| 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 |
|---|
| V | XOY | 90.180 | 1.74 | - | - | FF | - | CC | - | - | Tsfgu | L-Uynzn | 150t | 150 | 5.79% | 5.865% | 66.78922 |
| E | NWS | 29.680 | 6.71 | - | - | Z | - | K | - | - | Drwlv | A-Hihrq | 185-200 | 235 | 6.62% | 6.715% | 50.82811 |
| O-1 | NND | 877.000 | 3.12 | - | - | C1+ | - | T1+ | - | - | Wlbwy | B-Xmkmf | 34-36 | 34 | 5.72% | 5.723% | 105.00000 |
| M-2 | FTU | 484.000 | 1.71 | - | - | YYY | - | RRR | - | - | Bsjkk | N-Wqdvy | 100-105 | 100 | 5.79% | 5.868% | 85.76302 |
| F-3 | KZQ | 408.880 | 5.35 | - | - | RRR | - | CCC | - | - | Enwoq | A-Slopg | 125p | 130 | 5.64% | 5.713% | 21.79773 |
Tranche Comments
O-1: First Pay: 2024-07-20; Registration: 144H/Iyq E;
M-2: First Pay: 2024-07-20; Registration: 144W/Ndn V;
F-3: First Pay: 2024-07-20; Registration: 144O/Pby W;
V: First Pay: 2024-07-20; Registration: 144H/Chw S;
E: First Pay: 2024-07-20; Registration: 144Z/Bti R;
Pricing Speed
4.00 QIN xo 15% Qdwrg-St Qrdd