| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | CNA | 896.390 | 9.17 | - | - | E | O | - | - | 13.0% | Xiknl | G-Mxdrg | 210m | 210 | 5.93% | 6.004% | 28.34710 |
| K | AQN | 77.409 | 5.37 | - | - | I- | III (F) | - | - | 49.0% | Lzuod | R-Zyuch | 280c | 280 | 6.61% | 6.704% | 56.58411 |
Tranche Comments
U: First Pay: 2024-11-18; Registration: 144Q/Fdx U;
K: First Pay: 2024-11-18; Registration: 144T/Cor I;
Deal Comments
Epopo Uppikmppmkaq KLH (U&B), USD, GUH, LJH, LMUv Uq SHX
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2 | CKU | 422.108 | 6.44 | - | M- | - | - | Y | - | 45.0% | Jcvbj | U-Ulziz | - | 205 | 6.26% | 6.351% | 17.76370 |
| Q | ATL | 46.730 | 1.19 | - | OOO | - | - | - | - | 41.5% | Pqfgc | ZOL | - | - | 6.90% | 7.000% | 53.45539 |
| M-1 | TQH | 760.800 | 4.26 | - | L- | - | - | X | - | 43.0% | Aljrv | F-Ptnvk | 220-230 | 205 | 6.26% | 6.344% | 48.38885 |
Tranche Comments
M-1: First Pay: 2024-07-16; Registration: 144L/Yyc Z;
T-2: First Pay: 2024-07-16; Registration: 144L/Bwi C; Comments: Arxury pf 6/27/2024. Uruuur Uuurv 7/10/2024;
Q: Registration: 144M/Dok I; Comments: Lgmfyk hu 8/8/2024. Zyffiy Fmfyw 8/16/2024;
Collateral
12 kiiyikeo (M-1)a 20 kiiyikeo (M-2)a 20 kiiyikeo (J)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | MKZ | 540.776 | 4.14 | K3 | - | - | - | R | - | 91.0% | Enosh | N-Mkyhc | - | 350 | 6.00% | 6.558% | 51.12107 |
Tranche Comments
Q: Registration: 144A/Rvc T;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | JIZ | 355.527 | 3.90 | D1 | - | - | - | D | - | 50.0% | Xpfyx | Yrlro | 155-165 | 145 | 2.80% | 2.815% | 36.20122 |
| Y | GMM | 18.874 | 7.80 | Ioo2 | - | - | - | DDD | - | 67.0% | Jahtc | Lznvv | 230-240 | 220 | 3.54% | 3.565% | 75.64334 |
Tranche Comments
U: Registration: 144F/Jax V;
Y: Registration: 144Z/Owy J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | EHW | 393.369 | 6.10 | - | III- | - | - | CCC | - | 42.0% | Mpynf | Jxutx | - | 400 | 3.80% | 5.110% | 39.18350 |
| B | LHL | 231.000 | 9.78 | - | W | - | - | C | - | 53.5% | Yykfz | Tnujk | - | 210 | 2.95% | 3.236% | 43.65412 |
| D | TTZ | 30.534 | 9.26 | - | Z | - | - | H | - | 20.9% | Zzsvh | TRE | - | - | 5.82% | 8.000% | 75.26765 |
Tranche Comments
B: First Pay: 2021-11-16; Registration: 144L/Zsv K;
W: First Pay: 2021-11-16; Registration: 144H/Cfm P;
D: First Pay: 2021-11-16; Registration: 144I/Pbx G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | AVG | 70.773 | 2.90 | - | - | CCC | - | KKK | - | - | Nifwt | ZRH | 4.50-4.625% | 323 | 4.34% | 4.375% | 14.10080 |
| K | THY | 55.677 | 7.10 | - | - | GG | - | NN | - | - | Snjmo | NJQ | 6.50-6.750% | 510 | 6.41% | 6.500% | 44.87162 |
| G | ZRC | 797.353 | 2.70 | - | - | Y | - | F | - | - | Djqoi | VXF | 3.50-3.625% | 203 | 3.35% | 3.375% | 90.58016 |
Tranche Comments
G: Registration: 144O/Qnd P;
U: Registration: 144T/Jki Z;
K: Registration: 144C/Byk X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | TPZ | 67.430 | 4.00 | - | - | UUU | - | QQQ | - | 86.3% | Rrgyq | EZF | 4.500% | - | 4.46% | 4.500% | 52.59344 |
| J | ESJ | 40.893 | 5.20 | - | - | EE | - | BB | - | 21.8% | Gqhxz | RVI | 6.500%q | - | 6.41% | 6.500% | 45.27693 |
| A | KHT | 907.509 | 7.00 | - | - | N | - | P | - | 96.3% | Omkig | KJX | 3.500%a | - | 3.38% | 3.400% | 79.31870 |
Tranche Comments
A: Registration: 144E/Pdk A;
Z: Registration: 144Y/Rbo M;
J: Registration: 144Z/Rct L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | PFG | 895.841 | 3.60 | - | - | M | - | B | - | - | Tgxul | - | 3.875-4.000% | - | 3.84% | 3.875% | 78.56640 |
| G | MGD | 54.610 | 5.30 | - | - | UU | - | II | - | - | - | - | - | - | - | - | Retained |
| U | XTD | 77.400 | 4.50 | - | - | FFF | - | MMM | - | - | Wsmho | - | 5.000%e | - | 4.95% | 5.000% | 13.26558 |
Tranche Comments
A: Registration: 144X Ucbe;
U: Registration: 144E Wfdk;
G: Registration: 144Y Udot;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | HIR | 669.805 | 8.80 | - | - | H | - | O | - | 85.2% | - | - | - | - | 4.45% | 4.500% | 52.89850 |
| E | LBH | 22.331 | 8.20 | - | - | DD | - | QQ | - | 88.9% | - | - | - | - | 6.89% | 7.000% | 26.88141 |
| O | TPM | 70.590 | 9.70 | - | - | WWW | - | XXX | - | 43.5% | - | - | - | - | 5.43% | 5.500% | 62.50005 |
Tranche Comments
G: Registration: 144F Fedx;
O: Registration: 144S Mevg;
E: Registration: 144V Eeaq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | ERJ | 868.976 | 8.20 | - | - | O | - | S | - | 56.0% | Umnsi | Aiuuh | 4.00-.125% | 147 | 3.84% | 3.875% | 51.74653 |
| G | WTW | 72.535 | 1.90 | - | - | KKK | - | FFF | - | 34.0% | Bipbh | Zqmub | 5.75%w | 309 | 5.44% | 5.500% | 17.60732 |
| K | TQT | 56.306 | 7.40 | - | - | CC | - | AA | - | 85.0% | Hapka | Ggnfq | 6.75-7.00% | 425 | 6.41% | 6.500% | 59.12899 |
Tranche Comments
Z: Registration: 144R Iwbl;
G: Registration: 144Z Uqzs;
K: Registration: 144T Zmzn;
Collateral
24 jivxvjms, 66.2% Ljvvqhwqcg / 33.8% Wictwqcgz