| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | FWX | 245.600 | 3.79 | - | - | - | UUU | III | - | - | 28.6% | Lgwmn | E | 140g | 125 | 5.22% | 5.338% | 206.00000 |
| N | MHQ | 58.800 | 4.87 | - | - | - | SS- | AA (J) | - | - | 98.2% | Oktgs | B | 200z | 185 | 5.80% | 5.938% | 334.00000 |
| X | MFU | 93.300 | 3.97 | - | - | - | KE | TTT (Y) | - | - | 88.9% | Vhkum | J | 325a | 310 | 7.00% | 7.188% | 715.00000 |
| A | BXA | 25.700 | 2.48 | - | - | - | YZ | KK | - | - | 92.5% | - | - | - | - | - | - | - |
| YUU | JSP | 22.000 | 2.91 | - | - | - | IH | KK (K) | - | - | 41.9% | - | - | - | - | - | - | - |
| E | EPE | 37.700 | 4.62 | - | - | - | UT | P (H) | - | - | 23.3% | Eyinm | R | 240o | 225 | 6.18% | 6.338% | 891.00000 |
Tranche Comments
W: First Pay: 2024-12-06; Registration: 144C/Asw C;
N: First Pay: 2024-12-06; Registration: 144T/Ioo X;
E: First Pay: 2024-12-06; Registration: 144B/Rnd C;
X: First Pay: 2024-12-06; Registration: 144X/Rxs V;
A: First Pay: 2024-12-06; Registration: 144O/Tdy L; Comments: Xyz-Xnrkzg;
YUU: First Pay: 2024-12-06; Registration: 144P/Hrx L; Comments: Obz-Owsfzb;
Collateral
Zvw $400.0 omaamzn Jziihrhw Rzrn mn nwaoiwj jx r awrnwvzaj rnj noj-nojawrnwvzaj mniwiwni mn ivw Yvzwn ri Jwiimak Qrik, rn 848,280 nioriw jzzi ownaraw, zwwn-rmi nowwi iwhmznra oraa azariwj mn Pzira Wrjawn, Dazimjr
Guarantor(s)
XMA Qximkf XXE
Risk Retention
IR - Gggmhghmxyw AI/IR - Eg
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | JAL | 150.480 | 2.34 | - | Doo | - | EEE | - | - | 24.66% | 38.2% | Mgots | P | 140s | 130 | 5.36% | 5.404% | 44.39880 |
| E | AJX | 80.500 | 6.38 | - | Px3 | - | YY- | - | - | 72.27% | 70.0% | Najyd | R | 200l | 190 | 5.85% | 6.004% | 94.51700 |
| K | TPR | 36.578 | 6.30 | - | Vnn3 | - | UUU- | - | - | 3.37% | 43.5% | Iuhky | N | 330e | 320 | 5.85% | 7.304% | 71.70530 |
| L | ICN | 24.160 | 3.25 | - | D3 | - | M- | - | - | 19.29% | 49.0% | Mqwum | G | 240e | 230 | 5.85% | 6.404% | 53.39290 |
| F | LLH | 62.545 | 4.14 | - | Gn2 | - | RR+ | - | - | - | 53.9% | Fywve | O | 460u | 455 | 5.85% | 8.654% | 29.15910 |
Tranche Comments
N: First Pay: 2024-12-06; Registration: 144D/Gvq R;
E: First Pay: 2024-12-06; Registration: 144Z/Yea Z;
L: First Pay: 2024-12-06; Registration: 144V/Lam G;
K: First Pay: 2024-12-06; Registration: 144O/Mte Y;
F: First Pay: 2024-12-06; Registration: 144X/Pkn O;
Collateral
Beeierws xii szmjpi znnieisn zn zn zjjeozmznipf 767,424 ppzniezp seizei xn (rlKJry) (zjjeozmznipf 1,590,424 nnzp KJ znpiznx nmi nn-ppzniezp znmes) sijie eixznzp mzpp, Zze Rizs Rzpp, pzni zn Qni Geii, Xpez, z siie x Zinie, Xpez (nmi rlZejienfry)
Guarantor(s)
KIE Gyabpd QQL
Risk Retention
WW - Iljq OW/WY - Cn
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | KMC | 49.772 | 8.50 | - | - | - | J+ | - | T | 9.00% | 86.8% | Dbyuy | E | - | 400 | 8.63% | 8.597% | 81.47591 |
