| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 27.500 | 5.10 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | <1-02> - <1-06> bk Nov UMBS 6.5 | <0-24> bk Nov UMBS 6.5 | 6.50% | 6.125% | 101.34375 |
| A-2 | USD | 117.079 | 5.10 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | <1-00> - <1-04> bk Nov UMBS 6.0 | <0-24> bk Nov UMBS 6.0 | 6.00% | 6.004% | 99.87500 |
| A-3 | USD | 143.000 | 5.10 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | <0-28> - <1-00> bk Nov UMBS 5.5 | <0-24> bk Nov UMBS 5.5 | 5.50% | 5.924% | 98.23438 |
| A-9 | USD | 10.000 | 2.83 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | I-Curve | 155-160 | 150 | 5.50% | 5.648% | 99.42448 |
| A-12 | USD | 3.333 | 11.90 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | I-Curve | 170a | 170 | 5.50% | 6.104% | 95.27312 |
| A-29 | USD | 30.091 | 5.10 | Aa1 | - | - | - | AA+ | 6.50% | - | Fixed | - | <0-16> bk A2 | <1-04> bk Nov UMBS 6.0 | 6.00% | 6.101% | 99.50000 |
Tranche Comments
A-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
A-2: First Pay: 2024-11-25; Registration: 144A/Reg S;
A-3: First Pay: 2024-11-25; Registration: 144A/Reg S;
A-9: First Pay: 2024-11-25; Registration: 144A/Reg S;
A-12: First Pay: 2024-11-25; Registration: 144A/Reg S;
A-29: First Pay: 2024-11-25; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F3 | LNS | 821.928 | 2.29 | Jnn | - | - | - | MMM | 98.00% | - | Crxww | - | - | 2-10mq NPUK 2.5 Rpw | 2.50% | 2.489% | 38.84830 |
| W22 | LTC | 3.904 | 59.65 | Wbb | - | - | - | HHH | 42.00% | - | Wjnrq | Trfmr | - | 115 | 2.50% | 2.691% | 61.97790 |
| L11 | ERW | 86.209 | 8.52 | Eyy | - | - | - | III | 80.00% | - | Uedqrqtb | VOAQ | - | 95 | CUJN+95 | 1.002% | 69.12635 |
| R27 | GPQ | 95.503 | 8.40 | Rl1 | - | - | - | SSS | 9.30% | - | Lujro | - | - | 3-12be PWRI 2.5 Ylp | 2.50% | 2.737% | 76.34364 |
| I9 | XIA | 71.000 | 3.17 | Yoo | - | - | - | ZZZ | 84.00% | - | Ooxcr | - | - | 2-16gp FL 2.5 Yiw | 2.50% | 2.065% | 356.00000 |
Tranche Comments
F3: Registration: 144P/Jpi Y;
I9: Registration: 144C/Xjn X;
W22: Registration: 144L/Wlb F;
L11: Registration: 144E/Okq N;
R27: Registration: 144F/Frd V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H3 | INJ | 169.802 | 8.18 | Zrr | - | - | - | YYY | 10.00% | - | Qsccv | - | <1-24> - <1-30> tx KG 2.5 GKK | <1-30> ft IK 2.5 KXN | 2.50% | - | 751.14200 |
| G11 | UMW | 44.769 | 7.47 | Yii | - | - | - | OOO | 49.00% | - | Dzywlwwf | JLVS | 85-90 | - | DAGR+90 | - | 71.10836 |
| F22 | NBS | 70.299 | 85.24 | Hvv | - | - | - | QQQ | 10.00% | - | Jlrxw | Qqjrh | 100z | 100 | 2.50% | 2.748% | 61.96637 |
| E27 | RFB | 48.121 | 2.69 | Tv1 | - | - | - | DDD | 1.10% | - | Hrumj | - | <2-22> hm MB 2.5 BWL | <2-22> bp AJ 2.5 JRM | 2.50% | - | 39.55882 |
| Y9 | YYK | 47.000 | 1.17 | Gff | - | - | - | MMM | 58.00% | - | Fflhl | - | <2-00> - <2-06> qc RL 2.5 CTJ | <2-03> tx BM 2.5 TJN | 2.50% | - | 553.22300 |
Tranche Comments
H3: Registration: 144O/Hup X;
Y9: Registration: 144M/Dhi D;
F22: Registration: 144N/Pwy I;
G11: Registration: 144K/Tqp T;
E27: Registration: 144J/Kdc K;