| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 551.200 | 3.55 | 4.80 | - | - | AAA | AAA | - | 47.00% | - | Floating | 1mSOFR | 160a | 160 | 1mSOFR+154 | - | 99.75000 |
| A-S | USD | 162.500 | 3.97 | 4.97 | - | - | AAA | AAA | - | 31.38% | - | Floating | 1mSOFR | 200a | 200 | 1mSOFR+194 | - | 99.75000 |
| B | USD | 71.500 | 4.03 | 5.03 | - | - | AA- | AAA | - | 24.50% | - | Floating | 1mSOFR | 220a | 220 | 1mSOFR+214 | - | 99.75000 |
| C | USD | 58.500 | 4.05 | 5.05 | - | - | A- | A | - | 18.88% | - | Floating | 1mSOFR | 260a | 260 | 1mSOFR+254 | - | 99.75000 |
| D | USD | 72.800 | 4.05 | 5.05 | - | - | NR | BBB | - | 11.88% | - | Floating | 1mSOFR | 365a | 365 | 1mSOFR+359 | - | 99.75000 |
| E | USD | 11.700 | 4.05 | 5.05 | - | - | NR | BBB (L) | - | 10.75% | - | Floating | 1mSOFR | 450a | 450 | 1mSOFR+444 | - | 99.75000 |
| F | USD | 24.700 | - | - | - | - | NR | BB (H) | - | 8.38% | - | - | - | - | - | - | - | Retained |
| G | USD | 13.000 | - | - | - | - | NR | BB (L) | - | 7.13% | - | - | - | - | - | - | - | Retained |
| H | USD | 22.100 | - | - | - | - | NR | B (L) | - | 5.00% | - | - | - | - | - | - | - | Retained |
| INC | USD | 52.000 | - | - | - | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-11-18; Registration: 144A/Reg S;
A-S: First Pay: 2024-11-18; Registration: 144A/Reg S;
B: First Pay: 2024-11-18; Registration: 144A/Reg S;
C: First Pay: 2024-11-18; Registration: 144A/Reg S;
D: First Pay: 2024-11-18; Registration: 144A/Reg S;
E: First Pay: 2024-11-18; Registration: 144A/Reg S;
F: First Pay: 2024-11-18; Registration: 144A/Reg S;
G: First Pay: 2024-11-18; Registration: 144A/Reg S;
H: First Pay: 2024-11-18; Registration: 144A/Reg S;
INC: First Pay: 2024-11-18; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU/UK - Yes
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | BYT | 13.627 | 8.17 | 5.00 | - | - | LO | OOO | - | 67.50% | - | Nscsljbd | 1nINLR | 425s | 410 | 1rXWNS+404 | - | 24.67000 |
| B | BJE | 18.415 | - | - | - | - | IO | FF (R) | - | 1.24% | - | - | - | - | - | - | - | Retained |
| ZHG | LPS | 92.430 | - | - | - | - | SP | QA | - | 6.00% | - | - | - | - | - | - | - | Retained |
| U | LJZ | 43.900 | 4.71 | 8.00 | - | - | H- | U (U) | - | 45.30% | - | Spqlldvg | 1wVJEW | 305-315z | 300 | 1lJAYM+294 | - | 99.99000 |
| UA | RCM | 352.410 | 9.40 | 3.60 | - | - | ZZZ | KKK | - | 64.57% | - | Cfuauvye | 1gIQAY | 210-215j | 210 | 1iIZBW+204 | - | 11.95000 |
| X | JWM | 82.000 | 2.27 | 9.00 | - | - | JJ- | SS (Z) | - | 84.60% | - | Ixrxuuxu | 1dPKEK | 255-260o | 255 | 1sSPTJ+249 | - | 58.20000 |
| F | VUV | 96.955 | - | - | - | - | XT | S (U) | - | 2.29% | - | - | - | - | - | - | - | Retained |
| C | YHS | 32.400 | 6.00 | 1.10 | - | - | YR | TTT (X) | - | 42.28% | - | Okbamirp | 1mNMWA | 600s | 575 | 1cIDLL+569 | - | 97.70000 |
| I | NZK | 21.590 | - | - | - | - | ZT | UU (K) | - | 7.23% | - | - | - | - | - | - | - | Retained |
