| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | USD | 40.000 | 4.97 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | - | - | 0-24bk | 5.00% | 5.545% | 97.76563 |
| A4 | USD | 76.160 | 4.97 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | - | - | 1-12bk | 5.50% | 5.791% | 98.76563 |
| A8 | USD | 48.500 | 2.04 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | I-Curve | - | 170 | 5.50% | 5.668% | 99.44095 |
| A14 | USD | 5.000 | 5.67 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | I-Curve | - | 180 | 5.50% | 5.731% | 98.84235 |
| A16 | USD | 122.000 | 2.77 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | I-Curve | - | 185 | 5.50% | 5.756% | 99.16866 |
| A20 | USD | 19.000 | 9.36 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | I-Curve | - | 165 | 5.50% | 5.723% | 98.54547 |
| A22 | USD | 49.000 | 11.58 | Aaa | - | - | AAA | - | 15.00% | - | Fixed | I-Curve | - | 160 | 5.50% | 5.752% | 98.11308 |
| A24 | USD | 27.503 | 4.97 | Aaa | - | - | AAA | - | 8.50% | - | Fixed | - | - | 1-16bk | 5.50% | 5.824% | 98.64063 |
| B1 | USD | 21.156 | 9.92 | Aa2 | - | - | AA (L) | - | 3.50% | - | Fixed | I-Curve | - | 215 | 6.72% | 6.243% | 103.45673 |
Tranche Comments
A3: First Pay: 2024-11-25; Registration: 144A/Reg S;
A4: First Pay: 2024-11-25; Registration: 144A/Reg S;
A8: First Pay: 2024-11-25; Registration: 144A/Reg S;
A14: First Pay: 2024-11-25; Registration: 144A/Reg S;
A16: First Pay: 2024-11-25; Registration: 144A/Reg S;
A20: First Pay: 2024-11-25; Registration: 144A/Reg S;
A22: First Pay: 2024-11-25; Registration: 144A/Reg S;
A24: First Pay: 2024-11-25; Registration: 144A/Reg S;
B1: 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 |
|---|
| T14 | BSJ | 12.000 | 3.40 | - | - | MMM | - | AAA | 72.00% | - | Bzayh | Y-Nkwcm | 175 | 175 | 6.00% | 5.837% | 909.15616 |
| Q16 | AWY | 93.000 | 7.81 | - | - | QQQ | - | HHH | 97.00% | - | Tullp | R-Jbdgi | 185 | 185 | 6.00% | 6.106% | 39.10385 |
| Y22 | MGG | 78.000 | 38.30 | - | - | HHH | - | III | 33.00% | - | Jgsaa | Q-Qicbn | 185 | 185 | 6.00% | 6.063% | 27.48731 |
| Y4 | IIW | 67.460 | 2.80 | - | - | XXX | - | NNN | 28.00% | - | Xssnj | - | 1-16xz | 1-16gg | 6.00% | 6.068% | 29.44123 |
| S24 | OPS | 41.858 | 4.43 | - | - | KKK | - | ZZZ | 2.80% | - | Wwjhg | - | 2-08nj | 2-08fb | 6.00% | 6.268% | 44.35623 |
| C8 | XVG | 58.000 | 2.10 | - | - | WWW | - | LLL | 22.00% | - | Pqbic | X-Dbrxs | 170 | 170 | 6.00% | 6.120% | 27.44919 |
| M25 | BUV | 71.184 | 3.85 | - | - | KKK | - | QQQ | 61.00% | - | Dbmxcbuo | SKMZ | 135 | 135 | UZDV+135 | - | 98.67699 |
Tranche Comments
Y4: First Pay: 2024-08-26; Registration: 144V/Gpi G;
C8: First Pay: 2024-08-26; Registration: 144H/Fck H;
T14: First Pay: 2024-08-26; Registration: 144O/Xcx J;
Q16: First Pay: 2024-08-26; Registration: 144L/Onc G;
Y22: First Pay: 2024-08-26; Registration: 144O/Rhv J;
M25: First Pay: 2024-08-26; Registration: 144W/Rnu C; Comments: Mwnr 6.69343%i qvu 6.788%;
S24: First Pay: 2024-08-26; Registration: 144O/Xyl K;