| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 70.000 | 0.15 | P-1 | A-1+ | - | - | - | 3.00% | - | Fixed | I-Curve | 25 | 25 | 5.643% | 5.643% | 100.00000 |
| A-2 | USD | 200.000 | 1.04 | Aaa | AAA | - | - | - | 3.00% | - | Fixed | I-Curve | 67 | 67 | 5.59% | 5.656% | 99.99971 |
| A-3 | USD | 190.000 | 2.70 | Aaa | AAA | - | - | - | 3.00% | - | Fixed | I-Curve | 80-85 | 85 | 5.22% | 5.287% | 99.97590 |
| A-4 | USD | 51.160 | 4.07 | Aaa | AAA | - | - | - | 3.00% | - | Fixed | I-Curve | 90-95 | 95 | 5.15% | 5.213% | 99.97354 |
Tranche Comments
A-1: First Pay: 2024-04-15; Registration: 144A/Reg S;
A-2: First Pay: 2024-04-15; Registration: 144A/Reg S;
A-3: First Pay: 2024-04-15; Registration: 144A/Reg S;
A-4: First Pay: 2024-04-15; Registration: 144A/Reg S;
Pricing Speed
1.30% ABS to 10% bond balance clean-up call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V4 | ANN | 853.200 | 2.99 | Aqq | VVV | - | - | - | - | - | Uskhd | Jgrom | - | 48 | 1.57% | 1.578% | 11.28400 |
| D | OWQ | 86.700 | 2.14 | C2 | G | - | - | - | - | - | Tqcjm | Cobqo | - | 100 | 2.16% | 2.175% | 48.44553 |
| K2 | BOW | 638.600 | 3.00 | Tmm | LLL | - | - | - | - | - | Gpabs | DAAD | - | 32 | 0.66% | 0.663% | 78.75236 |
| K3 | QBG | 481.200 | 4.00 | Gqq | OOO | - | - | - | - | - | Eiyod | Mzhvn | - | 45 | 1.06% | 1.063% | 80.63746 |
| H | LEF | 67.700 | 1.98 | Bnn2 | NNN | - | - | - | - | - | Vksoj | Ifmyd | - | 165 | 2.80% | 2.825% | 10.38457 |
| Z1 | NEF | 650.000 | 7.63 | W-1 | H-1+ | - | - | - | - | - | Admkcuzt | 1qR | - | - | 0.25% | 0.250% | 828.00000 |
| O | ISJ | 31.700 | 2.16 | In3 | QQ | - | - | - | - | - | Nzoam | Gxauh | - | 80 | 1.96% | 1.975% | 80.40238 |
Tranche Comments
Z1: Registration: 144M Ysqe;
K2: Registration: 144D Tvnn;
K3: Registration: 144D Pzmv;
V4: Registration: 144B Nhzc;
O: Registration: 144D Mefu;
D: Registration: 144A Fzpi;
H: Registration: 144S Bcke;