| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | ZRX | 719.526 | 9.70 | - | - | VVV | - | CCC | 98.92% | - | Etjtq | V-Bhrpt | 150-155 | 150 | 4.00% | 5.741% | 84.82013 |
| L1 | HGC | 60.682 | 3.30 | - | - | YW | - | III | 75.55% | - | Qgari | E-Tmgie | 340-350 | 325 | 4.30% | 7.491% | 76.62754 |
| O | BCR | 90.675 | 3.40 | - | - | SS- | - | RR+ | 67.99% | - | Lgxyz | Q-Ghhzg | 180-190 | 180 | 4.30% | 6.041% | 15.67578 |
| P2 | VTS | 3.332 | 5.50 | - | - | EI | - | FFF- | 6.28% | - | Uzsrg | B-Yortp | 425-435 | 400 | 5.50% | 8.241% | 25.97623 |
| I | IPA | 56.950 | 7.80 | - | - | SSS- | - | E- | 61.48% | - | Vhoyr | W-Aqdsc | 250i | 250 | 4.30% | 6.741% | 39.97322 |
| H | IHW | 15.110 | 7.30 | - | - | T- | - | CC- | 84.93% | - | Nysaw | Y-Zadyc | 200-210 | 200 | 4.30% | 6.241% | 75.46060 |
Tranche Comments
Z: First Pay: 2024-09-19; Registration: 144J/Zwb P;
O: First Pay: 2024-09-19; Registration: 144U/Ekq S;
H: First Pay: 2024-09-19; Registration: 144A/Kce E;
I: First Pay: 2024-09-19; Registration: 144T/Psw F;
L1: First Pay: 2024-09-19; Registration: 144C/Dhm R;
P2: First Pay: 2024-09-19; Registration: 144O/Nfo K;
Risk Retention
GZ - Rcp, PG - Pj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | LMO | 231.441 | 8.79 | Pnn | - | - | - | RRR | 44.68% | - | Wrrvl | G-Fofph | 240-250 | 250 | 3.40% | 6.753% | 96.47416 |
| A | UGB | 37.253 | 8.90 | Xt3 | - | - | - | CC+ | 30.35% | - | Cauty | N-Wshoo | 320-330 | 330 | 4.15% | 7.553% | 22.90450 |
| G | AKN | 72.449 | 4.62 | C3 | - | - | - | JJ | 86.88% | - | Quwvn | D-Hvtnv | 375-385 | 385 | 4.45% | 8.103% | 85.71016 |
| D | TWW | 36.617 | - | HB | - | - | - | VN | - | - | - | - | - | - | - | - | Retained |
| F-2 | AIC | 92.155 | 1.40 | IQ | - | - | - | NNN- | 5.80% | - | Gwhyp | E-Zbnsp | - | 750 | 6.30% | 11.753% | 86.25211 |
| V | HGD | 20.122 | 8.92 | Emm3 | - | - | - | B | 47.70% | - | Ikggb | X-Mnqxs | 450-460 | 500 | 4.45% | 9.253% | 97.63452 |
| K-1 | KQI | 40.194 | 6.40 | OX | - | - | - | BBB+ | 71.82% | - | Tzytu | I-Qxmcz | 625-650 | 680 | 6.30% | 11.053% | 33.39437 |
Tranche Comments
B: First Pay: 2023-01-17; Registration: 144V/Pof D;
A: First Pay: 2023-01-17; Registration: 144W/Vfb J;
G: First Pay: 2023-01-17; Registration: 144H/Fsy O;
V: First Pay: 2023-01-17; Registration: 144W/Mep U;
K-1: First Pay: 2023-01-17; Registration: 144D/Ttv H;
F-2: First Pay: 2023-01-17; Registration: 144K/Mjh E;
D: First Pay: 2023-01-17; Registration: 144G/Izk U;
Risk Retention
AF - Gccd QA - Rq