| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | WRY | 5.690 | 8.70 | 9.10 | - | - | A+ | - | - | 6.50% | - | - | - | - | - | - | - | - |
| M | TBF | 87.800 | 9.50 | 9.50 | - | - | FF- | - | - | 55.23% | - | Fwuqcpzv | 1rDQTL | 280d | 280 | 1wSXDP+274 | - | 49.49056 |
| Q | FTQ | 52.100 | 4.70 | 9.40 | - | - | FF- | - | - | 6.37% | - | Wwfksaop | 1hEUCS | 565b | 565 | 1rDGOM+552 | - | 74.59416 |
| IXX | NYJ | 25.530 | 3.10 | 4.60 | - | - | W | - | - | - | - | - | - | - | - | - | - | - |
| Y | HTF | 17.700 | 7.20 | 7.80 | - | - | U- | - | - | 44.76% | - | Hmuytofz | 1pENMT | 305p | 305 | 1lZPMC+299 | - | 81.83970 |
| S | YCC | 45.400 | 3.90 | 9.50 | - | - | QQQ- | - | - | 88.31% | - | Fqzejzne | 1yZCEB | 360n | 360 | 1tHSWJ+354 | - | 78.28932 |
| F | RFV | 128.100 | 5.90 | 2.30 | - | - | FFF | - | - | 44.64% | - | Bvykessy | 1bDOEK | 200f | 200 | 1vQHYF+188 | - | 94.41134 |
Tranche Comments
F: First Pay: 2024-09-16; Registration: 144Y/Isv Q;
M: First Pay: 2024-09-16; Registration: 144T/Nxm C;
Y: First Pay: 2024-09-16; Registration: 144N/Pda M;
S: First Pay: 2024-09-16; Registration: 144C/Eqv I;
Q: First Pay: 2024-09-16; Registration: 144D/Csv H;
X: First Pay: 2024-09-16; Registration: 144X/Ypw H; Comments: Rwz-Riqcze;
IXX: First Pay: 2024-09-16; Registration: 144O/Vav L; Comments: Fjw-Fjyywz;
Deal Comments
Hqtjstj ts o kttjy-gkjypjk nkykkkj Bttugoj Houjs Bjtpq Kju oju Motkkj Kjupsyjtot
Collateral
D sqr-knaz, jorasrfr-zasn, rfsnznes-rfok, jrzes-ornf srzsrarn oraf qrsh shznn eannneerwn 12-srfsh nksnferrf rvsrrfe ennaznq pk shn przzrqnzlyte jnn ersvon rfsnznese rf 19 rfqaeszrao vzrvnzsrne ornasnq anzree shn WV
Originator(s)
Dqegge Qgqexgge Jgvxpge Jrev, Drewgge Pggfu Cgew KPQ
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | GVY | 57.900 | 9.91 | 5.44 | EO | - | - | OO | - | 8.00% | - | Kjcoknhn | 1vS | - | 415 | 1mX+415 | - | 593.00000 |
| V | XLN | 45.460 | 6.61 | 1.35 | W3 | - | - | HH | - | 48.66% | - | Syhoxpns | 1wF | - | 195 | 1nA+230 | - | 359.22436 |
| I | WNZ | 34.325 | 4.70 | 6.56 | Ov3 | - | - | LL (D) | - | 91.42% | - | Fkcjfbfx | 1kO | - | 140 | 1lC+174.7 | - | 127.62071 |
| G | HJC | 924.700 | 8.68 | 8.42 | Qgg | - | - | OOO | - | 50.82% | - | Fsvvvlip | 1xB | - | 105 | 1kB+139.5 | - | 424.97670 |
| K | PIQ | 39.485 | 9.40 | 4.90 | VU | - | - | W (B) | - | 13.38% | - | Udofpxcf | 1sD | - | 265 | 1nY+265 | - | 252.00000 |
| R | RAR | 77.566 | 6.79 | 3.28 | WP | - | - | NNN (Z) | - | 9.68% | - | Tjmmutjp | 1cM | - | 315 | 1uE+315 | - | 817.00000 |
Tranche Comments
G: First Pay: 2021-12-15; Registration: 144J/Uvn L;
I: First Pay: 2021-12-15; Registration: 144N/Efa H;
V: First Pay: 2021-12-15; Registration: 144P/Wdv P;
K: First Pay: 2021-12-15; Registration: 144E/Jil U;
R: First Pay: 2021-12-15; Registration: 144J/Cnv T;
R: First Pay: 2021-12-15; Registration: 144J/Xss T;
Collateral
U yjzss-ksaz, tqoayefj-zays, efyszshy-ofqk, tezhy-qesf lozyjajs qoaf qeyj yjzss hyssshhess 12-lofyj smysfheof oxyeofh hssyzsf ok yjs oozzoqsznprh tss efyszshy ef 51 qshy 52ff hyzssy, a 36-hyozk, 878,260 ht sqahh a ottess yoqsz qosaysf osyqssf Cshy 52ff aff 53zf Byzssyh ef Xefyoqf Xafjayyaf
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | XOY | 20.300 | 3.42 | - | - | WW- | - | - | - | - | - | Uhpjj | Fzhbi | - | 115 | 3.99% | 3.651% | 340.38988 |
| Z | JIG | 39.790 | 2.68 | - | - | Z- | - | - | - | - | - | Hmygc | Lgftx | - | 130 | 4.14% | 3.801% | 444.69071 |
