| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 492.370 | 5.03 | Aaa | - | - | AAA | - | 44.80% | - | Fixed | I-Curve | 125-130 | 115 | 4.00% | 4.918% | 95.95337 |
| B | USD | 79.844 | 5.03 | Aa1 | - | - | AA (L) | - | 35.84% | - | Fixed | I-Curve | 165a | 150 | 4.00% | 5.268% | 94.47110 |
| C | USD | 84.102 | 5.03 | A3 | - | - | A (L) | - | 26.41% | - | Fixed | I-Curve | 185-190 | 180 | 4.25% | 5.568% | 94.30778 |
| D | USD | 99.539 | 5.03 | Baa3 | - | - | BBB (L) | - | 15.25% | - | Fixed | I-Curve | 225-230 | 225 | 4.25% | 6.018% | 92.45871 |
| E | USD | 42.583 | 5.03 | NR | - | - | BBB (L) | - | 10.48% | - | Fixed | I-Curve | 270-275 | 260 | 4.50% | 6.368% | 92.11538 |
| F | USD | 26.615 | 5.03 | NR | - | - | BB (H) | - | 7.50% | - | Fixed | I-Curve | 405-410 | 385 | 4.50% | 7.618% | 87.25689 |
| G | USD | 66.856 | 5.03 | NR | - | - | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-10-17; Registration: 144A/Reg S;
B: First Pay: 2024-10-17; Registration: 144A/Reg S;
C: First Pay: 2024-10-17; Registration: 144A/Reg S;
D: First Pay: 2024-10-17; Registration: 144A/Reg S;
E: First Pay: 2024-10-17; Registration: 144A/Reg S;
F: First Pay: 2024-10-17; Registration: 144A/Reg S;
G: First Pay: 2024-10-17; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU - No