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 |
---|
F | YVA | 96.610 | 3.38 | - | HH- | - | JJ (O) | WQ | - | - | Ymppk | D-Nqykl | 525-535 | 515 | 9.02% | 9.201% | 85.48826 |
N | OBJ | 31.930 | 5.40 | - | PP- | - | QQ (A) | OF | - | - | Dwnvq | A-Gamsr | 180-190 | 165 | 5.68% | 5.748% | 79.52050 |
G | FZZ | 608.960 | 9.92 | - | AAA | - | RRR | JJJ | - | - | Drfbn | O-Zzixl | 115-120 | 105 | 5.13% | 5.189% | 90.99736 |
U | EXQ | 15.580 | 2.22 | - | M- | - | F (P) | WG | - | - | Rliis | G-Mwmkd | 215-225 | 200 | 6.00% | 6.084% | 17.16255 |
H | QIH | 77.870 | 5.81 | - | LLL- | - | UUU (P) | DT | - | - | Ncrgx | T-Ymtsj | 290-300 | 280 | 6.77% | 6.871% | 77.31924 |
Tranche Comments
G: First Pay: 2024-09-20; Registration: 144Z/Hrf U;
N: First Pay: 2024-09-20; Registration: 144E/Pxr P;
U: First Pay: 2024-09-20; Registration: 144K/Wlx L;
H: First Pay: 2024-09-20; Registration: 144E/Gud D;
F: First Pay: 2024-09-20; Registration: 144P Nrjp;
Deal Comments
Lxx vxyl hyb gnbgkxv ybbp HY$300p tb HY$425p
Pricing Speed
30% DNX vs Wfvphuvb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | OLF | 57.160 | 7.13 | - | M- | - | - | A- | - | - | Sfzoh | O-Balvk | - | 320 | 7.90% | 8.068% | 73.15156 |
U | OUU | 71.650 | 2.20 | - | DD- | - | - | II- | - | - | Zbwgc | O-Vjxjh | - | 725 | 11.12% | 12.089% | 81.68930 |
I | LBV | 863.250 | 2.42 | - | LLL | - | - | CCC | - | - | Rwzbi | M-Edgxt | - | 190 | 6.70% | 6.893% | 17.76240 |
N | CRT | 13.000 | 1.50 | - | XX- | - | - | HH- | - | - | Vguoq | Q-Lmunp | - | 240 | 7.11% | 7.280% | 98.96047 |
S | QSS | 61.430 | 4.23 | - | YYY- | - | - | KKK- | - | - | Ylxeo | X-Utmfc | - | 435 | 8.85% | 9.207% | 13.36605 |
Tranche Comments
I: First Pay: 2023-11-20; Registration: 144G/Pmm X;
N: First Pay: 2023-11-20; Registration: 144K/Dfb Q;
Q: First Pay: 2023-11-20; Registration: 144E/Kus Z;
S: First Pay: 2023-11-20; Registration: 144N/Glk E;
U: First Pay: 2023-11-20; Registration: 144W Rieo;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | TKC | 860.554 | 6.24 | - | RRR | - | - | MMM | - | - | Yhrfm | Y-Mcjzp | - | 260 | 6.45% | 6.879% | 52.42376 |
Z | EJE | 70.345 | 3.61 | - | PP- | - | - | II- | - | - | Xkhhu | D-Bptqv | - | 325 | 7.20% | 7.545% | 32.34510 |
T | PZH | 60.559 | 5.55 | - | G- | - | - | C- | - | - | Upmce | S-Knsbi | - | 400 | 7.90% | 8.277% | 25.90002 |
B | MFH | 54.751 | 4.23 | - | OOO- | - | - | FFF- | - | - | Avkez | Z-Fptgd | - | 525 | 9.10% | 9.513% | 78.65326 |
R | ZBK | 16.950 | 5.54 | - | QQ- | - | - | MM | - | - | Thwnu | - | - | - | - | - | Retained |
Tranche Comments
P: First Pay: 2022-11-21; Registration: 144E/Yce E;
Z: First Pay: 2022-11-21; Registration: 144X/Gcy N;
T: First Pay: 2022-11-21; Registration: 144J/Mpf B;
B: First Pay: 2022-11-21; Registration: 144O/Crv S;
R: First Pay: 2022-11-21; Registration: 144W Lfrk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | LPI | 67.900 | 5.60 | - | PP- | - | - | PP- | - | - | Lwttz | Vyxky | - | 110 | 2.49% | 2.512% | 54.99169 |
T | JSG | 96.320 | 7.30 | - | A- | - | - | F- | - | - | Awnfn | Mkxew | - | 125 | 2.66% | 2.682% | 46.95918 |
I | OWX | 38.820 | 8.10 | - | LLL- | - | - | NNN- | - | - | Nsnzf | Ncdqc | - | 200 | 3.42% | 3.451% | 22.28937 |
G | WMP | 102.300 | 9.52 | - | QQQ | - | - | ZZZ | - | - | Nmxuh | Simch | - | 77 | 2.10% | 2.110% | 47.95417 |
X | WGA | 58.850 | 3.54 | - | DD- | - | - | II | - | - | Bnhrx | Delpm | - | 325 | 4.68% | 4.731% | 93.55624 |
Tranche Comments
G: First Pay: 2021-12-20; Registration: 144E/Jfk R;
F: First Pay: 2021-12-20; Registration: 144L/Fmw K;
T: First Pay: 2021-12-20; Registration: 144J/Thm O;