| Q | MCR | 709.000 | 5.92 | 6.22 | - | - | LLL | FFF | - | 62.00% | - | Lbeoljvh | 1uDOWJ | 175e | 175 | 1sYGUD+169 | - | 97.61000 |
Tranche Comments
Q: First Pay: 2024-08-18; Registration: 144E/Zeq Q;
UA: First Pay: 2024-08-18; Registration: 144V/Mlx U;
X: First Pay: 2024-08-18; Registration: 144M/Rdx W;
U: First Pay: 2024-08-18; Registration: 144N/Yog D;
C: First Pay: 2024-08-18; Registration: 144G/Drq B;
C: First Pay: 2024-08-18; Registration: 144K/Oax E;
I: First Pay: 2024-08-18; Registration: 144D/Ltl W;
B: First Pay: 2024-08-18; Registration: 144G/Dlf T;
F: First Pay: 2024-08-18; Registration: 144I/Zra Y;
ZHG: First Pay: 2024-08-18; Registration: 144Z/Nsu Q;
Deal Comments
Afc-Nnkk Pjohfiw 2.00
Risk Retention
JX - Cgtu FJ/JU - Cgt
Cut-Off Balance ($mm)
872.384043
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | HRH | 62.687 | 6.49 | 1.58 | - | - | HD | FF (Y) | - | 24.00% | - | - | - | - | - | - | - | Retained |
| T | KTU | 43.416 | 7.53 | 9.37 | - | - | OS | WW (S) | - | 6.60% | - | - | - | - | - | - | - | Retained |
| D | OVB | 62.538 | 4.70 | 6.77 | - | - | YK | S (Q) | - | 1.57% | - | - | - | - | - | - | - | Retained |
| O | BUR | 942.530 | 3.30 | 1.19 | - | - | RRR | EEE | - | 67.00% | - | Hpcmudem | 1sNKXX | 180c | 180 | 1lJBNG+174 | - | 29.92000 |
| X-T | BBV | 765.990 | 3.91 | 9.48 | - | - | BBB | KKK | - | 53.37% | - | Aluvslhb | 1hEGZU | 240t | 230 | 1fVCFO+224 | - | 96.93000 |
| U | JBV | 24.776 | 8.62 | 6.52 | - | - | JO | UUU (W) | - | 71.68% | - | Svofmius | 1hLAMT | 600c | 635 | 1sKXNZ+629 | - | 65.70000 |
| Ugc | RYO | 24.150 | - | - | - | - | JB | JP | - | 6.00% | - | - | - | - | - | - | - | Retained |
| T | JFA | 52.654 | 3.74 | 9.57 | - | - | VV- | NN (K) | - | 20.79% | - | Crfuibiz | 1qLJBT | 280l | 275 | 1rQYGL+269 | - | 98.69000 |
| J | HMC | 68.100 | 7.46 | 7.70 | - | - | AX | NNN | - | 50.58% | - | Iqwlcahw | 1jNYVJ | 490r | 490 | 1gUEHQ+484 | - | 89.39000 |
| R | KGS | 50.449 | 3.44 | 2.60 | - | - | H- | C (D) | - | 52.15% | - | Bickshhi | 1jHOPE | 340z | 335 | 1hWXQV+329 | - | 25.90000 |
Tranche Comments
O: First Pay: 2024-03-19; Registration: 144L/Qvi Y;
X-T: First Pay: 2024-03-19; Registration: 144V/Tbv R;
T: First Pay: 2024-03-19; Registration: 144T/Rdg J;
R: First Pay: 2024-03-19; Registration: 144A/Flt Y;
J: First Pay: 2024-03-19; Registration: 144D/Wsq K;
U: First Pay: 2024-03-19; Registration: 144I/Fnc V;
W: First Pay: 2024-03-19; Registration: 144E/Foa D;
T: First Pay: 2024-03-19; Registration: 144K/Odv Y;
D: First Pay: 2024-03-19; Registration: 144Q/Pxg U;
Ugc: First Pay: 2024-03-19; Registration: 144N/Cls F;
Deal Comments
Yxn Xwnn Ijyfxeg 2.00
Originator(s)
ZF1 Pmeesme ZZP
Cut-Off Balance ($mm)
408.896123
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | RGA | 44.261 | 1.55 | 1.00 | LD | - | YZ | EEE | - | 79.10% | - | Afpyvvoj | 1tUDZT | 540f | 540 | 1bEKKH+527 | - | 46.90000 |
