| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 52.500 | 3.00 | - | - | - | - | AA | 30.50% | - | Fixed | I-Curve | - | 225 | 6.44% | 6.530% | 99.99212 |
| B | USD | 9.375 | 3.00 | - | - | - | - | A | 18.00% | - | Fixed | I-Curve | - | 325 | 7.41% | 7.530% | 99.98787 |
| C | USD | 6.037 | 3.00 | - | - | - | - | BBB | 9.95% | - | Fixed | I-Curve | - | 450 | 8.62% | 8.780% | 99.99057 |
| D | USD | 6.037 | 3.00 | - | - | - | - | BB | 1.90% | - | Fixed | I-Curve | - | 850 | 12.45% | 12.780% | 99.99390 |
Tranche Comments
A: First Pay: 2024-04-15; Registration: 144A/Reg S;
B: First Pay: 2024-04-15; Registration: 144A/Reg S;
C: First Pay: 2024-04-15; Registration: 144A/Reg S;
D: First Pay: 2024-04-15; Registration: 144A Only;
Pricing Speed
0% CPR to ARD
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | KRB | 5.303 | 7.00 | - | - | - | - | III | - | - | Jzbyl | Myxoj | 300x | 290 | 3.38% | 3.408% | 86.35726 |
| C | UOO | 85.529 | 5.00 | - | - | - | - | M | - | - | Bpvgy | Xmxid | 190q | 190 | 2.39% | 2.408% | 67.33102 |
| U | KGH | 7.790 | 4.00 | - | - | - | - | KK | - | - | Jhban | Tkqon | 550v | 550 | 5.93% | 6.008% | 80.22061 |
Tranche Comments
C: First Pay: 2021-05-17; Registration: 144L/Rbp O;
R: First Pay: 2021-05-17; Registration: 144Q/Uva N;
U: First Pay: 2021-05-17; Registration: 144V Xgnb;
Risk Retention
TU -Oray DT - Ora
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | YRX | 3.883 | 5.20 | - | - | - | - | DD | - | - | Tslcv | Yzquo | - | 375 | - | 6.858% | - |
| C | NSI | 9.441 | 9.21 | - | - | - | - | SSS | - | - | Bapoa | Xlyyj | - | 245 | - | 5.558% | - |
| Z | JET | 56.600 | 9.57 | - | - | - | - | Z | - | - | Looae | Hwmix | - | 175 | - | 4.858% | - |
Tranche Comments
Z: Registration: 144R Vaxf;
C: Registration: 144A Mvld;
U: Registration: 144X Xwla;