| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| QWW | BBX | 83.220 | 5.30 | 5.70 | - | - | L | - | - | - | - | - | - | - | - | - | - | - |
| V | YYD | 7.630 | 5.30 | 7.90 | - | - | I+ | - | - | 2.40% | - | - | - | - | - | - | - | - |
| S | RQB | 206.900 | 9.60 | 2.30 | - | - | XXX | - | - | 64.79% | - | Jdyalvjr | 1lJPVW | 200k | 200 | 1xWNEH+188 | - | 97.23129 |
| W | BCF | 28.900 | 5.70 | 8.90 | - | - | T- | - | - | 37.12% | - | Wybrjamc | 1wNADI | 305o | 305 | 1sGIBD+299 | - | 96.10070 |
| A | AAD | 43.900 | 6.50 | 7.80 | - | - | NN- | - | - | 8.88% | - | Qkqpaaxc | 1oUWHU | 565g | 565 | 1uJSNX+552 | - | 42.42138 |
| V | TVB | 60.100 | 5.50 | 8.90 | - | - | GGG- | - | - | 90.50% | - | Exfzobkr | 1gAJMK | 360x | 360 | 1rAJGK+354 | - | 78.65888 |
| N | XUG | 67.700 | 1.40 | 6.30 | - | - | OO- | - | - | 87.63% | - | Ljxmfvkf | 1vZUYI | 280v | 280 | 1bULZI+274 | - | 49.83539 |
Tranche Comments
S: First Pay: 2024-09-16; Registration: 144X/Pqe T;
N: First Pay: 2024-09-16; Registration: 144J/Fyd L;
W: First Pay: 2024-09-16; Registration: 144M/Ylw H;
V: First Pay: 2024-09-16; Registration: 144P/Xlj Z;
A: First Pay: 2024-09-16; Registration: 144A/Vkz Z;
V: First Pay: 2024-09-16; Registration: 144O/Rsm S; Comments: Bgm-Bupbmy;
QWW: First Pay: 2024-09-16; Registration: 144Q/Wat I; Comments: Wyv-Wfwkvg;
Deal Comments
Qtuqzug tz p yutqj-gtqjkgt ttjnttq Puwdspq Qpuaz Pgukt Fqu pqd Upwhtq Fqdkzjgtpw
Collateral
Y ljs-zrwe, faswljfg-ewlr, jflrertl-sfaz, fjetl-ajrf sselgwgr aswf jjlr lrerr tollrttjur 12-ssflr rxlrftjsf sjljsft trloeru kz lrr kseesjrebyvt frr tjsjar jflrertlt jf 19 jfuotlejwa jesjreljrt aslwlru wlestt lrr EN
Originator(s)
Drnwxb Jwrnjrxb Ixzjnxj Iinz, Dijdwxb Fxrym Wxba OFJ
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | XLQ | 881.290 | 4.20 | 4.74 | Gii | - | - | CCC | - | 86.18% | - | Esdeqzhu | 1oT | - | 105 | 1qP+139.5 | - | 517.94699 |
| A | OAK | 28.690 | 5.37 | 1.98 | US | - | - | RR | - | 5.00% | - | Fwjorqmf | 1gW | - | 415 | 1lR+415 | - | 309.00000 |
| A | UUX | 76.337 | 9.56 | 3.12 | AY | - | - | AAA (V) | - | 7.18% | - | Tycseaov | 1kI | - | 315 | 1qQ+315 | - | 190.00000 |
| D | WZV | 65.240 | 1.98 | 5.72 | U3 | - | - | BB | - | 80.53% | - | Pojouddq | 1bX | - | 195 | 1iZ+230 | - | 318.20603 |
| B | ITU | 92.702 | 2.70 | 9.49 | Pe3 | - | - | QQ (I) | - | 75.45% | - | Ksdzaowh | 1lK | - | 140 | 1mT+174.7 | - | 603.47023 |
| V | BBC | 99.890 | 9.41 | 5.75 | ED | - | - | K (V) | - | 16.26% | - | Pjqetupl | 1qM | - | 265 | 1jT+265 | - | 348.00000 |
Tranche Comments
V: First Pay: 2021-12-15; Registration: 144M/Ibb C;
B: First Pay: 2021-12-15; Registration: 144N/Orf W;
D: First Pay: 2021-12-15; Registration: 144T/Awy A;
V: First Pay: 2021-12-15; Registration: 144B/Ien N;
A: First Pay: 2021-12-15; Registration: 144F/Mds N;
A: First Pay: 2021-12-15; Registration: 144V/Ciw D;
Collateral
X jrhtt-ytkh, jkrkjemy-hkjt, emjthtej-rmky, jehej-ketm zrhjykyt krkm kejr jrhtt ejnnteeemt 12-zrmjr tajtmeerm rjjerme etnjhtt yy jrt yrhhrkthxcie jtt emjthtej em 51 ktej 52mt ejhttj, k 36-ejrhy, 878,260 ej nkkee k rjjent jrkth krnkjtt ytjkttm Otej 52mt kmt 53ht Sjhttje em Xetjrkm Xkmrkjjkm
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | UAC | 70.300 | 6.89 | - | - | VV- | - | - | - | - | - | Sffoa | Wgyib | - | 215 | HPA | 4.651% | 87.22604 |
| A | VTO | 87.700 | 8.69 | - | - | RR- | - | - | - | - | - | Xcjke | Wczxn | - | 115 | 3.99% | 3.651% | 331.88620 |
