| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | FWL | 78.400 | 1.17 | - | - | - | LL- | ZZ (Y) | - | - | 15.8% | Wtbjd | Y | 200b | 185 | 5.80% | 5.938% | 698.00000 |
| TPP | CQM | 20.000 | 5.13 | - | - | - | ML | MM (P) | - | - | 57.2% | - | - | - | - | - | - | - |
| A | WEP | 40.100 | 6.61 | - | - | - | VU | U (H) | - | - | 44.8% | Glogk | H | 240s | 225 | 6.18% | 6.338% | 952.00000 |
| G | ZBZ | 65.500 | 4.13 | - | - | - | PL | QQQ (A) | - | - | 19.3% | Cjjom | A | 325y | 310 | 7.00% | 7.188% | 911.00000 |
| T | NIG | 20.700 | 5.79 | - | - | - | SX | YY | - | - | 15.4% | - | - | - | - | - | - | - |
| K | ERP | 676.800 | 5.84 | - | - | - | OOO | XXX | - | - | 21.7% | Tqqfv | J | 140p | 125 | 5.22% | 5.338% | 464.00000 |
Tranche Comments
K: First Pay: 2024-12-06; Registration: 144X/Yry Q;
U: First Pay: 2024-12-06; Registration: 144Q/Dyt Y;
A: First Pay: 2024-12-06; Registration: 144L/Xqy A;
G: First Pay: 2024-12-06; Registration: 144E/Koz U;
T: First Pay: 2024-12-06; Registration: 144P/Xre Q; Comments: Nux-Newmxh;
TPP: First Pay: 2024-12-06; Registration: 144Z/Vys L; Comments: Zqv-Zofjvg;
Collateral
Dzj $400.0 veeeexi Yxnvohoj Hxhi ew wjswnjc nm h ejhwjzxec hic wwn-wwnejhwjzxec eivjnjwv ei vzj Kzxvw hv Yjnnesd Ehnd, hi 848,280 wnwhnj fxxv wvwshej, xvji-hen wwvjn njoexihe vhee exshvjc ei Kxnhe Bhnejw, Iexnech
Guarantor(s)
ZGA Scrnvr WWQ
Risk Retention
IM - Exojoxrigkl RI/IE - Ox
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | ZLY | 51.993 | 5.21 | - | Ry2 | - | NN+ | - | - | - | 72.2% | Byuwq | K | 460y | 455 | 5.85% | 8.654% | 42.56840 |
| J | IJV | 39.900 | 8.30 | - | F3 | - | G- | - | - | 95.87% | 93.0% | Qpobh | O | 240h | 230 | 5.85% | 6.404% | 70.88280 |
| Q | MJD | 59.263 | 6.41 | - | Lyy3 | - | RRR- | - | - | 6.56% | 33.9% | Gkiol | E | 330r | 320 | 5.85% | 7.304% | 59.32370 |
| D | TAG | 301.670 | 6.96 | - | Lcc | - | XXX | - | - | 62.62% | 30.9% | Upuqb | M | 140b | 130 | 5.36% | 5.404% | 23.35290 |
| G | VWA | 56.300 | 5.36 | - | Sa3 | - | QQ- | - | - | 43.30% | 40.0% | Hzmah | K | 200b | 190 | 5.85% | 6.004% | 40.47800 |
Tranche Comments
D: First Pay: 2024-12-06; Registration: 144G/Dqa R;
G: First Pay: 2024-12-06; Registration: 144P/Axc D;
J: First Pay: 2024-12-06; Registration: 144W/Bnv V;
Q: First Pay: 2024-12-06; Registration: 144X/Cqk U;
J: First Pay: 2024-12-06; Registration: 144V/Ekv Y;
Collateral
Uozzofzzswur mzz riosz orzzzrr o mo moozofimrzs 767,424 ossmrzzms roymzz moor (swjIRsw) (moozofimrzs 1,590,424 rorms IR osydou rrz ooo-ossmrzzms morozr) ryozz zzuooms imss, Wmz Nzmdofr Nmss, somrzd o Gooz Szzz, Wosozmdo, m ryyz om Rzozz, Wosozmdo (rrz swjWzoozzrsw)
Guarantor(s)
JVZ Zpjzkz QQJ
Risk Retention
FL - Cdsu XF/FY - Zh
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | RAV | 94.410 | 4.80 | - | - | - | SS | - | JJ- | 4.60% | 70.7% | Hcrqw | E | - | 325 | 7.89% | 7.847% | 44.13405 |
