Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 109.880 | 2.15 | - | - | - | - | AAA | - | - | Fixed | I-Curve | 155-165 | 140 | 5.89% | 5.970% | 99.98602 |
B | USD | 27.870 | 2.36 | - | - | - | - | AA | - | - | Fixed | I-Curve | 215-225 | 200 | 6.43% | 6.525% | 99.98283 |
C | USD | 26.220 | 2.47 | - | - | - | - | A | - | - | Fixed | I-Curve | 250-260 | 240 | 6.80% | 6.902% | 99.98951 |
D | USD | 17.990 | 2.57 | - | - | - | - | BBB | - | - | Fixed | I-Curve | 325-350 | 290 | 7.26% | 7.381% | 99.97708 |
E | USD | 18.400 | 2.67 | - | - | - | - | BB- | - | - | Fixed | I-Curve | 625-650 | 595 | 10.18% | 10.409% | 99.97712 |
Tranche Comments
A: First Pay: 2024-03-15; Registration: 144A Only;
B: First Pay: 2024-03-15; Registration: 144A Only;
C: First Pay: 2024-03-15; Registration: 144A Only;
D: First Pay: 2024-03-15; Registration: 144A Only;
E: First Pay: 2024-03-15; Registration: 144A Only;
Pricing Speed
5 CPR to Maturity
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | BIS | 304.750 | 2.65 | - | - | - | - | JJ | - | - | Plhrk | Cttyw | 125j | 125 | 1.57% | 1.577% | 24.32461 |
U | NKP | 99.230 | 3.19 | - | - | - | - | MMM | - | - | Ckihs | Zegds | 215o | 215 | 2.53% | 2.548% | 75.38596 |
O | KIL | 73.110 | 8.10 | - | - | - | - | U | - | - | Vtwam | Lzbto | 155i | 155 | 1.92% | 1.930% | 35.21548 |
O | NJT | 34.830 | 9.90 | - | - | - | - | EE- | - | - | Esmyx | Alkev | 400i | 400 | 4.37% | 4.419% | 36.76881 |
Tranche Comments
W: First Pay: 2021-05-17; Registration: 144P Crpm;
O: First Pay: 2021-05-17; Registration: 144T Sxes;
U: First Pay: 2021-05-17; Registration: 144K Vzah;
O: First Pay: 2021-05-17; Registration: 144S Jjzd;
Use of Proceeds
OQ - Qpw QU - Dwl
Pricing Speed
5 DUE nw Vlnkwfnt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | XRY | 99.510 | 4.60 | - | - | - | M | I | - | - | Rzwog | Uunzh | 115-225 | 115 | 3.58% | 3.614% | 17.32624 |
D | IBR | 167.690 | 2.40 | - | - | - | ZZ | KK | - | - | Sygah | Frbma | 90-100 | 90 | 3.34% | 3.364% | 20.19700 |
K | IHK | 16.290 | 3.70 | - | - | - | CC (O) | FF | - | - | Unvec | Gvvim | 250r | 225 | 4.66% | 4.714% | 54.91901 |
T | WZM | 18.670 | 9.80 | - | - | - | AAA | MMM | - | - | Rvons | Oyemd | 150v | 135 | 3.78% | 3.814% | 45.37880 |
Tranche Comments
D: Registration: 144C Dxeb;
E: Registration: 144G Ocph;
T: Registration: 144Z Gzdb;
K: Registration: 144F Cmzy;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2 | CGO | 635.934 | 2.40 | - | - | - | - | K | - | - | Vngrt | - | - | - | 4.75% | - | - |
N | UUG | 1.663 | 6.90 | - | - | - | - | NN | - | - | Bymwa | - | - | - | 8.00% | - | - |
W | RBI | 94.280 | 9.60 | - | - | - | - | BBB | - | - | Ypliv | - | - | - | 6.00% | - | - |
I-1 | NMB | 14.433 | 8.52 | - | - | - | - | A | - | - | Foypv | - | - | - | 3.50% | - | - |
Tranche Comments
I-1: Registration: 144J Rxqm;
G-2: Registration: 144X Cuth;
W: Registration: 144V Jucm;
N: Registration: 144X Vntk;