| 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 |
|---|
| H9 | BLD | 31.000 | 1.72 | Sgg | - | - | - | YYY | 67.00% | - | Vqzrf | - | - | 2-16qe QQ 2.5 Yyc | 2.50% | 2.065% | 270.00000 |
| Q22 | WUW | 5.201 | 37.13 | Occ | - | - | - | CCC | 24.00% | - | Ukzor | Cqlmq | - | 115 | 2.50% | 2.691% | 31.83044 |
| E11 | POV | 67.952 | 4.92 | Tuu | - | - | - | VVV | 19.00% | - | Awhxwqrq | SDGD | - | 95 | DKYU+95 | 1.002% | 52.65770 |
| R3 | WBV | 190.767 | 7.69 | Npp | - | - | - | III | 57.00% | - | Fhycx | - | - | 2-10vg ILLT 2.5 Cef | 2.50% | 2.489% | 57.80240 |
| O27 | CZT | 28.154 | 8.20 | Ic1 | - | - | - | JJJ | 3.90% | - | Mqpxt | - | - | 3-12fm RKNG 2.5 Ciq | 2.50% | 2.737% | 24.20687 |
Tranche Comments
R3: Registration: 144H/Bxw W;
H9: Registration: 144B/Hae S;
Q22: Registration: 144Y/Gkp G;
E11: Registration: 144G/Mhn U;
O27: Registration: 144X/Prc C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y3 | MZN | 843.253 | 7.97 | Eyy | - | - | - | VVV | 68.00% | - | Suoim | - | <1-24> - <1-30> no CN 2.5 NHB | <1-30> qb DD 2.5 DEM | 2.50% | - | 699.47733 |
| L9 | UAA | 90.000 | 7.83 | Wuu | - | - | - | YYY | 17.00% | - | Tlzsg | - | <2-00> - <2-06> cd XL 2.5 NEQ | <2-03> yt XH 2.5 GAM | 2.50% | - | 205.46200 |
| U27 | UHO | 53.276 | 1.72 | Cf1 | - | - | - | HHH | 8.30% | - | Bgtub | - | <2-22> ye SE 2.5 EPF | <2-22> zs EQ 2.5 QLF | 2.50% | - | 26.14776 |
| Z22 | CAM | 52.469 | 98.45 | Hvv | - | - | - | DDD | 52.00% | - | Zbthv | Aueyk | 100q | 100 | 2.50% | 2.748% | 83.40954 |
| O11 | GFG | 83.558 | 5.61 | Xgg | - | - | - | PPP | 90.00% | - | Lmpkxbzy | LXKF | 85-90 | - | NKBN+90 | - | 46.78292 |
Tranche Comments
Y3: Registration: 144W/Fmp O;
L9: Registration: 144H/Nzh J;
Z22: Registration: 144E/Iej K;
O11: Registration: 144H/Glw R;
U27: Registration: 144I/Vmt L;