| 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 |
|---|
| U-1 | UMQ | 260.000 | 2.79 | - | - | - | TTT | MMM | - | 29.5% | Dwsus | T-Absoc | 160-165 | 150 | 5.84% | 5.913% | 91.90384 |
| W | HZT | 617.000 | 9.30 | - | - | - | X (K) | G | - | 54.1% | Wnbbr | I-Njswx | - | - | - | - | Retained |
| L | ERJ | 75.300 | 2.20 | - | - | - | NN (J) | NN | - | 41.5% | Nqwgk | B-Jsppq | - | - | - | - | Retained |
| R | ALW | 97.540 | 9.46 | - | - | - | CCC (U) | - | - | 13.0% | Vyfik | Z-Zpjpj | - | - | - | - | Retained |
| B-F | LYU | 950.000 | 7.73 | - | - | - | TTT | JJJ | - | 73.9% | Rcrkkdpy | 1sZCAO | 175e | 170 | 1hLCYV+170 | - | 876.00000 |
Tranche Comments
B-F: First Pay: 2024-09-15; Registration: 144K Nrzw;
U-1: First Pay: 2024-09-15; Registration: 144X Wsjb;
L: First Pay: 2024-09-15; Registration: 144W Izhk;
W: First Pay: 2024-09-15; Registration: 144P Bqvu;
R: First Pay: 2024-09-15; Registration: 144J Codw;