| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | HGS | 238.751 | 3.70 | - | - | OOO | - | SSS | 32.83% | - | Tzpia | H-Dnsvh | 150-155 | 150 | 4.00% | 5.741% | 72.48676 |
| A1 | PEQ | 57.397 | 7.90 | - | - | JG | - | GGG | 34.10% | - | Ikrzy | R-Qbqjh | 340-350 | 325 | 4.30% | 7.491% | 98.11649 |
| J2 | TAK | 8.790 | 3.70 | - | - | UW | - | DDD- | 4.32% | - | Qlgkx | Y-Rcfsn | 425-435 | 400 | 5.50% | 8.241% | 57.41731 |
| T | CWR | 80.393 | 1.50 | - | - | DD- | - | QQ+ | 23.66% | - | Ohpga | K-Pzlmq | 180-190 | 180 | 4.30% | 6.041% | 37.41383 |
| S | RTL | 99.850 | 5.20 | - | - | D- | - | YY- | 23.89% | - | Kcxzv | A-Bflrw | 200-210 | 200 | 4.30% | 6.241% | 23.48590 |
| G | YWB | 27.128 | 2.10 | - | - | CCC- | - | V- | 30.11% | - | Vnvfn | D-Fhbqi | 250p | 250 | 4.30% | 6.741% | 72.35443 |
Tranche Comments
V: First Pay: 2024-09-19; Registration: 144Q/Qrg E;
T: First Pay: 2024-09-19; Registration: 144N/Vjz F;
S: First Pay: 2024-09-19; Registration: 144D/Unn I;
G: First Pay: 2024-09-19; Registration: 144O/Qoo T;
A1: First Pay: 2024-09-19; Registration: 144L/Kew W;
J2: First Pay: 2024-09-19; Registration: 144B/Dtu B;
Risk Retention
ZA - Orw, MZ - Iq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | FBS | 39.162 | - | ZQ | - | - | - | CT | - | - | - | - | - | - | - | - | Retained |
| C | JVD | 742.603 | 2.87 | Ixx | - | - | - | AAA | 92.89% | - | Akfqc | N-Gyzbf | 240-250 | 250 | 3.40% | 6.753% | 28.50347 |
| G-1 | CEX | 39.955 | 6.66 | YZ | - | - | - | XXX+ | 96.88% | - | Okzlu | W-Wgohy | 625-650 | 680 | 6.30% | 11.053% | 62.35928 |
| B | WEM | 57.248 | 8.89 | Gzz3 | - | - | - | F | 34.50% | - | Cnrae | I-Sulzb | 450-460 | 500 | 4.45% | 9.253% | 13.65461 |
| D | MAB | 79.349 | 2.82 | Jr3 | - | - | - | BB+ | 57.36% | - | Haoaa | D-Jjgwo | 320-330 | 330 | 4.15% | 7.553% | 32.26050 |
| M | YNO | 15.827 | 3.86 | K3 | - | - | - | EE | 29.30% | - | Tfjcf | Z-Zuqqz | 375-385 | 385 | 4.45% | 8.103% | 23.32347 |
| M-2 | RKK | 53.122 | 5.19 | AH | - | - | - | OOO- | 1.30% | - | Ffsxn | Y-Toxpc | - | 750 | 6.30% | 11.753% | 30.97879 |
Tranche Comments
C: First Pay: 2023-01-17; Registration: 144J/Tpc L;
D: First Pay: 2023-01-17; Registration: 144P/Pbg K;
M: First Pay: 2023-01-17; Registration: 144F/Gqn N;
B: First Pay: 2023-01-17; Registration: 144K/Xpg C;
G-1: First Pay: 2023-01-17; Registration: 144Q/Bff Q;
M-2: First Pay: 2023-01-17; Registration: 144X/Nbv H;
Y: First Pay: 2023-01-17; Registration: 144E/Prg V;
Risk Retention
LA - Hnbw RL - Jv