| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 342.548 | 2.97 | - | - | AAA | AAA | - | 25.65% | - | Fixed | I-Curve | 135-140 | 130 | 3.85% | 5.345% | 95.86137 |
| A-2 | USD | 23.235 | 3.99 | - | - | AA | AA (H) | - | 20.80% | - | Fixed | I-Curve | 225a | 230 | 3.85% | 6.352% | 91.22895 |
| M-1 | USD | 21.625 | 3.99 | - | - | A | A (H) | - | 16.05% | - | Fixed | I-Curve | 275a | 275 | 3.85% | 6.802% | 89.77257 |
Tranche Comments
A-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
A-2: First Pay: 2024-11-25; Registration: 144A/Reg S;
M-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
Pricing Speed
8% CPR to ERD (4yr call)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | NAO | 54.670 | 2.24 | - | - | S | S (Y) | - | 40.30% | - | RFG | A-Pxicd | 275k | 275 | - | 6.267% | 54.82549 |
| J-2 | AYW | 35.743 | 1.33 | - | - | EE | SS (U) | - | 48.72% | - | YNI | Z-Majix | 225k | 225 | - | 5.767% | 78.98639 |
| B-1 | QAB | 204.937 | 1.14 | - | - | EEE | WWW | - | 86.10% | - | Kwvkj | R-Rwsfi | 140-145 | 140 | 3.85% | 4.953% | 16.22910 |
Tranche Comments
B-1: First Pay: 2024-09-25; Registration: 144I/Rom Z;
J-2: First Pay: 2024-09-25; Registration: 144F/Rtx B;
J-1: First Pay: 2024-09-25; Registration: 144W/Mkz Z;
Deal Comments
Nwh Bxgg Vuatwij 2.00
Pricing Speed
8% MZW jg NWW (4po ujii)