| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | UEL | 20.720 | 1.27 | - | UUU | - | - | - | - | 66.9% | Juwcu | APH | - | - | 6.90% | 7.000% | 28.37396 |
| S-1 | PJT | 314.930 | 5.93 | - | O- | - | - | B | - | 42.0% | Nifxi | O-Bcmsc | 220-230 | 205 | 6.26% | 6.344% | 92.21536 |
| I-2 | CXZ | 635.829 | 9.17 | - | V- | - | - | K | - | 36.0% | Wsmfa | V-Pqmzp | - | 205 | 6.26% | 6.351% | 16.62210 |
Tranche Comments
S-1: First Pay: 2024-07-16; Registration: 144X/Xyq O;
I-2: First Pay: 2024-07-16; Registration: 144J/Pvh N; Comments: Jwwgpp mn 6/27/2024. Tpvvpp Wwvpc 7/10/2024;
V: Registration: 144U/Zqg W; Comments: Grxkhq jg 8/8/2024. Jhbbih Ghbhm 8/16/2024;
Collateral
12 snvqvsyg (R-1)w 20 snvqvsyg (R-2)w 20 snvqvsyg (T)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | IAI | 707.832 | 1.73 | H3 | - | - | - | Z | - | 16.0% | Ogoim | M-Fuujf | - | 350 | 6.00% | 6.558% | 21.22216 |
Tranche Comments
W: Registration: 144Y/Ltw D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | RUG | 619.213 | 6.60 | P1 | - | - | - | H | - | 47.0% | Xramo | Cxtef | 155-165 | 145 | 2.80% | 2.815% | 30.85771 |
| E | WFQ | 87.983 | 4.90 | Koo2 | - | - | - | RRR | - | 83.0% | Tnxzl | Athmx | 230-240 | 220 | 3.54% | 3.565% | 50.98010 |
Tranche Comments
U: Registration: 144N/Xck O;
E: Registration: 144I/Jpn E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | TMW | 780.000 | 4.66 | - | B | - | - | I | - | 64.6% | Ykswd | Lxevy | - | 210 | 2.95% | 3.236% | 97.57948 |
| H | QKC | 514.960 | 6.40 | - | CCC- | - | - | OOO | - | 13.0% | Mftkj | Egyrz | - | 400 | 3.80% | 5.110% | 18.78060 |
| X | LTN | 60.960 | 9.45 | - | J | - | - | R | - | 50.2% | Thixb | YON | - | - | 5.82% | 8.000% | 72.51205 |
Tranche Comments
F: First Pay: 2021-11-16; Registration: 144C/Vmz M;
H: First Pay: 2021-11-16; Registration: 144O/Lvq O;
X: First Pay: 2021-11-16; Registration: 144M/Tou I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | MTD | 55.310 | 7.40 | - | - | ZZZ | - | RRR | - | - | Mbtfd | PRD | 4.50-4.625% | 323 | 4.34% | 4.375% | 30.82410 |
| H | OQW | 38.974 | 1.40 | - | - | CC | - | HH | - | - | Pvier | NNH | 6.50-6.750% | 510 | 6.41% | 6.500% | 14.44100 |
| P | LSF | 718.477 | 8.20 | - | - | S | - | B | - | - | Rzkzv | IUI | 3.50-3.625% | 203 | 3.35% | 3.375% | 68.76640 |
Tranche Comments
P: Registration: 144K/Ayf F;
N: Registration: 144Y/Jzm X;
H: Registration: 144L/Ehu H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | OHD | 20.217 | 9.70 | - | - | NN | - | BB | - | 25.2% | Dynnk | NMC | 6.500%d | - | 6.41% | 6.500% | 57.60427 |
| B | MGC | 541.307 | 4.00 | - | - | A | - | J | - | 36.7% | Qwnjq | UYD | 3.500%u | - | 3.38% | 3.400% | 91.45060 |
| J | IKX | 56.795 | 8.00 | - | - | BBB | - | III | - | 12.1% | Ilned | ROY | 4.500% | - | 4.46% | 4.500% | 73.75645 |
Tranche Comments
B: Registration: 144U/Ctm M;
J: Registration: 144Z/Muz O;
F: Registration: 144W/Zsr E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | UAD | 83.800 | 9.70 | - | - | III | - | ZZZ | - | - | Uwcjn | - | 5.000%t | - | 4.95% | 5.000% | 83.16271 |
| J | ZBJ | 478.461 | 1.20 | - | - | C | - | C | - | - | Xqgfa | - | 3.875-4.000% | - | 3.84% | 3.875% | 35.27445 |
| P | HFV | 29.680 | 8.40 | - | - | CC | - | BB | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: Registration: 144Q Hvzb;
H: Registration: 144E Ytkz;
P: Registration: 144W Hdbq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | TTO | 476.686 | 6.40 | - | - | P | - | Y | - | 92.9% | - | - | - | - | 4.45% | 4.500% | 30.43003 |
| X | XNA | 29.930 | 2.50 | - | - | QQQ | - | MMM | - | 94.9% | - | - | - | - | 5.43% | 5.500% | 66.68032 |
| G | WMA | 62.430 | 1.70 | - | - | WW | - | PP | - | 29.9% | - | - | - | - | 6.89% | 7.000% | 13.60799 |
Tranche Comments
X: Registration: 144G Kktu;
X: Registration: 144J Zwxo;
G: Registration: 144Y Nrik;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | RQW | 89.856 | 5.90 | - | - | TTT | - | ZZZ | - | 65.0% | Wlxsr | Bifnr | 5.75%g | 309 | 5.44% | 5.500% | 66.80722 |
| K | KBT | 70.952 | 6.20 | - | - | GG | - | JJ | - | 61.0% | Optnz | Swtjc | 6.75-7.00% | 425 | 6.41% | 6.500% | 91.95464 |
| I | ICK | 379.145 | 4.50 | - | - | I | - | B | - | 24.0% | Wpars | Nrouh | 4.00-.125% | 147 | 3.84% | 3.875% | 67.65264 |
Tranche Comments
I: Registration: 144G Ltmv;
E: Registration: 144M Ufbe;
K: Registration: 144E Njip;
Collateral
24 aulclaqh, 66.2% Kalltxmtgd / 33.8% Tugtmtgdk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | KQM | 630.873 | 2.20 | - | - | O | - | I | - | 31.0% | Swxhq | GYZ | 4.25%a | - | 3.97% | 4.000% | 13.35815 |
| K | LTB | 77.790 | 8.10 | - | - | YYY | - | WWW | - | 70.0% | Bvgnp | QEE | 6.00%r | - | 5.93% | 6.000% | 54.66947 |
| D | XFU | 31.300 | 2.60 | - | - | QQ | - | UU | - | 87.0% | Bmyly | BQE | 7.75%n | - | 7.39% | 7.500% | 70.62788 |
Tranche Comments
C: Registration: 144K Zbnk;
K: Registration: 144Q Uwno;
D: Registration: 144Z Hofn;
Collateral
Uqieiza zggpzipdh azardt $737.6jjx 32 zipnpzzex 71% qzppaedahu, 29% eihddahux