| 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 |
|---|
| F-1 | GQQ | 76.763 | 6.33 | IW | - | - | - | KKK+ | 32.40% | - | Uravp | Q-Oxyce | 625-650 | 680 | 6.30% | 11.053% | 39.40696 |
| O | KFH | 377.559 | 3.14 | Laa | - | - | - | TTT | 80.12% | - | Khbul | X-Nujch | 240-250 | 250 | 3.40% | 6.753% | 81.34853 |
| Z | HJX | 79.565 | - | UB | - | - | - | UG | - | - | - | - | - | - | - | - | Retained |
| K | EZN | 19.648 | 3.32 | Uf3 | - | - | - | FF+ | 75.32% | - | Pspec | H-Jdkcm | 320-330 | 330 | 4.15% | 7.553% | 40.92080 |
| W | FGU | 44.956 | 2.21 | Bdd3 | - | - | - | O | 32.80% | - | Bnclz | Q-Bobfs | 450-460 | 500 | 4.45% | 9.253% | 68.24356 |
| C | OEQ | 31.218 | 6.47 | L3 | - | - | - | YY | 92.41% | - | Mbueb | S-Zfuoi | 375-385 | 385 | 4.45% | 8.103% | 75.41128 |
| B-2 | BWY | 88.215 | 9.35 | AC | - | - | - | III- | 3.80% | - | Uokbv | F-Ciksz | - | 750 | 6.30% | 11.753% | 78.83571 |
Tranche Comments
O: First Pay: 2023-01-17; Registration: 144D/Twz E;
K: First Pay: 2023-01-17; Registration: 144D/Bwz W;
C: First Pay: 2023-01-17; Registration: 144W/Aft O;
W: First Pay: 2023-01-17; Registration: 144E/Eaf I;
F-1: First Pay: 2023-01-17; Registration: 144G/Pdz H;
B-2: First Pay: 2023-01-17; Registration: 144L/Arg R;
Z: First Pay: 2023-01-17; Registration: 144B/Gru G;
Risk Retention
VP - Ghaq MV - Sg