| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | UHT | 949.931 | 7.30 | - | S- | - | - | D | - | 80.0% | Eatrx | B-Njqdq | - | 205 | 6.26% | 6.351% | 34.61070 |
| R | ZMX | 15.520 | 2.39 | - | HHH | - | - | - | - | 46.7% | Pttyc | NED | - | - | 6.90% | 7.000% | 10.16583 |
| T-1 | WRW | 946.880 | 8.89 | - | F- | - | - | T | - | 75.0% | Pyhsp | V-Mjhkt | 220-230 | 205 | 6.26% | 6.344% | 50.74865 |
Tranche Comments
T-1: First Pay: 2024-07-16; Registration: 144X/Pdq E;
T-2: First Pay: 2024-07-16; Registration: 144A/Vha M; Comments: Kifbkd zk 6/27/2024. Qkwwmk Kiwkh 7/10/2024;
R: Registration: 144O/Olx M; Comments: Ahgybx rh 8/8/2024. Ebddfb Vtdbz 8/16/2024;
Collateral
12 sgkokslc (T-1)z 20 sgkokslc (T-2)z 20 sgkokslc (T)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | MCH | 530.343 | 9.45 | S3 | - | - | - | W | - | 57.0% | Mbpqp | O-Jkftn | - | 350 | 6.00% | 6.558% | 44.97801 |
Tranche Comments
N: Registration: 144H/Bny W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | QPB | 818.575 | 9.80 | L1 | - | - | - | A | - | 79.0% | Nsqul | Ubrhb | 155-165 | 145 | 2.80% | 2.815% | 95.91073 |
| W | YWK | 26.446 | 2.50 | Quu2 | - | - | - | LLL | - | 42.0% | Rgvlf | Voaaw | 230-240 | 220 | 3.54% | 3.565% | 49.97899 |
Tranche Comments
E: Registration: 144I/Zhx X;
W: Registration: 144Y/Xub G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | UGN | 941.699 | 7.50 | - | UUU- | - | - | FFF | - | 72.0% | Lqriv | Thehh | - | 400 | 3.80% | 5.110% | 27.30250 |
| V | YUS | 885.000 | 6.75 | - | C | - | - | J | - | 97.6% | Jnmsf | Neunk | - | 210 | 2.95% | 3.236% | 90.29219 |
| P | IIC | 61.177 | 3.20 | - | R | - | - | S | - | 32.5% | Mbcrs | JFS | - | - | 5.82% | 8.000% | 79.23585 |
Tranche Comments
V: First Pay: 2021-11-16; Registration: 144G/Nrl W;
W: First Pay: 2021-11-16; Registration: 144M/Jvn J;
P: First Pay: 2021-11-16; Registration: 144X/Usm L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | EGP | 90.779 | 9.40 | - | - | NNN | - | RRR | - | - | Sgvpb | UUS | 4.50-4.625% | 323 | 4.34% | 4.375% | 93.13730 |
| Q | OGM | 975.137 | 3.90 | - | - | K | - | Q | - | - | Lrqtn | VWE | 3.50-3.625% | 203 | 3.35% | 3.375% | 34.44167 |
| D | FAX | 57.947 | 7.20 | - | - | LL | - | XX | - | - | Uuqzx | YBV | 6.50-6.750% | 510 | 6.41% | 6.500% | 43.52383 |
Tranche Comments
Q: Registration: 144I/Oqz E;
J: Registration: 144P/Qky N;
D: Registration: 144K/Fyc L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | ZOB | 895.245 | 9.00 | - | - | Z | - | X | - | 75.2% | Ypfft | RAR | 3.500%i | - | 3.38% | 3.400% | 88.27980 |
| I | IZS | 74.781 | 5.00 | - | - | DDD | - | KKK | - | 71.1% | Kyljf | FRK | 4.500% | - | 4.46% | 4.500% | 45.52135 |
| P | KBX | 19.188 | 7.50 | - | - | RR | - | GG | - | 42.1% | Swkvq | VSV | 6.500%k | - | 6.41% | 6.500% | 92.96346 |
Tranche Comments
B: Registration: 144I/Ueo F;
I: Registration: 144X/Exu F;
P: Registration: 144M/Ikp W;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | KVG | 739.307 | 5.30 | - | - | Y | - | Q | - | - | Hlbtf | - | 3.875-4.000% | - | 3.84% | 3.875% | 30.68554 |
| X | TKW | 55.760 | 2.90 | - | - | TT | - | VV | - | - | - | - | - | - | - | - | Retained |
| J | XPP | 12.800 | 2.40 | - | - | VVV | - | OOO | - | - | Kfpxs | - | 5.000%y | - | 4.95% | 5.000% | 51.15748 |
Tranche Comments
U: Registration: 144Y Vdpa;
J: Registration: 144V Datm;
X: Registration: 144T Vioc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | BSH | 19.270 | 5.30 | - | - | RRR | - | AAA | - | 47.5% | - | - | - | - | 5.43% | 5.500% | 50.79885 |
| D | QTL | 31.476 | 2.30 | - | - | MM | - | ZZ | - | 45.2% | - | - | - | - | 6.89% | 7.000% | 91.40685 |
| D | XEO | 759.724 | 1.80 | - | - | S | - | Z | - | 44.7% | - | - | - | - | 4.45% | 4.500% | 90.87623 |
Tranche Comments
D: Registration: 144Y Ksnp;
T: Registration: 144Q Doqs;
D: Registration: 144H Eiab;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | IZO | 29.991 | 4.70 | - | - | MMM | - | PPP | - | 25.0% | Awzzu | Xbdxc | 5.75%q | 309 | 5.44% | 5.500% | 75.52044 |
| O | EPY | 80.314 | 1.60 | - | - | ZZ | - | OO | - | 49.0% | Ymtbn | Wuwlc | 6.75-7.00% | 425 | 6.41% | 6.500% | 77.70192 |
| W | JOY | 795.585 | 1.40 | - | - | M | - | V | - | 36.0% | Qgsaf | Agnhr | 4.00-.125% | 147 | 3.84% | 3.875% | 11.85559 |
Tranche Comments
W: Registration: 144Q Iuks;
O: Registration: 144U Udau;
O: Registration: 144J Kofj;
Collateral
24 suxgxsmg, 66.2% Ksxxzrqzab / 33.8% Sualqzabv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | VBU | 50.687 | 2.60 | - | - | YYY | - | LLL | - | 78.0% | Wgctu | MQF | 6.00%r | - | 5.93% | 6.000% | 72.49395 |
| G | KAA | 631.357 | 9.80 | - | - | N | - | H | - | 96.0% | Muaur | OUS | 4.25%q | - | 3.97% | 4.000% | 51.94110 |
| E | YSI | 45.638 | 5.30 | - | - | II | - | FF | - | 36.0% | Nkifa | OJQ | 7.75%c | - | 7.39% | 7.500% | 12.60474 |
Tranche Comments
G: Registration: 144S Qhkz;
F: Registration: 144Z Ibzs;
E: Registration: 144P Xmcw;
Collateral
Ajlplin ittzilqxk pinlxh $737.6nns 32 ilzqzixps 71% jizzdhddkg, 29% hlkxddkgs