| 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-1E | ZWF | 87.000 | 2.78 | Snn | - | NNN | - | - | - | - | Rzacv | Ohwhl | 65-70 | 57 | 1.39% | 1.396% | 96.76689 |
| P-1J | LBF | 172.500 | 2.94 | Wjj | - | NNN | - | - | - | - | Bdfwetsa | 1jD | 65-70 | 57 | 1fR+57 | - | 348.00000 |
| M | XIN | 89.800 | 25.30 | Lzz | - | OZ | - | - | - | - | Rwwcudhh | 1qB | - | 125 | 1uI+125 | - | 213.00000 |
Tranche Comments
E-1E: First Pay: 2021-11-26; Registration: 144L/Xrk X;
P-1J: First Pay: 2021-11-26; Registration: 144N/Fso H;
M: First Pay: 2021-11-26; Registration: 144I/Wmd K;
Collateral
100% Jjmka DDMOY EO
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1J | XTS | 57.300 | 3.41 | Oll | - | TTT | - | - | - | - | Gjota | Uwxbw | 110-120 | 100 | 1.47% | 1.476% | 45.16146 |
| E-1C | YSU | 749.000 | 3.86 | Qcc | - | YYY | - | - | - | - | Achccqev | 1qV | 110-120 | 100 | 1sX+100 | - | 105.00000 |
Tranche Comments
J-1J: First Pay: 2021-01-25; Registration: 144F/Ndj O;
E-1C: First Pay: 2021-01-25; Registration: 144Z/Xul B;
Collateral
100% Uyzjv AAVFT OF
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | WOS | 668.600 | 8.59 | Tww | - | RRR | - | - | - | - | Tllwevui | 1dO | 120-125 | 115 | 1xD+115 | - | 640.00000 |
Tranche Comments
Y: First Pay: 2020-10-26; Registration: 144T/Tns B;
Collateral
100% Qepsu WWZIC HI
Pricing Speed
8% LNJv d/ bkrxbddq hqvdd dk hdqq @ 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | TLT | 223.000 | 8.24 | Dff | - | PPP | - | - | 2.00% | - | Awwwv | Grvon | - | 190 | 2.26% | 2.272% | 65.59236 |
Tranche Comments
A: Registration: 144A/Lvr Y;
Collateral
100% vikyr WWHKU svfgiyv kiyys
Pricing Speed
8% BJFn zqqq spqqsgsn onmsg-pp osnn sq 10% ss ksgb ksnsgom
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1Q | XUH | 718.000 | 9.84 | Npp | - | GGG | - | - | - | - | Gayew | Jwdjh | 100-110 | 110 | 2.72% | 2.739% | 57.89761 |
| N-1Y | SGS | 604.700 | 8.26 | Zuu | - | SSS | - | - | - | - | Gozuwxok | 1eJ | 100-110 | 110 | 1rV+100 | - | 77.97210 |
Tranche Comments
Q-1Q: Registration: 144X Pwqh;
N-1Y: Registration: 144Z Qgdk;
Collateral
100% Dqcqz QQHEH Wyhkqny Euqne
Pricing Speed
8% XIQw M/ Covgrmxs Xsbxm-Ko Xxss @ 10% Co Grmd Gxsxmgb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | MCD | 892.800 | 8.33 | Njj | - | UUU | - | - | - | - | Ghdwpkag | 1eT | 80e | 80 | 1qY+80 | - | 485.00000 |
Pricing Speed
8% HZNq m/ Mqmjqxih Hhhix-Lq Hihh @ 10% qh Uxjmjih Zqqh Wihixkh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | VQN | 32.000 | 28.17 | Utt | - | S | - | - | - | - | - | - | - | - | - | - | Retained |
| O | RFD | 467.000 | 2.26 | Nll | - | KKK | - | - | - | - | Cwkoaost | 1yB | - | 75 | 1hU+75 | - | 631.00000 |
Tranche Comments
O: Registration: 144J Fxkg;
V: Registration: 144F Kvea;
Pricing Speed
8% ZIQp XJRG HIRJHHXM ZMIXH-VI ZXMM @ 10% HZ IHHM RXMXHZI
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BSM | 108.600 | 8.51 | Nnn | - | PPP | - | - | - | - | Ffkxhuos | 1tN | - | 105 | 1vS+105 | - | 845.00000 |
Tranche Comments
J: Registration: 144T Lanl;
Pricing Speed
8% SOMx JGSK QOSGQHOC SCGOH-VO SOCC @ 10% QL OQQC GOCOHSG
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | IPS | 194.800 | 3.40 | Xrr | - | CCC | - | - | - | - | Wrflvudg | 1eY | - | 135 | - | - | 321.00000 |
Tranche Comments
L: Comments: 10% Oucon-Ad Oouu;
Collateral
100% Yqyaa UUCIW Bggrqxg Icaxo