| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | LZQ | 72.310 | 8.45 | - | TTT | - | - | - | - | 61.5% | Nylen | KRL | - | - | 6.90% | 7.000% | 67.58318 |
| U-1 | WCN | 102.670 | 6.14 | - | E- | - | - | N | - | 17.0% | Jgzah | A-Lbdze | 220-230 | 205 | 6.26% | 6.344% | 50.62960 |
| C-2 | TFI | 790.709 | 3.82 | - | C- | - | - | V | - | 33.0% | Efpwy | A-Uwnhn | - | 205 | 6.26% | 6.351% | 83.98320 |
Tranche Comments
U-1: First Pay: 2024-07-16; Registration: 144N/Uhn T;
C-2: First Pay: 2024-07-16; Registration: 144V/Kyj S; Comments: Txjucz ow 6/27/2024. Vcvvwc Xbvcm 7/10/2024;
M: Registration: 144C/Aog R; Comments: Rxuczb wm 8/8/2024. Vzuulz Uruzq 8/16/2024;
Collateral
12 eewgwefa (T-1)r 20 eewgwefa (T-2)r 20 eewgwefa (Q)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | GCS | 171.127 | 8.49 | A3 | - | - | - | T | - | 76.0% | Dzawj | I-Inclj | - | 350 | 6.00% | 6.558% | 78.43435 |
Tranche Comments
G: Registration: 144Z/Tbg R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | FSB | 757.298 | 9.90 | X1 | - | - | - | J | - | 97.0% | Myxqc | Ciogk | 155-165 | 145 | 2.80% | 2.815% | 28.26260 |
| R | ZXT | 18.618 | 6.30 | Iuu2 | - | - | - | AAA | - | 28.0% | Cygig | Dcygb | 230-240 | 220 | 3.54% | 3.565% | 19.72035 |
Tranche Comments
K: Registration: 144Q/Tcx U;
R: Registration: 144V/Ohq E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | HYW | 433.000 | 9.20 | - | L | - | - | G | - | 85.9% | Tptgc | Rgrbl | - | 210 | 2.95% | 3.236% | 64.54999 |
| K | PGS | 28.887 | 7.68 | - | G | - | - | V | - | 67.9% | Fmlvw | FKB | - | - | 5.82% | 8.000% | 45.65849 |
| Y | LAP | 118.933 | 6.20 | - | XXX- | - | - | GGG | - | 66.0% | Wvoez | Mlmfh | - | 400 | 3.80% | 5.110% | 26.37770 |
Tranche Comments
J: First Pay: 2021-11-16; Registration: 144K/Cil G;
Y: First Pay: 2021-11-16; Registration: 144L/Pwo I;
K: First Pay: 2021-11-16; Registration: 144Z/Rvt E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | GWN | 34.212 | 3.50 | - | - | MM | - | NN | - | - | Bljcb | NYA | 6.50-6.750% | 510 | 6.41% | 6.500% | 76.19468 |
| M | FEE | 844.136 | 1.40 | - | - | N | - | S | - | - | Zcgqo | AGB | 3.50-3.625% | 203 | 3.35% | 3.375% | 52.77608 |
| M | TAJ | 95.122 | 1.60 | - | - | EEE | - | LLL | - | - | Jcjke | GOG | 4.50-4.625% | 323 | 4.34% | 4.375% | 98.27120 |
Tranche Comments
M: Registration: 144X/Dlb L;
M: Registration: 144G/Tmb V;
H: Registration: 144K/Lcv Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | VBO | 318.190 | 7.00 | - | - | F | - | N | - | 14.3% | Fbsps | GHM | 3.500%o | - | 3.38% | 3.400% | 65.12000 |
| Z | THZ | 84.285 | 1.00 | - | - | LLL | - | EEE | - | 25.8% | Xzvsi | GIC | 4.500% | - | 4.46% | 4.500% | 76.24097 |
| S | GLY | 48.511 | 6.40 | - | - | TT | - | TT | - | 12.6% | Kjngr | XOU | 6.500%v | - | 6.41% | 6.500% | 62.91057 |
Tranche Comments
H: Registration: 144N/Qpq D;
Z: Registration: 144X/Ymd I;
S: Registration: 144H/Mme O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ZIP | 64.390 | 3.60 | - | - | OO | - | QQ | - | - | - | - | - | - | - | - | Retained |
| Y | XLZ | 928.708 | 7.70 | - | - | Q | - | N | - | - | Ywzqh | - | 3.875-4.000% | - | 3.84% | 3.875% | 16.32246 |
| L | QPS | 68.900 | 1.10 | - | - | SSS | - | BBB | - | - | Dnacu | - | 5.000%d | - | 4.95% | 5.000% | 42.88761 |
Tranche Comments
Y: Registration: 144Z Hczq;
L: Registration: 144G Bmdp;
U: Registration: 144F Xpoq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | NFC | 56.990 | 5.40 | - | - | LLL | - | WWW | - | 88.2% | - | - | - | - | 5.43% | 5.500% | 93.47958 |
| N | UJL | 25.180 | 4.10 | - | - | BB | - | JJ | - | 35.9% | - | - | - | - | 6.89% | 7.000% | 25.82399 |
| M | FMV | 112.873 | 4.30 | - | - | U | - | M | - | 19.9% | - | - | - | - | 4.45% | 4.500% | 83.93627 |
Tranche Comments
M: Registration: 144T Kbma;
W: Registration: 144E Zkxd;
N: Registration: 144A Icbr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | YGP | 59.736 | 1.50 | - | - | KK | - | FF | - | 25.0% | Iohqd | Edqrz | 6.75-7.00% | 425 | 6.41% | 6.500% | 89.47876 |
| S | INU | 811.532 | 2.20 | - | - | Q | - | U | - | 94.0% | Wrfuf | Pdzaa | 4.00-.125% | 147 | 3.84% | 3.875% | 31.23709 |
| I | ZPP | 61.794 | 6.40 | - | - | FFF | - | III | - | 86.0% | Rnxpr | Kworq | 5.75%i | 309 | 5.44% | 5.500% | 52.88362 |
Tranche Comments
S: Registration: 144A Usqc;
I: Registration: 144M Boze;
P: Registration: 144U Skzv;
Collateral
24 jtakajkq, 66.2% Djaauzkutt / 33.8% Vttjkutti
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BEV | 50.918 | 6.40 | - | - | TT | - | DD | - | 28.0% | Xwiuj | NNN | 7.75%v | - | 7.39% | 7.500% | 46.90360 |
| F | VZW | 675.299 | 3.20 | - | - | Q | - | L | - | 71.0% | Fraon | NZG | 4.25%x | - | 3.97% | 4.000% | 29.88262 |
| O | WOB | 22.551 | 5.50 | - | - | QQQ | - | LLL | - | 11.0% | Dzryp | JTH | 6.00%v | - | 5.93% | 6.000% | 75.54908 |
Tranche Comments
F: Registration: 144B Pghp;
O: Registration: 144X Armi;
J: Registration: 144F Xkmk;
Collateral
Jxxtxzs zppmzxgeq lzsven $737.6jjd 32 zxmdmzstd 71% xzmmemkeqm, 29% mxqekeqmd