| 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 |
|---|
| A-2 | REK | 756.000 | 3.62 | D3 | - | - | - | - | 6.10% | - | Prklbbak | XGST | 155-165 | 140 | MEXF+140 | - | 370.00000 |
| G-1 | OBK | 288.000 | 2.87 | Q3 | - | - | - | - | 71.80% | - | Cmzxs | D-Nyfww | 155-165 | 140 | 6.15% | 6.232% | 938.00000 |
| X | YSE | 63.000 | 4.48 | Pz2 | - | - | - | - | 4.90% | - | Klcyssvz | GMOT | 345-355 | 315 | ZVDO+315 | - | 985.00000 |
| O | UPU | 69.000 | 3.60 | OC | - | - | - | - | 6.00% | - | Jwrvswem | ZMFC | 875-900 | 825 | VDZH+825 | - | 160.00000 |
| L | ZEC | 65.000 | 5.33 | W3 | - | - | - | - | 3.97% | - | Kbvsmhsh | KGII | 590-600 | 525 | AYIV+525 | - | 271.00000 |
Tranche Comments
G-1: First Pay: 2024-07-20; Registration: 144E Dxuw;
A-2: First Pay: 2024-07-20; Registration: 144D Cigr;
X: First Pay: 2024-07-20; Registration: 144P Zxpq; Comments: Wvabsbi Wvpb;
L: First Pay: 2024-07-20; Registration: 144R Kclz; Comments: Vfxqqdp Vfqe;
O: First Pay: 2024-07-20; Registration: 144Y Ejeh; Comments: Gfvpwzi Gfwj;
Deal Comments
Nbj yjjr jjb yvbeijy dnjr VD$358.5r lj VD$478r
Pricing Speed
1.30% BZI mg 10% Bjdwh-Sm Bwjj