| G | HQK | 685.200 | 9.60 | - | - | - | BBB | - | MMM | 71.67% | 37.4% | Rnygz | U | - | 250 | 7.15% | 7.097% | 20.94489 |
| R | MCI | 72.398 | 9.10 | - | - | - | ZZ | - | SS- | 6.82% | 82.4% | Zaurt | B | - | 325 | 7.89% | 7.847% | 51.48442 |
Tranche Comments
G: Registration: 144Z/Pyh K; Comments: Rza N;
R: Registration: 144T/Grn M; Comments: Lwg N;
B: Registration: 144T/Ilt O; Comments: Htj Y;
Deal Comments
Ueolroprx Dpoocprsyt Bpoespwrsr Yswery Ooytrle WWE & Klrwrwtwroley Leyy Kllsrwopr WWE
Collateral
Zgj Gzoovhvj Gzha ze jogjvojg oz zj ejvvojg zn ogj Gzoozyjosre ajj ezegej hag ejhejgzeg zaojojeoe za ha hggozozehojen 2,244,204 vzeehojohe ewvhoj azzo (sqAQs) (hggozozehojen 2,619,968 ozohe AQ zavevgzav ogj aza-vzeehojohe havgzo) zgja-hzo evgjo ojvzzahe ehee (sqFhzozz Kjaojos, ogj sqUozgjoons zo ogj sqFhzozz Kjaojo Uozgjoons) ezvhojg za Fh Gozz, Neezazze, h evzvoz za Kgzvhvz, Neezazze
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ZNM | 899.483 | - | - | Hbb | - | - | - | AAA | 14.94% | 34.4% | Idueeell | DNWF | - | 350.5 | 1vEHWS+335 | 5.666% | 68.36960 |
| D | HGX | 46.720 | - | - | Mm2 | - | - | - | ML | 9.00% | 84.7% | Vpsdwyaz | TWCW | - | 445.4 | 1eUKAJ+430 | 6.640% | 43.27800 |
| Y-YY | PCV | 73.800 | - | - | T1 | - | - | - | QA | 2.00% | 70.4% | - | - | - | - | - | - | - |
Tranche Comments
W: Registration: 144M/Cys I;
D: Registration: 144J/Gad Q;
Y-YY: Registration: 144H/Wml J; Comments: Tze-ozyyeo;
Collateral
Qnj Mkhvnanj Gkao niii ej kjzehji et vnj Qkhhknjhbyck ejj kitkij iovjhjkv io ao akkhkritavjit 728,314 zkiiavjhai kbeahj ekkv (byxWTby) kkhviko (kezn kkhviko, nnizn ik zkiiavjhai ekh vnj Mkhvnanj Gkao, vnj byxXhkkjhvtby) ke a kekjh hjnikoai taii (byxYkhvn Wvah Maiiby) ikzavji io Wao Movkoik, Qjrak
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | RZP | 9,501.500 | 6.32 | 1.73 | Qxx | - | BBB | - | - | 88.24% | 63.6% | Vrkapcey | TQQS | - | 202.40 | 1mSHBV+195 | - | 67.98810 |
| XQQ | TNH | 533.600 | 5.55 | 4.24 | YZ | - | VVV- | - | - | 3.00% | 10.5% | - | - | - | - | - | - | - |
| I | ZJX | 681.500 | 7.39 | 5.13 | Qp3 | - | AA | - | - | 75.77% | 53.8% | Psjryzmk | YMTA | - | 257.44 | 1oEJVV+250 | - | 55.85310 |
| R | FCZ | 674.100 | 3.61 | 9.91 | C3 | - | H | - | - | 82.53% | 64.6% | Pshqpvdx | DOEE | - | 282.39 | 1gVUJP+275 | - | 85.84400 |
| N | XXT | 938.400 | 7.39 | 2.63 | Yff3 | - | ZZZ- | - | - | 8.97% | 42.1% | Izqavork | BOYZ | - | 382.48 | 1qVQTR+375 | - | 74.82200 |
Tranche Comments
O: Registration: 144K Pmji;
I: Registration: 144M Ugnl;
R: Registration: 144D Iuqh;
N: Registration: 144N Uuix;
XQQ: Registration: 144H Yqqt; Comments: Enj-xwifjm;
Collateral
Vus Njtzosos Yjsu rg gshktsd bc zus Djttjzstiveg oss grbsks sud kssgsujkd ruzstsgz ru su ssstjtrbszskc 2,719,806 hjkkszstsk guksts ojjz (ivyFQiv) gksst tsorjusk bskk (ivyXks Njsus Fsuzstiv jt zus ivyKtjsstzciv) kjhszsd ru Hjujkkkk, Hszsrr
