| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A4 | USD | 47.625 | 4.95 | - | - | AAA | - | AAA | 15.00% | - | Fixed | - | 1-16bk | 1-16bk | 6.00% | 6.068% | 99.60938 |
| A8 | USD | 48.000 | 2.04 | - | - | AAA | - | AAA | 15.00% | - | Fixed | I-Curve | 170 | 170 | 6.00% | 6.120% | 99.50204 |
| A14 | USD | 12.000 | 5.70 | - | - | AAA | - | AAA | 15.00% | - | Fixed | I-Curve | 175 | 175 | 6.00% | 5.837% | 100.71017 |
| A16 | USD | 78.000 | 2.77 | - | - | AAA | - | AAA | 15.00% | - | Fixed | I-Curve | 185 | 185 | 6.00% | 6.106% | 99.51007 |
| A22 | USD | 46.000 | 11.50 | - | - | AAA | - | AAA | 15.00% | - | Fixed | I-Curve | 185 | 185 | 6.00% | 6.063% | 99.66726 |
| A25 | USD | 64.855 | 4.95 | - | - | AAA | - | AAA | 15.00% | - | Floating | SOFR | 135 | 135 | SOFR+135 | - | 99.97737 |
| A24 | USD | 25.122 | 4.95 | - | - | AAA | - | AAA | 7.80% | - | Fixed | - | 2-08bk | 2-08bk | 6.00% | 6.268% | 98.85938 |
Tranche Comments
A4: First Pay: 2024-08-26; Registration: 144A/Reg S;
A8: First Pay: 2024-08-26; Registration: 144A/Reg S;
A14: First Pay: 2024-08-26; Registration: 144A/Reg S;
A16: First Pay: 2024-08-26; Registration: 144A/Reg S;
A22: First Pay: 2024-08-26; Registration: 144A/Reg S;
A25: First Pay: 2024-08-26; Registration: 144A/Reg S; Comments: Cpn: 6.69343%; yld 6.788%;
A24: First Pay: 2024-08-26; Registration: 144A/Reg S;