| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-9 | CIG | 61.769 | 87.40 | Nww | - | - | - | EEE | 40.00% | - | Gkcjv | Q-Ltrya | 165-170 | 165 | 5.50% | 6.099% | 99.26440 |
| M-3 | CJR | 892.316 | 9.50 | Ztt | - | - | - | YYY | 65.00% | - | Lnxxh | D-Bobwh | 165-170 | 165 | 5.50% | 5.841% | 97.18899 |
| J-1 | EMB | 479.000 | 5.43 | Utt | - | - | - | VVV | 11.00% | - | Estys | - | <1-06>-<1-10> js Eto HUCP 5.5 | <1-00> sz Fph NWRV 5.5 | 5.50% | 6.015% | 46.13007 |
Tranche Comments
J-1: First Pay: 2024-11-25; Registration: 144I/Apn G;
M-3: First Pay: 2024-11-25; Registration: 144O/Kql E;
D-9: First Pay: 2024-11-25; Registration: 144J/Bze D;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1K9 | WMQ | 71.000 | 81.53 | Mii | - | - | - | OOO | 41.00% | - | Pmksx | Fhude | - | 105 | 2.50% | 2.525% | 29.23780 |
| 1X10 | ZUI | 2.815 | 39.58 | Pcc | - | - | - | CCC | 38.00% | - | Ufngz | Pwltf | - | 100 | 2.00% | 2.475% | 75.84710 |
| 1A4 | MAZ | 51.300 | 8.87 | Css | - | - | - | CCC | 23.00% | - | Fhskr | - | - | 1-26 vf KE 2.0b | 2.00% | - | 929.18579 |
| 1L14 | BQJ | 83.242 | 3.86 | Aq1 | - | - | - | III | 5.31% | - | Zlvbv | - | - | 2-28 po UELN 2.5t | 2.50% | - | 73.79346 |
| 1A1 | BSK | 28.508 | 2.54 | Vjj | - | - | - | OOO | 98.00% | - | Tfiql | - | - | 2-00 ct VIJT 2.5z | 2.50% | - | 721.89160 |
| 2P1 | XHG | 40.376 | 9.93 | Rss | - | - | - | ZZZ | 58.00% | - | Iakuh | - | - | 1-24 tw JC 2.0j | 2.00% | - | 220.60832 |
| 1L3 | OEI | 17.000 | 6.24 | Ass | - | - | - | KKK | 25.00% | - | Yfpfn | - | - | 2.75 2-02 gf VG | 2.50% | - | 797.20800 |
| 1D2 | IZV | 7.000 | 5.21 | Bcc | - | - | - | EEE | 79.00% | - | Ajrql | - | - | 1-10 rz XWOF 2.0t | 2.00% | - | 42.35732 |
| 2M4 | VUR | 27.893 | 8.42 | Szz | - | - | - | LLL | 6.90% | - | Hslyk | - | - | 2-16 al JD 2.0i | 2.00% | - | 639.97030 |
Tranche Comments
1A1: Registration: 144F/Pen V;
1D2: Registration: 144N/Mqv F;
1L3: Registration: 144E/Elr A;
1A4: Registration: 144C/Ria W;
1K9: Registration: 144J/Vwh B;
1X10: Registration: 144V/Jxh B;
1L14: Registration: 144Z/Rwy V;
2P1: Registration: 144B/Vxw H;
2M4: Registration: 144Y/Wka A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C9 | HVL | 91.000 | 66.97 | Wpp | - | - | - | RRR | 54.00% | - | Ekold | Dqfhq | 90-95 | 95 | 2.50% | 2.573% | 56.63800 |
| Q1 | JCW | 176.693 | 4.15 | Tnn | - | - | - | GGG | 38.00% | - | Jfvze | - | <2-04> - <2-10> TW HKTS 2.5z | <2-10> QT WHQH 2.5p | 2.50% | - | 234.38125 |
| I4 | XOY | 13.700 | 7.73 | Qhh | - | - | - | UUU | 82.00% | - | Zyhfk | - | <2-04> - <2-10> HT XK 2.0v | <2-10> YP MI 2.0l | 2.00% | - | 438.38787 |
| S10 | IEB | 62.658 | 43.19 | Byy | - | - | - | DDD | 40.00% | - | Zpufd | Eubfh | 90g | 90 | 2.00% | 2.523% | 25.41560 |
| P2 | XIJ | 52.000 | 2.80 | Bbb | - | - | - | TTT | 49.00% | - | Lytzh | - | <1-08> - <1-14> EK OHEV 2.0z | <1-08> JP ZPJW 2.0u | 2.00% | - | 603.35345 |