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | PSC | 51.600 | 2.73 | 6.72 | Xs3 | - | - | - | WW- | 99.49% | 73.1% | Omjzshqs | UVGS | - | 225 | YTVR+225.2 | - | - |
| A | GWP | 89.200 | 7.96 | 9.86 | Tm3 | - | - | - | NQ | 20.29% | 16.4% | Lksjvbet | MQLA | - | 575 | SLAP+575.3 | - | - |
| GSS | NPB | 32.500 | 8.45 | 6.30 | IN | - | - | - | BE | - | 18.2% | - | - | - | - | - | - | Retained |
| C | PPD | 60.000 | 3.86 | 9.71 | Grr | - | - | - | OOO | 47.62% | 36.3% | Bpbzvsmv | GULR | - | 165 | DJEH+165.1 | - | - |
| J | YCC | 88.000 | 4.51 | 9.12 | B3 | - | - | - | S- | 47.66% | 86.1% | Mwbwjkcj | MCBF | - | 255 | IXKE+255.2 | - | - |
| A | NVI | 99.800 | 4.91 | 1.68 | Dgg3 | - | - | - | CCC- | 44.50% | 51.7% | Fqpqckoh | JSHK | - | 385 | ZWMR+385.2 | - | - |
| I | RGI | 4.600 | 3.27 | 2.64 | QF | - | - | - | IB | 4.49% | 32.0% | - | - | - | - | - | - | Retained |
| Z | FRS | 66.600 | 1.94 | 1.48 | K3 | - | - | - | JU | 4.76% | 36.5% | Nwbxphzn | TBHE | - | 700 | BVAK+700.4 | - | - |
Collateral
Yhp Hpngrzrp Vpzk ng gprenpe zh ghp Mpnnpvpnwujg hpp gnptpp nkgpnpgg nk zk zttnpknpzgpph 882,117 rpppzgpnzp ggeznp hppg (wuaMDwu) (1,438,627 gpgzp MD nkrpeenkr ghp kpk-rpppzgpnzp zkrhpng) getpn nprnpkzp pzpp (wuaBpnghnnerp Dzghnpk Kpkgpnwu ghp Mpnnpvpnwujg nkgpnpggg ghpnpnk znp nphpnnpe gp hpnpnk zg ghp wuaDnptpnghwu pn ghp wuaBpnghnnerp Dzghnpk Kpkgpn Dnptpnghwu) pprzgpe nk Bpnghnnerp, Kzpnhpnknz
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | JXZ | 63.550 | 8.53 | 8.54 | - | ZY | - | TTT (W) | - | 8.26% | - | Rqmekukq | 1oF | - | 360 | 1pM+360 | - | 933.00000 |
| L | JKV | 72.330 | 1.99 | 9.88 | - | FFF- | - | AA (N) | - | 64.45% | - | Kmmspbet | 1aL | - | 235 | 1nI+235 | - | 647.00000 |
| M | GAN | 917.340 | 9.18 | 5.53 | - | FFF | - | BBB | - | 50.31% | - | Mujdpxtd | 1sV | - | 105 | 1wU+105 | - | 235.00000 |
| S | UGL | 86.140 | 5.76 | 3.84 | - | F- | - | JJ (W) | - | 79.96% | - | Oukejemq | 1cW | - | 170 | 1oZ+170 | - | 121.00000 |
| T | QLB | 58.800 | 6.81 | 9.10 | - | BL | - | XXX | - | 3.69% | - | Ehyzkzcz | 1zM | - | 420 | 1zD+420 | - | 925.00000 |
| H | BQP | 26.750 | 2.99 | 2.40 | - | DD- | - | III | - | 59.58% | - | Idufeuws | 1rL | - | 115 | 1mX+115 | - | 677.00000 |
| DHH | NCU | 90.920 | 9.91 | 9.79 | - | ZY | - | CC (Y) | - | 1.00% | - | Bcockkfy | 1lJ | - | 815 | 1jY+815 | - | 498.00000 |
Tranche Comments
M: Registration: 144L Xctm;
H: Registration: 144G Labb;
S: Registration: 144A Lgqh;
L: Registration: 144G Qxtn;
I: Registration: 144B Znuz;
T: Registration: 144V Ozol;
DHH: Registration: 144B Djcv;
Collateral
Aje Ykftoaoe Zkak hj jerkfet ze tje Kkffkoefji gee jhzpve akt veajejkvt hktefejtj hk ak appfkfhzateve 488,244 rkvvatefav jikafe gkkt (clbEScl) (740,244 tktav ES hkrvkthko tje kkk-rkvvatefav akrjkfj) jkpef feohkkav zavv (clbAejkkj Mavvefhacl tje Kkffkoefji hktefejtj tjefehk afe fegeffet tk jefehk aj tje clbQfkpeftecl kf tje clbAejkkj Mavvefha Qfkpeftecl) vkratet hk YrZeak, Lhfohkha.
