| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 292.880 | 8.11 | - | - | - | - | A- | - | - | Fixed | I-Curve | 235-250 | 225 | 5.98% | 6.218% | 99.07032 |
| B | USD | 14.810 | 8.11 | - | - | - | - | BBB- | - | - | Fixed | I-Curve | 500a | 500 | 8.12% | 8.968% | 96.45962 |
| C | USD | 16.850 | 8.11 | - | - | - | - | BB- | - | - | Fixed | I-Curve | - | 1050 | 14.05% | 14.468% | 99.99390 |
Tranche Comments
A: First Pay: 2024-12-20; Registration: 144A/Reg S;
B: First Pay: 2024-12-20; Registration: 144A/Reg S;
C: First Pay: 2024-12-20; Registration: 144A/Reg S; Comments: Pre-placed;
Risk Retention
US: 5% Vertical
Pricing Speed
8% CPR to 10% Clean-Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | CXB | 879.230 | 6.39 | - | - | - | - | X- | - | - | Pamml | L-Qurnp | 235-240 | 230 | 6.65% | 6.873% | 10.65307 |
| V | IQY | 54.960 | 9.59 | - | - | - | - | III- | - | - | Jnfsv | N-Fspga | 450-475 | 450 | 8.44% | 9.073% | 17.13493 |
| W | TLF | 52.900 | 6.34 | - | - | - | - | EE- | - | - | Owmjc | L-Ikomt | 750-800 | - | - | - | Retained |
Tranche Comments
W: First Pay: 2024-05-20; Registration: 144T/Fli N;
V: First Pay: 2024-05-20; Registration: 144Q/Zkr I;
W: First Pay: 2024-05-20; Registration: 144J/Zfh T;
Risk Retention
5% Wwjtxqeq
Pricing Speed
8% CQR th 10% Cbozf-Ns Czbb