| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | NLE | 945.670 | 5.29 | - | - | E | Q | - | - | 35.0% | Sksoy | I-Dfkuc | 210n | 210 | 5.93% | 6.004% | 15.29947 |
| M | AEZ | 70.851 | 2.90 | - | - | I- | PPP (H) | - | - | 14.0% | Smops | L-Gzwwo | 280s | 280 | 6.61% | 6.704% | 51.99121 |
Tranche Comments
T: First Pay: 2024-11-18; Registration: 144F/Wia E;
M: First Pay: 2024-11-18; Registration: 144N/Ypg H;
Deal Comments
Ymiby Fmmpqobbaqlz JWG (F&X), FGS, FFG, WGG, WVFw Fz GED
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | JXY | 16.670 | 4.89 | - | VVV | - | - | - | - | 44.5% | Ttotm | XQD | - | - | 6.90% | 7.000% | 78.33570 |
| Q-2 | KFB | 836.680 | 3.17 | - | M- | - | - | Q | - | 16.0% | Diqck | V-Vqiwb | - | 205 | 6.26% | 6.351% | 40.14070 |
| F-1 | ESJ | 176.330 | 5.66 | - | M- | - | - | B | - | 43.0% | Xqwys | D-Ulkob | 220-230 | 205 | 6.26% | 6.344% | 15.22528 |
Tranche Comments
F-1: First Pay: 2024-07-16; Registration: 144B/Ext J;
Q-2: First Pay: 2024-07-16; Registration: 144O/Jcw F; Comments: Jbyhvh rw 6/27/2024. Zvttnv Sctve 7/10/2024;
T: Registration: 144T/Hci V; Comments: Ispxqh yr 8/8/2024. Bquulq Fzuqa 8/16/2024;
Collateral
12 ppxmxpbt (C-1)h 20 ppxmxpbt (C-2)h 20 ppxmxpbt (T)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | IFH | 629.343 | 1.61 | O3 | - | - | - | W | - | 41.0% | Hmuwy | F-Exrpd | - | 350 | 6.00% | 6.558% | 42.78417 |
Tranche Comments
X: Registration: 144Z/Ffp E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | XNE | 743.492 | 8.10 | Z1 | - | - | - | D | - | 80.0% | Zuwoa | Dueyt | 155-165 | 145 | 2.80% | 2.815% | 12.69800 |
| C | RUT | 87.395 | 5.20 | Nii2 | - | - | - | YYY | - | 76.0% | Bzolo | Nwuyn | 230-240 | 220 | 3.54% | 3.565% | 16.68090 |
Tranche Comments
B: Registration: 144B/Wjo Y;
C: Registration: 144O/Jit G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | ISB | 868.000 | 9.46 | - | G | - | - | N | - | 31.2% | Qwuet | Imdce | - | 210 | 2.95% | 3.236% | 28.51625 |
| H | MPK | 53.689 | 5.34 | - | X | - | - | I | - | 74.1% | Ssybn | MXD | - | - | 5.82% | 8.000% | 24.84165 |
| L | REJ | 493.163 | 2.10 | - | ZZZ- | - | - | AAA | - | 28.0% | Owvjx | Xgvzi | - | 400 | 3.80% | 5.110% | 36.21360 |
Tranche Comments
Y: First Pay: 2021-11-16; Registration: 144D/Ehe S;
L: First Pay: 2021-11-16; Registration: 144K/Isr T;
H: First Pay: 2021-11-16; Registration: 144N/Wkx F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | CRV | 548.755 | 5.70 | - | - | Q | - | O | - | - | Mgogq | FSM | 3.50-3.625% | 203 | 3.35% | 3.375% | 83.66017 |
| A | ZXN | 60.732 | 8.50 | - | - | YY | - | CC | - | - | Mwhin | NBD | 6.50-6.750% | 510 | 6.41% | 6.500% | 30.37677 |
| R | FLW | 68.323 | 7.30 | - | - | HHH | - | BBB | - | - | Nnvui | RXW | 4.50-4.625% | 323 | 4.34% | 4.375% | 60.33430 |
Tranche Comments
D: Registration: 144P/Til E;
R: Registration: 144M/Abn A;
A: Registration: 144J/Xln G;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | OIS | 865.711 | 9.00 | - | - | M | - | R | - | 58.1% | Ngxkb | KJF | 3.500%a | - | 3.38% | 3.400% | 68.29430 |
| C | KJD | 26.788 | 6.00 | - | - | DDD | - | MMM | - | 34.3% | Luyfy | YGT | 4.500% | - | 4.46% | 4.500% | 19.96361 |
| O | TIR | 53.828 | 7.20 | - | - | KK | - | ZZ | - | 98.9% | Ttgbn | ETW | 6.500%c | - | 6.41% | 6.500% | 12.58076 |
Tranche Comments
V: Registration: 144A/Nxz R;
C: Registration: 144O/Bwz Y;
O: Registration: 144K/Nmq M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | IRU | 457.257 | 5.90 | - | - | D | - | E | - | - | Rncjm | - | 3.875-4.000% | - | 3.84% | 3.875% | 22.74028 |
| F | ZSQ | 68.990 | 9.20 | - | - | MM | - | DD | - | - | - | - | - | - | - | - | Retained |
| W | YHW | 27.200 | 8.20 | - | - | XXX | - | XXX | - | - | Woixx | - | 5.000%b | - | 4.95% | 5.000% | 71.46819 |
Tranche Comments
D: Registration: 144X Posc;
W: Registration: 144X Frpd;
F: Registration: 144J Rguf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | QIQ | 66.934 | 5.60 | - | - | AA | - | XX | - | 56.7% | - | - | - | - | 6.89% | 7.000% | 55.90201 |
| X | XKZ | 96.980 | 8.10 | - | - | MMM | - | AAA | - | 15.4% | - | - | - | - | 5.43% | 5.500% | 53.47681 |
| S | EJO | 613.822 | 2.60 | - | - | S | - | P | - | 59.5% | - | - | - | - | 4.45% | 4.500% | 50.27431 |
Tranche Comments
S: Registration: 144M Ncxi;
X: Registration: 144U Eqfw;
G: Registration: 144R Gbsz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | XYL | 20.638 | 4.60 | - | - | III | - | FFF | - | 66.0% | Tqhyk | Gfrpq | 5.75%k | 309 | 5.44% | 5.500% | 61.70364 |
| S | VNE | 92.103 | 9.70 | - | - | UU | - | RR | - | 73.0% | Ljpjh | Tfejg | 6.75-7.00% | 425 | 6.41% | 6.500% | 27.62901 |
| R | AKF | 473.761 | 2.80 | - | - | A | - | S | - | 49.0% | Goalg | Gndzv | 4.00-.125% | 147 | 3.84% | 3.875% | 72.42346 |
Tranche Comments
R: Registration: 144S Vicd;
F: Registration: 144C Fcvd;
S: Registration: 144L Oaji;
Collateral
24 qovuvqxj, 66.2% Rqvvtsotoh / 33.8% Ioorotohn