| 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 |
|---|
| F-2 | THZ | 271.000 | 4.48 | - | - | HHH | - | MMM | - | - | Jfkvk | U-Cohbd | 100-105 | 100 | 5.79% | 5.868% | 99.66624 |
| L | VPE | 63.250 | 8.16 | - | - | ZZ | - | BB | - | - | Ptbat | K-Afinq | 150q | 150 | 5.79% | 5.865% | 90.57481 |
| U | ZEV | 55.780 | 3.26 | - | - | P | - | N | - | - | Yyjvm | A-Wuiku | 185-200 | 235 | 6.62% | 6.715% | 17.29835 |
| D-3 | FWG | 259.830 | 1.91 | - | - | AAA | - | DDD | - | - | Khmrv | L-Njqsp | 125w | 130 | 5.64% | 5.713% | 48.25103 |
| F-1 | PQZ | 357.000 | 5.53 | - | - | I1+ | - | Q1+ | - | - | Okigg | O-Xsqnv | 34-36 | 34 | 5.72% | 5.723% | 132.00000 |
Tranche Comments
F-1: First Pay: 2024-07-20; Registration: 144J/Can Y;
F-2: First Pay: 2024-07-20; Registration: 144D/Gbw X;
D-3: First Pay: 2024-07-20; Registration: 144O/Hwb I;
L: First Pay: 2024-07-20; Registration: 144V/Lur Y;
U: First Pay: 2024-07-20; Registration: 144J/Khl Y;
Pricing Speed
4.00 JAG wz 15% Jludu-Xt Jdll