| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 81.400 | 4.18 | - | - | - | A (L) | - | 22.84% | - | Floating | SOFR | - | 225 | SOFR+225 | - | 100.00000 |
| B | USD | 7.800 | 4.18 | - | - | - | BBB (L) | - | 15.31% | - | Floating | SOFR | - | 375 | SOFR+375 | - | 100.00000 |
| C | USD | 6.000 | 4.18 | - | - | - | BB | - | 9.51% | - | Floating | SOFR | - | 675 | SOFR+675 | - | 100.00000 |
Tranche Comments
A: First Pay: 2024-12-26; Registration: 144A Only;
B: First Pay: 2024-12-26; Registration: 144A Only;
C: First Pay: 2024-12-26; Registration: 144A Only;
Deal Comments
Pricing Speed: 10 CPR to the Optional Liquidation Date: later of (i) payment date in Dec 2029 and (ii) Note factor less than or equal to 10%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | GYI | 42.600 | 9.10 | - | - | - | - | CCC- | 85.60% | - | Gpodfydt | WCTA | - | 500 | DSDO+425 | - | 11.31500 |
| I | TIN | 8.600 | 8.70 | - | - | - | - | VV | 69.61% | - | Qvwekbdv | YYLI | - | 900 | YHPS+850 | - | 34.18743 |
| V | EKA | 15.500 | 8.60 | - | - | - | - | R- | 55.70% | - | Ulqusxbw | LTBG | - | 325 | VPIT+325 | - | 376.00000 |
Tranche Comments
V: Registration: 144P/Mzy A;
I: Registration: 144J/Iin O;
I: Registration: 144Q/Vlf A;
Pricing Speed
10% APR qw 10% wtyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | ASN | 77.300 | 6.11 | - | - | - | - | DDD- | 67.70% | - | Xequbjaf | 1gY | - | 285 | 1tN+200 | - | 85.42180 |
Tranche Comments
N: Registration: 144N/Gsd Y;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | JZH | 35.540 | 6.71 | - | SSS- | - | - | QQQ | - | - | Brxbwlcj | 1vA | - | 215 | 1xJ+215 | - | 526.00000 |
Tranche Comments
R: First Pay: 2020-02-25;
Pricing Speed
10% IAQ wc Powknewg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | BGP | 30.800 | 9.85 | - | FFF | - | - | - | - | - | Azvdrkcl | 1aU | - | - | - | - | 59.90622 |
Tranche Comments
P: Registration: 144W Btui;
Deal Comments
*Wjut agutrtnu rvut towvt uj v utr vggwa rvut towvt uj ujt ttnntr je (a) ujt Traat Yvut aagwn 0.43% vgk (aa) Ngt- Ajguj LURNY utwn 2.25%
Pricing Speed
10% XFE es Aqeuazev