| 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 |
|---|
| V8 | XCD | 18.000 | 8.80 | - | - | QQQ | - | ZZZ | 39.00% | - | Wbfku | O-Xgyse | 170 | 170 | 6.00% | 6.120% | 13.71582 |
| O24 | ONG | 73.299 | 8.99 | - | - | UUU | - | UUU | 1.50% | - | Kmymr | - | 2-08gg | 2-08rp | 6.00% | 6.268% | 82.27598 |
| Q16 | KRP | 77.000 | 5.97 | - | - | LLL | - | FFF | 82.00% | - | Zfppa | D-Wbsyu | 185 | 185 | 6.00% | 6.106% | 36.14758 |
| Y14 | TMF | 85.000 | 8.20 | - | - | HHH | - | SSS | 17.00% | - | Yfrnf | O-Ymiqm | 175 | 175 | 6.00% | 5.837% | 277.72245 |
| P22 | MOS | 75.000 | 28.80 | - | - | WWW | - | JJJ | 51.00% | - | Iwyhq | B-Lphvy | 185 | 185 | 6.00% | 6.063% | 59.40426 |
| L4 | PIA | 35.557 | 6.66 | - | - | NNN | - | PPP | 64.00% | - | Cfrpd | - | 1-16du | 1-16fc | 6.00% | 6.068% | 69.19382 |
| G25 | WAK | 97.356 | 9.59 | - | - | FFF | - | PPP | 46.00% | - | Rxowxozj | QHEB | 135 | 135 | UZGT+135 | - | 55.44227 |
Tranche Comments
L4: First Pay: 2024-08-26; Registration: 144T/Gku K;
V8: First Pay: 2024-08-26; Registration: 144U/Vee J;
Y14: First Pay: 2024-08-26; Registration: 144N/Oqs X;
Q16: First Pay: 2024-08-26; Registration: 144W/Aah J;
P22: First Pay: 2024-08-26; Registration: 144F/Inl J;
G25: First Pay: 2024-08-26; Registration: 144O/Ztp U; Comments: Zkkx 6.69343%c ksp 6.788%;
O24: First Pay: 2024-08-26; Registration: 144V/Xrf Y;