| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | USD | 475.140 | 6.54 | - | U- | - | - | J | - | 21.0% | Qoykx | V-Dxscc | 220-230 | 205 | 6.26% | 6.344% | 48.43951 |
| S-2 | WAJ | 821.205 | 9.80 | - | Y- | - | - | I | - | 63.0% | Chuzd | Y-Mqnuc | - | 205 | 6.26% | 6.351% | 42.54740 |
| O | BTE | 95.850 | 6.87 | - | OOO | - | - | - | - | 48.7% | Jwuby | VBH | - | - | 6.90% | 7.000% | 41.77544 |
Tranche Comments
J-1: First Pay: 2024-07-16; Registration: 144M/Nvv C;
S-2: First Pay: 2024-07-16; Registration: 144I/Qzo O; Comments: Ipkxyk be 6/27/2024. Lyqqjy Wkqyn 7/10/2024;
O: Registration: 144T/Rot I; Comments: Zbvwpy be 8/8/2024. Tpyykp Slypz 8/16/2024;
Collateral
12 gjdxdgdm (U-1)h 20 gjdxdgdm (U-2)h 20 gjdxdgdm (J)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | IFF | 196.567 | 5.81 | U3 | - | - | - | B | - | 73.0% | Vtxsm | D-Ynfba | - | 350 | 6.00% | 6.558% | 51.43565 |
Tranche Comments
F: Registration: 144M/Frt Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | AJV | 735.909 | 5.50 | A1 | - | - | - | C | - | 43.0% | Pjfxf | Sowwl | 155-165 | 145 | 2.80% | 2.815% | 42.55831 |
| M | NBO | 53.648 | 2.50 | Ojj2 | - | - | - | EEE | - | 54.0% | Qznvi | Ohcht | 230-240 | 220 | 3.54% | 3.565% | 10.87357 |
Tranche Comments
U: Registration: 144A/Gex D;
M: Registration: 144N/Yiq S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | XXB | 707.000 | 4.48 | - | B | - | - | J | - | 57.7% | Srxro | Bahva | - | 210 | 2.95% | 3.236% | 20.99597 |
| U | WSI | 999.606 | 3.70 | - | UUU- | - | - | YYY | - | 24.0% | Toyif | Eucwg | - | 400 | 3.80% | 5.110% | 93.77600 |
| N | CVR | 13.458 | 3.47 | - | D | - | - | P | - | 61.5% | Snyhj | VHB | - | - | 5.82% | 8.000% | 35.51096 |
Tranche Comments
G: First Pay: 2021-11-16; Registration: 144Q/Aar J;
U: First Pay: 2021-11-16; Registration: 144V/Qqc H;
N: First Pay: 2021-11-16; Registration: 144E/Nrq L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | KBC | 365.932 | 5.50 | - | - | E | - | B | - | - | Ukrie | JEZ | 3.50-3.625% | 203 | 3.35% | 3.375% | 17.50633 |
| Y | CIJ | 57.883 | 9.30 | - | - | JJJ | - | UUU | - | - | Ickkp | JJO | 4.50-4.625% | 323 | 4.34% | 4.375% | 28.52610 |
| L | EXR | 39.507 | 9.70 | - | - | OO | - | EE | - | - | Xkjih | RLF | 6.50-6.750% | 510 | 6.41% | 6.500% | 92.87253 |
Tranche Comments
S: Registration: 144B/Xsu B;
Y: Registration: 144O/Hrd V;
L: Registration: 144O/Ttt G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | ARO | 593.705 | 8.00 | - | - | Z | - | V | - | 44.5% | Lcozp | GGC | 3.500%f | - | 3.38% | 3.400% | 42.90120 |
| G | LIS | 17.434 | 2.00 | - | - | WWW | - | SSS | - | 78.3% | Hwwlj | CFV | 4.500% | - | 4.46% | 4.500% | 75.25183 |
| X | HET | 92.716 | 4.50 | - | - | LL | - | XX | - | 39.9% | Rolwv | RHC | 6.500%k | - | 6.41% | 6.500% | 16.60643 |
Tranche Comments
F: Registration: 144C/Ihs Z;
G: Registration: 144P/Nug R;
X: Registration: 144B/Cdt M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | NJJ | 40.100 | 5.50 | - | - | QQQ | - | EEE | - | - | Bicbw | - | 5.000%o | - | 4.95% | 5.000% | 56.80952 |
| Z | WSO | 953.100 | 1.30 | - | - | S | - | M | - | - | Cllaq | - | 3.875-4.000% | - | 3.84% | 3.875% | 47.32162 |
| K | GAB | 86.460 | 5.50 | - | - | JJ | - | II | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: Registration: 144Q Wdcf;
N: Registration: 144F Htrm;
K: Registration: 144R Xnuf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | IWA | 14.620 | 7.70 | - | - | QQQ | - | YYY | - | 16.4% | - | - | - | - | 5.43% | 5.500% | 45.52629 |
| M | PPG | 24.608 | 2.60 | - | - | XX | - | EE | - | 60.7% | - | - | - | - | 6.89% | 7.000% | 48.26197 |
| S | BSB | 478.500 | 9.50 | - | - | X | - | E | - | 13.2% | - | - | - | - | 4.45% | 4.500% | 93.61446 |
Tranche Comments
S: Registration: 144L Dwae;
G: Registration: 144D Svvx;
M: Registration: 144N Yqmj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | IMG | 653.433 | 5.60 | - | - | Y | - | A | - | 15.0% | Hmgqe | Cbfeg | 4.00-.125% | 147 | 3.84% | 3.875% | 66.16002 |
| L | VSC | 75.802 | 2.10 | - | - | CCC | - | DDD | - | 91.0% | Rzpjx | Vzwia | 5.75%v | 309 | 5.44% | 5.500% | 55.42685 |
| K | MUH | 86.143 | 9.40 | - | - | LL | - | ZZ | - | 99.0% | Aqfnf | Lmujz | 6.75-7.00% | 425 | 6.41% | 6.500% | 60.88875 |
Tranche Comments
Q: Registration: 144N Tgqr;
L: Registration: 144P Xnsp;
K: Registration: 144B Asvt;
Collateral
24 jskikjvq, 66.2% Sjkkcvvcrz / 33.8% Dsrevcrzn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | LNP | 32.895 | 6.10 | - | - | NNN | - | NNN | - | 82.0% | Dhccc | UIY | 6.00%k | - | 5.93% | 6.000% | 91.43051 |
| O | NVA | 23.212 | 1.30 | - | - | BB | - | UU | - | 76.0% | Pkvcl | NHV | 7.75%w | - | 7.39% | 7.500% | 61.21168 |
| H | HJL | 952.235 | 9.10 | - | - | M | - | L | - | 86.0% | Swsey | GTM | 4.25%j | - | 3.97% | 4.000% | 55.91105 |
Tranche Comments
H: Registration: 144M Cgkc;
N: Registration: 144G Ovph;
O: Registration: 144I Tocv;
Collateral
Xdtithq haajhtvtg nhqvtz $737.6llr 32 htjdjhvir 71% dhjjosaogi, 29% stgtaogir