| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 176.339 | 0.55 | - | - | - | - | AA- | - | - | Fixed | I-Curve | 95-100 | 90 | 5.260% | 5.327% | 99.99544 |
| B | USD | 32.347 | 1.44 | - | - | - | - | A- | - | - | Fixed | I-Curve | 155a | 145 | 5.48% | 5.552% | 99.98796 |
| C | USD | 11.738 | 1.71 | - | - | - | - | BBB- | - | - | Fixed | I-Curve | 245a | 230 | 6.25% | 6.338% | 99.99073 |
| D | USD | 54.103 | 2.35 | - | - | - | - | BB- | - | - | Fixed | I-Curve | 600-625 | 585 | 9.60% | 9.795% | 99.99878 |
Tranche Comments
A: First Pay: 2024-11-15; Registration: 144A Only;
B: First Pay: 2024-11-15; Registration: 144A Only;
C: First Pay: 2024-11-15; Registration: 144A Only;
D: First Pay: 2024-11-15; Registration: 144A Only;
Pricing Speed
30% CPR to maturity