| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 32.660 | 0.21 | P-1 | - | - | R-1 H | - | 20.25% | - | Fixed | I-Curve | 26-28 | 24 | 5.593% | 5.593% | 100.00000 |
| A-2 | USD | 112.660 | 1.21 | Aaa | - | - | AAA | - | 20.25% | - | Fixed | I-Curve | 95a | 90 | 5.84% | 5.917% | 99.99407 |
| A-3 | USD | 112.650 | 3.07 | Aaa | - | - | AAA | - | 20.25% | - | Fixed | I-Curve | 115a | 110 | 5.49% | 5.557% | 99.98976 |
| B | USD | 15.980 | 4.44 | Aa2 | - | - | AA | - | 15.25% | - | Fixed | I-Curve | 150-160 | 145 | 5.69% | 5.768% | 99.96158 |
| C | USD | 19.160 | 4.68 | A2 | - | - | A | - | 9.25% | - | Fixed | I-Curve | 180-185 | 180 | 6.01% | 6.094% | 99.96754 |
| D | USD | 8.780 | 4.70 | Baa3 | - | - | BBB | - | 6.50% | - | Fixed | I-Curve | 250-260 | 260 | 6.79% | 6.892% | 99.98001 |
| E | USD | 7.180 | 4.70 | Ba3 | - | - | BB | - | 4.25% | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-07-15; Registration: 144A/Reg S;
A-2: First Pay: 2024-07-15; Registration: 144A/Reg S;
A-3: First Pay: 2024-07-15; Registration: 144A/Reg S;
B: First Pay: 2024-07-15; Registration: 144A/Reg S;
C: First Pay: 2024-07-15; Registration: 144A/Reg S;
D: First Pay: 2024-07-15; Registration: 144A/Reg S;
E: First Pay: 2024-07-15; Registration: 144A/Reg S;
Pricing Speed
6.00% 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-1 | FGO | 58.000 | 7.81 | XP | - | - | W-1 P | N1+ | - | - | Cnccx | Z-Pqfzq | 54-56 | 48 | 5.86% | 5.864% | 711.00000 |
| A-2 | JPO | 255.420 | 5.72 | Cee | - | - | YYY | MMM | - | - | Dmlfe | V-Eyilv | 160-170 | 150 | 6.18% | 6.267% | 94.58378 |
| P | CYW | 48.240 | 7.25 | Ss2 | - | - | RR (G) | GG | - | - | Cygwh | N-Kjkyr | 195-205 | 185 | 6.05% | 6.127% | 13.79569 |
| E | JTN | 38.433 | 2.70 | C1 | - | - | O (I) | E | - | - | Ygolv | W-Ddydh | 250-260 | 235 | 6.50% | 6.592% | 29.67947 |
| F | WMI | 73.350 | 4.93 | Mqq1 | - | - | CCC (R) | PPP | - | - | Ssixe | F-Mwxtm | 330-340 | 315 | 7.27% | 7.383% | 41.94633 |
| J | UAS | 83.600 | 4.83 | Li2 | - | - | KK (L) | II | - | - | Ycglw | G-Ulmao | 675-700 | 700 | 10.97% | 11.233% | 82.35285 |
| W-3 | CCN | 70.000 | 1.60 | Kzz | - | - | OOO | VVV | - | - | Wzxua | K-Pqyoh | 160-170 | 145 | 5.70% | 5.777% | 72.44635 |
Tranche Comments
Y-1: First Pay: 2023-12-15; Registration: 144Y/Exi V;
A-2: First Pay: 2023-12-15; Registration: 144D/Kjz F;
W-3: First Pay: 2023-12-15; Registration: 144E/Kwh F;
P: First Pay: 2023-12-15; Registration: 144O/Grf B;
E: First Pay: 2023-12-15; Registration: 144Z/Low G;
F: First Pay: 2023-12-15; Registration: 144J/Xfc H;
J: First Pay: 2023-12-15; Registration: 144Q/Qkb C; Comments: Pnfxndw Pnjd;
Originator(s)
Vmdkvkhu Guxkzuv Guuzziue Ozt
Pricing Speed
6.00% BZX wg 10% Bsmku-Bs Bkss