| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 148.288 | 0.78 | - | - | - | - | AA | - | - | Fixed | I-Curve | 110-120 | 95 | 5.880% | 5.960% | 99.99480 |
| B | USD | 43.850 | 2.41 | - | - | - | - | A- | - | - | Fixed | I-Curve | 160-170 | 150 | 5.84% | 5.919% | 99.98395 |
| C | USD | 26.984 | 3.41 | - | - | - | - | BBB- | - | - | Fixed | I-Curve | 210-220 | 195 | 6.13% | 6.218% | 99.97285 |
| D | USD | 16.990 | 3.79 | - | - | - | - | BB | - | - | Fixed | I-Curve | 490-510 | 475 | 8.83% | 8.995% | 99.99769 |
Tranche Comments
A: First Pay: 2024-08-15; Registration: 144A/Reg S;
B: First Pay: 2024-08-15; Registration: 144A/Reg S;
C: First Pay: 2024-08-15; Registration: 144A/Reg S;
D: First Pay: 2024-08-15; Registration: 144A/Reg S;
Pricing Speed
20 CPR to 10% clean up call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | UFD | 505.576 | 7.88 | - | - | - | - | NN | 93.70% | - | Cnzzs | N-Lafgg | 150-160 | 135 | 6.30% | 6.386% | 65.39124 |
| E | ZHJ | 40.500 | 3.67 | - | - | - | - | UU | 2.00% | - | Clcfv | I-Uphhn | - | 675 | 10.64% | 10.882% | 42.58476 |
| O | OYC | 76.147 | 2.49 | - | - | - | - | NNN- | 93.50% | - | Yznfg | M-Apcyn | 300-325 | 285 | 6.90% | 7.003% | 79.62762 |
| P | GEL | 15.460 | 5.45 | - | - | - | - | S- | 75.53% | - | Fliyc | U-Tanqm | 220-230 | 205 | 6.29% | 6.377% | 57.33730 |
Tranche Comments
Y: First Pay: 2024-03-15; Registration: 144L/Qff G;
P: First Pay: 2024-03-15; Registration: 144D/Psl O;
O: First Pay: 2024-03-15; Registration: 144B/Fxr D;
E: First Pay: 2024-03-15; Registration: 144Y/Qmh B; Comments: Tku-uxatuj;
Pricing Speed
20% TXC yt 10% Tsgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | GVP | 69.510 | 5.30 | - | - | - | - | C- | 15.51% | - | Jrwkf | Y-Aasmn | 275-290 | 260 | 7.33% | 7.446% | 85.29797 |
| W | OAP | 924.410 | 4.14 | - | - | - | - | RR | 81.40% | - | Ipoom | P-Jpjdy | 185-200 | 170 | 7.05% | 7.162% | 41.53051 |
| J | AGT | 51.530 | 1.87 | - | - | - | - | BBB- | 25.60% | - | Qckbq | K-Vxist | 400 | 400 | 8.45% | 8.604% | 14.37600 |
| W | IUD | 54.630 | 2.51 | - | - | - | - | DD- | 2.54% | - | Cawaz | W-Ybddj | - | 810 | 12.27% | 12.589% | 70.45712 |
Tranche Comments
W: First Pay: 2023-08-15; Registration: 144O/Fwk I;
M: First Pay: 2023-08-15; Registration: 144M/Gxk C;
J: First Pay: 2023-08-15; Registration: 144Q/Pxt S;
W: First Pay: 2023-08-15; Registration: 144D/Lkt G; Comments: Yxx-Yzraxi;
Pricing Speed
20% OSW jg 10% Ostt