I: First Pay: 2021-12-20; Registration: 144X/Lef M;
X: First Pay: 2021-12-20; Registration: 144S Rwky;
Pricing Speed
30% LGA lo goljoels
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | LYV | 65.620 | 7.79 | - | KKK- | - | - | KKK- | - | - | Zohba | Nkkeg | 285-300 | 270 | 3.83% | 3.869% | 20.80570 |
N | USH | 190.600 | 4.19 | - | TTT | - | - | III | - | - | Pkzbc | Ugudn | 100-110 | 90 | 1.86% | 1.871% | 82.20677 |
F | YGV | 22.220 | 8.76 | - | M- | - | - | U- | - | - | Qmybw | Kfyvf | 200-215 | 185 | 2.96% | 2.987% | 42.94723 |
X | PFZ | 80.980 | 6.40 | - | QQ- | - | - | RR- | - | - | Wcbya | Qoleg | 140-150 | 125 | 2.33% | 2.347% | 15.18249 |
A | NZJ | 92.430 | 6.43 | - | SS- | - | - | XX- | - | - | Ylrrm | Knoln | 450-475 | 425 | 5.40% | 5.468% | 20.36194 |
Tranche Comments
N: First Pay: 2021-04-20; Registration: 144E/Iwe M;
X: First Pay: 2021-04-20; Registration: 144H/Msc O;
F: First Pay: 2021-04-20; Registration: 144I/Gdt I;
Q: First Pay: 2021-04-20; Registration: 144P/Zfj F;
A: First Pay: 2021-04-20; Registration: 144Y Iols;
Pricing Speed
30% QBK lf zalwcmlk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | MNC | 41.352 | 5.90 | - | QQQ- | - | - | QQQ- | - | - | Mapkv | Zogrb | - | 390 | 4.10% | 4.143% | 16.27473 |
S | EQX | 59.630 | 6.66 | - | NN- | - | - | XX- | - | - | Ognzg | Hdvet | - | 700 | 5.75% | 7.254% | 53.43787 |
V | MVU | 33.900 | 1.10 | - | A- | - | - | Y- | - | - | Ayxal | Rxqcl | - | 300 | 3.21% | 3.233% | 17.43700 |
Z | GRR | 373.680 | 3.16 | - | JJ- | - | - | LL- | - | - | Jnunw | Fgrmt | - | 200 | 2.19% | 2.206% | 93.56609 |
Tranche Comments
Z: First Pay: 2020-09-20; Registration: 144N/Qtv F;
V: First Pay: 2020-09-20; Registration: 144W/Qns B;
M: First Pay: 2020-09-20; Registration: 144E/Mqm O;
S: First Pay: 2020-09-20; Registration: 144V Ftpx;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | RWV | 70.530 | 5.50 | - | VV | - | - | JJ+ | - | - | Ylxhi | Uezii | 375# | 375 | 5.44% | - | - |
B | WEQ | 14.280 | 2.78 | - | EEE | - | - | HHH | - | - | Hnypu | Texzy | 230# | 230 | 4.01% | - | 7.00000 |
V | KHA | 191.890 | 8.51 | - | DD | - | - | JJ- | - | - | Xibif | Rynkx | 130m | 125 | 2.96% | - | 7.00000 |
Z | TXE | 50.300 | 1.90 | - | C | - | - | F- | - | - | Wlnxz | Zmndu | 180# | 180 | 3.51% | - | 6.00000 |
Tranche Comments
V: First Pay: 2019-08-20; Registration: 144D Irjm;
Z: First Pay: 2019-08-20; Registration: 144E Cumz;
B: First Pay: 2019-08-20; Registration: 144L Axha;
Z: 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 |
---|
A | EUT | 37.260 | 8.67 | - | DD | - | - | TTT- | - | - | Itxro | Tzbfw | - | 350 | 6.57% | 6.670% | 29.49518 |
V | EHI | 97.700 | 5.81 | - | HHH | - | - | J- | - | - | Whrhv | Biirm | - | 200 | 5.11% | 5.168% | 72.85916 |
C | GIT | 708.850 | 2.69 | - | J | - | - | II- | - | - | Atreu | Awine | - | 110 | 4.20% | 4.240% | 87.34505 |
Q | KXN | 4.650 | 9.42 | - | B- | - | - | J | - | - | Myhmn | Vjfgy | - | 130 | 4.42% | 4.467% | 60.53851 |
Tranche Comments
C: Registration: 144T Rosg;
Q: Registration: 144B Njas;
V: Registration: 144W Utru;
Pricing Speed
30% FYX vg Nqvqgjvp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | JNC | 52.900 | 3.22 | - | NNN+ | - | - | N+ | - | - | Qcpym | Okmey | 140l | 140 | 3.48% | 3.508% | 56.24583 |
J | EVR | 838.300 | 6.76 | - | D | - | - | GG | - | - | Tfakz | Sbqjy | 95-100 | 90 | 2.92% | 2.942% | 64.53510 |
G | EYM | 78.200 | 2.97 | - | KA | - | - | QQQ+ | - | - | Ogfbc | Yckgc | 250t | 250 | 4.57% | 4.621% | 26.14209 |
Tranche Comments
J: Registration: 144T Icuv;
O: Registration: 144M Qdkq;
G: Registration: 144D Rvtj;
Pricing Speed
30% YKJ so Axsehdso