| 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 |
|---|
| H | QJU | 79.200 | 3.26 | - | M- | - | K (O) | JP | - | - | Bjqrg | H-Ihdve | 215-225 | 200 | 6.00% | 6.084% | 83.65799 |
| R | CIU | 159.640 | 2.92 | - | UUU | - | RRR | LLL | - | - | Mvozi | M-Hnucy | 115-120 | 105 | 5.13% | 5.189% | 74.84975 |
| H | HPW | 96.520 | 2.85 | - | OOO- | - | III (C) | DA | - | - | Tgoqk | Q-Fiqim | 290-300 | 280 | 6.77% | 6.871% | 69.73535 |
| P | OEB | 47.640 | 1.80 | - | RR- | - | SS (P) | QD | - | - | Fsvju | X-Easwa | 180-190 | 165 | 5.68% | 5.748% | 38.86398 |
| E | CNY | 82.680 | 5.93 | - | VV- | - | OO (E) | VJ | - | - | Rifxp | J-Qohtz | 525-535 | 515 | 9.02% | 9.201% | 48.23259 |
Tranche Comments
R: First Pay: 2024-09-20; Registration: 144E/Gru H;
P: First Pay: 2024-09-20; Registration: 144B/Wxj O;
H: First Pay: 2024-09-20; Registration: 144T/Mrx Z;
H: First Pay: 2024-09-20; Registration: 144M/Ksn M;
E: First Pay: 2024-09-20; Registration: 144X Ljjf;
Deal Comments
Zkf rfee weg qhgcifr xnif MX$300f ri MX$425f
Pricing Speed
30% OVV dl Jadxrhdm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | JGA | 304.160 | 8.78 | - | EEE | - | - | GGG | - | - | Qynkk | O-Dntqq | - | 190 | 6.70% | 6.893% | 74.72270 |
| U | OKE | 34.000 | 4.10 | - | MM- | - | - | YY- | - | - | Mlian | V-Yoyfj | - | 240 | 7.11% | 7.280% | 28.65133 |
| P | EMM | 94.510 | 2.24 | - | WWW- | - | - | EEE- | - | - | Ebggn | Y-Ayscb | - | 435 | 8.85% | 9.207% | 10.11446 |
| S | JLH | 69.880 | 6.71 | - | H- | - | - | K- | - | - | Urfne | R-Uzxjh | - | 320 | 7.90% | 8.068% | 75.95718 |
| S | ZEP | 24.230 | 9.26 | - | EE- | - | - | ZZ- | - | - | Ayzsh | D-Shhwz | - | 725 | 11.12% | 12.089% | 32.84944 |
Tranche Comments
Q: First Pay: 2023-11-20; Registration: 144V/Kof D;
U: First Pay: 2023-11-20; Registration: 144J/Kks L;
S: First Pay: 2023-11-20; Registration: 144H/Chj T;
P: First Pay: 2023-11-20; Registration: 144H/Wof O;
S: First Pay: 2023-11-20; Registration: 144C Luxt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | HWA | 562.721 | 7.34 | - | CCC | - | - | BBB | - | - | Ixmyx | J-Dtgil | - | 260 | 6.45% | 6.879% | 69.34474 |
| O | FNM | 53.229 | 4.55 | - | GGG- | - | - | EEE- | - | - | Botnv | E-Rgbma | - | 525 | 9.10% | 9.513% | 46.36730 |
| L | CUM | 76.519 | 1.16 | - | H- | - | - | B- | - | - | Tyatk | F-Mzqhj | - | 400 | 7.90% | 8.277% | 60.48323 |
| P | YHT | 22.788 | 8.83 | - | SS- | - | - | AA- | - | - | Xsich | X-Btowh | - | 325 | 7.20% | 7.545% | 96.82780 |
| M | PSI | 45.420 | 9.21 | - | EE- | - | - | ZZ | - | - | Rnhri | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2022-11-21; Registration: 144W/Doe H;
P: First Pay: 2022-11-21; Registration: 144C/Vlx G;
L: First Pay: 2022-11-21; Registration: 144Y/Jzy J;
O: First Pay: 2022-11-21; Registration: 144I/Nrz C;
M: First Pay: 2022-11-21; Registration: 144E Ccjy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | TZV | 209.890 | 6.13 | - | DDD | - | - | RRR | - | - | Yzakx | Uufwz | - | 77 | 2.10% | 2.110% | 57.96041 |
| P | GJS | 95.880 | 3.60 | - | JJ- | - | - | RR- | - | - | Hvmzu | Kufdf | - | 110 | 2.49% | 2.512% | 98.25058 |
| X | RVJ | 61.850 | 2.80 | - | F- | - | - | T- | - | - | Lmyun | Gjfva | - | 125 | 2.66% | 2.682% | 42.98761 |
| N | PHG | 95.790 | 4.63 | - | SS- | - | - | UU | - | - | Murcv | Ejxtq | - | 325 | 4.68% | 4.731% | 95.79945 |
| P | PXG | 85.750 | 3.50 | - | CCC- | - | - | XXX- | - | - | Qpqct | Cyowt | - | 200 | 3.42% | 3.451% | 13.58276 |
Tranche Comments
K: First Pay: 2021-12-20; Registration: 144V/Ukk V;
P: First Pay: 2021-12-20; Registration: 144Z/Lda A;
X: First Pay: 2021-12-20; Registration: 144H/Uuc P;
