| 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 |
|---|
| N | GTQ | 691.720 | 6.50 | Uhh | - | - | - | YYY | 21.20% | - | Gjbxhiwt | WGIX | - | 170 | 1fQKCV+165 | - | 82.35449 |
| O | OBP | 50.949 | 3.20 | Rtt3 | - | - | - | L- | 49.82% | - | Xkvsuqhw | IBBD | - | 265 | 1iQCOF+255 | - | 90.37672 |
| T | KNW | 28.790 | 4.90 | N3 | - | - | - | A+ | 14.60% | - | Rmyzkfic | QPOV | - | 220 | 1fUQDD+215 | - | 54.58205 |
| U | LIT | 63.516 | 8.50 | Yi3 | - | - | - | TT- | 86.24% | - | Awrjllff | AKNI | - | 205 | 1eAVCP+195 | - | 84.91930 |
| A1 | CHV | 37.906 | 1.20 | QU | - | - | - | BBB+ | 18.82% | - | Ykzrhiij | HEMP | - | 320 | 1lPUHZ+320 | - | 931.00000 |
| M2 | PUZ | 63.675 | 2.60 | NS | - | - | - | XXX- | 30.26% | - | Kzedvwfr | XHDW | - | 370 | 1pGEGV+370 | - | 268.00000 |
| E | ZIE | 27.639 | 5.10 | UM | - | - | - | TT | 4.40% | - | Qhvysjlv | XVIL | - | 490 | 1xLAPB+450 | - | 71.69778 |
Tranche Comments
N: Registration: 144A/Naf H;
U: Registration: 144M/Noh W;
T: Registration: 144F/Ooi O;
O: Registration: 144X/Juy B;
A1: Registration: 144Z/Yah H;
M2: Registration: 144Q/Tww U;
E: Registration: 144O/Mxj L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | ATS | 68.220 | 8.50 | JY | - | - | LL | - | - | - | Uybhhkks | 1fF | - | 105 | 1nK+105 | - | 563.00000 |
| Y | FQN | 33.390 | 6.90 | AE | - | - | ZZ (X) | - | - | - | Pjuahfos | 1qJ | - | 240 | 1fZ+240 | - | 685.00000 |
| N | KUG | 34.700 | 6.40 | Ybb | - | - | CCC | - | - | - | Iepbsovw | 1uW | - | 60 | 1rA+60 | - | 996.00000 |
| K | GNC | 39.470 | 5.40 | Ta3 | - | - | LLL | - | - | - | Ympqwcdp | 1aU | - | 75 | 1mN+75 | - | 446.00000 |
| R | IIW | 54.336 | 5.50 | IW | - | - | TTT (U) | - | - | - | Zkqlxufk | 1pD | - | 170 | 1tF+170 | - | 882.00000 |
| U | YSO | 69.634 | 1.80 | TA | - | - | I (G) | - | - | - | Hzbhmwrf | 1mC | - | 320 | 1jW+320 | - | 505.00000 |
| L | QRZ | 50.630 | 4.40 | HK | - | - | KY | - | - | - | Fzjpxlwm | 1yY | - | 445 | 1vY+445 | - | 400.00000 |
| U | FZS | 54.182 | 9.10 | ZS | - | - | F (M) | - | - | - | Zdmqfmda | 1zW | - | 130 | 1fB+130 | - | 548.00000 |
Tranche Comments
N: Registration: 144T/Nkq S;
K: Registration: 144P/Jxf A;
Q: Registration: 144K/Xvc J;
U: Registration: 144L/Xwo R;
R: Registration: 144X/Klz V;
Y: Registration: 144M/Mqc T;
U: Registration: 144K/Ukz K;
L: Registration: 144C/Vpu L;