| 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 |
|---|
| V | UVI | 86.600 | 9.11 | T2 | D | - | - | - | - | - | Efrbb | Tbvzr | - | 100 | 2.16% | 2.175% | 55.22576 |
| G1 | VLB | 191.000 | 1.12 | D-1 | Y-1+ | - | - | - | - | - | Xvsomska | 1gR | - | - | 0.25% | 0.250% | 695.00000 |
| X3 | BRZ | 870.200 | 2.00 | Mdd | XXX | - | - | - | - | - | Fykqf | Xvrkr | - | 45 | 1.06% | 1.063% | 91.35374 |
| G | VSL | 63.800 | 9.90 | Vkk2 | BBB | - | - | - | - | - | Apkxk | Fgbji | - | 165 | 2.80% | 2.825% | 17.13769 |
| S | KCV | 37.100 | 8.69 | Fb3 | OO | - | - | - | - | - | Aglyp | Ihtux | - | 80 | 1.96% | 1.975% | 68.65238 |
| D2 | PIJ | 116.800 | 2.00 | Wkk | FFF | - | - | - | - | - | Aabhn | CMQD | - | 32 | 0.66% | 0.663% | 73.43205 |
| Z4 | EAS | 982.600 | 3.49 | Rww | CCC | - | - | - | - | - | Zjszq | Ujorr | - | 48 | 1.57% | 1.578% | 34.95660 |
Tranche Comments
G1: Registration: 144I Dves;
D2: Registration: 144L Pmsg;
X3: Registration: 144Q Uqav;
Z4: Registration: 144D Yzdv;
S: Registration: 144N Egmm;
V: Registration: 144F Jske;
G: Registration: 144H Edmb;