| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | KIQ | 318.431 | 5.40 | - | - | KKK | - | UUU | 16.87% | - | Jvmtx | I-Curwr | 150-155 | 150 | 4.00% | 5.741% | 25.32492 |
| Z | BNC | 92.127 | 1.50 | - | - | ZZZ- | - | M- | 84.33% | - | Ngufa | B-Oknbe | 250h | 250 | 4.30% | 6.741% | 55.30807 |
| P2 | UVB | 7.453 | 3.80 | - | - | BZ | - | JJJ- | 3.72% | - | Rribt | I-Npqcn | 425-435 | 400 | 5.50% | 8.241% | 14.95436 |
| R | WXJ | 91.740 | 2.40 | - | - | G- | - | VV- | 30.84% | - | Inluz | G-Bqorv | 200-210 | 200 | 4.30% | 6.241% | 20.55950 |
| O1 | WMM | 16.441 | 1.90 | - | - | SG | - | QQQ | 98.60% | - | Flqwo | V-Wioli | 340-350 | 325 | 4.30% | 7.491% | 80.67962 |
| F | YVV | 78.711 | 5.30 | - | - | DD- | - | LL+ | 22.48% | - | Vcbps | W-Ifssk | 180-190 | 180 | 4.30% | 6.041% | 75.35446 |
Tranche Comments
P: First Pay: 2024-09-19; Registration: 144T/Kyw E;
F: First Pay: 2024-09-19; Registration: 144H/Nlr W;
R: First Pay: 2024-09-19; Registration: 144N/Xbs S;
Z: First Pay: 2024-09-19; Registration: 144Z/Khv S;
O1: First Pay: 2024-09-19; Registration: 144H/Fxg V;
P2: First Pay: 2024-09-19; Registration: 144Y/Brw Q;
Risk Retention
DB - Bvl, ID - Th
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | NGC | 34.313 | 3.94 | Wy3 | - | - | - | XX+ | 28.80% | - | Kofnd | T-Cwiqg | 320-330 | 330 | 4.15% | 7.553% | 27.42510 |
| E-2 | JFF | 92.160 | 2.45 | CA | - | - | - | JJJ- | 3.10% | - | Dhaog | E-Enrok | - | 750 | 6.30% | 11.753% | 25.79077 |
| L | GII | 67.246 | - | NB | - | - | - | CK | - | - | - | - | - | - | - | - | Retained |
| T | MAX | 299.704 | 6.26 | Abb | - | - | - | TTT | 27.72% | - | Rwouv | Z-Myusi | 240-250 | 250 | 3.40% | 6.753% | 18.17432 |
| W | JLD | 94.103 | 9.34 | P3 | - | - | - | ZZ | 54.40% | - | Xfzmk | D-Eaoll | 375-385 | 385 | 4.45% | 8.103% | 43.61026 |
| X | QBW | 67.252 | 7.84 | Faa3 | - | - | - | F | 19.30% | - | Trxjt | T-Eunoo | 450-460 | 500 | 4.45% | 9.253% | 17.15247 |
| A-1 | EHQ | 98.224 | 9.29 | DL | - | - | - | EEE+ | 20.62% | - | Wsoqo | O-Odjfb | 625-650 | 680 | 6.30% | 11.053% | 59.35253 |
Tranche Comments
T: First Pay: 2023-01-17; Registration: 144U/Ecq I;
K: First Pay: 2023-01-17; Registration: 144V/Hue L;
W: First Pay: 2023-01-17; Registration: 144N/Bsm K;
X: First Pay: 2023-01-17; Registration: 144N/Olg D;
A-1: First Pay: 2023-01-17; Registration: 144Z/Des H;
E-2: First Pay: 2023-01-17; Registration: 144V/Yhm F;
L: First Pay: 2023-01-17; Registration: 144N/Uam B;
Risk Retention
AT - Xbkn DA - Pk