 76.73844 |
| W | IJE | 972.200 | 7.49 | - | JJJ | - | - | MMM | - | - | Ybghz | Tcopj | 100-110 | 90 | 1.86% | 1.871% | 73.79366 |
| O | JXS | 41.330 | 4.70 | - | P- | - | - | G- | - | - | Iuqjj | Ndtqn | 200-215 | 185 | 2.96% | 2.987% | 76.55873 |
| H | HOZ | 99.870 | 5.44 | - | BBB- | - | - | ZZZ- | - | - | Wjfet | Rdeyt | 285-300 | 270 | 3.83% | 3.869% | 59.73940 |
Tranche Comments
W: First Pay: 2021-04-20; Registration: 144U/Mhq V;
A: First Pay: 2021-04-20; Registration: 144L/Nfh Y;
O: First Pay: 2021-04-20; Registration: 144Y/Guz U;
H: First Pay: 2021-04-20; Registration: 144H/Jni U;
X: First Pay: 2021-04-20; Registration: 144D Rqso;
Pricing Speed
30% KME gn kjgznpgl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | LFR | 16.510 | 2.48 | - | ZZ- | - | - | LL- | - | - | Ozlsb | Dbjxy | - | 700 | 5.75% | 7.254% | 77.26614 |
| P | ZQS | 766.560 | 8.86 | - | GG- | - | - | OO- | - | - | Lybed | Qyfgj | - | 200 | 2.19% | 2.206% | 92.19430 |
| A | VRI | 90.330 | 6.40 | - | M- | - | - | T- | - | - | Mhamw | Iyttz | - | 300 | 3.21% | 3.233% | 85.50600 |
| P | LQL | 48.886 | 9.90 | - | AAA- | - | - | UUU- | - | - | Dlqiy | Sxfjp | - | 390 | 4.10% | 4.143% | 17.90903 |
Tranche Comments
P: First Pay: 2020-09-20; Registration: 144F/Iyn O;
A: First Pay: 2020-09-20; Registration: 144Z/Csj H;
P: First Pay: 2020-09-20; Registration: 144M/Yjf M;
M: First Pay: 2020-09-20; Registration: 144A Cbcf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | QYS | 11.640 | 5.12 | - | AAA | - | - | CCC | - | - | Wmgxn | Iryqe | 230# | 230 | 4.01% | - | 6.00000 |
| H | RLS | 99.500 | 5.10 | - | F | - | - | G- | - | - | Dfiny | Dvnop | 180# | 180 | 3.51% | - | 8.00000 |
| I | ARY | 99.300 | 4.20 | - | ZZ | - | - | ZZ+ | - | - | Rgqot | Xrjam | 375# | 375 | 5.44% | - | - |
| V | WUL | 175.430 | 2.25 | - | HH | - | - | JJ- | - | - | Ahjsc | Oukue | 130y | 125 | 2.96% | - | 1.00000 |
Tranche Comments
V: First Pay: 2019-08-20; Registration: 144K Fjvf;
H: First Pay: 2019-08-20; Registration: 144P Bkkt;
S: First Pay: 2019-08-20; Registration: 144B Rwdt;
I: 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 |
|---|
| V | URW | 16.500 | 8.61 | - | WWW | - | - | T- | - | - | Bkriw | Scztu | - | 200 | 5.11% | 5.168% | 97.81805 |
| N | OWT | 88.420 | 9.24 | - | OO | - | - | LLL- | - | - | Ikhjz | Kqgkp | - | 350 | 6.57% | 6.670% | 34.54345 |
| T | CZD | 645.540 | 6.70 | - | A | - | - | II- | - | - | Stvya | Porft | - | 110 | 4.20% | 4.240% | 80.21733 |
| O | YIZ | 5.710 | 9.27 | - | A- | - | - | U | - | - | Sywet | Wlzcp | - | 130 | 4.42% | 4.467% | 76.34167 |
Tranche Comments
T: Registration: 144Q Qcau;
O: Registration: 144N Oxrj;
V: Registration: 144P Oqub;
Pricing Speed
30% COO xp Uzxfhmxl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | HUD | 47.400 | 8.74 | - | GU | - | - | JJJ+ | - | - | Tctxt | Gwupz | 250h | 250 | 4.57% | 4.621% | 58.15835 |
| J | EFV | 988.700 | 3.71 | - | P | - | - | WW | - | - | Eyqbx | Gwmje | 95-100 | 90 | 2.92% | 2.942% | 95.45107 |
| E | HEL | 29.200 | 4.50 | - | DDD+ | - | - | A+ | - | - | Syxfo | Ltvff | 140p | 140 | 3.48% | 3.508% | 48.78052 |
Tranche Comments
J: Registration: 144E Ccjs;
E: Registration: 144Q Baig;
L: Registration: 144D Enva;
Pricing Speed
30% EWV ng Pxnhehnf