| 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 |
|---|
| E | BAI | 69.600 | 71.50 | Ehh | - | ZI | - | - | - | - | Ifwotdiq | 1yK | - | 125 | 1aX+125 | - | 245.00000 |
| U-1U | UME | 16.000 | 4.71 | Lbb | - | EEE | - | - | - | - | Rqanm | Gbmkp | 65-70 | 57 | 1.39% | 1.396% | 26.26475 |
| K-1K | YPD | 853.300 | 2.54 | Xnn | - | XXX | - | - | - | - | Grbvalrb | 1eN | 65-70 | 57 | 1vV+57 | - | 926.00000 |
Tranche Comments
U-1U: First Pay: 2021-11-26; Registration: 144H/Jhp C;
K-1K: First Pay: 2021-11-26; Registration: 144I/Bsw M;
E: First Pay: 2021-11-26; Registration: 144J/Xhc X;
Collateral
100% Gmrmh RRQIG FI
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1K | FRI | 609.000 | 4.91 | Lpp | - | VVV | - | - | - | - | Gbcqxoro | 1vX | 110-120 | 100 | 1sY+100 | - | 165.00000 |
| M-1M | OHQ | 56.500 | 4.14 | Tgg | - | NNN | - | - | - | - | Pzsvk | Gctkn | 110-120 | 100 | 1.47% | 1.476% | 34.38989 |
Tranche Comments
M-1M: First Pay: 2021-01-25; Registration: 144O/Zqk E;
I-1K: First Pay: 2021-01-25; Registration: 144C/Hqk P;
Collateral
100% Degca JJTMV WM
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | JIM | 299.300 | 6.54 | Aww | - | YYY | - | - | - | - | Rxyvurpt | 1tY | 120-125 | 115 | 1aD+115 | - | 778.00000 |
Tranche Comments
U: First Pay: 2020-10-26; Registration: 144N/Czu I;
Collateral
100% Tzjue NNYIK FI
Pricing Speed
8% NQFs v/ dkogdxdp dpvdx kk ddpp @ 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | AHO | 930.000 | 5.49 | Kgg | - | ZZZ | - | - | 4.00% | - | Qvaxg | Xzuve | - | 190 | 2.26% | 2.272% | 28.93034 |
Tranche Comments
T: Registration: 144L/Ckw Z;
Collateral
100% immep ZZYSJ bxyvmtx itetb
Pricing Speed
8% PCPx iqih fxiqfglk kkrlg-lx klkk li 10% fm ffgf flklgkr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1Q | XVL | 319.600 | 9.89 | Kdd | - | XXX | - | - | - | - | Pckzlqfi | 1hD | 100-110 | 110 | 1aP+100 | - | 45.18090 |
| V-1V | TLJ | 883.000 | 7.79 | Ohh | - | PPP | - | - | - | - | Nmnhi | Mhudw | 100-110 | 110 | 2.72% | 2.739% | 78.99819 |
Tranche Comments
V-1V: Registration: 144T Bjqn;
H-1Q: Registration: 144A Jagd;
Collateral
100% Qcgje IIOUL Zqvhcpq Unjpb
Pricing Speed
8% FHAi A/ Zkrtwuah Fhqau-Ik Fahh @ 10% Zl Nwuk Nahauiq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | NZG | 939.200 | 8.80 | Bxx | - | QQQ | - | - | - | - | Uwhzxobb | 1mT | 80s | 80 | 1nT+80 | - | 311.00000 |
Pricing Speed
8% CAWu i/ Nktmrrwv Cvpwr-Rk Cwvv @ 10% rl Grmtmwv Arrv Zwvwrip
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | XAF | 54.000 | 99.83 | Dee | - | M | - | - | - | - | - | - | - | - | - | - | Retained |
| D | OKF | 683.000 | 4.53 | Rzz | - | TTT | - | - | - | - | Nfhlkzzh | 1lF | - | 75 | 1rF+75 | - | 577.00000 |
Tranche Comments
D: Registration: 144J Zizq;
G: Registration: 144Q Jizy;
Pricing Speed
8% SMKe GKVH RMVKRYQQ SQCQY-WM SQQQ @ 10% RH MRRQ CQQQYSC
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | AVE | 236.900 | 3.36 | Hii | - | III | - | - | - | - | Ctkcsetz | 1zZ | - | 105 | 1zG+105 | - | 613.00000 |
Tranche Comments
H: Registration: 144H Bciy;
Pricing Speed
8% JJNn KYLG TJLYTSMO JORMS-LJ JMOO @ 10% TA JTTO NMOMSJR
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | UGX | 510.900 | 1.70 | Zyy | - | PPP | - | - | - | - | Cloxsezr | 1gJ | - | 135 | - | - | 891.00000 |
Tranche Comments
L: Comments: 10% Myqki-Fd Mkyy;
Collateral
100% Xmphz MMTKG Ahxdmbh Kuhbk