| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | RLL | 20.346 | 9.30 | - | YY+ | WW+ | KK | 66.38% | - | Fcspjiwt | VWFZL | - | 115 | ZXHXY+115 | - | 92.73336 |
| I | WVP | 355.520 | 8.60 | - | YYY | DDD | LLL | 11.52% | - | Wvupfduc | RFPOP | - | 90 | VGZJO+90 | - | 189.92129 |
| K | KUL | 33.444 | - | - | EEE | FFF | ZZZ | - | - | Xckxewrn | ZSOIG | - | 350 | JLRXK+350 | - | 33.37210 |
| J | XEA | 81.100 | 6.80 | - | VV+ | UU | NN (L) | 2.90% | - | Kvzvypvo | KYGFF | - | 270 | HZRIG+270 | - | 10.96684 |
| F | JDJ | 28.285 | 3.60 | - | Q | I | XX | 6.37% | - | Bdwfkady | FRBLM | - | 350 | JRPFX+350 | - | 79.30276 |
| B | KFQ | 12.534 | 5.40 | - | UU- | M+ | V | 70.96% | - | Wmfwuzab | PEINI | - | 130 | GOXEQ+130 | - | 85.67160 |
| E | VWF | 48.288 | 8.90 | - | F- | AAA+ | YYY (R) | 6.90% | - | Fyywuqvk | BEFDP | - | 175 | UULDQ+175 | - | 49.15072 |
Tranche Comments
I: First Pay: 2024-11-28; Redemption: 2027-08-30; Registration: 144L/Tdp K; Comments: Cun-sxkuni;
Z: First Pay: 2024-11-28; Redemption: 2027-08-30; Registration: 144Q/Wll D; Comments: Zst-ghrqtn;
B: First Pay: 2024-11-28; Redemption: 2027-08-30; Registration: 144L/Fcl O; Comments: Zwv-ouylvw;
E: First Pay: 2024-11-28; Redemption: 2027-08-30; Registration: 144B/Mdk S; Comments: Prr-gwvxrh;
J: First Pay: 2024-11-28; Redemption: 2027-08-30; Registration: 144V/Lxs W; Comments: Sqq-ikbwqw;
F: First Pay: 2024-11-28; Redemption: 2027-08-30; Registration: 144M/Ndm K; Comments: Buw-jntfwq;
K: First Pay: 2024-11-28; Registration: 144K/Xde H; Comments: Kqq-spnbqv;
Deal Comments
Ckxfkfkjfkq gx vvk rkfv dpfjkr fk Teqerv 2021
Originator(s)
Rohrqwff Foyl Oowrl Ouj
WA Seasoning (Months)
85.86
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | WVJ | 1.605 | 4.23 | - | TTT | B- | - | - | Tscmzfwv | SRHBJ | - | 300 | SJJTK+300 | - | 28.88888 |
| R | YSV | 54.219 | 1.00 | - | XX | DDD | 4.30% | - | Npmdkswl | IOBCI | - | 320 | KGCWF+320 | - | 79.62961 |
| E | DMD | 32.814 | 6.00 | - | JH | NC | - | - | - | - | - | - | - | - | 217.27800 |
| L | VOS | 61.810 | 2.00 | - | P | ZZ+ | 6.70% | - | Obxuwrfl | KKLBX | - | 420 | MSHNQ+420 | - | 52.39592 |
| Q | HYH | 3,331.940 | 9.46 | - | AAA | WWW | 56.19% | - | Qxzmymdp | POUKW | - | 80 | KJRUP+80 | - | 36.54077 |
| R | QZD | 22.231 | 6.00 | - | LL | UU+ | 96.30% | - | Eqrhbjbs | BEYNH | - | 115 | VYHZN+115 | - | 88.27787 |
| W | CRG | 55.660 | 9.00 | - | MMM+ | G- | 5.80% | - | Zxvoejza | JHVRN | - | 190 | QJUMY+190 | - | 13.97070 |
| P | YNM | 30.874 | 2.00 | - | D+ | V+ | 7.40% | - | Nleoqlrf | HZKNQ | - | 130 | JGRVI+130 | - | 81.14847 |
| U | SWI | 69.510 | 4.00 | - | IE | CU | - | - | - | - | - | - | - | - | 38.12587 |
Tranche Comments
Q: First Pay: 2024-05-28; Registration: 144K/Bfe A; Comments: Aun-mwywni;
R: First Pay: 2024-05-28; Registration: 144T/Wbs H; Comments: Toj-jwfnjk;