| S3 | KHK | 10.000 | 1.42 | Hrr | - | - | - | NNN | 53.00% | - | Xwygg | - | <2-12> - <2-18> AJ JX 2.5e | <2-12> HH EU 2.5u | 2.50% | - | 551.91000 |
| S14 | UJK | 15.440 | 9.12 | Az1 | - | - | - | CCC | 3.25% | - | Hhola | - | <2-20> - <2-26> PL IJPZ 2.5s | <3-00> LC PQLU 2.5w | 2.50% | - | 919.42889 |
Tranche Comments
Q1: Registration: 144Z Xmgo;
P2: Registration: 144F Vqjk;
S3: Registration: 144P Pinv;
I4: Registration: 144J Rjdu;
C9: Registration: 144G Sinc;
S10: Registration: 144C Jfrc;
S14: Registration: 144Z Ykny;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J3 | WVL | 53.300 | 1.45 | Qrr | - | - | - | SSS | 97.00% | - | Aruyx | - | <1-22>-<1-28> BY OL 2.5c | <1-22> GA ET 2.5f | 2.50% | - | 801.67840 |
| G1 | YLA | 83.450 | 9.77 | Wpp | - | - | - | QQQ | 80.00% | - | Kmijo | - | <1-14>-<1-20> LL VNLS 2.5f | <1-08> DE UXDW 2.5e | 2.50% | - | 664.34462 |
| X2 | PWI | 25.000 | 5.56 | Gss | - | - | - | TTT | 74.00% | - | Cjhqb | - | <1-12>-<1-18> DR ORDH 2.0g | <1-12> PA LIPD 2.0i | 2.00% | - | 939.94421 |
| C9 | VQH | 8.600 | 93.12 | Xpp | - | - | - | BBB | 45.00% | - | Xstlv | Gtodm | 95j | 95 | 2.50% | 2.258% | 589.48920 |
| H14 | GJM | 12.528 | 4.94 | Cl1 | - | - | - | III | 3.67% | - | Eircg | - | <2-08>-<2-14> FH RRFP 2.5z | <2-11> OQ GPOG 2.5d | 2.50% | - | 248.51640 |
| L10 | GMY | 82.000 | 68.77 | Gnn | - | - | - | FFF | 12.00% | - | Qfima | Qkecm | 90v | 90 | 2.00% | 2.208% | 12.41270 |
| S4 | UVH | 10.000 | 6.52 | Odd | - | - | - | CCC | 20.00% | - | Dimsg | - | <1-22>-<1-28> YR SJ 2.0o | <1-22> BR MG 2.0x | 2.00% | - | 970.55429 |
Tranche Comments
G1: Registration: 144Y/Mfi Y;
X2: Registration: 144I/Ckv Q;
J3: Registration: 144W/Dmr P;
S4: Registration: 144Z/Irj Q;
C9: Registration: 144J/Khn R;
L10: Registration: 144I/Ljm A;
H14: Registration: 144Q/Qkr I;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M3 | IZL | 59.300 | 3.70 | Kss | - | - | - | AAA | 79.00% | - | Fxwtx | Jljbv | 70-75 | 70 | 2.50% | 0.938% | 935.96570 |
| M5 | LBD | 31.000 | 38.86 | Jmm | - | - | - | EEE | 81.00% | - | Racxt | Lbgtw | 95i | 95 | 2.50% | 2.645% | 99.34830 |
| N2N | QKQ | 40.000 | 7.99 | Opp | - | - | - | III | 88.00% | - | Pshim | - | 2-02->2-08 aj BH 2.0c | 2-08 an JH 2.0x | 2.00% | - | 724.63233 |
| F1 | EXB | 31.525 | 5.63 | Rjj | - | - | - | HHH | 74.00% | - | Dfufp | - | 1-30->2-04 id YUER 2.5t | 1-30 ji UHTD 2.5j | 2.50% | - | 913.70200 |
| Q1Q | TPK | 78.450 | 7.78 | Fss | - | - | - | HHH | 61.00% | - | Higtq | - | 1-16->1-22 zj HHAC 2.0d | 1-16 qg JGVQ 2.0o | 2.00% | - | 74.59898 |
| L6 | MOD | 2.000 | 4.41 | Qoo | - | - | - | LLL | 62.00% | - | Nmzri | Ojzis | 95-100 | 100 | 2.50% | 2.536% | 23.65240 |
| L2 | FQS | 45.000 | 1.74 | Xzz | - | - | - | YYY | 94.00% | - | Qunjs | - | 1-24->1-28 ti QS 2.5q | 1-24 ja TT 2.5d | 2.50% | - | 906.61102 |
| N9 | HKJ | 18.971 | 6.57 | Gj1 | - | - | - | OOO | 5.27% | - | Mmjgq | - | 0-20->0-24 cw gr Cmfszhzrhfsx V1/V1V | 0-24 bg ux Xcbzgvkixbzc J1/J1J | 2.25% | - | 51.66880 |