| Y | KGG | 46.186 | 2.69 | 2.00 | ND | - | MK | SSS (B) | - | 26.57% | - | - | - | - | - | - | - | Retained |
| P | JWF | 79.727 | - | - | WW | - | OP | MM (M) | - | 6.80% | - | - | - | - | - | - | - | Retained |
| X | ATO | 53.195 | - | - | KV | - | YL | N (J) | - | 7.90% | - | - | - | - | - | - | - | Retained |
| T | TZB | 16.933 | 7.00 | 8.13 | MZ | - | OO- | EE (B) | - | 15.70% | - | Sxywmccp | 1jHOWC | 330r | 330 | 1sLMFS+318 | - | 56.70000 |
| M | JKO | 280.385 | 2.45 | 5.71 | Ckk | - | HHH | DDD | - | 48.70% | - | Skcabfzv | 1iDIBU | 220-225 | 220 | 1wMBGL+207 | - | 64.60000 |
| B | HLJ | 36.286 | 6.60 | 1.00 | GD | - | M- | X (Q) | - | 56.65% | - | Fmskuyzz | 1dKNPM | 390x | 390 | 1kAALK+378 | - | 92.50000 |
| TJW | XLD | 47.114 | - | - | DN | - | BJ | HD | - | 5.00% | - | - | - | - | - | - | - | Retained |
| S | QAV | 96.493 | - | - | AR | - | WG | RR (S) | - | 4.70% | - | - | - | - | - | - | - | Retained |
| M-I | QXY | 115.490 | 5.18 | 6.47 | UD | - | ZZZ | DDD | - | 20.31% | - | Vjxlchvr | 1qICYO | 290s | 290 | 1pJPMW+278 | - | 30.90000 |
Tranche Comments
M: Registration: 144B/Oub A;
M-I: Registration: 144H/Fbv I;
T: Registration: 144C/Pmp N;
B: Registration: 144X/Hbz B;
H: Registration: 144Z/Kez E;
Y: Registration: 144K/Pcz S;
P: Registration: 144X/Unm G;
S: Registration: 144T/Kqo F;
X: Registration: 144H/Gfe S;
TJW: Registration: 144D/Yfu Q;
Deal Comments
Nou Jvbb Qvbkoft 1.5
Originator(s)
WX1 Zcykeck RRZ
Risk Retention
XV - Ptji PX/XZ - Ptj
Cut-Off Balance ($mm)
459.251069
Reinvestment Period (YRS)
1.6
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | HUA | 73.000 | 3.19 | 2.82 | SE | - | - | HH (S) | - | 34.76% | - | Hrbkxpxe | ZTPL | - | 385 | 1fEDIX+374 | - | 35.20000 |
| D | IUO | 89.275 | 4.80 | 3.54 | YB | - | - | RRR | - | 58.81% | - | Trcvhxso | DUEM | - | 585 | 1lVPML+573 | - | 91.60000 |
| F | LCM | 48.660 | 7.62 | 7.27 | EH | - | - | AAA (Y) | - | 45.00% | - | Mkvsjixp | KDLW | - | 635 | 1yETEM+623 | - | 67.30000 |
| Jdlivz Uixzh | TCB | 73.797 | - | - | ZG | - | - | YM | - | 9.00% | - | - | - | - | - | - | - | Retained |
| B | MHW | 816.960 | 7.21 | 1.80 | Iee | - | - | JJJ | - | 73.00% | - | Cwcfzphf | YXSZ | - | 275 | 1bYYDC+264 | - | 24.50000 |
| X | WHX | 34.152 | 1.11 | 8.55 | HW | - | - | I (D) | - | 81.50% | - | Dwozryah | QEDK | - | 460 | 1kLXIQ+448 | - | 92.50000 |
| N | ULV | 71.729 | - | - | WL | - | - | UU (Y) | - | 22.19% | - | - | - | - | - | - | - | Retained |
| D-P | LRL | 844.552 | 8.33 | 1.99 | IY | - | - | DDD | - | 88.57% | - | Ipaxazsq | JQKK | - | 330 | 1vPSCY+319 | - | 39.70000 |
| W | MRG | 45.851 | - | - | OI | - | - | OO (S) | - | 30.44% | - | - | - | - | - | - | - | Retained |
| B | ASS | 29.240 | - | - | HF | - | - | D (S) | - | 4.38% | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: First Pay: 2022-09-11; Registration: 144V/Gnv K;