P: First Pay: 2024-05-28; Registration: 144K/Vhu W; Comments: Euv-rxefvk;
W: First Pay: 2024-05-28; Registration: 144F/Wcv C; Comments: Dgh-wywhhp;
R: First Pay: 2024-05-28; Registration: 144P/Bsm Q; Comments: Kbi-fjscin;
L: First Pay: 2024-05-28; Registration: 144N/Kef K; Comments: Vmh-nmhzhk;
E: First Pay: 2024-05-28; Registration: 144O/Qds R; Comments: Ejj-oshtjq;
U: First Pay: 2024-05-28; Registration: 144E/Nay W; Comments: Kit-kgljtg;
D: First Pay: 2024-05-28; Registration: 144G/Lpq H; Comments: Nhi-ssjrii;
WA Seasoning (Months)
17.20 kh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | URK | 54.853 | 4.90 | - | GG+ | - | RR (Z) | 72.92% | - | Oulcrhmb | GLTMY | - | - | RCJIP+100 | - | 98.47820 |
| R | TBM | 23.550 | 5.50 | - | O | - | JJJ | 8.20% | - | Wvvwfare | MSSBG | - | - | JXSVC+170 | - | 54.49270 |
| S | FBW | 51.736 | 3.87 | - | EEE | - | C | - | - | Xyzrapil | UTJVB | - | - | KCJDN+250 | - | 28.94110 |
| T | TYO | 95.858 | 7.50 | - | II | - | O (G) | 3.80% | - | Ayckrang | DPZQZ | - | - | HDJPK+135 | - | 35.26720 |
| C | WFO | 53.210 | 5.50 | - | HH- | - | T | 7.15% | - | Kfxeqizf | KPJOM | - | - | ZBMDO+265 | - | 79.23730 |
| O | JSA | 70.141 | 9.50 | - | FFF | - | II | 5.10% | - | Tsswhynh | EPJVD | - | - | GPEHI+240 | - | 83.73040 |
| I | NKD | 45.273 | 9.10 | - | MW | - | UG | 2.18% | - | - | - | - | - | - | - | 291.69170 |
| W | XMB | 54.990 | 4.10 | - | ER | - | MA | - | - | - | - | - | - | - | - | 72.46260 |
| O | IXR | 7,467.669 | 8.20 | - | CCC | - | RRR | 99.17% | - | Mqawclxa | HSFGV | - | - | XECST+65 | - | 925.00000 |
Originator(s)
Extqrxwm Exul GFU / Etxykcty & Enudrlw GFU
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | NZG | 82.100 | 6.70 | - | TT | - | EE | 5.50% | - | Shqsdtqe | XQEZL | - | - | LSRNQ+250 | - | 98.52670 |
| B | SWL | 79.740 | 2.40 | - | OF | - | VV | - | - | - | - | - | - | - | - | Retained |
| Y | MZN | 57.747 | 3.59 | - | DDD | - | SS (P) | - | - | Ecqklfkm | FJSLR | - | - | DUUCY+250 | - | 97.72370 |
| Y | OZH | 80.600 | 8.50 | - | CC | - | FF (U) | 18.00% | - | Fbqqmzjc | WLGHC | - | - | PXXJW+110 | - | 12.77600 |
| Q | DCA | 65.960 | 5.90 | - | TTT+ | - | XXX (P) | 8.20% | - | Ujwsqpxn | QJTBD | - | - | UVMZC+200 | - | 35.13080 |
| Q | WIG | 60.207 | 3.20 | - | Q- | - | V (Y) | 2.76% | - | Zmmwxkmu | UBOHY | - | - | DTPFS+275 | - | 87.89310 |
| C | UXL | 4,264.491 | 3.32 | - | OOO | - | QQQ | 10.00% | - | Hxpopmsh | WYRJV | - | 80 | ZRKMS+80 | - | 726.00000 |
| L | LVC | 82.869 | 4.90 | - | M+ | - | O (L) | 4.29% | - | Urmvzmhs | KOYYT | - | - | VVZPM+150 | - | 79.23350 |
| X | QXE | 82.969 | 2.30 | - | PT | - | HX | - | - | - | - | - | - | - | - | Retained |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | YGY | 219.240 | 6.53 | L2 | C | - | 99.98% | - | Sbzzbbpd | 3aM | - | - | 3eB+120 | - | 11.89900 |
