| 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 | RNG | 438.331 | 8.26 | Aff | - | - | - | GGG | 58.36% | - | Naxww | I-Enlig | 240-250 | 250 | 3.40% | 6.753% | 78.36651 |
| P | FPR | 65.350 | 3.17 | M3 | - | - | - | II | 23.46% | - | Emlzo | W-Ppahd | 375-385 | 385 | 4.45% | 8.103% | 95.80986 |
| V | TRC | 14.330 | 5.16 | Db3 | - | - | - | JJ+ | 10.98% | - | Gvlth | F-Jhasj | 320-330 | 330 | 4.15% | 7.553% | 93.51810 |
| T-1 | KFM | 89.389 | 5.60 | LG | - | - | - | KKK+ | 17.35% | - | Hvwxz | T-Sgdmk | 625-650 | 680 | 6.30% | 11.053% | 78.95658 |
| S-2 | JOM | 95.582 | 8.47 | KK | - | - | - | OOO- | 9.90% | - | Rgwes | H-Xxhil | - | 750 | 6.30% | 11.753% | 55.11718 |
| X | KEV | 41.409 | - | LY | - | - | - | QL | - | - | - | - | - | - | - | - | Retained |
| W | YSK | 39.215 | 6.51 | Qss3 | - | - | - | N | 12.10% | - | Suatq | B-Ppfir | 450-460 | 500 | 4.45% | 9.253% | 12.79559 |
Tranche Comments
F: First Pay: 2023-01-17; Registration: 144G/Ydf N;
V: First Pay: 2023-01-17; Registration: 144P/Pth A;
P: First Pay: 2023-01-17; Registration: 144T/Umt A;
W: First Pay: 2023-01-17; Registration: 144U/Eon G;
T-1: First Pay: 2023-01-17; Registration: 144L/Uhb P;
S-2: First Pay: 2023-01-17; Registration: 144V/Oqh Q;
X: First Pay: 2023-01-17; Registration: 144U/Dnc Z;
Risk Retention
RX - Krpt JR - Rk