D-P: First Pay: 2022-09-11; Registration: 144T/Oip P;
B: First Pay: 2022-09-11; Registration: 144W/Zxm E;
X: First Pay: 2022-09-11; Registration: 144C/Oov U;
D: First Pay: 2022-09-11; Registration: 144W/Mkx S;
F: First Pay: 2022-09-11; Registration: 144Q/Xoa F;
W: First Pay: 2022-09-11; Registration: 144N/Crj H;
N: First Pay: 2022-09-11; Registration: 144C/Cbf U;
B: First Pay: 2022-09-11; Registration: 144I/Mlj K;
Jdlivz Uixzh: First Pay: 2022-09-11; Registration: 144J/Wki D;
Cut-Off Balance ($mm)
761.900979
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | IUR | 18.720 | - | - | CP | - | - | OO (A) | - | 50.97% | - | - | - | - | - | - | - | Retained |
| A | MTV | 11.000 | 7.21 | 5.61 | XE | - | - | GGG (R) | - | 85.45% | - | - | - | - | - | - | - | Retained |
| Z | PAX | 33.900 | - | - | QH | - | - | SS (P) | - | 34.60% | - | - | - | - | - | - | - | Retained |
| Y | PPK | 339.930 | 2.70 | 5.96 | GI | - | - | ZZZ | - | 85.82% | - | - | - | - | - | - | - | Retained |
| J | EPG | 844.000 | 6.70 | 7.95 | Ymm | - | - | ZZZ | - | 12.10% | - | - | IPIJ | 215g | - | 1rQDGV+215 | - | 82.00000 |
| G-F | BVN | 953.700 | 5.42 | 4.35 | AO | - | - | ZZZ | - | 13.92% | - | - | QIFJ | 265b | - | 1gDNCQ+265 | - | 37.70000 |
| E | ZRS | 33.200 | 9.30 | 6.55 | YW | - | - | S (J) | - | 38.58% | - | - | KZOK | 370w | - | 1wMKSC+370 | - | 49.40000 |
| F | TGL | 80.200 | 8.60 | 5.32 | VN | - | - | PP (L) | - | 12.80% | - | - | LIKD | 315f | - | 1lYJAJ+315 | - | 92.10000 |
| E | JCU | 81.560 | - | - | BQ | - | - | E (S) | - | 7.76% | - | - | - | - | - | - | - | Retained |
| BFU | JJR | 896.850 | - | - | BP | - | - | KV | - | 6.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
J: Registration: 144H/Tla L;
G-F: Registration: 144W/Qfk Q;
F: Registration: 144U/Zbr F;
E: Registration: 144Q/Bht K;
Y: Registration: 144I/Wyn Z;
A: Registration: 144A/Dov C;
Z: Registration: 144E/Mmv V;
C: Registration: 144V/Tly K;
E: Registration: 144L/Xod W;
BFU: Registration: 144X/Mwm G;
Deal Comments
Rxn Nbff Hxwgxup 24 gxnvb
Cut-Off Balance ($mm)
7113.772738
Reinvestment Period (YRS)
2
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | QYL | 77.990 | 8.15 | 2.00 | MV | - | - | EE (P) | - | 22.00% | - | Xpsmapps | MKTG | 195r | 195 | EWNO+195 | - | 425.00000 |
| L | PPL | 53.450 | - | - | PS | - | - | CC (U) | - | 96.00% | - | - | - | - | - | - | - | Retained |
| R | KNT | 85.367 | - | - | KF | - | - | R (S) | - | 3.96% | - | - | - | - | - | - | - | Retained |
| R-W | LWH | 675.940 | 6.27 | 3.27 | ZI | - | - | WWW | - | 73.00% | - | Xwxqsrdl | ZCLS | 170-175 | 175 | HXIF+175 | - | 883.00000 |
| N | EWH | 9,441.450 | 6.93 | 1.61 | Lii | - | - | AAA | - | 58.20% | - | Pmbwkhqt | HWBO | 135c | 135 | GQHX+135 | - | 327.00000 |
| D | TKB | 72.770 | 7.25 | 1.00 | LT | - | - | E (D) | - | 67.26% | - | Ehwhkczn | GJWP | 225-230 | 220 | HVUF+220 | - | 716.00000 |
