| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | IFD | 41.000 | 2.21 | - | - | - | CC (Z) | ZZ | 33.20% | - | Jvjwa | M-Vjwbl | - | - | - | - | Retained |
| B | WZS | 44.800 | 9.44 | - | - | - | JC | AAA- | 3.00% | - | Zkuxz | K-Hmcpg | - | - | - | - | Retained |
| A | MJT | 884.000 | 2.87 | - | - | - | III | III | 59.70% | - | Nbotn | V-Ibmhs | 160-165 | 160 | 5.37% | 5.425% | 15.90680 |
| F | NLM | 133.300 | 2.50 | - | - | - | JS | T | 66.10% | - | Atlax | E-Wblxu | - | - | - | - | Retained |
| R-L | ROM | 41.000 | 4.10 | - | - | - | FFF | PPP | 11.10% | - | Mscchibx | 1fCKTM | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2025-07-15; Registration: 144H Aztm;
R-L: First Pay: 2025-07-15; Registration: 144Z Icws;
T: First Pay: 2025-07-15; Registration: 144E Lrot;
F: First Pay: 2025-07-15; Registration: 144S Lely;
B: First Pay: 2025-07-15; Registration: 144F Ksuv;
Risk Retention
ZG - Kgsj UZ - Kgs
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | PAW | 99.000 | 5.20 | - | - | - | PPP (B) | - | - | 89.0% | Uylqn | B-Ukmvb | - | - | - | - | - |
| Y-H | CNX | 255.000 | 6.38 | - | - | - | VVV | JJJ | - | 25.7% | Fyfkdqwn | 1uDXBB | - | - | - | - | - |
| Y | LIH | 54.000 | 1.16 | - | - | - | II (G) | KKK | - | 43.2% | Igirk | B-Dnfjb | - | - | - | - | - |
| C | NQX | 323.000 | 6.92 | - | - | - | B | - | - | 54.0% | Uowad | X-Rzzle | - | - | - | - | - |
| J | GOY | 822.000 | 4.35 | - | - | - | ZZZ | III | - | 75.6% | Tikzp | U-Vkdph | - | 160 | 5.05% | 5.103% | 66.48515 |
Tranche Comments
J: Registration: 144S Faox;
Y-H: Registration: 144I Rjkz; Comments: Fnj-Fibajp;
Y: Registration: 144U Xgss; Comments: Qbe-Qspfem;
C: Registration: 144G Vvnu; Comments: Dhu-Drviuy;
W: Registration: 144C Goer; Comments: Rao-Rojjoa;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | WGT | 312.000 | 4.17 | - | - | - | HHH | TTT | - | 84.2% | Cwmyr | W-Nhdsa | 160-165 | 150 | 5.84% | 5.913% | 85.45346 |
| L | FGF | 82.500 | 2.10 | - | - | - | SS (M) | QQ | - | 91.5% | Zwfwb | E-Mpjyy | - | - | - | - | Retained |
| Q | OAH | 86.870 | 7.28 | - | - | - | CCC (D) | - | - | 42.0% | Sjien | A-Jhjjq | - | - | - | - | Retained |
| B-C | GHL | 697.000 | 6.48 | - | - | - | YYY | TTT | - | 65.5% | Lbrqwhkk | 1sLVCD | 175m | 170 | 1iDJBF+170 | - | 269.00000 |
| O | VBW | 245.000 | 1.62 | - | - | - | X (D) | O | - | 43.6% | Ooigz | V-Xsfsc | - | - | - | - | Retained |
Tranche Comments
B-C: First Pay: 2024-09-15; Registration: 144P Velg;
H-1: First Pay: 2024-09-15; Registration: 144A Qoqq;
L: First Pay: 2024-09-15; Registration: 144K Lgvi;
O: First Pay: 2024-09-15; Registration: 144T Eqwp;
Q: First Pay: 2024-09-15; Registration: 144R Knwe;