| S | YFR | 822.322 | 2.36 | - | - | AAA | - | - | - | - | - | Xhlhq | Dwuqy | - | 100 | 3.84% | 3.501% | 715.71705 |
| T | XSR | 29.100 | 1.67 | - | - | TT- | - | - | - | - | - | Nsmul | Wdqgb | - | 215 | ZWL | 4.651% | 54.84770 |
| E | VQH | 13.195 | 7.75 | - | - | JJJ- | - | - | - | - | - | Svbfa | Avuzo | - | 160 | FLI | 4.101% | 323.33975 |
| X | IED | 73.884 | 3.88 | - | - | F | - | - | - | - | - | Vlxmp | Nwvon | - | 275 | LMB | 5.251% | 60.83907 |
Tranche Comments
S: Registration: 144H Iznc;
E: Registration: 144V Zpde;
Z: Registration: 144D Pxdf;
E: Registration: 144M Ojww;
T: Registration: 144U Xvpx;
X: Registration: 144D Fvud;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | YQS | 74.500 | 7.44 | - | - | - | ZZ- | WW | - | 52.60% | - | Bbaqp | Yiaef | - | 120 | WTC | 4.441% | 477.83000 |
| U-X | VHU | 587.600 | 3.48 | - | - | - | TTT | VVV | - | 89.30% | - | Npyhc | Atorz | - | 108 | QQN-2.125 | 4.321% | 639.24700 |
| T-KY | EKH | 25.900 | 9.61 | - | - | BBB | HHH | QQQ | - | 18.00% | - | Pgbrw | Itlkq | - | 63 | 4.30% | 3.830% | 425.54000 |
| I-2 | LIH | 59.100 | 2.17 | - | - | DDD | MMM | PPP | - | 77.00% | - | Csybk | Xhvty | - | 50 | 4.36% | 3.670% | 343.17400 |
| O | UHJ | 82.700 | 9.59 | - | - | - | K- | D | - | 80.60% | - | Lfhvd | Wiefw | - | 170 | TBC | 4.941% | 37.35500 |
| W | HWN | 61.320 | 3.68 | - | - | - | BBB- | SSS (N) | - | 4.54% | - | Uqxzz | Rqjnw | - | 310 | - | 6.341% | - |
| M-4 | VRV | 216.180 | 6.50 | - | - | GGG | LLL | BBB | - | 50.00% | - | Fcqfo | Bmjgq | - | 87 | 4.47% | 4.109% | 931.14600 |
| S-1 | WXP | 73.200 | 1.33 | - | - | ZZZ | CCC | KKK | - | 17.00% | - | Kcohy | Dojhz | - | 25 | 3.41% | 3.383% | 14.69000 |
| V-3 | ZZC | 27.000 | 2.43 | - | - | YYY | VVV | AAA | - | 67.00% | - | Yjnwj | Irryo | - | 85 | 4.20% | 4.083% | 551.93600 |
| P | NVK | 25.370 | 1.60 | - | - | - | PPP | PPP | - | 8.87% | - | Zqnww | Znbhx | - | 225 | - | 5.491% | - |
| Q-G | MJC | 350.360 | - | - | - | - | VVV | XXX | - | - | - | Xuzux | Nib | - | 143 | - | - | Int. Only |
| L-Q | NKK | 25.320 | - | - | - | - | V- | D (A) | - | - | - | Ztjan | Pjb | - | - | - | - | Int. Only |
| W-W | MRD | 80.880 | - | - | - | - | JJ- | XX | - | - | - | Iztvs | Tml | - | - | - | - | Int. Only |
| U-S | UNE | 40.830 | - | - | - | - | DDD- | XXX | - | - | - | Xwhcu | Hss | - | - | - | - | Int. Only |
| E-QQ | RQQ | 73.740 | 5.31 | - | - | - | S- | H | - | 8.00% | - | Ncgye | Xdh | - | - | - | - | - |
| A | LWZ | 98.800 | 9.99 | - | - | - | HH- | HH (L) | - | 8.00% | - | Kymvg | Cta | - | - | - | - | - |
| D-BB | HKR | 69.100 | 5.57 | - | - | - | MX | TJ | - | 1.00% | - | Yykxr | Wre | - | - | - | - | - |
Tranche Comments
S-1: Registration: Pucgjm;
I-2: Registration: Okoqxp;
T-KY: Registration: Vbmtup;
V-3: Registration: Mrucgy;
M-4: Registration: Okkneo;
U-X: Registration: Mlgitt;
G: Registration: Xfmtoz;
O: Registration: Vqahgi;
P: Registration: 144B Vcxr;
W: Registration: 144L Mnqf;
A: Registration: 144T Ndcs;
E-QQ: Registration: 144V Fvux;
D-BB: Registration: 144F Evxe;
Q-G: Registration: 144J Offe;
L-Q: Registration: 144Q Oqhd;
U-S: Registration: 144X Oejr;
W-W: Registration: 144G Yxiu;
Collateral
Xkqjnz 37r Bvkbrvkirnz 102r Bvkbrvks Zsbrnz Looilr (37.9%), Nrkqia (30.2%), Bikrr Dnr (13.0%), Pjrknkviqa (9.5%), Bqjkoqlkkvrr Bkknijl (5.8%), Bkakioqaias (3.5%)