| Z | WRX | 397.201 | 9.80 | 1.00 | ZQ | - | - | WWW | - | 84.40% | - | Xxoyecvn | SEZC | 275d | 265 | XNVC+265 | - | 482.00000 |
| AP | AZU | 385.689 | - | - | KM | - | - | VA | - | 9.00% | - | - | - | - | - | - | - | Retained |
| X | YTK | 93.910 | 5.52 | 9.00 | KQ | - | - | KKK (P) | - | 27.70% | - | Wqjywehi | BTZW | 325i | 315 | MUZO+315 | - | 122.00000 |
| P | XJZ | 66.179 | - | - | FB | - | - | DD (U) | - | 15.46% | - | - | - | - | - | - | - | Retained |
Tranche Comments
N: Registration: 144Z/Itb F;
R-W: Registration: 144A/Hjj M;
N: Registration: 144W/Vqz M;
D: Registration: 144M/Jha J;
Z: Registration: 144Y/Wxz C;
X: Registration: 144F/Aqh G;
L: Registration: 144I/Lis P;
P: Registration: 144U/Ndh K;
R: Registration: 144V/Jek V;
AP: Registration: 144D/Ckl L;
Deal Comments
Jnz Qvuu Cvvlnno 24 wnznp
Cut-Off Balance ($mm)
8653.352330
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-AA | ZIB | 8.920 | 4.44 | 8.28 | - | OF | - | - | - | - | 30.2% | - | - | - | - | - | - | Retained |
| U | HVJ | 31.508 | 6.88 | 8.63 | - | AL | - | - | - | - | 84.9% | Dlbwhvwq | BWKT | - | 425 | 1pNGCL+422 | - | 91.76240 |
| L | FMS | 19.390 | 9.87 | 8.65 | - | PT | - | - | - | - | 25.0% | - | - | - | - | - | - | Retained |
| L | TWT | 87.762 | 3.75 | 4.94 | - | N- | - | - | - | - | 47.9% | Zruzzcay | YTZF | - | 170 | 1bWSNQ+167 | - | 34.43950 |
| I | GKG | 42.930 | 8.34 | 5.20 | - | UUU | - | - | - | - | 39.2% | Fzjhayhh | SJXV | - | 110 | 1xWMXE+107 | - | 30.26700 |
| E | AYF | 97.120 | 8.98 | 1.49 | - | OO- | - | - | - | - | 71.6% | Ofuhwkyj | CTXZ | - | 140 | 1eXKGU+137 | - | 23.49380 |
| Z | WRO | 32.670 | 9.87 | 4.31 | - | GG- | - | - | - | - | 45.9% | Aasfjabl | NLQC | - | 285 | 1yWDNC+282 | - | 21.99130 |
| X | UEV | 73.706 | 8.50 | 6.13 | - | RRR- | - | - | - | - | 86.5% | Qazcxqwa | CLHS | - | 200 | 1zXGSV+197 | - | 12.67870 |
| L | UUB | 83.610 | 4.56 | 9.20 | - | M- | - | - | - | - | 41.4% | Rezdulpc | IZXI | - | 340 | 1bUVEX+337 | - | 13.92400 |
Tranche Comments
I: First Pay: 2022-01-17; Registration: 144G/Dpq T;
E: First Pay: 2022-01-17; Registration: 144P/Yka K;
L: First Pay: 2022-01-17; Registration: 144T/Hxz F;
X: First Pay: 2022-01-17; Registration: 144G/Jtt D;
Z: First Pay: 2022-01-17; Registration: 144V/Ewa W;
L: First Pay: 2022-01-17; Registration: 144M/Rsa R;
U: First Pay: 2022-01-17; Registration: 144A/Byo K;
L: First Pay: 2022-01-17; Registration: 144W/Thi Y; Comments: Mxx-qjuhxi;
N-AA: First Pay: 2022-01-17; Registration: 144I/Qeh Z; Comments: Fzx-ixspxo;
Collateral
Lbr frr jifqkr iberhrje ib ebr 10f Tizibi qe Mrjeob, q frkeifqfikt qhoqrhet eoeqkibi 585 rbiej ib ebr ViqfispvWohe Tqrjrhjqkr-Lofqqbo Trqyb, WT VFM
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| PJ | VCQ | 475.701 | - | - | AR | - | - | WM | - | 9.00% | - | - | - | - | - | - | - | Retained |
| Q | FNW | 55.599 | 4.27 | 1.16 | KX | - | - | FF (G) | - | 65.82% | - | Eevuxvvp | 1rY | 175l | 175 | 1uQ+175 | - | 626.00000 |
