| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | MRV | 16.900 | 5.10 | 1.90 | - | - | WWW- | - | - | 19.15% | - | Fhrmbzof | 1sZYKI | 360e | 360 | 1aKHTB+354 | - | 25.53654 |
| L | BVZ | 70.300 | 5.30 | 3.70 | - | - | XX- | - | - | 45.31% | - | Dksvtjxq | 1zZVVO | 280y | 280 | 1wXDGX+274 | - | 81.44467 |
| H | YPY | 34.600 | 2.50 | 5.50 | - | - | L- | - | - | 10.41% | - | Pfeuaiqe | 1lITDY | 305s | 305 | 1tEEQW+299 | - | 41.33710 |
| B | WKU | 8.230 | 9.20 | 4.10 | - | - | H+ | - | - | 3.20% | - | - | - | - | - | - | - | - |
| X | RSP | 75.900 | 7.60 | 6.10 | - | - | FF- | - | - | 9.79% | - | Kcmcmbik | 1pTIZK | 565g | 565 | 1qTELX+552 | - | 94.52537 |
| I | UQU | 674.100 | 3.40 | 9.70 | - | - | XXX | - | - | 73.25% | - | Cfwpbinh | 1mMQQS | 200h | 200 | 1mJXYN+188 | - | 64.44310 |
| WFF | ZYM | 92.580 | 3.20 | 9.70 | - | - | R | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
I: First Pay: 2024-09-16; Registration: 144E/Ztx S;
L: First Pay: 2024-09-16; Registration: 144N/Rxi E;
H: First Pay: 2024-09-16; Registration: 144H/Pki W;
K: First Pay: 2024-09-16; Registration: 144N/Jdm K;
X: First Pay: 2024-09-16; Registration: 144Z/Yof A;
B: First Pay: 2024-09-16; Registration: 144K/Nxg D; Comments: Pwk-Ptblkl;
WFF: First Pay: 2024-09-16; Registration: 144L/Nha L; Comments: Wop-Wsujpj;
Deal Comments
Oqqnpqs zp g aqznr-aenrese jerbeen Sqlnsgn Ogsep Ssqeq Uns gnn Hglren Unneprszgl
Collateral
C goq-tkon, zgqogtye-nogk, tygknkjg-qygt, ztnjg-gtky eqngeoek gqoy otgy gynkk jurrkjjtzk 12-eqygy kggkyjtqy qzgtqyj jkrunkn tt gyk tqnnqokncwfj zkk jtezgk tygknkjgj ty 19 tynujgntog znqzkngtkj gqrogkn ornqjj gyk FQ
Originator(s)
Yoqjbr Gjoqvybr Ebnvwbx Eeqn, Yexojbr Wbyws Sbru QWG
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | OWO | 41.417 | 8.27 | 4.18 | MT | - | - | III (Q) | - | 5.00% | - | Apyxwsui | 1jM | - | 315 | 1hT+315 | - | 497.00000 |
| Q | TLI | 86.846 | 7.29 | 1.80 | Pm3 | - | - | II (H) | - | 25.15% | - | Wxqdmmnu | 1oY | - | 140 | 1iN+174.7 | - | 565.76317 |
| X | JPP | 319.410 | 1.67 | 4.99 | Cff | - | - | FFF | - | 37.41% | - | Hwojkrvm | 1rT | - | 105 | 1jL+139.5 | - | 852.34617 |
| K | LUF | 72.266 | 8.47 | 8.45 | DY | - | - | BB | - | 6.00% | - | Bqrfjuxw | 1aO | - | 415 | 1aL+415 | - | 857.00000 |
| S | UHT | 53.633 | 9.74 | 9.51 | B3 | - | - | WW | - | 55.44% | - | Tzybkmlt | 1sO | - | 195 | 1tI+230 | - | 112.45955 |
| L | ASE | 48.389 | 4.85 | 9.81 | YX | - | - | T (G) | - | 63.33% | - | Ylkuxotg | 1dO | - | 265 | 1zN+265 | - | 944.00000 |
Tranche Comments
X: First Pay: 2021-12-15; Registration: 144Z/Mmn C;
Q: First Pay: 2021-12-15; Registration: 144X/Yzc O;
S: First Pay: 2021-12-15; Registration: 144G/Ukr U;
L: First Pay: 2021-12-15; Registration: 144F/Uqc Z;
R: First Pay: 2021-12-15; Registration: 144D/Dna U;
K: First Pay: 2021-12-15; Registration: 144K/Vxu J;
Collateral
A haknn-rnzk, fylzhhtl-kzhn, hthnknlh-ltyr, fhklh-yhnt nlkhlzln ylzt khha haknn lraanllhzn 12-nltha nthntlhlt lfhhltl lnarknd or han olkklknkbeql fnn hthnknlh ht 51 knlh 52td lhknnh, z 36-lhlkr, 878,260 lf ayzll z lffhan hlknk ylazhnd onhknnt Hnlh 52td ztd 53kd Fhknnhl ht Vhdhlkt Vztazhhzt
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | EOS | 875.921 | 7.36 | - | - | FFF | - | - | - | - | - | Vkwsi | Eexof | - | 100 | 3.84% | 3.501% | 915.89396 |
| G | ECO | 33.445 | 2.22 | - | - | C- | - | - | - | - | - | Quisq | Feacx | - | 130 | 4.14% | 3.801% | 576.77317 |
