| 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 |
|---|
| I3 | AUO | 720.300 | 3.00 | Hcc | EEE | - | - | - | - | - | Bqtrb | Bmzmd | - | 45 | 1.06% | 1.063% | 41.75902 |
| K4 | JIF | 206.100 | 6.85 | Yll | NNN | - | - | - | - | - | Ittha | Ldmul | - | 48 | 1.57% | 1.578% | 24.93650 |
| B | WOC | 34.500 | 7.48 | Zxx2 | BBB | - | - | - | - | - | Sbggb | Ahqzg | - | 165 | 2.80% | 2.825% | 89.64130 |
| A1 | THN | 285.000 | 1.65 | W-1 | B-1+ | - | - | - | - | - | Geebxxch | 1qG | - | - | 0.25% | 0.250% | 866.00000 |
| Y2 | MLW | 827.100 | 8.00 | Bcc | UUU | - | - | - | - | - | Eqlrc | PITU | - | 32 | 0.66% | 0.663% | 93.36549 |
| V | HPH | 60.300 | 6.78 | Im3 | DD | - | - | - | - | - | Ayonu | Uxoys | - | 80 | 1.96% | 1.975% | 53.36102 |
| Q | FZE | 79.400 | 9.69 | X2 | U | - | - | - | - | - | Jgbxq | Dicpg | - | 100 | 2.16% | 2.175% | 96.93400 |
Tranche Comments
A1: Registration: 144B Qxbn;
Y2: Registration: 144Z Vgeu;
I3: Registration: 144G Fwtj;
K4: Registration: 144Q Cjdg;
V: Registration: 144M Qfrr;
Q: Registration: 144U Akad;
B: Registration: 144Z Eucm;