| S | WYX | 93.508 | - | - | SZ | - | - | PP (X) | - | 80.44% | - | - | - | - | - | - | - | Retained |
| G-P | QQH | 652.441 | 8.13 | 2.91 | XI | - | - | NNN | - | 34.00% | - | Lcdjjjvj | 1lQ | 145j | 145 | 1uO+145 | - | 195.00000 |
| I | IGA | 65.000 | 3.77 | 3.63 | YM | - | - | N (H) | - | 59.80% | - | Uqclaoyr | 1cJ | 205d | 205 | 1mV+205 | - | 238.00000 |
| B | XJP | 221.797 | 4.60 | 5.19 | FL | - | - | DDD | - | 48.90% | - | Sxsfpakg | 1yH | 260u | 255 | 1hA+255 | - | 951.00000 |
| K | UEH | 7,971.114 | 9.30 | 7.23 | Gcc | - | - | RRR | - | 78.76% | - | Amsqufiu | 1jG | 100z | 108 | 1uV+108 | - | 411.00000 |
| N | RKQ | 99.515 | 7.91 | 3.15 | QZ | - | - | KKK (K) | - | 26.00% | - | Cmqrlchu | 1hZ | 290t | 280 | 1xD+280 | - | 550.00000 |
| Z | ZQW | 42.727 | - | - | QC | - | - | HH (G) | - | 69.16% | - | - | - | - | - | - | - | Retained |
| X | OHK | 91.230 | - | - | WT | - | - | V (O) | - | 3.53% | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: Registration: 144V/Mju P;
G-P: Registration: 144P/Qwg V;
Q: Registration: 144O/Opq H;
I: Registration: 144N/Jww X;
B: Registration: 144D/Fyi H;
N: Registration: 144D/Ixy J;
S: Registration: 144G/Trf W;
Z: Registration: 144C/Ymc Z;
X: Registration: 144Y/Dep O;
PJ: Registration: 144Q/Yhq K;
Deal Comments
Jun Tbgg Mjuluwf 24-munph
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | UET | 73.989 | 5.29 | 1.33 | CK | - | - | A (J) | - | 93.00% | - | Vssdkcmv | 1eG | 185w | 185 | 1zS+185 | - | 567.00000 |
| L | VTR | 41.100 | 1.35 | 3.80 | ZI | - | - | EEE | - | 12.30% | - | Rzvffxqh | 1kP | 255v | 255 | 1nS+255 | - | 701.00000 |
| U | MGT | 19.513 | 1.32 | 2.80 | AA | - | - | G (U) | - | 3.76% | - | - | - | - | - | - | - | Retained |
| Q | RLR | 988.700 | 6.11 | 3.50 | Ugg | - | - | SSS | - | 49.20% | - | Lwukmzng | 1wY | 110h | 110 | 1aY+110 | - | 191.00000 |
| O | XUR | 25.918 | 7.18 | 9.00 | DB | - | - | DD (Y) | - | 17.00% | - | - | - | - | - | - | - | Retained |
| X | WWR | 44.540 | 3.78 | 8.40 | HN | - | - | II (A) | - | 91.97% | - | Gefjjkqk | 1wC | 165c | 165 | 1jZ+165 | - | 882.00000 |
| PP | AXB | 61.642 | - | - | MY | - | - | DG | - | 6.00% | - | - | - | - | - | - | - | Retained |
| J | NQU | 33.694 | 7.82 | 2.57 | PK | - | - | OOO (I) | - | 62.19% | - | Tpucewyw | 1bB | 295g | 295 | 1hZ+295 | - | 307.00000 |
| V-I | YOJ | 182.900 | 9.56 | 4.16 | GI | - | - | RRR | - | 77.00% | - | Wkfsqdut | 1tI | 145f | 145 | 1jH+145 | - | 863.00000 |
Tranche Comments
Q: Registration: 144T/Jpr O;
V-I: Registration: 144Z/Rqs D;
X: Registration: 144A/Zkv L;
G: Registration: 144C/Kop U;
L: Registration: 144C/Mck X;
J: Registration: 144M/Fzq L;
O: Registration: 144Y/Raw G;
U: Registration: 144V/Ivg T;
PP: Registration: 144M/Etv G;
Deal Comments
Qty Uooo Qhpstcq 2.00
Cut-Off Balance ($mm)
607.518846
Reinvestment Period (YRS)
5