| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 34.867 | 0.37 | - | - | - | R-1 H | - | 89.00% | - | Fixed | I-Curve | - | 32 | 5.592% | 5.592% | 100.00000 |
| A-2 | USD | 178.550 | 2.44 | - | - | - | AAA | - | 27.55% | - | Fixed | I-Curve | 120-130 | 125 | 5.58% | 5.654% | 99.97920 |
| B | USD | 15.109 | 4.47 | - | - | - | A | - | 22.35% | - | Fixed | I-Curve | - | - | - | - | - |
| C | USD | 26.586 | 4.49 | - | - | - | BBB | - | 13.20% | - | Fixed | I-Curve | - | - | - | - | - |
Tranche Comments
A-1: First Pay: 2024-09-20; Registration: 144A/Reg S;
A-2: First Pay: 2024-09-20; Registration: 144A/Reg S;
B: First Pay: 2024-09-20; Registration: 144A/Reg S; Comments: Pre-placed;
C: First Pay: 2024-09-20; Registration: 144A/Reg S; Comments: Pre-placed;
Risk Retention
US - Yes; EU - No
Pricing Speed
5% CPR to 15% Call