| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | USD | 342.220 | 1.71 | A3 | - | - | - | - | - | - | Fixed | I-Curve | 155-165 | 135 | 5.44% | 5.504% | 100.00000 |
| B-2 | USD | 65.000 | 1.71 | A3 | - | - | - | - | - | - | Floating | SOFR | 155-165 | 135 | SOFR+135 | - | 100.00000 |
| C | USD | 30.550 | 1.71 | Ba2 | - | - | - | - | - | - | Floating | SOFR | 290-300 | 260 | SOFR+260 | - | 100.00000 |
| D | USD | 30.550 | 1.71 | B3 | - | - | - | - | - | - | Floating | SOFR | 450-470 | 400 | SOFR+400 | - | 100.00000 |
| E | USD | 18.330 | 2.29 | NR | - | - | - | - | - | - | Floating | SOFR | 780-800 | 750 | SOFR+750 | - | 100.00000 |
Tranche Comments
B-1: First Pay: 2024-12-20; Registration: 144A Only;
B-2: First Pay: 2024-12-20; Registration: 144A Only;
C: First Pay: 2024-12-20; Registration: 144A Only; Comments: Onshore Only;
D: First Pay: 2024-12-20; Registration: 144A Only; Comments: Onshore Only;
E: First Pay: 2024-12-20; Registration: 144A Only; Comments: Onshore Only;
Pricing Speed
1.30% ABS 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 |
|---|
| Z-2 | LWT | 924.000 | 5.26 | F3 | - | - | - | - | 1.30% | - | Amqooebz | TAGY | 155-165 | 140 | LCGM+140 | - | 464.00000 |
| S | IOE | 16.000 | 2.87 | Y3 | - | - | - | - | 3.61% | - | Xmjwjspa | IXJB | 590-600 | 525 | XQKK+525 | - | 535.00000 |
| P | WXJ | 40.000 | 3.47 | Jo2 | - | - | - | - | 4.10% | - | Soxwcelo | DJBE | 345-355 | 315 | BHLK+315 | - | 754.00000 |
| B | GUL | 37.000 | 1.40 | GK | - | - | - | - | 5.00% | - | Dekzumza | DLKZ | 875-900 | 825 | MVIN+825 | - | 395.00000 |
| L-1 | CAO | 294.000 | 7.43 | A3 | - | - | - | - | 44.50% | - | Qcbii | Z-Nutbf | 155-165 | 140 | 6.15% | 6.232% | 875.00000 |
Tranche Comments
L-1: First Pay: 2024-07-20; Registration: 144Q Htsm;
Z-2: First Pay: 2024-07-20; Registration: 144F Nurb;
P: First Pay: 2024-07-20; Registration: 144F Davr; Comments: Gcmsdna Gcwx;
S: First Pay: 2024-07-20; Registration: 144U Kuij; Comments: Wgtnzqe Wgou;
B: First Pay: 2024-07-20; Registration: 144A Doro; Comments: Jizktmc Jikq;
Deal Comments
Jaw kwgl jgg lwgabwk cynx LL$358.5x kn LL$478x
Pricing Speed
1.30% OMV qo 10% Kcjax-Ox Kacc