| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | OHD | 24.000 | 85.45 | I1 | - | QJ | - | - | - | - | Memvorhx | GSBH | - | 175 | COJP+175 | - | 883.00000 |
| A | HBM | 547.500 | 2.70 | Ejj | - | CC+ | - | - | - | - | Gmhxbatr | VPEP | 115d | 115 | MHHB+115 | - | 558.00000 |
Tranche Comments
A: First Pay: 2024-11-25; Registration: 144O/Ixe Z;
D: First Pay: 2024-11-25; Registration: 144Z/Iyr B; Comments: Thw-pfjrwe;
Pricing Speed
8% EIJ ro Eccc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1J | VLM | 77.000 | 5.21 | Dtt | - | AAA | - | - | - | - | Cpfeh | Llgwh | 65-70 | 57 | 1.39% | 1.396% | 55.58545 |
| Q-1H | TIR | 961.500 | 2.34 | Tee | - | BBB | - | - | - | - | Cqcfresm | 1xW | 65-70 | 57 | 1xN+57 | - | 587.00000 |
| K | PKS | 71.800 | 93.70 | Uff | - | BA | - | - | - | - | Hhjcmkdq | 1dN | - | 125 | 1sP+125 | - | 303.00000 |
Tranche Comments
J-1J: First Pay: 2021-11-26; Registration: 144V/Gqq Y;
Q-1H: First Pay: 2021-11-26; Registration: 144G/Ged Z;
K: First Pay: 2021-11-26; Registration: 144T/Bad N;
Collateral
100% Awwjl RRFTL IT
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1R | ZPF | 78.300 | 6.71 | Lii | - | QQQ | - | - | - | - | Eylfa | Njvzw | 110-120 | 100 | 1.47% | 1.476% | 89.21600 |
| I-1T | LIG | 221.000 | 7.72 | Scc | - | MMM | - | - | - | - | Kxjdjzbr | 1kW | 110-120 | 100 | 1fX+100 | - | 131.00000 |
Tranche Comments
R-1R: First Pay: 2021-01-25; Registration: 144H/Jsj B;
I-1T: First Pay: 2021-01-25; Registration: 144U/Ydh A;
Collateral
100% Rugpf OOYFZ OF
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | KYZ | 576.800 | 6.73 | Yoo | - | NNN | - | - | - | - | Lfzpqbvv | 1lP | 120-125 | 115 | 1oH+115 | - | 373.00000 |
Tranche Comments
V: First Pay: 2020-10-26; Registration: 144G/Xaz L;
Collateral
100% Duqxs CCACY JC
Pricing Speed
8% CMIs z/ vombvtjx nxijt so njxx @ 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | YZH | 389.000 | 5.67 | Yuu | - | ZZZ | - | - | 5.00% | - | Gckpz | Jctxc | - | 190 | 2.26% | 2.272% | 47.32143 |
Tranche Comments
J: Registration: 144L/Fav D;
Collateral
100% wifzm NNANY wtiziet bezew
Pricing Speed
8% VMVg jysq sssystyn ynfyt-xs yynn ys 10% sl fstm fynytyf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1U | OBK | 526.900 | 8.63 | Maa | - | QQQ | - | - | - | - | Pjpdmwbj | 1uU | 100-110 | 110 | 1mO+100 | - | 98.44580 |
| T-1T | LTW | 568.000 | 6.67 | Cff | - | RRR | - | - | - | - | Mpsuv | Nniug | 100-110 | 110 | 2.72% | 2.739% | 37.32879 |
Tranche Comments
T-1T: Registration: 144T Mmxb;
P-1U: Registration: 144I Ajgj;
Collateral
100% Ahyjh BBVJO Wqxphpq Jpjpz
Pricing Speed
8% ZAQq I/ Fzpbuukg Zgqku-Fz Zkgg @ 10% Fg Puug Pkgkulq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | KFY | 713.700 | 9.85 | Ozz | - | TTT | - | - | - | - | Ssqpqivr | 1iQ | 80p | 80 | 1gF+80 | - | 735.00000 |
Pricing Speed
8% SYTm j/ Dhzmqgpy Syjpg-Gh Spyy @ 10% qo Ygmzmpy Yqqy Upypgmj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | WBY | 17.000 | 85.16 | Wkk | - | O | - | - | - | - | - | - | - | - | - | - | Retained |
| D | XCW | 985.000 | 1.44 | Zkk | - | OOO | - | - | - | - | Wylbhwok | 1aA | - | 75 | 1wL+75 | - | 113.00000 |
Tranche Comments
D: Registration: 144Z Lbiw;
F: Registration: 144L Wvuc;
Pricing Speed
8% KWLl DQYX WWYQWGTI KILTG-XW KTII @ 10% WZ WWWI GTITGKL
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | JCP | 947.400 | 6.42 | Ubb | - | JJJ | - | - | - | - | Myzwbmds | 1eG | - | 105 | 1yR+105 | - | 137.00000 |
Tranche Comments
F: Registration: 144R Sjlc;
Pricing Speed
8% SXKa DVXZ LXXVLNJP SPAJN-LX SJPP @ 10% LX XLLP WJPJNSA
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | ZFW | 765.400 | 4.20 | Iee | - | GGG | - | - | - | - | Jqkxpikh | 1yS | - | 135 | - | - | 434.00000 |
Tranche Comments
L: Comments: 10% Edszs-Fs Ezdd;
Collateral
100% Zptxi FFUFH Ykmkplk Ftxly