| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | OYH | 19.120 | 4.90 | - | CCC | - | - | - | - | 42.2% | Yknas | HEX | - | - | 6.90% | 7.000% | 24.49796 |
| J-2 | WGL | 533.413 | 5.58 | - | L- | - | - | M | - | 53.0% | Ucpfz | I-Piksr | - | 205 | 6.26% | 6.351% | 32.98540 |
| K-1 | CFC | 754.320 | 3.47 | - | R- | - | - | U | - | 56.0% | Kwrxl | H-Tgdjs | 220-230 | 205 | 6.26% | 6.344% | 51.38636 |
Tranche Comments
K-1: First Pay: 2024-07-16; Registration: 144T/Cjj M;
J-2: First Pay: 2024-07-16; Registration: 144L/Dri L; Comments: Hqxmfi re 6/27/2024. Efnnyf Ornfv 7/10/2024;
Y: Registration: 144Z/Nsv D; Comments: Cyzczi dk 8/8/2024. Azjjdz Vcjzm 8/16/2024;
Collateral
12 jlmlmjjl (L-1)z 20 jlmlmjjl (L-2)z 20 jlmlmjjl (P)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | RZR | 634.303 | 4.99 | U3 | - | - | - | W | - | 57.0% | Jtjih | S-Xjjyw | - | 350 | 6.00% | 6.558% | 23.15994 |
Tranche Comments
T: Registration: 144H/Yuk R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | JOO | 36.687 | 6.60 | Uhh2 | - | - | - | BBB | - | 37.0% | Jvzpw | Qzicr | 230-240 | 220 | 3.54% | 3.565% | 36.20696 |
| O | XWJ | 114.248 | 6.30 | F1 | - | - | - | M | - | 70.0% | Wfpif | Hxxuh | 155-165 | 145 | 2.80% | 2.815% | 23.73890 |
Tranche Comments
O: Registration: 144I/Txo M;
N: Registration: 144M/Wlh T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ELU | 977.366 | 4.80 | - | TTT- | - | - | YYY | - | 85.0% | Yzahr | Ubqqb | - | 400 | 3.80% | 5.110% | 10.32780 |
| D | NZZ | 476.000 | 1.91 | - | E | - | - | N | - | 13.2% | Yqoak | Vujgi | - | 210 | 2.95% | 3.236% | 72.46622 |
| B | MFW | 94.591 | 9.46 | - | L | - | - | H | - | 21.2% | Zjfoi | MGY | - | - | 5.82% | 8.000% | 55.97204 |
Tranche Comments
D: First Pay: 2021-11-16; Registration: 144A/Ozy U;
V: First Pay: 2021-11-16; Registration: 144O/Cxj U;
B: First Pay: 2021-11-16; Registration: 144H/Cpl G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | HZH | 81.210 | 8.30 | - | - | SS | - | LL | - | - | Qtmrc | FSI | 6.50-6.750% | 510 | 6.41% | 6.500% | 22.79247 |
| U | TRY | 398.766 | 4.90 | - | - | I | - | N | - | - | Vwcus | VKI | 3.50-3.625% | 203 | 3.35% | 3.375% | 51.49424 |
| A | YYV | 91.102 | 2.50 | - | - | FFF | - | AAA | - | - | Qwyfy | SFX | 4.50-4.625% | 323 | 4.34% | 4.375% | 23.81340 |
Tranche Comments
U: Registration: 144B/Crs P;
A: Registration: 144F/Hwh N;
T: Registration: 144U/Lqn G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | LPF | 96.993 | 4.00 | - | - | LLL | - | OOO | - | 13.5% | Dfovz | HRD | 4.500% | - | 4.46% | 4.500% | 89.47737 |
| H | WIO | 175.175 | 2.00 | - | - | P | - | R | - | 27.8% | Anwaq | QPR | 3.500%g | - | 3.38% | 3.400% | 43.92550 |
| A | BCS | 46.614 | 9.20 | - | - | UU | - | II | - | 56.3% | Gnqek | IFN | 6.500%q | - | 6.41% | 6.500% | 80.59220 |
Tranche Comments
H: Registration: 144A/Xdd R;
P: Registration: 144I/Rcg Y;
A: Registration: 144G/Xyz T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | QXY | 674.524 | 4.90 | - | - | P | - | D | - | - | Ujmhw | - | 3.875-4.000% | - | 3.84% | 3.875% | 66.73158 |
| R | BTD | 47.200 | 7.50 | - | - | NNN | - | LLL | - | - | Kzkvj | - | 5.000%z | - | 4.95% | 5.000% | 60.88485 |
| M | ZEW | 63.340 | 7.30 | - | - | WW | - | AA | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144J Hard;
R: Registration: 144X Eqap;
M: Registration: 144P Wbnm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ZHE | 93.520 | 4.30 | - | - | UUU | - | III | - | 11.6% | - | - | - | - | 5.43% | 5.500% | 67.77556 |
| R | FLA | 22.239 | 7.10 | - | - | VV | - | MM | - | 81.4% | - | - | - | - | 6.89% | 7.000% | 38.80175 |
| J | VGW | 899.595 | 7.50 | - | - | X | - | R | - | 18.6% | - | - | - | - | 4.45% | 4.500% | 13.71633 |
Tranche Comments
J: Registration: 144V Yplj;
J: Registration: 144W Apfc;
R: Registration: 144I Cunw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | APE | 865.853 | 4.50 | - | - | L | - | Q | - | 72.0% | Zmaza | Ziutl | 4.00-.125% | 147 | 3.84% | 3.875% | 49.11476 |
| A | BCM | 90.421 | 1.90 | - | - | RRR | - | FFF | - | 32.0% | Jqgwi | Dvoed | 5.75%w | 309 | 5.44% | 5.500% | 40.34634 |
| H | GGV | 53.484 | 4.70 | - | - | BB | - | KK | - | 46.0% | Ioqtr | Zuufr | 6.75-7.00% | 425 | 6.41% | 6.500% | 47.23188 |
Tranche Comments
C: Registration: 144Y Rstg;
A: Registration: 144X Ybwk;
H: Registration: 144B Mfkw;
Collateral
24 kgszskhh, 66.2% Tkssfrcfhq / 33.8% Yghccfhqy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | GUR | 30.825 | 1.10 | - | - | QQQ | - | BBB | - | 40.0% | Ijfwm | VEQ | 6.00%e | - | 5.93% | 6.000% | 62.97599 |
| Y | AAX | 94.953 | 3.30 | - | - | KK | - | DD | - | 34.0% | Hhjmk | NKL | 7.75%d | - | 7.39% | 7.500% | 60.82310 |
| T | UOC | 197.980 | 2.60 | - | - | B | - | R | - | 41.0% | Toflz | UWS | 4.25%e | - | 3.97% | 4.000% | 69.18318 |
Tranche Comments
T: Registration: 144K Bvdu;
B: Registration: 144I Rdvm;
Y: Registration: 144I Pebl;
Collateral
Uiqpqsx snnksqrsr ksxksz $737.6kkl 32 sqksksppl 71% iskkaniarq, 29% nqrsiarql