| 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 |
|---|
| T | MMT | 90.800 | 74.20 | Hdd | - | EO | - | - | - | - | Cximdfdi | 1dT | - | 125 | 1jJ+125 | - | 113.00000 |
| G-1G | YFP | 85.000 | 8.56 | Wvv | - | III | - | - | - | - | Kmxjs | Xqyzi | 65-70 | 57 | 1.39% | 1.396% | 79.72001 |
| T-1V | HEG | 407.300 | 7.58 | Bjj | - | LLL | - | - | - | - | Ekodkokw | 1wU | 65-70 | 57 | 1iQ+57 | - | 168.00000 |
Tranche Comments
G-1G: First Pay: 2021-11-26; Registration: 144U/Jex N;
T-1V: First Pay: 2021-11-26; Registration: 144Z/Grs U;
T: First Pay: 2021-11-26; Registration: 144Q/Vpy U;
Collateral
100% Zvydi NNXZV GZ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1F | PPA | 276.000 | 2.38 | Vgg | - | RRR | - | - | - | - | Yeymkacj | 1wM | 110-120 | 100 | 1oF+100 | - | 781.00000 |
| M-1M | GTP | 25.600 | 4.39 | Lss | - | PPP | - | - | - | - | Mvoyh | Siqyl | 110-120 | 100 | 1.47% | 1.476% | 16.26433 |
Tranche Comments
M-1M: First Pay: 2021-01-25; Registration: 144Y/Rar P;
O-1F: First Pay: 2021-01-25; Registration: 144E/Das L;
Collateral
100% Gzxlp NNFXG CX
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | FRJ | 406.100 | 7.90 | Fnn | - | DDD | - | - | - | - | Ajwzfvdt | 1zA | 120-125 | 115 | 1jJ+115 | - | 343.00000 |
Tranche Comments
O: First Pay: 2020-10-26; Registration: 144U/Clv Z;
Collateral
100% Axcxy VVBNT WN
Pricing Speed
8% BFXy e/ hvpqhwfk dklfw ev dfkk @ 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | QRU | 656.000 | 9.35 | Gdd | - | QQQ | - | - | 8.00% | - | Mcbwk | Vgqjv | - | 190 | 2.26% | 2.272% | 99.25448 |
Tranche Comments
K: Registration: 144U/Ojc E;
Collateral
100% hmfqc DDGZX vishmei kpqev
Pricing Speed
8% ADSx wnrj qyrnqspw iwops-ty ipww pr 10% qn nqsk npwpsio
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1D | GXW | 179.100 | 4.47 | Wff | - | GGG | - | - | - | - | Xaakxhfa | 1zW | 100-110 | 110 | 1nH+100 | - | 29.61520 |
| B-1B | EJW | 819.000 | 8.99 | Uxx | - | CCC | - | - | - | - | Rzjcx | Nythb | 100-110 | 110 | 2.72% | 2.739% | 80.62271 |
Tranche Comments
B-1B: Registration: 144F Xtfq;
L-1D: Registration: 144F Fcvt;
Collateral
100% Kpvie GGXCK Semrpxe Cyixh
Pricing Speed
8% HMSg P/ Lbzxtstz Hzyts-Ib Htzz @ 10% Lf Ltsj Ltztsdy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | UOL | 155.700 | 3.78 | Eff | - | YYY | - | - | - | - | Kmqdjfkp | 1xE | 80h | 80 | 1sL+80 | - | 160.00000 |
Pricing Speed
8% KAXd y/ Yiikmnrl Klorn-Pi Krll @ 10% mi Qnkikrl Amml Frlrnbo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | RAU | 93.000 | 14.12 | Joo | - | B | - | - | - | - | - | - | - | - | - | - | Retained |
| V | KST | 104.000 | 9.67 | Nvv | - | UUU | - | - | - | - | Quchwcdl | 1fV | - | 75 | 1kA+75 | - | 993.00000 |
Tranche Comments
V: Registration: 144Z Ksrk;
J: Registration: 144X Crqy;
Pricing Speed
8% KDMp MPKQ PDKPPDJY KYGJD-XD KJYY @ 10% PM DPPY HJYJDKG
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | OTY | 533.500 | 6.42 | Rvv | - | NNN | - | - | - | - | Bwfjptkv | 1aU | - | 105 | 1nQ+105 | - | 320.00000 |
Tranche Comments
Y: Registration: 144H Xsnx;
Pricing Speed
8% VKZk PCJI QKJCQZJX VXKJZ-DK VJXX @ 10% QV KQQX JJXJZVK
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | NGN | 861.200 | 1.50 | Quu | - | MMM | - | - | - | - | Newjldwd | 1wB | - | 135 | - | - | 299.00000 |
Tranche Comments
W: Comments: 10% Kjdvo-Sz Kvjj;
Collateral
100% Dxzju NNWGE Zqglxqq Gujqu