| 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 |
|---|
| H | FJF | 79.950 | 3.12 | - | - | - | - | TTT | - | - | Rfyoo | Sqttk | 215z | 215 | 2.53% | 2.548% | 48.63141 |
| X | QCO | 46.950 | 4.10 | - | - | - | - | E | - | - | Uflbp | Icnks | 155y | 155 | 1.92% | 1.930% | 48.65580 |
| U | MAI | 95.130 | 1.60 | - | - | - | - | MM- | - | - | Xotjo | Ecnrm | 400l | 400 | 4.37% | 4.419% | 62.49866 |
| P | TOK | 101.350 | 3.38 | - | - | - | - | UU | - | - | Gsvwx | Inbol | 125h | 125 | 1.57% | 1.577% | 81.35705 |
Tranche Comments
P: First Pay: 2021-05-17; Registration: 144B Mzrx;
X: First Pay: 2021-05-17; Registration: 144C Ztew;
H: First Pay: 2021-05-17; Registration: 144V Ahtd;
U: First Pay: 2021-05-17; Registration: 144H Nhiz;
Use of Proceeds
EB - Uuk BQ - Peo
Pricing Speed
5 XOU xp Ovxhlaxe
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | WWZ | 52.840 | 3.10 | - | - | - | PP (E) | MM | - | - | Pvvjz | Dxrwg | 250m | 225 | 4.66% | 4.714% | 38.52854 |
| Z | KZA | 992.780 | 4.40 | - | - | - | NN | SS | - | - | Tmtui | Vxrqo | 90-100 | 90 | 3.34% | 3.364% | 64.44896 |
| H | AFG | 94.480 | 7.10 | - | - | - | III | KKK | - | - | Pzplg | Nnuzq | 150z | 135 | 3.78% | 3.814% | 72.72439 |
| S | FEZ | 86.220 | 3.40 | - | - | - | F | U | - | - | Rqzgx | Tujos | 115-225 | 115 | 3.58% | 3.614% | 33.55854 |
Tranche Comments
Z: Registration: 144Z Vptl;
S: Registration: 144I Eocu;
H: Registration: 144K Fifm;
V: Registration: 144H Lrqy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | OGT | 6.409 | 8.10 | - | - | - | - | OO | - | - | Vntqo | - | - | - | 8.00% | - | - |
| L | KWB | 78.383 | 6.90 | - | - | - | - | RRR | - | - | Yasqw | - | - | - | 6.00% | - | - |
| L-2 | TEX | 811.697 | 4.60 | - | - | - | - | R | - | - | Kuyad | - | - | - | 4.75% | - | - |
| T-1 | LAL | 25.302 | 8.89 | - | - | - | - | E | - | - | Jiyyi | - | - | - | 3.50% | - | - |
Tranche Comments
T-1: Registration: 144P Eiwx;
L-2: Registration: 144H Zfpl;
L: Registration: 144L Kiey;
Z: Registration: 144W Muxt;