| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | TMP | 16.741 | 2.10 | - | - | HHH- | - | L- | 88.30% | - | Skjvi | G-Gliza | 250s | 250 | 4.30% | 6.741% | 48.98187 |
| R2 | PVT | 7.633 | 8.10 | - | - | ZO | - | VVV- | 7.58% | - | Ouirb | E-Rqtms | 425-435 | 400 | 5.50% | 8.241% | 24.84610 |
| D | XSX | 41.410 | 6.60 | - | - | D- | - | CC- | 32.67% | - | Czcsc | F-Budjv | 200-210 | 200 | 4.30% | 6.241% | 61.90460 |
| O1 | NWO | 70.727 | 9.20 | - | - | UR | - | EEE | 74.77% | - | Uozov | U-Tsxmn | 340-350 | 325 | 4.30% | 7.491% | 87.12710 |
| O | FUI | 793.505 | 8.40 | - | - | CCC | - | FFF | 60.31% | - | Cgqfc | E-Bnpma | 150-155 | 150 | 4.00% | 5.741% | 14.33540 |
| I | RRC | 71.733 | 2.10 | - | - | OO- | - | JJ+ | 47.44% | - | Oytog | G-Hmsqf | 180-190 | 180 | 4.30% | 6.041% | 83.68517 |
Tranche Comments
O: First Pay: 2024-09-19; Registration: 144J/Zex E;
I: First Pay: 2024-09-19; Registration: 144H/Dzm X;
D: First Pay: 2024-09-19; Registration: 144F/Lnf B;
G: First Pay: 2024-09-19; Registration: 144N/Abr A;
O1: First Pay: 2024-09-19; Registration: 144O/Gix J;
R2: First Pay: 2024-09-19; Registration: 144L/Xew M;
Risk Retention
FM - Mxx, OF - Ty
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | NJK | 44.211 | - | VL | - | - | - | OH | - | - | - | - | - | - | - | - | Retained |
| M | YAU | 891.888 | 3.55 | Cuu | - | - | - | SSS | 90.42% | - | Vwtct | L-Dbkjl | 240-250 | 250 | 3.40% | 6.753% | 46.74909 |
| N | WKM | 48.694 | 3.58 | Sj3 | - | - | - | UU+ | 29.60% | - | Aipgp | T-Vbikk | 320-330 | 330 | 4.15% | 7.553% | 37.94210 |
| E-1 | HAG | 70.395 | 1.19 | GN | - | - | - | QQQ+ | 19.32% | - | Fnuhj | J-Cgtgo | 625-650 | 680 | 6.30% | 11.053% | 52.13513 |
| M | BQY | 86.420 | 1.13 | A3 | - | - | - | II | 93.74% | - | Jpqqt | N-Scrgl | 375-385 | 385 | 4.45% | 8.103% | 96.25286 |
| S | OLK | 33.172 | 5.11 | Paa3 | - | - | - | Y | 29.50% | - | Iflqw | E-Sbcxg | 450-460 | 500 | 4.45% | 9.253% | 18.28042 |
| E-2 | XRT | 23.108 | 3.87 | HZ | - | - | - | XXX- | 3.40% | - | Kvmou | H-Xkpkb | - | 750 | 6.30% | 11.753% | 46.25715 |
Tranche Comments
M: First Pay: 2023-01-17; Registration: 144D/Rza J;
N: First Pay: 2023-01-17; Registration: 144B/Vqn M;
M: First Pay: 2023-01-17; Registration: 144Z/Mzk A;
S: First Pay: 2023-01-17; Registration: 144H/Vdr Q;
E-1: First Pay: 2023-01-17; Registration: 144V/Dvy J;
E-2: First Pay: 2023-01-17; Registration: 144Q/Xpc S;
L: First Pay: 2023-01-17; Registration: 144K/Qpn F;
Risk Retention
WS - Reek BW - My