| 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 |
|---|
| F | KFO | 944.460 | 8.47 | M3 | - | - | - | EE | - | - | Mauzj | Lvtrx | 115-125 | 110 | 1.54% | 1.551% | 49.98426 |
| X | KGH | 40.770 | 9.48 | IG | - | - | - | DDD- | - | - | Lnsid | Pneat | 225-235 | 210 | 3.14% | 3.164% | 86.29112 |
| F | YUL | 75.400 | 6.87 | YS | - | - | - | J- | - | - | Iikzu | Ikdtt | 150-160 | 135 | 2.40% | 2.414% | 95.98492 |
Tranche Comments
F: First Pay: 2021-11-17; Registration: 144P/Tel O;
F: First Pay: 2021-11-17; Registration: 144M/Vyg V;
X: First Pay: 2021-11-17; Registration: 144M/Zvv X;
Pricing Speed
20% SUB ub urt Uzucbiky Btqtfzucbi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | KUK | 91.930 | 2.39 | Szz2 | - | - | - | SSS- | - | - | Tassa | Kgmig | 400a | 370 | 3.97% | 4.013% | 25.51194 |
| G | NCS | 99.910 | 1.13 | J3 | - | - | - | A- | - | - | Yjftb | Ygeol | 285i | 250 | 2.79% | 2.813% | 74.28771 |
| T | YEH | 47.600 | 4.85 | Qg2 | - | - | - | SS- | - | - | Zyaui | Wcwgm | 725z | 695 | 7.15% | 7.263% | 34.26140 |
| V | UUU | 297.510 | 8.20 | D2 | - | - | - | WW- | - | - | Nviwa | Yxtum | 195k | 170 | 1.90% | 1.917% | 75.38597 |
Tranche Comments
V: First Pay: 2020-10-19; Registration: 144I/Awg D;
G: First Pay: 2020-10-19; Registration: 144A/Uhs D;
X: First Pay: 2020-10-19; Registration: 144C/Xdl A;
T: First Pay: 2020-10-19; Registration: 144F/Guj Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BOP | 880.790 | 2.10 | Z2 | - | - | - | DD | - | - | Bkuwn | GWNQ | 145-150 | 140 | 3.14% | 3.169% | 17.80335 |
| M | ZAD | 60.404 | 4.22 | S3 | - | - | - | S- | - | - | Tuiwe | Pxtpv | 190-200 | 185 | 3.47% | 3.497% | 89.14357 |
| X | WZK | 37.796 | 5.33 | QN | - | - | - | AA- | - | - | Mnnif | Rnutr | 475 | 450 | 6.07% | 6.147% | 57.37650 |
| H | VEI | 60.584 | 6.69 | Saa2 | - | - | - | DDD- | - | - | Jhujx | Mkryb | 250-260 | 240 | 4.01% | 4.047% | 48.10020 |
Tranche Comments
J: First Pay: 2019-11-15; Registration: 144O/Ylf Y;
M: First Pay: 2019-11-15; Registration: 144Y/Cfz W;
H: First Pay: 2019-11-15; Registration: 144M/Wlq T;
X: First Pay: 2019-11-15; Registration: 144K/Dos Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | URM | 628.700 | 6.78 | - | - | - | - | W | - | - | Gblip | Oltkc | - | 180 | 3.72% | 3.754% | 43.35470 |
| U | UGX | 7.600 | 4.89 | - | - | - | - | CCC- | - | - | Pwhwm | Yqcbh | - | - | 8.35% | 8.500% | 74.64480 |
| E | ZTQ | 69.000 | 4.56 | - | - | - | - | NNN | - | - | Frthe | Abqfe | - | 450 | 6.61% | 6.708% | 43.96086 |
Tranche Comments
Z: Registration: 144S Rkoi;
E: Registration: 144G Bnxm;
U: Registration: 144T Aqek;