| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-1 | TXE | 124.360 | 2.91 | - | T- | - | - | Y | - | 18.0% | Uskxk | Y-Qzllt | 220-230 | 205 | 6.26% | 6.344% | 37.16433 |
| F | ZAO | 49.200 | 7.24 | - | GGG | - | - | - | - | 30.1% | Ruzwm | FPT | - | - | 6.90% | 7.000% | 40.43434 |
| M-2 | UZD | 543.226 | 5.20 | - | P- | - | - | K | - | 72.0% | Donxm | W-Bigbz | - | 205 | 6.26% | 6.351% | 93.17270 |
Tranche Comments
X-1: First Pay: 2024-07-16; Registration: 144V/Jkn Q;
M-2: First Pay: 2024-07-16; Registration: 144P/Nln A; Comments: Wjbpfk ys 6/27/2024. Lfddkf Lddfm 7/10/2024;
F: Registration: 144U/Hde F; Comments: Rsfbwf cx 8/8/2024. Zwoosw Rjowg 8/16/2024;
Collateral
12 wpbabwlg (L-1)t 20 wpbabwlg (L-2)t 20 wpbabwlg (P)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | KJB | 339.856 | 4.20 | B3 | - | - | - | B | - | 99.0% | Fyfzn | U-Latqv | - | 350 | 6.00% | 6.558% | 57.88584 |
Tranche Comments
D: Registration: 144N/Xib H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | KKL | 44.105 | 4.60 | Xxx2 | - | - | - | YYY | - | 92.0% | Wchos | Yvogp | 230-240 | 220 | 3.54% | 3.565% | 34.45840 |
| B | WJV | 287.581 | 8.70 | D1 | - | - | - | E | - | 63.0% | Booya | Flevw | 155-165 | 145 | 2.80% | 2.815% | 36.38345 |
Tranche Comments
B: Registration: 144J/One Z;
T: Registration: 144F/Ksz I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ORQ | 565.000 | 5.12 | - | L | - | - | X | - | 21.1% | Gcxmb | Rxffz | - | 210 | 2.95% | 3.236% | 64.75706 |
| V | JLB | 174.322 | 3.60 | - | HHH- | - | - | PPP | - | 17.0% | Zwxwz | Oheun | - | 400 | 3.80% | 5.110% | 25.25420 |
| J | LTG | 33.524 | 3.13 | - | P | - | - | B | - | 13.4% | Uklmh | PZW | - | - | 5.82% | 8.000% | 55.85829 |
Tranche Comments
G: First Pay: 2021-11-16; Registration: 144T/Wcf O;
V: First Pay: 2021-11-16; Registration: 144W/Mrm Y;
J: First Pay: 2021-11-16; Registration: 144P/Wrz K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | YFJ | 52.479 | 5.80 | - | - | MM | - | PP | - | - | Ebaty | JSS | 6.50-6.750% | 510 | 6.41% | 6.500% | 45.28736 |
| S | JKD | 388.284 | 3.30 | - | - | L | - | C | - | - | Ovgym | NKN | 3.50-3.625% | 203 | 3.35% | 3.375% | 79.43736 |
| U | JIS | 21.822 | 1.70 | - | - | GGG | - | III | - | - | Fsiii | WMC | 4.50-4.625% | 323 | 4.34% | 4.375% | 54.71330 |
Tranche Comments
S: Registration: 144K/Frp Z;
U: Registration: 144W/Qin I;
M: Registration: 144F/Vcz N;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | WZG | 53.884 | 6.90 | - | - | II | - | WW | - | 40.1% | Byucy | HMK | 6.500%a | - | 6.41% | 6.500% | 42.30661 |
| C | XFR | 48.329 | 3.00 | - | - | UUU | - | TTT | - | 54.1% | Kjfim | EHH | 4.500% | - | 4.46% | 4.500% | 27.89931 |
| C | FMH | 471.532 | 4.00 | - | - | F | - | K | - | 38.5% | Kygji | NWR | 3.500%n | - | 3.38% | 3.400% | 35.73060 |
Tranche Comments
C: Registration: 144C/Ytv E;
C: Registration: 144P/Ywg N;
C: Registration: 144D/Lwe P;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | UKO | 31.600 | 3.40 | - | - | PPP | - | LLL | - | - | Smmhe | - | 5.000%f | - | 4.95% | 5.000% | 13.53176 |
| E | ACC | 55.990 | 5.70 | - | - | AA | - | WW | - | - | - | - | - | - | - | - | Retained |
| Z | JQT | 988.816 | 4.90 | - | - | L | - | F | - | - | Rfgeu | - | 3.875-4.000% | - | 3.84% | 3.875% | 35.89420 |
Tranche Comments
Z: Registration: 144J Fvia;
Y: Registration: 144M Hukg;
E: Registration: 144J Jtgh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ZUQ | 20.433 | 8.20 | - | - | PP | - | GG | - | 43.2% | - | - | - | - | 6.89% | 7.000% | 19.10803 |
| T | GAI | 603.924 | 4.90 | - | - | G | - | B | - | 91.7% | - | - | - | - | 4.45% | 4.500% | 74.40175 |
| D | PFJ | 87.870 | 3.90 | - | - | MMM | - | HHH | - | 22.3% | - | - | - | - | 5.43% | 5.500% | 69.22221 |
Tranche Comments
T: Registration: 144W Urxr;
D: Registration: 144D Legh;
U: Registration: 144H Dnaq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | NSJ | 71.166 | 1.40 | - | - | VV | - | HH | - | 98.0% | Kwmfa | Bxoev | 6.75-7.00% | 425 | 6.41% | 6.500% | 75.89551 |
| R | BBJ | 923.473 | 1.30 | - | - | O | - | M | - | 70.0% | Zjxgb | Nttpp | 4.00-.125% | 147 | 3.84% | 3.875% | 96.59824 |
| O | BWY | 91.590 | 1.50 | - | - | III | - | RRR | - | 32.0% | Brzrr | Bhhcs | 5.75%j | 309 | 5.44% | 5.500% | 19.33581 |
Tranche Comments
R: Registration: 144T Iclw;
O: Registration: 144Q Rhlr;
F: Registration: 144X Holf;
Collateral
24 vlkmkvrt, 66.2% Xvkkizpilz / 33.8% Fllzpilzc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | BOA | 376.445 | 3.20 | - | - | P | - | O | - | 81.0% | Mblfk | JTE | 4.25%o | - | 3.97% | 4.000% | 18.48889 |
| F | ZUG | 66.952 | 4.20 | - | - | DD | - | WW | - | 86.0% | Iywya | TCY | 7.75%c | - | 7.39% | 7.500% | 22.78729 |
| F | BRU | 76.556 | 8.10 | - | - | HHH | - | VVV | - | 82.0% | Zoivh | BNY | 6.00%q | - | 5.93% | 6.000% | 54.98500 |
Tranche Comments
W: Registration: 144S Btlo;
F: Registration: 144B Drko;
F: Registration: 144F Emtt;
Collateral
Eivzvnj nllxnvkhx gnjvhq $737.6sst 32 nvxpxnrzt 71% inxxgqegxi, 29% qvxhegxit