| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 26.300 | 0.22 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | 20-22 | 20 | 5.596% | 5.596% | 100.00000 |
| A2 | USD | 100.000 | 1.06 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 70-75 | 70 | 5.76% | 5.832% | 99.99663 |
| A3 | USD | 66.000 | 2.41 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 85-90 | 85 | 5.54% | 5.610% | 99.98669 |
| A4 | USD | 43.090 | 3.62 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 95-100 | 95 | 5.46% | 5.528% | 99.98150 |
| B | USD | 5.710 | 4.13 | Aa3 | AA | - | - | - | - | - | Fixed | I-Curve | 130a | 125 | 5.71% | 5.781% | 99.98961 |
| C | USD | 4.820 | 4.13 | A3 | A | - | - | - | - | - | Fixed | I-Curve | 160a | 155 | 6.00% | 6.081% | 99.97942 |
| D | USD | 5.110 | 4.13 | Baa3 | BBB | - | - | - | - | - | Fixed | I-Curve | 240a | 235 | 6.78% | 6.881% | 99.98297 |
Tranche Comments
A1: First Pay: 2024-07-15; Registration: 144A/Reg S;
A2: First Pay: 2024-07-15; Registration: 144A/Reg S;
A3: First Pay: 2024-07-15; Registration: 144A/Reg S;
A4: 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;
Pricing Speed
1.30% ABS to 10% Call