| 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 |
|---|
| J2 | ZTT | 254.900 | 7.00 | Zhh | CCC | - | - | - | - | - | Vuipn | LEHB | - | 32 | 0.66% | 0.663% | 97.21746 |
| M4 | HIG | 294.200 | 4.95 | Fvv | XXX | - | - | - | - | - | Gazcx | Zdffx | - | 48 | 1.57% | 1.578% | 11.10120 |
| X | PTK | 56.300 | 8.61 | Ze3 | WW | - | - | - | - | - | Jgjlj | Oeujn | - | 80 | 1.96% | 1.975% | 22.79164 |
| V | MIK | 83.400 | 5.14 | Itt2 | YYY | - | - | - | - | - | Rgtkf | Ofkyy | - | 165 | 2.80% | 2.825% | 42.70847 |
| Q3 | XFO | 513.200 | 1.00 | Kuu | TTT | - | - | - | - | - | Rgqss | Obbcv | - | 45 | 1.06% | 1.063% | 33.97528 |
| G1 | BRA | 698.000 | 1.64 | H-1 | M-1+ | - | - | - | - | - | Cjjuzsah | 1iD | - | - | 0.25% | 0.250% | 337.00000 |
| W | PFY | 22.200 | 3.61 | P2 | A | - | - | - | - | - | Sqfxe | Qfekk | - | 100 | 2.16% | 2.175% | 58.80770 |
Tranche Comments
G1: Registration: 144H Uuzf;
J2: Registration: 144P Vmmn;
Q3: Registration: 144C Mbue;
M4: Registration: 144R Scvf;
X: Registration: 144N Dzhs;
W: Registration: 144B Qsvb;
V: Registration: 144G Lsvl;