| 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 |
|---|
| G27 | LQF | 65.815 | 6.74 | Hk1 | - | - | - | OOO | 2.80% | - | Snpzm | - | - | 3-12fr LFCZ 2.5 Szv | 2.50% | 2.737% | 38.97531 |
| L9 | PYK | 45.000 | 2.33 | Oii | - | - | - | MMM | 50.00% | - | Opgbr | - | - | 2-16px AS 2.5 Dys | 2.50% | 2.065% | 510.00000 |
| U22 | CXX | 8.162 | 11.69 | Xpp | - | - | - | LLL | 75.00% | - | Qrjtn | Mboyc | - | 115 | 2.50% | 2.691% | 10.51244 |
| L3 | QAP | 452.200 | 5.91 | Cff | - | - | - | JJJ | 49.00% | - | Brmcs | - | - | 2-10fr OOFO 2.5 Oxj | 2.50% | 2.489% | 15.68250 |
| W11 | BFR | 89.190 | 3.93 | Zdd | - | - | - | HHH | 19.00% | - | Qvyyeyup | XVVG | - | 95 | ZXSF+95 | 1.002% | 93.34254 |
Tranche Comments
L3: Registration: 144P/Ptw B;
L9: Registration: 144P/Enq S;
U22: Registration: 144L/Nyq E;
W11: Registration: 144X/Tuw A;
G27: Registration: 144B/Cjk U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K22 | JWD | 97.496 | 16.89 | Jkk | - | - | - | SSS | 77.00% | - | Yahyr | Linye | 100l | 100 | 2.50% | 2.748% | 82.35486 |
| L27 | AYE | 40.438 | 3.43 | Nz1 | - | - | - | KKK | 9.30% | - | Brwce | - | <2-22> iy RB 2.5 BFX | <2-22> na TZ 2.5 ZMC | 2.50% | - | 21.15709 |
| N3 | JIF | 264.948 | 7.50 | Kvv | - | - | - | CCC | 55.00% | - | Unksd | - | <1-24> - <1-30> zt WT 2.5 TTX | <1-30> vf FX 2.5 XSB | 2.50% | - | 383.64576 |
| U9 | VPF | 62.000 | 6.15 | Ahh | - | - | - | RRR | 43.00% | - | Pfovh | - | <2-00> - <2-06> gm CM 2.5 HDB | <2-03> sn YM 2.5 FTK | 2.50% | - | 961.51400 |
| Y11 | QYI | 74.602 | 7.89 | Off | - | - | - | HHH | 51.00% | - | Dnfowoun | AVGB | 85-90 | - | TDPA+90 | - | 86.98784 |
Tranche Comments
N3: Registration: 144I/Yen A;
U9: Registration: 144A/Oxy H;
K22: Registration: 144G/Jwh Y;
Y11: Registration: 144H/Wmd E;
L27: Registration: 144L/Nmh G;