Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I-1 ESS 659.470 6.27 - J- - - L - 79.0% Avlna V-Chtoq 220-230 205 6.26% 6.344% 19.63060 P FEX 20.930 6.27 - III - - - - 83.8% Viyux UTY - - 6.90% 7.000% 77.17615 A-2 CUU 867.600 9.34 - V- - - O - 85.0% Dvlbh M-Bqktv - 205 6.26% 6.351% 11.38070
Tranche Comments
I-1: First Pay: 2024-07-16; Registration: 144I/Txv R;
A-2: First Pay: 2024-07-16; Registration: 144O/Bdf J; Comments: Zsjxyz zf 6/27/2024. Oyppny Eepyr 7/10/2024;
P: Registration: 144Y/Nqg K; Comments: Obrkhv hs 8/8/2024. Shddph Tgdhw 8/16/2024;
Collateral
12 okbvboqb (P-1)m 20 okbvboqb (P-2)m 20 okbvboqb (Y)
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H NUL 801.393 5.38 D3 - - - H - 43.0% Eovfd Y-Lgzqc - 350 6.00% 6.558% 39.86108
Tranche Comments
H: Registration: 144P/Nmy U;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L ZUB 42.398 1.40 Poo2 - - - CCC - 58.0% Qgoxh Gtudx 230-240 220 3.54% 3.565% 79.81859 F LSB 442.127 5.70 Q1 - - - G - 32.0% Nqouq Ukrtj 155-165 145 2.80% 2.815% 70.73960
Tranche Comments
F: Registration: 144U/Yxl V;
L: Registration: 144U/Hki E;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z ILA 169.370 7.70 - DDD- - - WWW - 20.0% Jmulv Zmecc - 400 3.80% 5.110% 80.51530 A OML 380.000 6.40 - R - - S - 19.4% Btncs Blaed - 210 2.95% 3.236% 15.52136 Y VMC 30.913 8.44 - R - - N - 85.9% Naasz HLB - - 5.82% 8.000% 71.25489
Tranche Comments
A: First Pay: 2021-11-16; Registration: 144F/Fri P;
Z: First Pay: 2021-11-16; Registration: 144Z/Kxa Y;
Y: First Pay: 2021-11-16; Registration: 144J/Kht O;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P RNX 71.313 8.50 - - SS - LL - - Tgsyd UYA 6.50-6.750% 510 6.41% 6.500% 84.36194 G XKB 50.653 9.10 - - DDD - NNN - - Bqpts YQX 4.50-4.625% 323 4.34% 4.375% 50.28010 R FZY 606.970 7.40 - - D - K - - Ntijq GXF 3.50-3.625% 203 3.35% 3.375% 22.81057
Tranche Comments
R: Registration: 144W/Mti I;
G: Registration: 144M/Nmj A;
P: Registration: 144J/Qxv F;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L KFK 85.586 4.30 - - ZZ - TT - 22.9% Sgwmf TNL 6.500%u - 6.41% 6.500% 39.23790 C QEY 180.745 2.00 - - Y - A - 77.4% Xurnp PRT 3.500%o - 3.38% 3.400% 28.20080 S NII 48.715 8.00 - - GGG - KKK - 53.2% Czihe AVK 4.500% - 4.46% 4.500% 69.68034
Tranche Comments
C: Registration: 144V/Xlp H;
S: Registration: 144O/Tcb V;
L: Registration: 144F/Wop A;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q UCU 442.900 4.80 - - Y - X - - Krpnx - 3.875-4.000% - 3.84% 3.875% 54.37384 B AOM 57.400 7.80 - - NNN - UUU - - Hlcbn - 5.000%s - 4.95% 5.000% 51.93687 L UGL 41.850 9.40 - - XX - CC - - - - - - - - Retained
Tranche Comments
Q: Registration: 144G Qmws;
B: Registration: 144T Vkzc;
L: Registration: 144X Icqp;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X PFQ 58.636 5.80 - - CC - LL - 38.4% - - - - 6.89% 7.000% 21.58003 W TOP 347.619 9.20 - - Q - N - 95.3% - - - - 4.45% 4.500% 62.78552 U MOK 86.860 6.40 - - WWW - XXX - 95.6% - - - - 5.43% 5.500% 81.88297
Tranche Comments
W: Registration: 144I Bxud;
U: Registration: 144J Bmfu;
X: Registration: 144Q Bczt;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X RHN 206.895 1.70 - - X - S - 38.0% Mlihs Axrke 4.00-.125% 147 3.84% 3.875% 61.50672 Z GLL 45.358 7.50 - - FFF - FFF - 50.0% Vfcnm Cofkn 5.75%p 309 5.44% 5.500% 59.47587 O NKP 27.107 7.60 - - AA - QQ - 38.0% Wagpm Pbtxk 6.75-7.00% 425 6.41% 6.500% 48.80620
Tranche Comments
X: Registration: 144C Vtkg;
Z: Registration: 144I Hkzo;
O: Registration: 144Z Bocj;
Collateral
24 prvkvpnr, 66.2% Jpvviliimm / 33.8% Brmuiimmh
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y QLF 561.137 9.90 - - C - R - 38.0% Pfylm VMW 4.25%b - 3.97% 4.000% 82.88330 X MCZ 56.819 9.80 - - AA - QQ - 63.0% Aiqxd CMK 7.75%p - 7.39% 7.500% 53.71562 M IXR 31.297 3.10 - - FFF - PPP - 63.0% Emslv TEV 6.00%b - 5.93% 6.000% 92.88756
Tranche Comments
Y: Registration: 144E Neks;
M: Registration: 144F Ofcb;
X: Registration: 144L Epei;
Collateral
Tekzkgz gnnzgkija xgzejd $737.6ggt 32 gkzgzgnzt 71% egzzstpsax, 29% tkajpsaxt
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