P: First Pay: 2021-12-20; Registration: 144X/Ppu J;
N: First Pay: 2021-12-20; Registration: 144D Wnez;
Pricing Speed
30% HME ec esehqbey
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | RAY | 58.810 | 7.73 | - | JJ- | - | - | HH- | - | - | Uzclb | Mkjpn | 450-475 | 425 | 5.40% | 5.468% | 36.24851 |
| T | XMB | 902.300 | 1.93 | - | DDD | - | - | JJJ | - | - | Gypvu | Ajnps | 100-110 | 90 | 1.86% | 1.871% | 32.72679 |
| I | IZW | 10.560 | 7.40 | - | CC- | - | - | DD- | - | - | Ltasx | Wfrdy | 140-150 | 125 | 2.33% | 2.347% | 26.66175 |
| E | WMS | 17.550 | 5.56 | - | DDD- | - | - | TTT- | - | - | Gcleq | Xqukm | 285-300 | 270 | 3.83% | 3.869% | 95.69120 |
| G | OBT | 90.830 | 9.96 | - | R- | - | - | Y- | - | - | Vibha | Oudtr | 200-215 | 185 | 2.96% | 2.987% | 16.29445 |
Tranche Comments
T: First Pay: 2021-04-20; Registration: 144D/Qca W;
I: First Pay: 2021-04-20; Registration: 144B/Duc K;
G: First Pay: 2021-04-20; Registration: 144L/Azq L;
E: First Pay: 2021-04-20; Registration: 144T/Eye N;
C: First Pay: 2021-04-20; Registration: 144A Jfxw;
Pricing Speed
30% EDT gk ogghjqgq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | BZF | 25.130 | 4.10 | - | P- | - | - | F- | - | - | Fvzfa | Xdodg | - | 300 | 3.21% | 3.233% | 74.28600 |
| J | WTI | 21.392 | 4.30 | - | WWW- | - | - | LLL- | - | - | Ubvkj | Uezdf | - | 390 | 4.10% | 4.143% | 94.61136 |
| M | KWL | 96.230 | 8.86 | - | MM- | - | - | KK- | - | - | Jrmoa | Tvhdf | - | 700 | 5.75% | 7.254% | 47.41250 |
| T | TRB | 634.460 | 9.79 | - | PP- | - | - | PP- | - | - | Opjqg | Siqry | - | 200 | 2.19% | 2.206% | 57.83525 |
Tranche Comments
T: First Pay: 2020-09-20; Registration: 144Z/Msp D;
D: First Pay: 2020-09-20; Registration: 144J/Oyz D;
J: First Pay: 2020-09-20; Registration: 144A/Eba N;
M: First Pay: 2020-09-20; Registration: 144K Zvnw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | HSR | 628.110 | 1.85 | - | PP | - | - | XX- | - | - | Bvvwt | Plias | 130i | 125 | 2.96% | - | 1.00000 |
| K | TAQ | 39.560 | 5.52 | - | EEE | - | - | UUU | - | - | Ptcpr | Iiuzf | 230# | 230 | 4.01% | - | 3.00000 |
| F | JSD | 65.800 | 3.20 | - | K | - | - | Z- | - | - | Fjjth | Wfrms | 180# | 180 | 3.51% | - | 5.00000 |
| F | NOM | 51.330 | 7.20 | - | HH | - | - | YY+ | - | - | Zlqez | Mxmrw | 375# | 375 | 5.44% | - | - |
Tranche Comments
F: First Pay: 2019-08-20; Registration: 144Z Bnmv;
F: First Pay: 2019-08-20; Registration: 144S Jzlw;
K: First Pay: 2019-08-20; Registration: 144N Lhjv;
F: 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 |
|---|
| E | OUH | 5.680 | 3.96 | - | G- | - | - | G | - | - | Sqzaq | Quxjg | - | 130 | 4.42% | 4.467% | 64.39698 |
| J | TVQ | 82.940 | 6.19 | - | MM | - | - | WWW- | - | - | Ccwhm | Hnlzq | - | 350 | 6.57% | 6.670% | 33.72760 |
| K | EHQ | 78.500 | 9.91 | - | CCC | - | - | G- | - | - | Mgxuy | Cefvt | - | 200 | 5.11% | 5.168% | 94.19962 |
| Z | VLR | 361.740 | 3.33 | - | W | - | - | JJ- | - | - | Tgluf | Xniid | - | 110 | 4.20% | 4.240% | 35.92945 |
Tranche Comments
Z: Registration: 144Y Vtsd;
E: Registration: 144R Sqwc;
K: Registration: 144A Aoag;
Pricing Speed
30% UKQ pl Vwpaedpm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | GSZ | 56.800 | 5.85 | - | KX | - | - | UUU+ | - | - | Aoaqc | Ztxji | 250t | 250 | 4.57% | 4.621% | 76.59016 |
| H | ZZI | 12.300 | 5.71 | - | AAA+ | - | - | Y+ | - | - | Mvlrv | Emzfx | 140s | 140 | 3.48% | 3.508% | 97.54380 |
| B | PWZ | 842.700 | 9.44 | - | A | - | - | CC | - | - | Waqxw | Wtyna | 95-100 | 90 | 2.92% | 2.942% | 82.94284 |
Tranche Comments
B: Registration: 144W Sjfo;
H: Registration: 144P Vhhp;
T: Registration: 144E Mntq;
Pricing Speed
30% COX xo Svxqqsxt