| S5S | VJM | 57.000 | 18.76 | Lvv | - | - | - | HHH | 62.00% | - | Njywd | Hxhee | 90-95 | 90 | 2.00% | 2.595% | 18.54050 |
Tranche Comments
Q1Q: Registration: 144G/Oft P;
L2: Registration: 144Q/Imc O;
N2N: Registration: 144J/Zpg K;
M3: Registration: 144M/Flr V;
M5: Registration: 144A/Yxe S;
S5S: Registration: 144Y/Kbe R;
L6: Registration: 144T/Ohe F;
N9: Registration: 144D/Ppu H;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q4 | JBD | 38.000 | 28.50 | Kzz | - | - | - | SSS | 45.00% | - | Fnotn | Rfnbp | 90i | - | 2.50% | 2.760% | 79.56734 |
| I5 | UYH | 69.517 | 5.53 | Zt1 | - | - | - | XXX | 9.86% | - | Ykntw | - | 2.50 0-20->0-24 xa M2 | - | 2.50% | - | 634.64430 |
| X5X | KHI | 84.118 | 2.91 | Yj1 | - | - | - | JJJ | 2.50% | - | Zbpoz | - | 2.00 0-20->0-24 dm V2V | - | 2.00% | - | 77.28300 |
| C2 | JWL | 317.840 | 3.74 | Oqq | - | - | - | OOO | 78.00% | - | Dprvc | - | 1-02->1-08 IX Lac BPIY 2.5 | - | 2.50% | - | 498.84000 |
| X2X | VUJ | 833.490 | 6.58 | Cdd | - | - | - | OOO | 14.00% | - | Hagoq | - | 0-12->0-18 HF Kpo OUHR 2.0 | - | 2.00% | - | 55.65170 |
| G3 | QJN | 73.000 | 4.27 | Paa | - | - | - | MMM | 11.00% | - | Wthge | - | 1-04->1-10 UR Iat YU 2.5 | - | 2.50% | - | 379.88100 |
Tranche Comments
C2: Registration: 144X/Zcg C;
X2X: Registration: 144A/Lzd S;
G3: Registration: 144K/Iev D;
Q4: Registration: 144N/Wfa O;
I5: Registration: 144E/Wpm S;
X5X: Registration: 144C/Yoc K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2 | AWZ | 208.415 | 5.53 | Qww | - | - | - | BBB | 66.00% | - | Qymvk | - | (RXKT) 2020-1 | 0-20 BP | 3.00% | - | 586.50153 |
| P4 | RBX | 52.810 | 17.90 | Oxx | - | - | - | DDD | 33.00% | - | Rujre | Kvafj | 120 | 120 | 3.00% | 2.763% | 885.90900 |
| U5 | ICT | 29.522 | 2.47 | Wss | - | - | - | AAA | 5.90% | - | Ljoel | - | 1-00 IQ Qlb YQIF 3.0 | 1-00 ZR | 3.00% | - | 106.74140 |
| G3 | QKW | 276.140 | 5.25 | Egg | - | - | - | SSS | 13.00% | - | Xfcie | - | 1-08 ZK Eeb XZ 3.0 | 1-08 OS | 3.00% | - | 584.47359 |
Tranche Comments
Z2: Registration: 144G/Djo M;
G3: Registration: 144C/Cqc J;
P4: Registration: 144N/Cqd U;
U5: Registration: 144G/Qzi M;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B5 | XPG | 24.281 | 1.61 | Vo1 | - | - | - | HHH | 1.98% | - | Dkviz | - | 1-10 BR Xun ZBBV 3.0 | - | 3.00% | - | 519.30900 |
| D4 | LUG | 61.000 | 78.97 | Mbb | - | - | - | HHH | 42.00% | - | Vnjfn | Ekfdx | 135 | - | 3.00% | 3.065% | 97.65942 |
| X2 | LXR | 299.151 | 4.80 | Qtt | - | - | - | HHH | 46.00% | - | Vssvt | - | 0-26 WJ Dda AFWV 3.0 | - | 3.00% | - | 202.23870 |
| N3 | NLX | 89.000 | 2.22 | Wjj | - | - | - | SSS | 70.00% | - | Lyilx | - | 1-12 SB Rmp RS 3.0 | - | 3.00% | - | 121.82922 |
Tranche Comments
X2: Registration: 144O/Wia Y;
N3: Registration: 144Y/Hey T;
D4: Registration: 144B/Gpz Q;
B5: Registration: 144W/Vtw L;