| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 251.031 | 2.06 | - | - | AAA | AAA | - | 30.55% | - | Fixed | I-Curve | - | 150 | 5.61% | 5.473% | 99.99967 |
| A-2 | USD | 23.856 | 2.06 | - | - | AA | AA (H) | - | 23.95% | - | Fixed | I-Curve | - | 180 | 5.91% | 5.773% | 99.99839 |
| A-3 | USD | 26.567 | 2.06 | - | - | A | A (H) | - | 16.60% | - | Fixed | I-Curve | - | 195 | 6.07% | 5.923% | 99.99977 |
| M-1A | USD | 18.615 | 4.01 | - | - | BBB | BBB (H) | - | 11.45% | - | Fixed | I-Curve | - | 225 | 6.19% | 6.153% | 99.99712 |
| M-1B | USD | 16.446 | 4.01 | - | - | NR | BBB (L) | - | 6.90% | - | Fixed | I-Curve | - | 325 | 7.19% | 7.153% | 99.99942 |
| B-1 | USD | 9.579 | 4.01 | - | - | NR | BB | - | 4.25% | - | WAC | I-Curve | - | 430 | - | 8.203% | 99.95599 |
| B-2 | USD | 9.217 | 4.01 | - | - | NR | B | - | 1.70% | - | WAC | I-Curve | - | 575 | - | 9.653% | 95.29427 |
Tranche Comments
A-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
A-2: First Pay: 2024-11-25; Registration: 144A/Reg S;
A-3: First Pay: 2024-11-25; Registration: 144A/Reg S;
M-1A: First Pay: 2024-11-25; Registration: 144A/Reg S;
M-1B: First Pay: 2024-11-25; Registration: 144A/Reg S;
B-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
B-2: First Pay: 2024-11-25; Registration: 144A/Reg S;
Deal Comments
Optional Redemption: Earlier of 3 years and 30% UPB
Risk Retention
US: Horizontal
Pricing Speed
25% CPR to earlier of 4 year call