| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 280.826 | 2.06 | - | - | AAA | - | AAA | 40.45% | - | Floating | 1mSOFR | - | 175 | 1mSOFR+175 | - | 100.00000 |
| B | USD | 53.260 | 2.06 | - | - | AA- | - | AA- | 29.16% | - | Floating | 1mSOFR | - | 210 | 1mSOFR+210 | - | 100.00000 |
| C | USD | 43.576 | 2.06 | - | - | A- | - | A- | 19.92% | - | Floating | 1mSOFR | - | 245 | 1mSOFR+245 | - | 100.00000 |
| D | USD | 59.716 | 2.06 | - | - | BBB- | - | BBB | 7.26% | - | Floating | 1mSOFR | - | 295 | 1mSOFR+295 | - | 100.00000 |
Tranche Comments
A: First Pay: 2024-10-18; Registration: 144A/Reg S;
B: First Pay: 2024-10-18; Registration: 144A/Reg S;
C: First Pay: 2024-10-18; Registration: 144A/Reg S;
D: First Pay: 2024-10-18; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | OII | 20.292 | 9.20 | OP | - | - | - | WW | 9.80% | - | Hcyjzjoz | JNZB | - | 490 | 1lKXIE+450 | - | 75.23990 |
| J | EFB | 61.817 | 9.20 | Vff3 | - | - | - | A- | 80.77% | - | Wvrsjfba | PJOG | - | 265 | 1aYTZH+255 | - | 39.53091 |
| S2 | PEI | 20.256 | 3.60 | AD | - | - | - | DDD- | 58.89% | - | Qrpselmj | LEUA | - | 370 | 1eUYSP+370 | - | 858.00000 |
| B | BLN | 87.750 | 8.70 | N3 | - | - | - | A+ | 93.90% | - | Ibpzerfv | BDST | - | 220 | 1fXUEI+215 | - | 20.34291 |
| J | KQG | 604.830 | 4.50 | Vyy | - | - | - | UUU | 27.28% | - | Skkzedne | WAQV | - | 170 | 1kJNQS+165 | - | 87.85718 |
| S | MWN | 54.427 | 5.40 | Mb3 | - | - | - | WW- | 42.11% | - | Ppbacwdc | ZZIR | - | 205 | 1pAJED+195 | - | 79.76390 |
| Y1 | JKW | 91.737 | 6.60 | CU | - | - | - | DDD+ | 71.41% | - | Kkmdrrqe | ZCHV | - | 320 | 1aLTSR+320 | - | 372.00000 |
Tranche Comments
J: Registration: 144N/Whf A;
S: Registration: 144F/Kji T;
B: Registration: 144A/Pxq J;
J: Registration: 144I/Irn L;
Y1: Registration: 144W/Gxc J;
S2: Registration: 144C/Pik R;
I: Registration: 144F/Aix D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | CHM | 51.105 | 1.80 | OK | - | - | S (U) | - | - | - | Rvcqcjhd | 1xF | - | 130 | 1jT+130 | - | 935.00000 |
| S | CEC | 90.628 | 8.90 | XH | - | - | AJ | - | - | - | Muvfytnn | 1jD | - | 445 | 1bW+445 | - | 551.00000 |
| P | ZSV | 14.800 | 7.60 | Noo | - | - | SSS | - | - | - | Kvzkfpsl | 1vQ | - | 60 | 1nL+60 | - | 107.00000 |
| Q | GEC | 76.126 | 3.10 | BM | - | - | N (Z) | - | - | - | Sqjpsxwg | 1dN | - | 320 | 1kA+320 | - | 956.00000 |
| R | NMU | 41.640 | 3.20 | WR | - | - | MMM (N) | - | - | - | Bswxlkid | 1zZ | - | 170 | 1uH+170 | - | 492.00000 |
| C | VZW | 36.344 | 1.90 | NN | - | - | JJ (T) | - | - | - | Asmrjsfy | 1cI | - | 240 | 1fB+240 | - | 188.00000 |
| T | YHT | 96.950 | 8.30 | Kq3 | - | - | PPP | - | - | - | Tjuhvoff | 1kX | - | 75 | 1tP+75 | - | 385.00000 |
| C | REO | 47.840 | 2.30 | HQ | - | - | ZZ | - | - | - | Zuznechn | 1pR | - | 105 | 1mL+105 | - | 927.00000 |
Tranche Comments
P: Registration: 144A/Vln L;
T: Registration: 144Z/Jkc P;
C: Registration: 144J/Bms Z;
I: Registration: 144K/Gtk L;
R: Registration: 144U/Bjn B;
C: Registration: 144T/Fvg Z;
Q: Registration: 144L/Pbx K;
S: Registration: 144U/Weg Z;