| 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 | ECN | 159.400 | 2.00 | Uzz | GGG | - | - | - | - | - | Loqme | JLKD | - | 32 | 0.66% | 0.663% | 69.80779 |
| U1 | UAR | 521.000 | 2.80 | Q-1 | F-1+ | - | - | - | - | - | Zkjlpqlr | 1vU | - | - | 0.25% | 0.250% | 866.00000 |
| M4 | WRP | 204.900 | 8.69 | Idd | TTT | - | - | - | - | - | Lwkig | Udqey | - | 48 | 1.57% | 1.578% | 28.34840 |
| Y | MHO | 29.800 | 6.49 | Gv3 | EE | - | - | - | - | - | Yktks | Rutpk | - | 80 | 1.96% | 1.975% | 16.65941 |
| J | BVA | 54.200 | 7.13 | Luu2 | SSS | - | - | - | - | - | Ryboz | Zohov | - | 165 | 2.80% | 2.825% | 44.82795 |
| V | XZU | 15.200 | 1.63 | U2 | A | - | - | - | - | - | Gtvhv | Joxtu | - | 100 | 2.16% | 2.175% | 86.66458 |
| D3 | UXP | 925.400 | 5.00 | Iyy | VVV | - | - | - | - | - | Zgqoi | Evcap | - | 45 | 1.06% | 1.063% | 73.90305 |
Tranche Comments
U1: Registration: 144W Uffg;
J2: Registration: 144W Vfhp;
D3: Registration: 144Q Fxhh;
M4: Registration: 144B Znaq;
Y: Registration: 144A Knpj;
V: Registration: 144Z Aawt;
J: Registration: 144X Nxoc;