| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 334.000 | 3.28 | - | - | - | AAA | AAA | - | 65.6% | Fixed | I-Curve | - | 160 | 5.05% | 5.103% | 99.99985 |
| A-F | USD | 103.000 | 3.33 | - | - | - | AAA | AAA | - | 65.6% | Floating | 1mSOFR | - | - | - | - | - |
| B | USD | 34.000 | 3.83 | - | - | - | AA (H) | AAA | - | 70.7% | Fixed | I-Curve | - | - | - | - | - |
| C | USD | 115.000 | 4.13 | - | - | - | A | - | - | 88.0% | Fixed | I-Curve | - | - | - | - | - |
| D | USD | 47.000 | 4.30 | - | - | - | BBB (L) | - | - | 95.0% | Fixed | I-Curve | - | - | - | - | - |
Tranche Comments
A: Registration: 144A Only;
A-F: Registration: 144A Only; Comments: Pre-Placed;
B: Registration: 144A Only; Comments: Pre-Placed;
C: Registration: 144A Only; Comments: Pre-Placed;
D: Registration: 144A Only; Comments: Pre-Placed;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | WCL | 78.640 | 5.97 | - | - | - | RRR (B) | - | - | 99.0% | Anuvq | E-Sstrs | - | - | - | - | Retained |
| T | UPI | 29.900 | 5.90 | - | - | - | AA (O) | RR | - | 76.3% | Owmqe | K-Fwpck | - | - | - | - | Retained |
| M | IVX | 945.000 | 8.22 | - | - | - | V (B) | I | - | 49.9% | Htnrd | L-Sgold | - | - | - | - | Retained |
| A-U | YIJ | 523.000 | 5.73 | - | - | - | ZZZ | QQQ | - | 59.5% | Jxeuldad | 1pBUYF | 175k | 170 | 1kNDFP+170 | - | 949.00000 |
| I-1 | TRQ | 477.000 | 7.83 | - | - | - | OOO | VVV | - | 70.1% | Dhigc | V-Yfqlk | 160-165 | 150 | 5.84% | 5.913% | 94.76942 |
Tranche Comments
A-U: First Pay: 2024-09-15; Registration: 144Z Obrc;
I-1: First Pay: 2024-09-15; Registration: 144Z Jmkl;
T: First Pay: 2024-09-15; Registration: 144Q Hcio;
M: First Pay: 2024-09-15; Registration: 144G Exhm;
G: First Pay: 2024-09-15; Registration: 144F Arqs;