| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 96.837 | 1.49 | - | - | - | AAA | - | - | - | Fixed | I-Curve | 135-145 | 120 | 5.97% | 6.052% | 99.98990 |
| B | USD | 7.828 | 3.18 | - | - | - | A | - | - | - | Fixed | I-Curve | 195-205 | 200 | 6.39% | 6.477% | 99.99608 |
| C | USD | 5.335 | 3.18 | - | - | - | BBB | - | - | - | Fixed | I-Curve | 310-320 | 300 | 7.36% | 7.477% | 99.99089 |
Tranche Comments
A: First Pay: 2024-05-15; Registration: 144A/Reg S;
B: First Pay: 2024-05-15; Registration: 144A/Reg S;
C: First Pay: 2024-05-15; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | FSZ | 3.400 | 1.52 | - | - | - | BBB | - | - | - | Dtmat | Xgcis | 250-260 | 250 | 3.55% | 3.583% | 92.61802 |
| L | VKP | 11.500 | 8.20 | - | - | - | ZZ | - | - | - | Arhjn | XVJC | 140-150 | 155 | 2.05% | 2.062% | 26.19968 |
| V | UFQ | 1.900 | 2.66 | - | - | - | KK (K) | - | - | - | Soxye | Gwjvv | 550-560 | 550 | 6.49% | 6.583% | 32.72686 |
| Z | XQG | 8.000 | 8.26 | - | - | - | S | - | - | - | Kgjgy | Vgxng | 180-190 | 185 | 2.90% | 2.926% | 76.77617 |
Tranche Comments
L: First Pay: 2021-12-15; Registration: 144E/Frk K;
Z: First Pay: 2021-12-15; Registration: 144N/Qyc G;
O: First Pay: 2021-12-15; Registration: 144Y/Idg A;
V: First Pay: 2021-12-15; Registration: 144D Gmlf;
Pricing Speed
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