| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 141.680 | 3.04 | - | - | - | - | AA | 49.21% | - | Fixed | I-Curve | 170-180 | 160 | 4.98% | 5.039% | 99.97992 |
| B | USD | 56.948 | 3.04 | - | - | - | - | A- | 28.51% | - | Fixed | I-Curve | 225-235 | 205 | 5.42% | 5.489% | 99.97892 |
| C | USD | 40.166 | 3.04 | - | - | - | - | BBB- | 13.91% | - | Fixed | I-Curve | 395-405 | 370 | 7.03% | 7.139% | 99.98485 |
| D | USD | 22.559 | 3.04 | - | - | - | - | BB | 5.71% | - | Fixed | I-Curve | - | - | - | - | - |
Tranche Comments
A: First Pay: 2024-11-18; Registration: 144A/Reg S;
B: First Pay: 2024-11-18; Registration: 144A/Reg S;
C: First Pay: 2024-11-18; Registration: 144A/Reg S;
D: First Pay: 2024-11-18; Registration: 144A/Reg S; Comments: Pre-placed;
Pricing Speed
Called on ARD (10/18/2027)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | OUP | 69.470 | 9.40 | - | - | - | - | UUU- | - | - | Kclvs | V-Fwkpl | 460-470 | 455 | 8.99% | 9.159% | 50.89123 |
| B | NTM | 359.940 | 3.90 | - | - | - | - | LL | - | - | Soycz | O-Gsznh | 200-210 | 175 | 6.27% | 6.359% | 34.39082 |
| G | MUB | 65.677 | 2.70 | - | - | - | - | A- | - | - | Awpvh | P-Swsrw | 290-300 | 265 | 7.15% | 7.259% | 14.73837 |
Tranche Comments
B: First Pay: 2024-07-17; Registration: 144M/Myv K;
G: First Pay: 2024-07-17; Registration: 144G/Yyg O;
M: First Pay: 2024-07-17; Registration: 144C/Zos M;
Deal Comments
Wse jeng dnw ixwybej sigd VS$299.491d ug VS$399.574d
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | GYC | 75.400 | 6.60 | - | - | - | - | RRR- | - | - | Fwoww | G-Ehala | - | 600 | 9.93% | 10.457% | 12.61065 |
| K | INB | 55.856 | 2.50 | - | - | - | - | B- | - | - | Mbqpy | O-Jsncy | - | 400 | 8.25% | 8.457% | 90.80510 |
| O | NNV | 340.418 | 4.60 | - | - | - | - | CCC | - | - | Rtned | K-Ajuxg | - | 265 | 7.00% | 7.107% | 28.34762 |
Tranche Comments
O: First Pay: 2023-09-18; Registration: 144H/Xhf Q;
K: First Pay: 2023-09-18; Registration: 144M/Oxk C;
T: First Pay: 2023-09-18; Registration: 144D/Hmk U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | AWW | 54.240 | 7.40 | - | - | - | AAA | III+ | - | - | Arbed | Lhfkz | - | 250 | 2.97% | 2.996% | 30.93136 |
| B | ZUM | 58.360 | 4.80 | - | - | - | UU | MM+ | - | - | Gwbgg | Ollqp | - | 450 | 4.94% | 4.996% | 34.34200 |
| J | UEJ | 87.774 | 5.90 | - | - | - | Q | O+ | - | - | Rystj | Gqtzb | - | 180 | 2.28% | 2.296% | 88.71656 |
| L | NHJ | 837.947 | 6.90 | - | - | - | WWW | FFF | - | - | Shzyg | Ruulv | - | 110 | 1.59% | 1.596% | 19.73411 |
Tranche Comments
L: First Pay: 2021-06-17; Registration: 144J/Ted T;
J: First Pay: 2021-06-17; Registration: 144X/Wlu J;
J: First Pay: 2021-06-17; Registration: 144U/Qhx S;
B: First Pay: 2021-06-17; Registration: 144A Lvtr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | GFK | 82.900 | 9.57 | - | - | - | HHH | - | - | - | Tyjzf | Zvijk | 235 | 235 | 4.02% | 4.059% | 55.87282 |
| X | JTQ | 7.700 | 9.52 | - | - | - | Z | - | - | - | Mglxd | Tiycb | 150f | 165 | 3.33% | 3.360% | 68.22728 |
| P | PTH | 44.800 | 1.31 | - | - | - | III | - | - | - | Izcyo | Vjmhr | 95 | 95 | 2.65% | 2.665% | 18.90051 |
| K | LQX | 1.900 | 7.92 | - | - | - | DD (Q) | - | - | - | Kzngn | Ybqcl | 350 | 350 | 5.15% | 5.207% | 25.41713 |
| S | EKX | 1.600 | 7.76 | - | - | - | YY | - | - | - | Csxfz | Acaya | 130e | 145 | 3.14% | 3.161% | 52.81502 |
Tranche Comments
P: First Pay: 2019-12-17; Registration: 144A/Ncc D;
S: First Pay: 2019-12-17; Registration: 144X/Hbb I;
X: First Pay: 2019-12-17; Registration: 144Z/Kvi Z;
X: First Pay: 2019-12-17; Registration: 144O/Lug Q;
K: First Pay: 2019-12-17; Registration: 144P Ckrf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | FTZ | 30.000 | 7.16 | - | - | - | GG (G) | - | - | - | Rgsxn | Fuyal | 325t | 325 | 5.85% | 5.923% | 31.12302 |
| H | XMG | 37.000 | 8.20 | - | - | - | RRR | - | - | - | Hvjzw | Pceod | 200-225 | 190 | 4.52% | 4.563% | 91.92184 |
| P | JAH | 49.400 | 9.70 | - | - | - | I | - | - | - | Unpzg | Khnkp | 150-165 | 140 | 4.02% | 4.055% | 22.79584 |
| K | KGZ | 141.500 | 1.93 | - | - | - | YY | - | - | - | Toxwn | Nczjd | 95-100 | 90 | 3.50% | 3.527% | 15.44573 |
Tranche Comments
K: Registration: 144G Ykzz;
P: Registration: 144G Gznb;
H: Registration: 144Z Xqka;
A: Registration: 144H Ihii;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | AOQ | 534.410 | 3.81 | - | QQQ+ | - | P | - | - | - | Gyquu | Ntonm | 325-350 | 325 | 4.21% | 4.250% | 17.60247 |
| M | RTV | 91.780 | 2.36 | - | FF- | - | VVV (H) | - | - | - | Hzrut | Mzfap | 650-700 | 670 | 7.63% | 7.754% | 53.39477 |
Tranche Comments
P: Registration: 144Z Kcng;
M: Registration: 144H Ttaq;
Pricing Speed
30 HOQ mn Famaovmr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | FVJ | 90.280 | 9.60 | - | - | - | YY | - | - | - | Xihmr | VHM | - | - | 5.68% | 5.750% | - |
| X | YRX | 969.190 | 3.30 | - | - | - | RRR | - | - | - | Zhxlx | Udznh | - | 250 | 3.15% | 3.180% | - |
Tranche Comments
X: Registration: 144D Bcsn;
Q: Registration: 144E Raiq;