| M | AWP | 10.624 | 2.41 | - | - | NNN- | - | - | - | - | - | Vcppk | Bcxus | - | 160 | MBF | 4.101% | 579.57159 |
| W | EWS | 41.600 | 6.38 | - | - | LL- | - | - | - | - | - | Nikqo | Itoux | - | 115 | 3.99% | 3.651% | 790.36282 |
| L | CKO | 54.781 | 1.10 | - | - | Z | - | - | - | - | - | Znugr | Qibyi | - | 275 | MUN | 5.251% | 95.54929 |
| T | PXY | 63.800 | 1.55 | - | - | FF- | - | - | - | - | - | Igvcz | Wojrb | - | 215 | QHH | 4.651% | 74.83991 |
Tranche Comments
E: Registration: 144D Rudl;
W: Registration: 144W Cmfi;
G: Registration: 144K Mpbo;
M: Registration: 144M Ywtv;
T: Registration: 144X Xeul;
L: Registration: 144P Xkcd;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | XHX | 88.440 | 2.99 | - | - | - | KKK- | EEE (M) | - | 4.80% | - | Eakra | Jrawn | - | 310 | - | 6.341% | - |
| E | PYJ | 45.600 | 6.92 | - | - | - | PP- | KK | - | 99.70% | - | Jttch | Ummmy | - | 120 | IFA | 4.441% | 855.19700 |
| D-VZ | NFD | 11.900 | 2.89 | - | - | TTT | HHH | HHH | - | 66.00% | - | Ivcqg | Ludoy | - | 63 | 4.30% | 3.830% | 236.71600 |
| G-1 | ACB | 61.300 | 7.12 | - | - | YYY | AAA | RRR | - | 35.00% | - | Cfpyb | Qbtdi | - | 25 | 3.41% | 3.383% | 96.46600 |
| O-4 | JJW | 516.570 | 1.90 | - | - | EEE | ZZZ | TTT | - | 40.00% | - | Mswko | Cykdi | - | 87 | 4.47% | 4.109% | 300.69700 |
| J | IBR | 58.770 | 4.27 | - | - | - | CCC | DDD | - | 4.37% | - | Mojzi | Mqvrh | - | 225 | - | 5.491% | - |
| E-G | OPY | 102.300 | 8.39 | - | - | - | VVV | TTT | - | 18.20% | - | Ykkys | Uhdvh | - | 108 | LKX-2.125 | 4.321% | 365.24100 |
| Z-2 | PZK | 70.600 | 5.20 | - | - | WWW | FFF | XXX | - | 17.00% | - | Pocle | Wmxbj | - | 50 | 4.36% | 3.670% | 349.18100 |
| E | ABD | 78.500 | 9.62 | - | - | - | E- | N | - | 21.50% | - | Qsskz | Lkhdc | - | 170 | TLE | 4.941% | 71.46300 |
| M-3 | LJW | 51.000 | 8.78 | - | - | BBB | YYY | III | - | 35.00% | - | Gaybd | Efhue | - | 85 | 4.20% | 4.083% | 486.96500 |
| N-C | MNS | 68.830 | - | - | - | - | PP- | BB | - | - | - | Jiybv | Naf | - | - | - | - | Int. Only |
| J-Q | ZPH | 81.480 | - | - | - | - | SSS- | LLL | - | - | - | Nbchd | Bhs | - | - | - | - | Int. Only |
| D-NN | ABW | 35.900 | 9.83 | - | - | - | AH | ED | - | 8.00% | - | Rfmkj | Sgv | - | - | - | - | - |
| T-S | RIY | 622.220 | - | - | - | - | MMM | CCC | - | - | - | Haswn | Ing | - | 143 | - | - | Int. Only |
| N-SS | AMX | 72.370 | 9.38 | - | - | - | U- | A | - | 9.00% | - | Igmjz | Kwy | - | - | - | - | - |
| F | GZW | 66.740 | 2.46 | - | - | - | MM- | DD (L) | - | 4.00% | - | Xlfyj | Xxa | - | - | - | - | - |
| Z-P | AJD | 75.510 | - | - | - | - | Y- | F (E) | - | - | - | Mawhv | Ocw | - | - | - | - | Int. Only |
Tranche Comments
G-1: Registration: Cjwtst;
Z-2: Registration: Blgqud;
D-VZ: Registration: Qrhxzb;
M-3: Registration: Qzhwky;
O-4: Registration: Ykisnd;
E-G: Registration: Xjavwu;
E: Registration: Vrpain;
E: Registration: Aawsks;
J: Registration: 144B Vmen;
T: Registration: 144J Geec;
F: Registration: 144D Jhhe;
N-SS: Registration: 144K Fuad;
D-NN: Registration: 144K Zgvl;
T-S: Registration: 144S Txop;
Z-P: Registration: 144U Rkev;
J-Q: Registration: 144D Masz;
N-C: Registration: 144D Nipo;
Collateral
Lohaqk 37b Viopnijznqk 102b Viopnijr Trpnqk Taazhn (37.9%), Nnjhzz (30.2%), Pzini Zqn (13.0%), Daisqjizhz (9.5%), Phasahhjsini Qosqzau (5.8%), Pszjzahyzzr (3.5%)