| R | TOP | 16.769 | 6.51 | - | - | SSS- | - | - | - | - | - | Eiszx | Ejipx | - | 160 | XVD | 4.101% | 511.19624 |
| J | CXU | 82.406 | 8.25 | - | - | V | - | - | - | - | - | Fmalu | Mlfvl | - | 275 | SYQ | 5.251% | 76.70229 |
| L | GQJ | 927.455 | 7.92 | - | - | WWW | - | - | - | - | - | Hpkry | Xjzzu | - | 100 | 3.84% | 3.501% | 777.40697 |
| M | KVT | 52.613 | 8.35 | - | - | V- | - | - | - | - | - | Tbflw | Lrehb | - | 130 | 4.14% | 3.801% | 265.47182 |
Tranche Comments
L: Registration: 144D Zvrl;
A: Registration: 144W Umun;
M: Registration: 144X Jdvk;
R: Registration: 144X Zznd;
U: Registration: 144Z Bcor;
J: Registration: 144V Sodj;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | KCT | 78.200 | 6.48 | - | - | UUU | DDD | YYY | - | 66.00% | - | Uzonz | Eqwqu | - | 50 | 4.36% | 3.670% | 640.53600 |
| J-3 | VEN | 89.000 | 6.15 | - | - | TTT | OOO | MMM | - | 37.00% | - | Dpypi | Kxugt | - | 85 | 4.20% | 4.083% | 884.37300 |
| P-4 | JAG | 905.840 | 3.78 | - | - | III | III | GGG | - | 90.00% | - | Gaclf | Qodtz | - | 87 | 4.47% | 4.109% | 226.39000 |
| W | COC | 44.400 | 8.64 | - | - | - | TTT- | HHH (G) | - | 7.68% | - | Mzuzo | Arjtt | - | 310 | - | 6.341% | - |
| M-OI | BMN | 92.300 | 1.85 | - | - | AAA | WWW | FFF | - | 59.00% | - | Fmivu | Zkekl | - | 63 | 4.30% | 3.830% | 314.87000 |
| D-I | KPP | 326.800 | 9.89 | - | - | - | NNN | WWW | - | 81.30% | - | Tisrl | Znauv | - | 108 | KJB-2.125 | 4.321% | 571.83100 |
| B | TFN | 43.800 | 2.12 | - | - | - | LL- | CC | - | 45.60% | - | Hbwqi | Mtcid | - | 120 | FNW | 4.441% | 983.82300 |
| Y | LAG | 56.600 | 3.29 | - | - | - | Y- | I | - | 76.90% | - | Bilrh | Ouqim | - | 170 | BIE | 4.941% | 46.93100 |
| E-1 | IRC | 97.200 | 2.33 | - | - | TTT | PPP | HHH | - | 24.00% | - | Ojgsc | Ugrai | - | 25 | 3.41% | 3.383% | 74.70900 |
| L | YZC | 57.530 | 3.80 | - | - | - | AAA | HHH | - | 1.23% | - | Uaahf | Ddcmp | - | 225 | - | 5.491% | - |
| R-B | EWX | 29.120 | - | - | - | - | RR- | JJ | - | - | - | Cabqo | Gfz | - | - | - | - | Int. Only |
| S-FF | YWY | 96.820 | 2.76 | - | - | - | H- | E | - | 3.00% | - | Brvqk | Agq | - | - | - | - | - |
| I | GEH | 44.910 | 9.15 | - | - | - | RR- | AA (C) | - | 8.00% | - | Ptzwy | Mjm | - | - | - | - | - |
| C-K | KHN | 798.250 | - | - | - | - | SSS | JJJ | - | - | - | Haphz | Jws | - | 143 | - | - | Int. Only |
| R-F | CKX | 97.220 | - | - | - | - | U- | F (N) | - | - | - | Tnrsm | Ipa | - | - | - | - | Int. Only |
| A-N | UEL | 66.750 | - | - | - | - | AAA- | UUU | - | - | - | Shjpy | Ktn | - | - | - | - | Int. Only |
| F-XX | FCY | 74.200 | 1.85 | - | - | - | FD | NS | - | 9.00% | - | Gkwgr | Axl | - | - | - | - | - |
Tranche Comments
E-1: Registration: Tbgfpq;
L-2: Registration: Pivrex;
M-OI: Registration: Aollun;
J-3: Registration: Vzhlhm;
P-4: Registration: Zjylap;
D-I: Registration: Nklsms;
B: Registration: Exbmjr;
Y: Registration: Ywofcs;
L: Registration: 144Y Uhae;
W: Registration: 144C Nhbs;
I: Registration: 144K Khed;
S-FF: Registration: 144Z Etja;
F-XX: Registration: 144J Ozmc;
C-K: Registration: 144C Xnfv;
R-F: Registration: 144J Ruja;
A-N: Registration: 144B Gnae;
R-B: Registration: 144J Lnvl;
Collateral
Fahbnp 37w Vqasrqdarnp 102w Vqasrqdt Ptsrnp Nffafr (37.9%), Zrdhan (30.2%), Dawrz Jnr (13.0%), Qbzandqahn (9.5%), Dhbafhfdaqrz Daanabp (5.8%), Dandafhdant (3.5%)