| 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 |
|---|
| W | QTC | 3.569 | 9.00 | - | - | - | - | WW | - | - | Mylyy | Ioaay | 550z | 550 | 5.93% | 6.008% | 37.66901 |
| J | JSZ | 2.865 | 2.00 | - | - | - | - | BBB | - | - | Eijee | Zztcb | 300m | 290 | 3.38% | 3.408% | 39.33331 |
| S | WXQ | 30.494 | 7.00 | - | - | - | - | T | - | - | Rqsto | Jqfrh | 190y | 190 | 2.39% | 2.408% | 58.13627 |
Tranche Comments
S: First Pay: 2021-05-17; Registration: 144W/Lix J;
J: First Pay: 2021-05-17; Registration: 144D/Qvw J;
W: First Pay: 2021-05-17; Registration: 144C Tama;
Risk Retention
QK -Otre PQ - Otr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | TGS | 7.328 | 9.67 | - | - | - | - | NN | - | - | Pfnrw | Revzm | - | 375 | - | 6.858% | - |
| Z | IQQ | 2.379 | 7.54 | - | - | - | - | FFF | - | - | Ffyth | Rcaej | - | 245 | - | 5.558% | - |
| V | BUC | 38.493 | 2.97 | - | - | - | - | V | - | - | Mfjlf | Bewrl | - | 175 | - | 4.858% | - |
Tranche Comments
V: Registration: 144C Jgul;
Z: Registration: 144T Fpmm;
L: Registration: 144I Mqkg;