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 |
---|
R | IPH | 63.822 | 1.40 | F1 | - | - | X (U) | H | - | - | Iyjkf | P-Huifh | 250-260 | 235 | 6.50% | 6.592% | 76.74040 |
H | CVC | 75.760 | 4.23 | Ha2 | - | - | AA (X) | RR | - | - | Zypic | H-Qixsb | 195-205 | 185 | 6.05% | 6.127% | 76.33072 |
K-1 | FBD | 79.000 | 1.42 | KQ | - | - | C-1 V | F1+ | - | - | Mbanm | F-Rsxse | 54-56 | 48 | 5.86% | 5.864% | 172.00000 |
C-2 | TGX | 267.690 | 8.28 | Pii | - | - | PPP | MMM | - | - | Ukvrj | Q-Lktoj | 160-170 | 150 | 6.18% | 6.267% | 11.32286 |
W | XRJ | 11.780 | 4.58 | Mrr1 | - | - | ZZZ (Q) | CCC | - | - | Zfzno | Z-Wngvm | 330-340 | 315 | 7.27% | 7.383% | 85.17954 |
H-3 | FTS | 39.000 | 5.50 | Lvv | - | - | III | EEE | - | - | Rhoru | E-Npxmb | 160-170 | 145 | 5.70% | 5.777% | 93.94377 |
T | NQQ | 32.500 | 9.16 | Fs2 | - | - | PP (P) | NN | - | - | Cpgbo | R-Upwio | 675-700 | 700 | 10.97% | 11.233% | 66.84963 |
Tranche Comments
K-1: First Pay: 2023-12-15; Registration: 144X/Mrd I;
C-2: First Pay: 2023-12-15; Registration: 144X/Net V;
H-3: First Pay: 2023-12-15; Registration: 144X/Urd J;
H: First Pay: 2023-12-15; Registration: 144Y/Kek S;
R: First Pay: 2023-12-15; Registration: 144M/Yaq R;
W: First Pay: 2023-12-15; Registration: 144B/Koa Z;
T: First Pay: 2023-12-15; Registration: 144I/Nuq S; Comments: Izsaiwk Izvy;
Originator(s)
Dvtmbmzl Gjrmyjb Xjlywtlr Dww
Pricing Speed
6.00% QJC tj 10% Qikie-Ze Qiii