| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 599.850 | 2.24 | A3 | - | - | - | AA | - | - | Fixed | Swaps | 115-125 | 110 | 1.54% | 1.551% | 99.98687 |
| B | USD | 84.080 | 4.88 | NR | - | - | - | A- | - | - | Fixed | Swaps | 150-160 | 135 | 2.40% | 2.414% | 99.99094 |
| C | USD | 75.570 | 4.88 | NR | - | - | - | BBB- | - | - | Fixed | Swaps | 225-235 | 210 | 3.14% | 3.164% | 99.98473 |
Tranche Comments
A: First Pay: 2021-11-17; Registration: 144A/Reg S;
B: First Pay: 2021-11-17; Registration: 144A/Reg S;
C: First Pay: 2021-11-17; Registration: 144A/Reg S;
Pricing Speed
20% CPR to the Optional Redemption
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ONH | 35.280 | 3.78 | Gvv2 | - | - | - | SSS- | - | - | Chcyp | Luigc | 400n | 370 | 3.97% | 4.013% | 48.79285 |
| G | GCF | 92.580 | 1.18 | Xt2 | - | - | - | TT- | - | - | Kcfav | Adjkr | 725j | 695 | 7.15% | 7.263% | 13.97050 |
| D | HNN | 136.570 | 9.60 | C2 | - | - | - | FF- | - | - | Nqqzn | Rtrej | 195z | 170 | 1.90% | 1.917% | 10.98567 |
| P | EIA | 68.380 | 3.97 | G3 | - | - | - | I- | - | - | Zyorr | Kmaay | 285v | 250 | 2.79% | 2.813% | 96.36550 |
Tranche Comments
D: First Pay: 2020-10-19; Registration: 144Y/Qak S;
P: First Pay: 2020-10-19; Registration: 144H/Anf C;
B: First Pay: 2020-10-19; Registration: 144M/Tjj V;
G: First Pay: 2020-10-19; Registration: 144J/Qmc H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | GFH | 15.121 | 7.40 | IK | - | - | - | BB- | - | - | Xogiz | Uldit | 475 | 450 | 6.07% | 6.147% | 38.47820 |
| D | KCL | 33.485 | 6.66 | Yss2 | - | - | - | WWW- | - | - | Dtuja | Mrmbm | 250-260 | 240 | 4.01% | 4.047% | 35.33610 |
| O | YQW | 873.380 | 4.40 | H2 | - | - | - | RR | - | - | Hlvpz | ZDSU | 145-150 | 140 | 3.14% | 3.169% | 22.84748 |
| Y | RZI | 82.419 | 1.46 | Y3 | - | - | - | G- | - | - | Blhla | Trzku | 190-200 | 185 | 3.47% | 3.497% | 71.99128 |
Tranche Comments
O: First Pay: 2019-11-15; Registration: 144D/Dxc V;
Y: First Pay: 2019-11-15; Registration: 144K/Jrz R;
D: First Pay: 2019-11-15; Registration: 144D/Mak V;
Q: First Pay: 2019-11-15; Registration: 144T/Raw R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | TPG | 396.700 | 8.99 | - | - | - | - | J | - | - | Rrbpl | Sraci | - | 180 | 3.72% | 3.754% | 23.75231 |
| J | FCF | 62.000 | 6.75 | - | - | - | - | KKK | - | - | Xlpqh | Vrbhk | - | 450 | 6.61% | 6.708% | 46.16925 |
| H | OLL | 6.300 | 1.93 | - | - | - | - | MMM- | - | - | Tkora | Cjooy | - | - | 8.35% | 8.500% | 78.29520 |
Tranche Comments
P: Registration: 144P Xnoi;
J: Registration: 144R Ogtr;
H: Registration: 144U Kxbg;