| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 110.000 | 0.19 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 27-29 | 25 | 5.617% | 5.617% | 100.00000 |
| A-2A | USD | 153.310 | 0.92 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 80-82 | 73 | 5.780% | 5.852% | 99.99858 |
| A-2B | USD | 80.000 | 0.92 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 80-82 | 73 | SOFR+73 | - | 100.00000 |
| A-3 | USD | 130.020 | 2.12 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 90-92 | 80 | 5.40% | 5.462% | 99.99851 |
| B | USD | 46.670 | 2.86 | - | AA | AA | - | - | - | - | Fixed | I-Curve | 100-105 | 95 | 5.35% | 5.416% | 99.98465 |
| C | USD | 49.330 | 3.38 | - | A | A | - | - | - | - | Fixed | I-Curve | 130-140 | 130 | 5.62% | 5.693% | 99.97987 |
| D | USD | 55.670 | 3.72 | - | BBB | BBB | - | - | - | - | Fixed | I-Curve | 185-195 | 200 | 6.27% | 6.359% | 99.97928 |
Tranche Comments
A-1: First Pay: 2024-07-15; Registration: Registered;
A-2A: First Pay: 2024-07-15; Registration: Registered;
A-2B: First Pay: 2024-07-15; Registration: Registered;
A-3: First Pay: 2024-07-15; Registration: Registered;
B: First Pay: 2024-07-15; Registration: Registered;
C: First Pay: 2024-07-15; Registration: Registered;
D: First Pay: 2024-07-15; Registration: Registered;
Pricing Speed
1.50 ABS to 10% Clean-Up Call