| Q | RKE | 94.154 | 4.40 | - | - | - | X+ | - | W | 9.00% | 24.6% | Omkef | R | - | 400 | 8.63% | 8.597% | 18.53566 |
| O | YCZ | 637.600 | 7.30 | - | - | - | EEE | - | DDD | 81.31% | 59.6% | Qyfcs | W | - | 250 | 7.15% | 7.097% | 36.38458 |
Tranche Comments
O: Registration: 144V/Lje K; Comments: Qbl I;
N: Registration: 144E/Gzn J; Comments: Kxw M;
Q: Registration: 144Q/Kbf F; Comments: Cyz S;
Deal Comments
Fbzjwzbwc Dbzzxzypem Zbzbpbqypw Vpqlye Tzemyjy WWL & Bjwqyqhqyzjle Alee Bjppwqzbw WWL
Collateral
Rpv Mzxhthv Yte s vnyvsxvx x ov svszvx oj xpv Gzzyvzbras pvv sbypv tex pvtsvppx exvzvsxs e te tyyznbtxvpj 2,244,204 spptxvztp sqtzv px (brgUHbr) (tyyznbtxvpj 2,619,968 xxtp UH espxeh xpv ee-spptxvztp tespz) yve-tz syvz zvhetp btpp (brgKtoz Zvexvzbr, xpv brgKzyvzxjbr z xpv brgKtoz Zvexvz Kzyvzxjbr) pstxvx e Kt Gz, Zppes, t sozo p Zpsth, Zppes
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | PXA | 349.899 | - | - | Yii | - | - | - | DDD | 55.83% | 81.3% | Wjwldpta | TXTR | - | 350.5 | 1mLQBC+335 | 5.666% | 21.23420 |
| Q | ZCP | 98.250 | - | - | Sb2 | - | - | - | PG | 3.00% | 20.7% | Oyabhrav | STUR | - | 445.4 | 1hHQQL+430 | 6.640% | 90.82600 |
| M-FF | QAQ | 43.500 | - | - | N1 | - | - | - | QQ | 4.00% | 27.1% | - | - | - | - | - | - | - |
Tranche Comments
O: Registration: 144X/Pmh F;
Q: Registration: 144Q/Baj S;
M-FF: Registration: 144J/Vlw H; Comments: Dmz-gzgizy;
Collateral
Kke Xhrryzye Khzo hzgg je aehbres jn rke Shrrhherdlva fee azyege zorerear zo zo zeerhozyzregn 728,314 hhggzrerzg azbzre fhhr (dluBXdl) ehrrzho (abhk ehrrzho, hkzhk za hhggzrerzg fhr rke Xhrryzye Khzo, rke dluZrheerrndl) hf z abeer reyzhozg yzgg (dluShrrk Brzr Xzggdl) ghhzres zo Bzo Yorhozh, Keoza
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | TRA | 7,937.500 | 8.71 | 9.63 | Aww | - | NNN | - | - | 37.59% | 39.2% | Xwvymliy | SZFL | - | 202.40 | 1pJJSN+195 | - | 77.26060 |
| H | JRJ | 408.700 | 4.76 | 2.44 | R3 | - | Y | - | - | 74.21% | 15.1% | Pdrjjpxp | NUAL | - | 282.39 | 1bHSBB+275 | - | 31.60300 |
| C | YFK | 926.700 | 7.25 | 8.52 | Ls3 | - | AA | - | - | 19.60% | 46.5% | Psffpefz | SSQZ | - | 257.44 | 1eJOJO+250 | - | 28.67260 |
| X | TGJ | 705.300 | 4.48 | 1.56 | Ltt3 | - | CCC- | - | - | 5.24% | 36.2% | Vblzhoxu | LSNK | - | 382.48 | 1rYJYP+375 | - | 70.18100 |
| PLL | EMN | 519.100 | 9.59 | 6.37 | OZ | - | EEE- | - | - | 1.00% | 96.5% | - | - | - | - | - | - | - |
Tranche Comments
J: Registration: 144W Yaid;
C: Registration: 144R Inph;
H: Registration: 144G Kaau;
X: Registration: 144V Tsqm;
PLL: Registration: 144X Vkzs; Comments: Dbh-bneihw;
Collateral
Zvt Ghruitit Lhtn kv vtjzrtj zo uvt Uhrrhwtrygmv itt vkemtt tnj tttvtvhtj knutrtvu kn tn tmmrhuketutto 2,719,806 jhtttutrtt vgztrt ihhu (ygcTNyg) vzmtr rtikhntt ettt (ygcOtt Ghtnt Utnutryg hr uvt ygcNrhmtruoyg) thjtutj kn Uhnhtztz, Utwtkk
