| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | CJP | 68.562 | 6.40 | - | - | UU- | - | YY+ | 94.81% | - | Uiolv | A-Lxljo | 180-190 | 180 | 4.30% | 6.041% | 71.20335 |
| P1 | EWT | 27.942 | 4.90 | - | - | HZ | - | RRR | 66.58% | - | Svier | J-Oadph | 340-350 | 325 | 4.30% | 7.491% | 44.66586 |
| M | IBC | 442.127 | 5.10 | - | - | HHH | - | KKK | 31.60% | - | Thgqr | A-Eqmgy | 150-155 | 150 | 4.00% | 5.741% | 10.18236 |
| U2 | FKZ | 4.169 | 7.40 | - | - | PW | - | UUU- | 4.29% | - | Lzhcg | I-Cxmaz | 425-435 | 400 | 5.50% | 8.241% | 95.95622 |
| M | NKP | 63.330 | 5.40 | - | - | J- | - | HH- | 29.28% | - | Dmyib | V-Kbsgc | 200-210 | 200 | 4.30% | 6.241% | 52.40720 |
| M | MSS | 65.554 | 3.80 | - | - | NNN- | - | L- | 56.71% | - | Skqrk | S-Wwump | 250l | 250 | 4.30% | 6.741% | 79.86708 |
Tranche Comments
M: First Pay: 2024-09-19; Registration: 144L/Ajm D;
C: First Pay: 2024-09-19; Registration: 144B/Wwl L;
M: First Pay: 2024-09-19; Registration: 144C/Zbu J;
M: First Pay: 2024-09-19; Registration: 144M/Jds J;
P1: First Pay: 2024-09-19; Registration: 144L/Urp V;
U2: First Pay: 2024-09-19; Registration: 144W/Gyn N;
Risk Retention
GW - Ota, JG - Ge
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | ACT | 44.472 | 8.46 | PE | - | - | - | BBB- | 3.90% | - | Dwfzz | A-Wlqwh | - | 750 | 6.30% | 11.753% | 11.26418 |
| Z | ZAE | 12.402 | 6.14 | W3 | - | - | - | QQ | 82.77% | - | Dhxsr | T-Xmydb | 375-385 | 385 | 4.45% | 8.103% | 15.76550 |
| E-1 | TCQ | 54.916 | 8.53 | AF | - | - | - | NNN+ | 78.88% | - | Lugzo | O-Hlpbb | 625-650 | 680 | 6.30% | 11.053% | 28.85957 |
| Z | ZWN | 79.117 | 2.24 | Sjj3 | - | - | - | B | 67.90% | - | Twoee | D-Voqto | 450-460 | 500 | 4.45% | 9.253% | 78.69097 |
| A | HMW | 36.468 | 8.16 | Gy3 | - | - | - | BB+ | 97.41% | - | Xkphm | V-Klqyx | 320-330 | 330 | 4.15% | 7.553% | 45.12850 |
| N | HVR | 39.504 | - | HG | - | - | - | KQ | - | - | - | - | - | - | - | - | Retained |
| F | OON | 992.790 | 1.82 | Kbb | - | - | - | FFF | 33.81% | - | Tjhtp | V-Fcptd | 240-250 | 250 | 3.40% | 6.753% | 80.20971 |
Tranche Comments
F: First Pay: 2023-01-17; Registration: 144N/Chi I;
A: First Pay: 2023-01-17; Registration: 144Y/Gvy W;
Z: First Pay: 2023-01-17; Registration: 144I/Mws N;
Z: First Pay: 2023-01-17; Registration: 144H/Bxk J;
E-1: First Pay: 2023-01-17; Registration: 144K/Mow D;
Z-2: First Pay: 2023-01-17; Registration: 144V/Yvo I;
N: First Pay: 2023-01-17; Registration: 144H/Uzx L;
Risk Retention
YI - Txrn YY - Hn