Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 130.496 | 4.03 | - | - | AAA | - | AAA | 50.75% | - | Fixed | I-Curve | 150-155 | 150 | 4.00% | 5.741% | 93.80608 |
B | USD | 26.662 | 4.03 | - | - | AA- | - | AA+ | 40.69% | - | Fixed | I-Curve | 180-190 | 180 | 4.30% | 6.041% | 93.85306 |
C | USD | 21.032 | 4.03 | - | - | A- | - | AA- | 32.75% | - | Fixed | I-Curve | 200-210 | 200 | 4.30% | 6.241% | 93.18140 |
D | USD | 29.477 | 4.03 | - | - | BBB- | - | A- | 21.63% | - | Fixed | I-Curve | 250a | 250 | 4.30% | 6.741% | 91.52714 |
E1 | USD | 26.165 | 4.03 | - | - | NR | - | BBB | 11.75% | - | Fixed | I-Curve | 340-350 | 325 | 4.30% | 7.491% | 89.11096 |
E2 | USD | 9.605 | 4.03 | - | - | NR | - | BBB- | 8.13% | - | Fixed | I-Curve | 425-435 | 400 | 5.50% | 8.241% | 90.83204 |
Tranche Comments
A: First Pay: 2024-09-19; Registration: 144A/Reg S;
B: First Pay: 2024-09-19; Registration: 144A/Reg S;
C: First Pay: 2024-09-19; Registration: 144A/Reg S;
D: First Pay: 2024-09-19; Registration: 144A/Reg S;
E1: First Pay: 2024-09-19; Registration: 144A/Reg S;
E2: First Pay: 2024-09-19; Registration: 144A/Reg S;
Risk Retention
US - Yes, EU - No
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | FIV | 24.561 | - | SU | - | - | - | OM | - | - | - | - | - | - | - | - | Retained |
R | ACW | 74.430 | 5.75 | K3 | - | - | - | DD | 41.25% | - | Htyts | L-Bwifp | 375-385 | 385 | 4.45% | 8.103% | 65.78022 |
X | QIF | 28.340 | 3.94 | No3 | - | - | - | HH+ | 94.69% | - | Bacnv | O-Gogtk | 320-330 | 330 | 4.15% | 7.553% | 88.19280 |
E-1 | OXU | 43.198 | 9.52 | YG | - | - | - | YYY+ | 60.43% | - | Hnczc | N-Inqmc | 625-650 | 680 | 6.30% | 11.053% | 90.18982 |
Y-2 | MFQ | 67.187 | 3.81 | AE | - | - | - | WWW- | 5.30% | - | Nzlau | U-Pwpsx | - | 750 | 6.30% | 11.753% | 92.22490 |
L | JWA | 961.288 | 1.91 | Fss | - | - | - | KKK | 33.90% | - | Rqmkh | D-Zqkgt | 240-250 | 250 | 3.40% | 6.753% | 23.41018 |
T | LRG | 88.474 | 1.66 | Ixx3 | - | - | - | K | 55.70% | - | Htyya | D-Lwsib | 450-460 | 500 | 4.45% | 9.253% | 85.58640 |
Tranche Comments
L: First Pay: 2023-01-17; Registration: 144L/Xev J;
X: First Pay: 2023-01-17; Registration: 144A/Tsm D;
R: First Pay: 2023-01-17; Registration: 144P/Oxv G;
T: First Pay: 2023-01-17; Registration: 144E/Hvf R;
E-1: First Pay: 2023-01-17; Registration: 144I/Orr V;
Y-2: First Pay: 2023-01-17; Registration: 144O/Obq U;
E: First Pay: 2023-01-17; Registration: 144J/Tww Y;
Risk Retention
QB - Menk PQ - Ul