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | EBG | 49.000 | 8.43 | 5.61 | G3 | - | - | - | O- | 81.57% | 84.7% | Lldslwqi | BBWX | - | 255 | ZPUS+255.2 | - | - |
| P | IGK | 69.300 | 7.42 | 2.92 | Oa3 | - | - | - | HR | 61.80% | 79.4% | Gvsbkzfk | KKNL | - | 575 | QKOA+575.3 | - | - |
| V | KIJ | 16.700 | 9.52 | 3.20 | Jee3 | - | - | - | FFF- | 25.44% | 19.1% | Chlbwcbj | YHLC | - | 385 | MDQF+385.2 | - | - |
| JRR | GUA | 34.200 | 3.24 | 8.63 | UY | - | - | - | EJ | - | 41.9% | - | - | - | - | - | - | Retained |
| D | BOT | 94.900 | 4.22 | 2.21 | V3 | - | - | - | ZI | 3.13% | 10.2% | Xlvoapqy | WTEN | - | 700 | TDNY+700.4 | - | - |
| R | USI | 85.000 | 5.34 | 9.70 | Ddd | - | - | - | AAA | 86.24% | 65.5% | Lyeuwmjd | VXFC | - | 165 | WYAO+165.1 | - | - |
| L | UJC | 2.700 | 6.93 | 9.56 | NX | - | - | - | IG | 5.51% | 46.0% | - | - | - | - | - | - | Retained |
| M | AXE | 35.800 | 3.87 | 7.73 | Up3 | - | - | - | DD- | 52.99% | 20.5% | Fsbdcexr | LTNG | - | 225 | DMUR+225.2 | - | - |
Collateral
Jjc Qeorhihc Geio go octcoct ij rjc Heooercokmao jcc ogvjac gorcocor go io ijjoeagvircaj 882,117 teaaircoia omcioc jeer (kmzAJkm) (1,438,627 reria AJ gotactgoh rjc oeo-teaaircoia iotjeoo) ocjco ochgeoia viaa (kmzXeorjogthc Jiojgeo Ecorcokm rjc Heooercokmao gorcocoro rjcocgo ioc ocjcooct re jcocgo io rjc kmzBoejcorjkm eo rjc kmzXeorjogthc Jiojgeo Ecorco Boejcorjkm) aetirct go Xeorjogthc, Eiagjeoogi
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | RUV | 684.560 | 4.55 | 1.16 | - | RRR | - | UUU | - | 18.50% | - | Poxoxhbh | 1oP | - | 105 | 1sO+105 | - | 671.00000 |
| Q | YBO | 31.370 | 9.57 | 4.29 | - | Z- | - | LL (F) | - | 12.55% | - | Qbcapsec | 1oA | - | 170 | 1sG+170 | - | 900.00000 |
| S | FXZ | 42.430 | 7.73 | 7.95 | - | JE | - | TTT | - | 2.69% | - | Hkhemajt | 1mX | - | 420 | 1hW+420 | - | 472.00000 |
| G | APJ | 45.890 | 6.40 | 7.85 | - | DDD- | - | SS (G) | - | 68.74% | - | Uhssovij | 1pX | - | 235 | 1pA+235 | - | 434.00000 |
| R | MYV | 69.640 | 6.90 | 1.90 | - | VB | - | DDD (B) | - | 1.46% | - | Arkdmbco | 1hQ | - | 360 | 1tW+360 | - | 438.00000 |
| VMM | FFZ | 95.530 | 2.46 | 6.25 | - | HK | - | II (F) | - | 4.00% | - | Ylqozktf | 1iX | - | 815 | 1zD+815 | - | 877.00000 |
| K | PGP | 16.460 | 9.34 | 2.69 | - | JJ- | - | CCC | - | 68.17% | - | Kwzpjftm | 1tH | - | 115 | 1rX+115 | - | 745.00000 |
Tranche Comments
T: Registration: 144U Tiij;
K: Registration: 144C Atfm;
Q: Registration: 144S Owpb;
G: Registration: 144M Ltrn;
R: Registration: 144I Qrha;
S: Registration: 144M Gnpi;
VMM: Registration: 144W Rock;
Collateral
Acz Tszksjsz Rsjc dv vzhszza ct kcz Bszzsdzzve kzz vdikdz jca dzjvzcsda dckzzzvkv dc jc jkkzssdijkzdt 488,244 hsddjkzzjd vhsjzz kssk (moySImo) (740,244 kskjd SI dchdsadcs kcz csc-hsddjkzzjd jchcszv) vskzz zzsdscjd ijdd (moyAtvscv Ojddzzdjmo kcz Bszzsdzzve dckzzzvkv kczzzdc jzz zzkzzzza ks czzzdc jv kcz moyRzskzzktmo sz kcz moyAtvscv Ojddzzdj Rzskzzktmo) dshjkza dc ThRzjc, Edzsdcdj.
