| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 146.000 | 0.33 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | 27-30 | 25 | 5.385% | 5.385% | 100.00000 |
| A-2 | USD | 222.000 | 1.46 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 85-87 | 83 | 4.99% | 5.051% | 99.98782 |
| A-3 | USD | 222.000 | 3.07 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 95-100 | 100 | 4.76% | 4.817% | 99.97329 |
| A-4 | USD | 60.000 | 4.01 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 115-120 | 120 | 4.94% | 4.994% | 99.98971 |
Tranche Comments
A-1: First Pay: 2024-09-16; Registration: 144A Only;
A-2: First Pay: 2024-09-16; Registration: 144A Only;
A-3: First Pay: 2024-09-16; Registration: 144A Only;
A-4: First Pay: 2024-09-16; Registration: 144A Only;
Pricing Speed
2% CPR to 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | UOS | 33.973 | 4.56 | Ce2 | - | - | KK | - | 27.70% | - | - | - | - | - | - | - | Retained |
| D-2 | BAR | 622.200 | 5.70 | Laa | - | - | DDD | - | 12.90% | - | Pmoan | S-Kismb | 100t | 100 | 6.09% | 6.171% | 22.87467 |
| V-4 | NKJ | 37.720 | 4.34 | Znn | - | - | GGG | - | 22.30% | - | Zvuoi | O-Ixpbm | 150-160 | 150 | 5.75% | 5.829% | 47.53150 |
| E | JKF | 95.984 | 3.00 | X1 | - | - | T | - | 36.20% | - | - | - | - | - | - | - | Retained |
| N | CCQ | 87.458 | 3.00 | Bbb1 | - | - | QQQ | - | 3.60% | - | - | - | - | - | - | - | Retained |
| G-3 | UBP | 615.680 | 8.29 | Mww | - | - | NNN | - | 18.37% | - | Aoxxl | A-Sbgfd | 125-135 | 125 | 5.74% | 5.811% | 19.12505 |
| O | RMT | 73.321 | 9.00 | Hc1 | - | - | OO | - | 5.80% | - | - | - | - | - | - | - | Retained |
| B-1 | WBG | 701.310 | 9.14 | E-1 | - | - | E-1 S | - | 96.60% | - | Lbchx | P-Gfnnm | 30-35 | 30 | 5.74% | 5.742% | 452.00000 |
Tranche Comments
B-1: First Pay: 2023-09-15; Registration: 144Y Zmrz;
D-2: First Pay: 2023-09-15; Registration: 144N Hpje;
G-3: First Pay: 2023-09-15; Registration: 144Y Wmfh;
V-4: First Pay: 2023-09-15; Registration: 144U Czsn;
B: First Pay: 2023-09-15; Registration: 144A Rney;
E: First Pay: 2023-09-15; Registration: 144W Imet;
N: First Pay: 2023-09-15; Registration: 144T Luvk;
O: First Pay: 2023-09-15; Registration: 144N Rkat;
Deal Comments
Kgmoyz Qbbfvioozvq KEJ(Q&L). Jbxxoyz Qbbfvioozvq QKD