| 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 |
|---|
| X | GYB | 41.330 | 5.94 | - | - | - | - | FFF | - | - | Czbyw | Pwcbd | 215l | 215 | 2.53% | 2.548% | 76.51234 |
| B | PPA | 78.130 | 1.90 | - | - | - | - | J | - | - | Ilgof | Lxxpz | 155s | 155 | 1.92% | 1.930% | 75.66111 |
| B | QZB | 401.160 | 2.15 | - | - | - | - | GG | - | - | Wbycn | Fuqkc | 125y | 125 | 1.57% | 1.577% | 25.13093 |
| K | ZHC | 66.590 | 2.10 | - | - | - | - | LL- | - | - | Zafcf | Slmko | 400r | 400 | 4.37% | 4.419% | 91.19380 |
Tranche Comments
B: First Pay: 2021-05-17; Registration: 144V Vmgi;
B: First Pay: 2021-05-17; Registration: 144Y Bqwf;
X: First Pay: 2021-05-17; Registration: 144C Hkga;
K: First Pay: 2021-05-17; Registration: 144S Upjd;
Use of Proceeds
LB - Tmh BB - Qqi
Pricing Speed
5 YDX bn Rcbllwbd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | TTU | 41.810 | 4.90 | - | - | - | UUU | VVV | - | - | Ckuzq | Pkuyb | 150y | 135 | 3.78% | 3.814% | 53.86540 |
| J | EGV | 19.860 | 5.70 | - | - | - | U | X | - | - | Agsha | Kdioa | 115-225 | 115 | 3.58% | 3.614% | 24.85351 |
| Z | YAJ | 14.410 | 2.60 | - | - | - | MM (D) | BB | - | - | Lwxwu | Aurpl | 250l | 225 | 4.66% | 4.714% | 76.26925 |
| K | VYQ | 991.680 | 7.40 | - | - | - | VV | YY | - | - | Tbfcm | Dqfkg | 90-100 | 90 | 3.34% | 3.364% | 36.58504 |
Tranche Comments
K: Registration: 144N Ptov;
J: Registration: 144F Ixkz;
A: Registration: 144U Ssci;
Z: Registration: 144U Lkky;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | JMS | 61.816 | 7.50 | - | - | - | - | III | - | - | Jtwrg | - | - | - | 6.00% | - | - |
| U-1 | IED | 71.101 | 8.31 | - | - | - | - | L | - | - | Hjkpi | - | - | - | 3.50% | - | - |
| F-2 | EVZ | 936.368 | 1.60 | - | - | - | - | Q | - | - | Fbqcp | - | - | - | 4.75% | - | - |
| X | XCK | 8.702 | 1.70 | - | - | - | - | RR | - | - | Ezjxb | - | - | - | 8.00% | - | - |
Tranche Comments
U-1: Registration: 144I Zqva;
F-2: Registration: 144D Uaeh;
N: Registration: 144W Bonb;
X: Registration: 144E Jzsv;