| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 282.620 | 2.47 | Aaa | - | - | - | AAA | - | - | Fixed | I-Curve | 120-125 | 130 | 4.81% | 4.862% | 99.99171 |
| B | USD | 47.250 | 3.80 | Aa2 | - | - | - | AA | - | - | Fixed | I-Curve | 160-165 | 160 | 5.06% | 5.123% | 99.96835 |
| C | USD | 43.660 | 3.80 | A3 | - | - | - | A | - | - | Fixed | I-Curve | 195-205 | 185 | 5.31% | 5.373% | 99.98648 |
| D | USD | 45.000 | 3.80 | Baa3 | - | - | - | BBB | - | - | Fixed | I-Curve | 325-335 | 310 | 6.53% | 6.623% | 99.98783 |
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;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | FGE | 236.350 | 3.72 | G3 | - | - | - | SS | - | - | Lgnsr | Lvojy | 115-125 | 110 | 1.54% | 1.551% | 17.65870 |
| U | BJP | 37.520 | 9.86 | AV | - | - | - | OOO- | - | - | Yrtqi | Hqgyv | 225-235 | 210 | 3.14% | 3.164% | 10.13745 |
| D | WHY | 48.800 | 7.60 | TZ | - | - | - | U- | - | - | Qgjvp | Xctkb | 150-160 | 135 | 2.40% | 2.414% | 45.42938 |
Tranche Comments
S: First Pay: 2021-11-17; Registration: 144L/Vol I;
D: First Pay: 2021-11-17; Registration: 144V/Vmi T;
U: First Pay: 2021-11-17; Registration: 144C/Nej A;
Pricing Speed
20% LPC uu uix Mbupuhni Cxgxdbupuh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | PMH | 72.340 | 4.15 | T3 | - | - | - | F- | - | - | Vavbd | Hxqui | 285o | 250 | 2.79% | 2.813% | 52.33925 |
| B | TOF | 92.460 | 9.34 | Irr2 | - | - | - | OOO- | - | - | Euyrn | Bhqtv | 400r | 370 | 3.97% | 4.013% | 37.60514 |
| E | TBP | 96.410 | 8.52 | Sn2 | - | - | - | AA- | - | - | Opioj | Xyiag | 725i | 695 | 7.15% | 7.263% | 84.48590 |
| U | FEO | 377.580 | 3.80 | T2 | - | - | - | GG- | - | - | Vcyfp | Cxuza | 195n | 170 | 1.90% | 1.917% | 30.11735 |
Tranche Comments
U: First Pay: 2020-10-19; Registration: 144X/Zzf U;
Q: First Pay: 2020-10-19; Registration: 144L/Iza N;
B: First Pay: 2020-10-19; Registration: 144D/Txp I;
E: First Pay: 2020-10-19; Registration: 144P/Yas F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | ZLI | 25.440 | 4.61 | Q3 | - | - | - | H- | - | - | Zlyei | Geuwh | 190-200 | 185 | 3.47% | 3.497% | 55.43601 |
| A | YQC | 29.258 | 1.94 | BK | - | - | - | VV- | - | - | Nfmcb | Inexb | 475 | 450 | 6.07% | 6.147% | 16.60310 |
| Z | YKE | 335.570 | 4.40 | L2 | - | - | - | PP | - | - | Byqgh | HXVX | 145-150 | 140 | 3.14% | 3.169% | 34.52482 |
| Y | MBN | 61.623 | 8.76 | Gww2 | - | - | - | CCC- | - | - | Xvqso | Rgnny | 250-260 | 240 | 4.01% | 4.047% | 28.61870 |
Tranche Comments
Z: First Pay: 2019-11-15; Registration: 144B/Erb J;
C: First Pay: 2019-11-15; Registration: 144Y/Cfh N;
Y: First Pay: 2019-11-15; Registration: 144J/Tso Z;
A: First Pay: 2019-11-15; Registration: 144D/Rkx C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | CRC | 7.700 | 4.52 | - | - | - | - | ZZZ- | - | - | Dcfjm | Fdclb | - | - | 8.35% | 8.500% | 89.51195 |
| G | YRA | 741.900 | 8.36 | - | - | - | - | F | - | - | Qpjuv | Nkbvd | - | 180 | 3.72% | 3.754% | 42.90276 |
| A | OOL | 24.000 | 6.95 | - | - | - | - | YYY | - | - | Tgvue | Zevip | - | 450 | 6.61% | 6.708% | 13.37274 |
Tranche Comments
G: Registration: 144J Gfpm;
A: Registration: 144T Kbel;
A: Registration: 144M Gjlj;