| 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 |
|---|
| C1 | MLS | 709.000 | 2.61 | D-1 | M-1+ | - | - | - | - | - | Rmvbudar | 1cD | - | - | 0.25% | 0.250% | 884.00000 |
| I | LIK | 77.300 | 9.11 | P2 | Q | - | - | - | - | - | Gkqnk | Shaaz | - | 100 | 2.16% | 2.175% | 34.18575 |
| B3 | XLU | 821.800 | 9.00 | Yjj | XXX | - | - | - | - | - | Qqchb | Robxt | - | 45 | 1.06% | 1.063% | 19.44802 |
| C2 | WKV | 667.800 | 5.00 | Ndd | LLL | - | - | - | - | - | Fgqsl | OKVH | - | 32 | 0.66% | 0.663% | 50.14159 |
| H | BAT | 36.500 | 1.88 | Gcc2 | TTT | - | - | - | - | - | Daagr | Bczmb | - | 165 | 2.80% | 2.825% | 81.29064 |
| N4 | KEX | 369.400 | 5.88 | Mww | UUU | - | - | - | - | - | Qhufe | Djnqs | - | 48 | 1.57% | 1.578% | 89.74250 |
| X | QGW | 65.100 | 3.46 | Di3 | CC | - | - | - | - | - | Anrgx | Dhzbw | - | 80 | 1.96% | 1.975% | 62.34286 |
Tranche Comments
C1: Registration: 144Z Jknp;
C2: Registration: 144M Gqqv;
B3: Registration: 144D Fhtr;
N4: Registration: 144U Lcgr;
X: Registration: 144X Jbqn;
I: Registration: 144Q Unns;
H: Registration: 144A Qskl;