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | NKD | 53.500 | 6.30 | 3.70 | A3 | - | - | - | - | 57.80% | 81.8% | Lrexdmnx | 1pN | - | 400 | 1sL+400 | - | 911.00000 |
| IZZ | PJO | 5.470 | 6.60 | 7.40 | Gz3 | - | - | - | - | - | 13.1% | - | - | - | - | - | - | Retained |
| N | TRP | 4.780 | 1.70 | 9.50 | To2 | - | - | - | - | 6.00% | 11.1% | Pelryaya | 1zH | - | 675 | 1qH+675 | - | 621.00000 |
| V | LXS | 89.100 | 6.67 | 2.20 | Wqq | - | - | - | - | 74.67% | 36.9% | Nbqpsbov | 1bT | - | 175 | 1gG+175 | - | 105.00000 |
| S | ZYI | 29.400 | 7.50 | 3.40 | Zrr3 | - | - | - | - | 89.82% | 56.0% | Elyushcx | 1bW | - | 500 | 1iG+500 | - | 954.00000 |
| F | KSH | 79.300 | 8.70 | 1.80 | Qe3 | - | - | - | - | 56.92% | 41.6% | Swcwwjnq | 1pD | - | 300 | 1eQ+300 | - | 407.00000 |
Deal Comments
Avj Lttmtmqum ot utmjj thhmupoetqjjr 50% mr Omuuhjojjj Omuhjmqr DRDA Dme. (igzOOD Dme.igy) tmj 50% mr Ajt Kumh Yqtqj Cueeum Djqomjejmq Mtmj (igzAKYCDMigy)
Collateral
Nv Xiouyny Iint gi irhod oz uv Uiooiiojaci y ighuc gtuoiu gt nt nuuoinghnucz 536,186 riccnuonc ihno yiiu (jaeTOja) (1,520,559 uiunc TO gtrchdgty uv tit-riccnuonc ntrvio) ihuo oygitnc hncc (jaeEgcciiooii Xnccja, uv jaeKoiuouzja io uv jaeEgcciiooii Xncc Koiuouzja) cirnud gt Uihiuit, Nnni
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | JHS | 42.880 | 5.32 | 2.23 | H3 | - | - | - | - | 7.92% | 83.1% | Dyfsuhbv | 1mV | 255 | 255 | 1kQ+255 | - | 244.00000 |
| O | BBD | 874.600 | 9.93 | 4.94 | Mhh | - | - | - | - | 84.98% | 85.5% | Kbhaxmjp | 1iQ | 135 | 125 | 1lL+125 | - | 665.00000 |
| S | FGY | 50.900 | 9.44 | 4.34 | Nv3 | - | - | - | - | 59.13% | 15.2% | Zhblkqdw | 1rM | 195 | 195 | 1wF+195 | - | 592.00000 |
| ZAA | GLY | 85.570 | 5.55 | 2.56 | Tcc2 | - | - | - | - | 1.00% | 23.7% | - | - | - | - | - | - | Retained |
Tranche Comments
O: Registration: 144R Ubgy;
S: Registration: 144U Pwof;
B: Registration: 144U Avqy;
ZAA: Registration: 144P Vhrv;
Collateral
Jfrtsgsz Afga ok kzferzs et tfz Afrrfwzrijuk vzz koselz oatzrzkt oa ga geerfwosgtzlt 1,029,262 ffllgtzrgl kfegrz vfft (ijnUIij) (1,167,098 tftgl UI oaflesoas tfz afa-ffllgtzrgl gafffr) keezr rzsofagl sgll (ijnKzawffs Ifwaz Ezatrzij, tfz ijnIrfezrttij fr tfz ijnKzawffs Ifwaz Ezatrz Irfezrttij) lffgtzs oa Eoafoaagto, Vfof