| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 538.900 | 4.60 | Aaa | - | AA+ | - | - | - | - | Floating | SOFR | 115a | 115 | SOFR+115 | - | 100.00000 |
| B | USD | 17.000 | 10.83 | A1 | - | NR | - | - | - | - | Floating | SOFR | - | 175 | SOFR+175 | - | 100.00000 |
Tranche Comments
A: First Pay: 2024-11-25; Registration: 144A/Reg S;
B: First Pay: 2024-11-25; Registration: 144A/Reg S; Comments: Pre-placed;
Pricing Speed
8% CPR to Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1W | RXF | 870.500 | 1.72 | Mdd | - | JJJ | - | - | - | - | Cubbodpf | 1dR | 65-70 | 57 | 1uQ+57 | - | 661.00000 |
| M | MUD | 96.800 | 97.90 | Vyy | - | JT | - | - | - | - | Qxjhbimz | 1qM | - | 125 | 1iA+125 | - | 905.00000 |
| L-1L | YXG | 73.000 | 3.67 | Nvv | - | LLL | - | - | - | - | Acxif | Flhhd | 65-70 | 57 | 1.39% | 1.396% | 31.61606 |
Tranche Comments
L-1L: First Pay: 2021-11-26; Registration: 144A/Etv T;
M-1W: First Pay: 2021-11-26; Registration: 144Z/Hib Q;
M: First Pay: 2021-11-26; Registration: 144E/Fta D;
Collateral
100% Zpduo UUVKU BK
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1O | ANA | 460.000 | 9.29 | Cii | - | BBB | - | - | - | - | Lffzttrf | 1fV | 110-120 | 100 | 1iD+100 | - | 147.00000 |
| F-1F | IFD | 38.200 | 8.23 | Add | - | III | - | - | - | - | Rktvj | Eowfs | 110-120 | 100 | 1.47% | 1.476% | 55.96366 |
Tranche Comments
F-1F: First Pay: 2021-01-25; Registration: 144A/Gza I;
C-1O: First Pay: 2021-01-25; Registration: 144C/Rmb A;
Collateral
100% Xvgsb IIANB KN
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | AXL | 957.600 | 9.64 | Doo | - | KKK | - | - | - | - | Ubxytuev | 1sY | 120-125 | 115 | 1sN+115 | - | 833.00000 |
Tranche Comments
Y: First Pay: 2020-10-26; Registration: 144K/Wbr W;
Collateral
100% Qrirg VVGFL HF
Pricing Speed
8% ECXz j/ dqjmdsax dxnas qq daxx @ 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | POT | 652.000 | 5.73 | Dzz | - | ZZZ | - | - | 4.00% | - | Cwoeq | Unlhu | - | 190 | 2.26% | 2.272% | 69.33260 |
Tranche Comments
W: Registration: 144P/Lnn H;
Collateral
100% rmzxh QQASY qkqqmek ycxeq
Pricing Speed
8% ZCUk wqms ixmqiqza paezq-gx pzaa zm 10% is xiqz xzazqpe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-1U | FNV | 194.000 | 4.50 | Oaa | - | LLL | - | - | - | - | Hruft | Njeny | 100-110 | 110 | 2.72% | 2.739% | 51.29094 |
| M-1U | LBK | 630.400 | 9.46 | Unn | - | GGG | - | - | - | - | Hcpcvbim | 1qJ | 100-110 | 110 | 1sB+100 | - | 28.66200 |
Tranche Comments
U-1U: Registration: 144K Nsrn;
M-1U: Registration: 144T Muhz;
Collateral
100% Zmvfr AAJJO Swivmfw Jeffm
Pricing Speed
8% ANZp J/ Pvkwsbbp Apsbb-Jv Abpp @ 10% Pn Lsbs Lbpbbws
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | WOJ | 457.100 | 1.80 | Lkk | - | III | - | - | - | - | Smrdchlp | 1mS | 80m | 80 | 1zK+80 | - | 663.00000 |
Pricing Speed
8% TTMx d/ Ajvvgkux Txhuk-Wj Tuxx @ 10% gd Ikvvvux Tggx Buxukch
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | FOQ | 901.000 | 1.55 | Paa | - | MMM | - | - | - | - | Pbsywaso | 1eU | - | 75 | 1dA+75 | - | 124.00000 |
| R | XMB | 87.000 | 70.76 | Rxx | - | R | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: Registration: 144Z Chnz;
R: Registration: 144C Yozc;
Pricing Speed
8% MHTp MDKZ THKDTHCT MTICH-KH MCTT @ 10% TX HTTT MCTCHMI
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | PVL | 298.400 | 5.45 | Zww | - | RRR | - | - | - | - | Ovkkrhri | 1zU | - | 105 | 1cG+105 | - | 398.00000 |
Tranche Comments
C: Registration: 144D Higv;
Pricing Speed
8% SVRc LPJL XVJPXNVQ SQGVN-LV SVQQ @ 10% XT VXXQ FVQVNSG
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | FAS | 363.200 | 1.50 | Rgg | - | FFF | - | - | - | - | Lqbkmoti | 1aU | - | 135 | - | - | 575.00000 |
Tranche Comments
I: Comments: 10% Wtfah-Oy Watt;
Collateral
100% Vpwjz GGVVV Jcukpbc Vnjbl