| G1 | ITU | 71.638 | 5.11 | KT | - | - | 6.80% | - | - | - | - | - | - | - | Retained |
| B2 | YHX | 36.129 | 7.52 | WJ | - | - | 4.70% | - | - | - | - | - | - | - | Retained |
| F | MKT | 37.276 | 5.31 | Jff2 | G- | - | 8.79% | - | Oldlxrcf | 3eZ | - | - | 3oK+140 | - | 43.97800 |
| C | XLG | 30.233 | 8.52 | C3 | MM+ | - | 7.18% | - | - | - | - | - | - | - | Retained |
| Y | VSU | 36.420 | - | Tj | BZ | - | - | - | - | - | - | - | - | - | Retained |
| J | XDO | 295.370 | 4.16 | Fj1 | GG | - | 77.41% | - | Rreyhatx | 3lT | - | - | 3zL+100 | - | 85.68700 |
| W | NKN | 96.590 | 7.30 | Kb2 | CCC- | - | 9.21% | - | - | - | - | - | - | - | Retained |
| A | CKY | 1,582.913 | 4.22 | Zvv | UUU | - | 92.37% | - | Iezroyye | 3aW | - | - | 3gE+60 | - | 695.30000 |
| T | TRP | 10.839 | - | XR | EH | - | - | - | - | - | - | - | - | - | Retained |
| Vmis | HXK | 5.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| XZG | YDT | 2.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144W/Uuz M;
J: Registration: 144J/Jwu A;
N: Registration: 144A/Xka S;
F: Registration: 144O/Rnd D;
W: Registration: 144X/Fbk O;
C: Registration: 144B/Zmm A;
G1: Registration: 144A/Vti D;
B2: Registration: 144A/Cam Y;
T: Registration: 144U/Ldj H;
Y: Registration: 144Y/Pqf P;
Vmis: Registration: 144D/Ucu I;
XZG: Registration: 144E/Pqd Q;
Originator(s)
Yavcmarw Yats PHS / Yvazqtvz & Yjtzmwr PHS
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | CUJ | 14.300 | 4.81 | CE | OX | - | 6.22% | - | - | - | - | - | - | - | Retained |
| D | JRZ | 292.600 | 3.90 | D1 | N+ | - | 9.55% | - | Rpldswcx | 3yT | - | - | 3hH+120 | - | 81.87900 |
| V | GJF | 91.219 | 4.10 | Fw3 | GGG | - | 1.14% | - | - | - | - | - | - | - | Retained |
| W2 | MCL | 47.540 | 7.36 | QK | TF | - | 6.86% | - | - | - | - | - | - | - | Retained |
| R | YKX | 27.512 | - | PZ | MU | - | - | - | - | - | - | - | - | - | Retained |
| X | XXF | 78.130 | 9.38 | Ymm2 | B | - | 6.10% | - | Tcsebsln | 3kY | - | - | 3xE+140 | - | 49.64700 |
| N | XBK | 5,482.281 | 8.17 | Kdd | VVV | - | 84.43% | - | Yhmdamab | 3oV | - | - | 3hY+55 | - | 937.61500 |
| E | NFP | 73.735 | 4.34 | Tzz1 | NNN- | - | 3.25% | - | - | - | - | - | - | - | Retained |
| Z | AYV | 929.314 | 8.22 | Xz1 | SS+ | - | 24.32% | - | Hbxsltrz | 3kK | - | - | 3zK+100 | - | 262.51000 |
| M | NBO | 39.410 | - | Bk | IH | - | - | - | - | - | - | - | - | - | Retained |
| SYF | QML | 4.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Xksj | UZL | 8.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: Registration: 144Z/Qwr U;
Z: Registration: 144J/Qjt K;
D: Registration: 144V/Icd L;
X: Registration: 144W/Hts I;
V: Registration: 144M/Ust V;
E: Registration: 144W/Jlt F;
T1: Registration: 144F/Ean K;
W2: Registration: 144U/Xqs Z;
R: Registration: 144Y/Ufk K;
M: Registration: 144P/Nty T;
Xksj: Registration: 144R/Bqc R;
SYF: Registration: 144D/Wei B;