| 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 |
|---|
| S | MIR | 24.568 | 5.00 | - | - | - | - | O | - | - | Tncgu | Fzqqm | 190s | 190 | 2.39% | 2.408% | 32.48816 |
| J | ZNU | 8.923 | 5.00 | - | - | - | - | MM | - | - | Lkhpb | Dtfch | 550d | 550 | 5.93% | 6.008% | 28.18140 |
| U | MSW | 7.678 | 3.00 | - | - | - | - | GGG | - | - | Yiywc | Bqlwc | 300p | 290 | 3.38% | 3.408% | 34.82854 |
Tranche Comments
S: First Pay: 2021-05-17; Registration: 144D/Ckw B;
U: First Pay: 2021-05-17; Registration: 144T/Lhl R;
J: First Pay: 2021-05-17; Registration: 144Q Ncbb;
Risk Retention
QR -Umyq MQ - Umy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | EPE | 67.789 | 6.64 | - | - | - | - | T | - | - | Pzufy | Tktfq | - | 175 | - | 4.858% | - |
| C | PSD | 1.692 | 7.77 | - | - | - | - | QQQ | - | - | Fokch | Soizi | - | 245 | - | 5.558% | - |
| K | QTG | 5.898 | 2.32 | - | - | - | - | OO | - | - | Hyqcd | Efvgl | - | 375 | - | 6.858% | - |
Tranche Comments
H: Registration: 144F Ftuk;
C: Registration: 144K Hhoc;
K: Registration: 144Q Hxnm;