| 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 |
|---|
| X | WXE | 25.495 | 9.98 | Yl3 | - | - | - | QQ+ | 51.13% | - | Zsnui | K-Cccwo | 320-330 | 330 | 4.15% | 7.553% | 58.18280 |
| R | GCX | 96.181 | 3.16 | Qxx3 | - | - | - | Q | 53.40% | - | Rzigm | L-Kxbph | 450-460 | 500 | 4.45% | 9.253% | 40.59747 |
| N-1 | CZA | 56.670 | 7.95 | BK | - | - | - | III+ | 49.13% | - | Spiux | N-Milzm | 625-650 | 680 | 6.30% | 11.053% | 90.33994 |
| Q | NTT | 42.443 | 2.69 | A3 | - | - | - | VV | 15.73% | - | Gnbmm | I-Bybiz | 375-385 | 385 | 4.45% | 8.103% | 33.49838 |
| F | XFY | 67.777 | - | GT | - | - | - | WP | - | - | - | - | - | - | - | - | Retained |
| Y | YBY | 836.661 | 4.58 | Xtt | - | - | - | ZZZ | 49.48% | - | Ehpwr | S-Bxqkp | 240-250 | 250 | 3.40% | 6.753% | 62.92973 |
| I-2 | ZYR | 28.514 | 2.56 | AA | - | - | - | WWW- | 2.10% | - | Bcovx | I-Qifui | - | 750 | 6.30% | 11.753% | 87.46607 |
Tranche Comments
Y: First Pay: 2023-01-17; Registration: 144Y/Qrm H;
X: First Pay: 2023-01-17; Registration: 144H/Vzg M;
Q: First Pay: 2023-01-17; Registration: 144A/Xyg P;
R: First Pay: 2023-01-17; Registration: 144V/Imp V;
N-1: First Pay: 2023-01-17; Registration: 144I/Wmn K;
I-2: First Pay: 2023-01-17; Registration: 144C/Zig C;
F: First Pay: 2023-01-17; Registration: 144M/Lxt F;
Risk Retention
GB - Hchv WG - Cd