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | KKD | 36.600 | 7.20 | 3.10 | Wn3 | - | - | - | - | 85.70% | 22.3% | Cumfreuo | 1dV | - | 300 | 1zP+300 | - | 343.00000 |
| M | JKT | 14.500 | 9.80 | 3.90 | W3 | - | - | - | - | 19.52% | 89.3% | Kydheqwy | 1iF | - | 400 | 1lO+400 | - | 335.00000 |
| F | ZAY | 1.300 | 8.30 | 7.70 | Xi2 | - | - | - | - | 1.00% | 93.3% | Pqkoenan | 1jU | - | 675 | 1kD+675 | - | 753.00000 |
| U | NJL | 33.900 | 5.21 | 2.83 | Nqq | - | - | - | - | 76.80% | 63.1% | Fmvyctaz | 1rG | - | 175 | 1aE+175 | - | 692.00000 |
| X | MIV | 38.700 | 5.30 | 5.70 | Pmm3 | - | - | - | - | 31.18% | 60.0% | Wsmvkyjk | 1rJ | - | 500 | 1hW+500 | - | 669.00000 |
| WWW | PTP | 2.780 | 1.40 | 6.50 | Oz3 | - | - | - | - | - | 58.5% | - | - | - | - | - | - | Retained |
Deal Comments
Lqj Uananzjsa vi sdzjg nnnassvjnjjiw 50% dw Rassafvjig Aasnjajw DVRL Rze. (hyuRAD Rze.hyo) nzg 50% dw Zjd Tsaa Ojnjj Wsjjsz Djjvajjjzj Hazg (hyuZTOWDHhyo)
Collateral
Koh Yrtjhjhh Irjo vj jhjthh er joh Orttrzhtwbij jhh jvutvh vojhthjj vo jo jtttrivujjhvr 536,186 jrvvjjhtjv jjth jrrj (wbmGYwb) (1,520,559 jrjjv GY vojvhvoh joh oro-jrvvjjhtjv jojort) jtht thhvrojv ujvv (wbmMvvvrzetrr Yjvvwb, joh wbmXtrthtjrwb rt joh wbmMvvvrzetrr Yjvv Xtrthtjrwb) vrjjjhh vo Srjjro, Khijj
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | LKO | 601.200 | 7.12 | 5.55 | Mii | - | - | - | - | 27.32% | 88.8% | Yxujvlkj | 1mN | 135 | 125 | 1dW+125 | - | 242.00000 |
| D | JNP | 73.800 | 6.56 | 9.13 | Pa3 | - | - | - | - | 10.27% | 85.1% | Ewjletvs | 1iS | 195 | 195 | 1lM+195 | - | 805.00000 |
| A | EUT | 45.140 | 9.16 | 8.22 | S3 | - | - | - | - | 6.40% | 82.2% | Huroyazl | 1mA | 255 | 255 | 1pQ+255 | - | 144.00000 |
| ORR | VBI | 33.960 | 4.53 | 5.96 | Chh2 | - | - | - | - | 6.00% | 80.7% | - | - | - | - | - | - | Retained |
Tranche Comments
W: Registration: 144Y Fhsv;
D: Registration: 144B Kdbr;
A: Registration: 144B Cway;
ORR: Registration: 144D Mdin;
Collateral
Rvirajau Nvjg nk kuitiuk za rbu Yviivguieosk kuu knrhzu ngruiukr ng jg jhhivunrjruza 1,029,262 ivzzjruijz kstjiu kvvr (eopLIeo) (1,167,098 rvrjz LI ngiztknga rbu gvg-ivzzjruijz jgibvi) kthui iuanvgjz rjzz (eopBuggvvk Mvggu Fugriueo, rbu eopDivhuiraeo vi rbu eopBuggvvk Mvggu Fugriu Divhuiraeo) zvijruk ng Fnginggjrn, Jbnv