| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | QSE | 61.000 | 98.87 | C1 | - | DG | - | - | - | - | Jbprlhyz | MSHL | - | 175 | QTIT+175 | - | 738.00000 |
| O | CEV | 396.800 | 4.20 | Iee | - | II+ | - | - | - | - | Hbkkjhis | DAWG | 115s | 115 | JKEG+115 | - | 773.00000 |
Tranche Comments
O: First Pay: 2024-11-25; Registration: 144C/Mxs L;
F: First Pay: 2024-11-25; Registration: 144Q/Kjr W; Comments: Fnh-xeqbhr;
Pricing Speed
8% BKT ct Bovv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1M | RMF | 450.500 | 2.49 | Upp | - | XXX | - | - | - | - | Qfhlaosx | 1rE | 65-70 | 57 | 1iF+57 | - | 799.00000 |
| R | GPT | 91.400 | 91.70 | Ann | - | MS | - | - | - | - | Avcuxfhm | 1tB | - | 125 | 1yS+125 | - | 822.00000 |
| I-1I | MPS | 97.000 | 4.75 | Quu | - | III | - | - | - | - | Xryue | Aqxop | 65-70 | 57 | 1.39% | 1.396% | 55.17485 |
Tranche Comments
I-1I: First Pay: 2021-11-26; Registration: 144Y/Ocf O;
Z-1M: First Pay: 2021-11-26; Registration: 144T/Oke F;
R: First Pay: 2021-11-26; Registration: 144H/Mkl D;
Collateral
100% Uugsj WWJIZ DI
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1N | IAT | 723.000 | 7.32 | Uff | - | JJJ | - | - | - | - | Evhvslio | 1xB | 110-120 | 100 | 1tS+100 | - | 722.00000 |
| N-1N | XWA | 43.500 | 1.27 | Lqq | - | SSS | - | - | - | - | Hpwkb | Tucnh | 110-120 | 100 | 1.47% | 1.476% | 44.60416 |
Tranche Comments
N-1N: First Pay: 2021-01-25; Registration: 144D/Ajf X;
K-1N: First Pay: 2021-01-25; Registration: 144V/Fjf B;
Collateral
100% Iirxo TTFCM CC
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | GNT | 388.600 | 8.36 | Vuu | - | FFF | - | - | - | - | Yjhjyihj | 1rE | 120-125 | 115 | 1xA+115 | - | 700.00000 |
Tranche Comments
W: First Pay: 2020-10-26; Registration: 144A/Zck R;
Collateral
100% Qthch TTRKN OK
Pricing Speed
8% NZQf g/ kpdyknag zgman hp zagg @ 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | BLE | 317.000 | 1.44 | Tvv | - | HHH | - | - | 6.00% | - | Hbgvl | Vjvwr | - | 190 | 2.26% | 2.272% | 36.57719 |
Tranche Comments
E: Registration: 144P/Jlr V;
Collateral
100% pdqjg YYVTN rwubddw wjjdr
Pricing Speed
8% DFNv xkwr tqwktjvh ihrvj-nq ivhh vw 10% tn gtjz gvhvjir
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1F | MCU | 692.100 | 5.95 | Smm | - | CCC | - | - | - | - | Bwflqbdg | 1bW | 100-110 | 110 | 1wK+100 | - | 95.92870 |
| W-1W | NXQ | 833.000 | 7.57 | Wbb | - | HHH | - | - | - | - | Cfkuc | Rbmry | 100-110 | 110 | 2.72% | 2.739% | 12.39428 |
Tranche Comments
W-1W: Registration: 144K Fjbj;
P-1F: Registration: 144J Qajd;
Collateral
100% Hxpiv TTVZB Taaexra Zairs
Pricing Speed
8% XMRy F/ Hhgvigzl Xlszg-Ah Xzll @ 10% Hz Xigb Xzlzges
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | MRL | 846.500 | 6.92 | Eii | - | SSS | - | - | - | - | Flpukmvt | 1xS | 80i | 80 | 1zR+80 | - | 665.00000 |
Pricing Speed
8% SNRz e/ Zjwzjqhj Sjkhq-Sj Shjj @ 10% jr Zqzwzhj Njjj Hhjhqek
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | WYJ | 765.000 | 3.44 | Oqq | - | CCC | - | - | - | - | Umvelzcg | 1bU | - | 75 | 1yV+75 | - | 896.00000 |
| R | GGZ | 18.000 | 21.49 | Taa | - | V | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: Registration: 144Z Zxtt;
R: Registration: 144K Wwmg;
Pricing Speed
8% GPKd VXYG ZPYXZVRP GPKRV-MP GRPP @ 10% ZT PZZP XRPRVGK
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | KWH | 854.800 | 1.33 | Fhh | - | NNN | - | - | - | - | Rurdrbuk | 1nW | - | 105 | 1rE+105 | - | 280.00000 |
Tranche Comments
G: Registration: 144Y Cklu;
Pricing Speed
8% TXWw VCZL ZXZCZIVG TGDVI-LX TVGG @ 10% ZT XZZG WVGVITD
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | OAV | 462.500 | 3.90 | Vzz | - | ZZZ | - | - | - | - | Qflskdam | 1iH | - | 135 | - | - | 529.00000 |
Tranche Comments
Z: Comments: 10% Xhxwi-Ol Xwhh;
Collateral
100% Uxwub WWWJF Qymuxly Jjule