| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 105.000 | 0.30 | - | - | F1+ | - | K1+ | - | - | Fixed | I-Curve | 25-27 | 22 | 4.809% | 4.809% | 100.00000 |
| A-2 | USD | 170.000 | 1.26 | - | - | AAA | - | AAA | - | - | Fixed | I-Curve | 105-110 | 100 | 4.74% | 4.796% | 99.98953 |
| A-3 | USD | 77.750 | 2.46 | - | - | AAA | - | AAA | - | - | Fixed | I-Curve | 130-135 | 120 | 4.65% | 4.705% | 99.97807 |
| B | USD | 18.200 | 2.72 | - | - | AA | - | AA | - | - | Fixed | I-Curve | 150-160 | 140 | 4.83% | 4.881% | 99.99485 |
| C | USD | 23.050 | 2.72 | - | - | A | - | A | - | - | Fixed | I-Curve | 210-225 | 195 | 5.37% | 5.431% | 99.99883 |
Tranche Comments
A-1: First Pay: 2024-10-21; Registration: 144A/Reg S;
A-2: First Pay: 2024-10-21; Registration: 144A/Reg S;
A-3: First Pay: 2024-10-21; Registration: 144A/Reg S;
B: First Pay: 2024-10-21; Registration: 144A/Reg S;
C: First Pay: 2024-10-21; Registration: 144A/Reg S;
Pricing Speed
4.00 CPR to 15% Clean-Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | XAW | 573.000 | 8.21 | - | - | Q1+ | - | P1+ | - | - | Lhlyn | W-Wpbry | 34-36 | 34 | 5.72% | 5.723% | 449.00000 |
| P-2 | BAD | 203.000 | 1.57 | - | - | YYY | - | UUU | - | - | Iyxjx | A-Kupic | 100-105 | 100 | 5.79% | 5.868% | 46.53389 |
| R | TSZ | 65.770 | 4.71 | - | - | C | - | V | - | - | Zowjq | Q-Qdyyo | 185-200 | 235 | 6.62% | 6.715% | 39.75083 |
| P | YJQ | 20.860 | 8.66 | - | - | YY | - | CC | - | - | Vcnwt | K-Emxax | 150k | 150 | 5.79% | 5.865% | 50.87438 |
| V-3 | WQA | 698.400 | 6.23 | - | - | RRR | - | GGG | - | - | Jzqyv | L-Uuzur | 125i | 130 | 5.64% | 5.713% | 21.25917 |
Tranche Comments
O-1: First Pay: 2024-07-20; Registration: 144V/Guo S;
P-2: First Pay: 2024-07-20; Registration: 144E/Bwe H;
V-3: First Pay: 2024-07-20; Registration: 144Y/Gsm W;
P: First Pay: 2024-07-20; Registration: 144P/Jrt O;
R: First Pay: 2024-07-20; Registration: 144X/Vsw E;
Pricing Speed
4.00 LAN ix 15% Lyfxm-Oc Lxyy