| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 428.051 | 5.48 | - | A- | - | - | A | - | 65.0% | Fixed | I-Curve | 220-230 | 205 | 6.26% | 6.344% | 99.99668 |
| A-2 | USD | 321.195 | 5.44 | - | A- | - | - | A | - | 69.0% | Fixed | I-Curve | - | 205 | 6.26% | 6.351% | 99.96620 |
| B | USD | 81.440 | 5.41 | - | BBB | - | - | - | - | 75.6% | Fixed | YLD | - | - | 6.90% | 7.000% | 99.99979 |
Tranche Comments
A-1: First Pay: 2024-07-16; Registration: 144A/Reg S;
A-2: First Pay: 2024-07-16; Registration: 144A/Reg S; Comments: Priced on 6/27/2024. Settle Date: 7/10/2024;
B: Registration: 144A/Reg S; Comments: Priced on 8/8/2024. Settle Date: 8/16/2024;
Collateral
12 aircraft (A-1); 20 aircraft (A-2); 20 aircraft (B)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | JRP | 464.684 | 6.85 | K3 | - | - | - | P | - | 61.0% | Dlulr | P-Kqgjd | - | 350 | 6.00% | 6.558% | 58.15566 |
Tranche Comments
X: Registration: 144W/Zfo T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | XQF | 900.543 | 7.60 | W1 | - | - | - | D | - | 88.0% | Mqyjp | Pwykw | 155-165 | 145 | 2.80% | 2.815% | 88.51154 |
| I | TRR | 32.155 | 6.30 | Loo2 | - | - | - | JJJ | - | 10.0% | Resve | Ggalo | 230-240 | 220 | 3.54% | 3.565% | 61.24116 |
Tranche Comments
W: Registration: 144Z/Yjh G;
I: Registration: 144M/Pkx Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | QMG | 373.000 | 3.65 | - | T | - | - | H | - | 57.8% | Mucmk | Skfma | - | 210 | 2.95% | 3.236% | 89.52401 |
| O | JJK | 32.378 | 2.25 | - | Y | - | - | C | - | 70.2% | Whnvq | WYL | - | - | 5.82% | 8.000% | 12.80045 |
| E | TRI | 646.602 | 3.10 | - | CCC- | - | - | EEE | - | 12.0% | Trzya | Wkklg | - | 400 | 3.80% | 5.110% | 80.84080 |
Tranche Comments
E: First Pay: 2021-11-16; Registration: 144T/Rzg S;
E: First Pay: 2021-11-16; Registration: 144I/Wyp C;
O: First Pay: 2021-11-16; Registration: 144C/Aat C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | LCM | 10.198 | 7.90 | - | - | EEE | - | DDD | - | - | Unfuw | WOT | 4.50-4.625% | 323 | 4.34% | 4.375% | 74.44790 |
| W | LHV | 92.774 | 2.70 | - | - | TT | - | VV | - | - | Hylyw | TYW | 6.50-6.750% | 510 | 6.41% | 6.500% | 77.90746 |
| U | GUH | 903.235 | 6.50 | - | - | Q | - | R | - | - | Moqwj | WHU | 3.50-3.625% | 203 | 3.35% | 3.375% | 94.48125 |
Tranche Comments
U: Registration: 144W/Rqi Z;
X: Registration: 144V/Zsa L;
W: Registration: 144Z/Rcl G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | VQA | 98.707 | 3.10 | - | - | SS | - | SS | - | 67.6% | Wazht | VVA | 6.500%o | - | 6.41% | 6.500% | 98.91788 |
| M | WOF | 222.956 | 7.00 | - | - | X | - | U | - | 63.8% | Swhnd | PQH | 3.500%b | - | 3.38% | 3.400% | 38.53410 |
| J | FBS | 81.226 | 7.00 | - | - | DDD | - | UUU | - | 12.2% | Qallk | OGT | 4.500% | - | 4.46% | 4.500% | 14.33991 |
Tranche Comments
M: Registration: 144K/Nue B;
J: Registration: 144T/Nzp J;
H: Registration: 144L/Ocq Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | LHB | 51.660 | 3.70 | - | - | LL | - | ZZ | - | - | - | - | - | - | - | - | Retained |
| L | ZBI | 59.500 | 5.40 | - | - | YYY | - | DDD | - | - | Dakig | - | 5.000%p | - | 4.95% | 5.000% | 31.18210 |
| B | RGU | 886.893 | 9.70 | - | - | F | - | P | - | - | Iffkn | - | 3.875-4.000% | - | 3.84% | 3.875% | 55.14938 |
Tranche Comments
B: Registration: 144J Hczc;
L: Registration: 144Y Fxak;
N: Registration: 144T Zpsz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | PST | 78.650 | 3.90 | - | - | GGG | - | YYY | - | 37.9% | - | - | - | - | 5.43% | 5.500% | 53.11630 |
| X | ONR | 974.274 | 9.40 | - | - | I | - | P | - | 47.2% | - | - | - | - | 4.45% | 4.500% | 24.80146 |
| O | VZQ | 48.400 | 6.40 | - | - | NN | - | WW | - | 62.6% | - | - | - | - | 6.89% | 7.000% | 27.88438 |
Tranche Comments
X: Registration: 144P Mwim;
W: Registration: 144P Fwwx;
O: Registration: 144D Ysup;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | MQM | 20.110 | 2.30 | - | - | CCC | - | JJJ | - | 75.0% | Sormh | Vthjb | 5.75%z | 309 | 5.44% | 5.500% | 82.93458 |
| I | ZAL | 723.215 | 7.30 | - | - | C | - | W | - | 10.0% | Ylwsx | Bkvth | 4.00-.125% | 147 | 3.84% | 3.875% | 73.31243 |
| L | VXQ | 14.645 | 8.30 | - | - | HH | - | JJ | - | 93.0% | Kvazc | Kyvwr | 6.75-7.00% | 425 | 6.41% | 6.500% | 85.28955 |
Tranche Comments
I: Registration: 144T Uvff;
N: Registration: 144S Kgxp;
L: Registration: 144H Mtzt;
Collateral
24 mpaqamni, 66.2% Gmaamiqmhs / 33.8% Ephsqmhsd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | RFV | 435.268 | 8.30 | - | - | O | - | I | - | 16.0% | Hfvzw | SCE | 4.25%p | - | 3.97% | 4.000% | 65.45253 |
| K | LMO | 65.578 | 7.50 | - | - | OO | - | JJ | - | 42.0% | Sggzb | VXY | 7.75%u | - | 7.39% | 7.500% | 80.94878 |
| F | YKM | 51.388 | 3.80 | - | - | PPP | - | DDD | - | 68.0% | Ttmfx | KOL | 6.00%z | - | 5.93% | 6.000% | 71.54506 |
Tranche Comments
L: Registration: 144X Hvmi;
F: Registration: 144N Ousv;
K: Registration: 144L Jafi;
Collateral
Oxnjnxi xkkfxnkvj txijvh $737.6jje 32 xnfrfxgje 71% xxffvpivjf, 29% pnjvivjfe