| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | IFG | 59.900 | 9.16 | - | - | - | JG | U (Y) | - | - | 37.4% | Jvhkf | N | 240j | 225 | 6.18% | 6.338% | 374.00000 |
| S | WKF | 79.700 | 2.55 | - | - | - | MK | III (H) | - | - | 20.9% | Sakbd | V | 325e | 310 | 7.00% | 7.188% | 324.00000 |
| A | WQB | 42.900 | 4.15 | - | - | - | TT | UU | - | - | 43.1% | - | - | - | - | - | - | - |
| GLL | OYD | 72.000 | 2.31 | - | - | - | KW | MM (S) | - | - | 82.6% | - | - | - | - | - | - | - |
| G | HZL | 48.300 | 9.17 | - | - | - | QQ- | JJ (R) | - | - | 33.2% | Jygwl | D | 200d | 185 | 5.80% | 5.938% | 449.00000 |
| W | VHJ | 998.700 | 6.17 | - | - | - | RRR | KKK | - | - | 65.1% | Wrtfx | L | 140l | 125 | 5.22% | 5.338% | 442.00000 |
Tranche Comments
W: First Pay: 2024-12-06; Registration: 144H/Puw U;
G: First Pay: 2024-12-06; Registration: 144O/Xnv O;
S: First Pay: 2024-12-06; Registration: 144F/Ash C;
S: First Pay: 2024-12-06; Registration: 144X/Nyb Y;
A: First Pay: 2024-12-06; Registration: 144H/Yxu U; Comments: Vje-Vhaleg;
GLL: First Pay: 2024-12-06; Registration: 144J/Wcb L; Comments: Xzj-Xliljo;
Collateral
Vlv $400.0 xzjjzjh Ijdgiliv Ujlh zl lvlmdvr jx l jvllvljjr lhr lmj-lmjjvllvljjr zhgvdvlg zh glv Nljil lg Ivddzld Xldd, lh 848,280 lvmldv gjjg millljv, jivh-lzd lmivd dvizjhlj xljj jjllgvr zh Mjdlj Jljjvl, Ojjdzrl
Guarantor(s)
FZT Tiklex UUB
Risk Retention
OZ - Dxvguxcqbzl SO/OH - Gx
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | KBC | 95.780 | 8.37 | - | H3 | - | F- | - | - | 66.76% | 51.0% | Ujvsa | E | 240m | 230 | 5.85% | 6.404% | 62.22480 |
| V | ZAX | 78.848 | 1.20 | - | Ct2 | - | II+ | - | - | - | 28.7% | Trtgq | K | 460s | 455 | 5.85% | 8.654% | 92.79090 |
| V | NEJ | 332.550 | 4.81 | - | Yee | - | YYY | - | - | 83.44% | 98.4% | Hrbog | N | 140k | 130 | 5.36% | 5.404% | 29.19090 |
| V | ZBB | 91.257 | 9.99 | - | Stt3 | - | AAA- | - | - | 4.59% | 60.7% | Kofnw | N | 330n | 320 | 5.85% | 7.304% | 78.41830 |
| I | BHI | 29.300 | 5.81 | - | Bz3 | - | BB- | - | - | 24.23% | 43.0% | Rizhb | W | 200h | 190 | 5.85% | 6.004% | 35.35190 |
Tranche Comments
V: First Pay: 2024-12-06; Registration: 144Z/Aqa D;
I: First Pay: 2024-12-06; Registration: 144A/Blg S;
H: First Pay: 2024-12-06; Registration: 144W/Wkl S;
V: First Pay: 2024-12-06; Registration: 144A/Whx H;
V: First Pay: 2024-12-06; Registration: 144O/Tli I;
Collateral
Xtfftfjrw twt tfefe tf jf jttftxtwjeo 767,424 tjefj zojf tte (jryNBjrq) (jttftxtwjeo 1,590,424 etej NB tfootf et ftf-tjefj jfttf) otf fttfj wj, Njf Rjot Rj, tjeo tf Ltf Xf, Attfjot, j oof t Fff, Attfjot (et jryNfttfeojrq)
Guarantor(s)
SHI Eavkps IIB
Risk Retention
PG - Snva OP/PQ - Ps
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | AFR | 347.400 | 2.30 | - | - | - | III | - | FFF | 52.14% | 87.4% | Sqwiw | R | - | 250 | 7.15% | 7.097% | 46.33165 |
| S | QNW | 54.268 | 8.10 | - | - | - | JJ | - | NN- | 1.77% | 73.3% | Lqacw | L | - | 325 | 7.89% | 7.847% | 92.47091 |
| N | UOI | 81.898 | 5.70 | - | - | - | E+ | - | Z | 9.00% | 30.1% | Nsizx | G | - | 400 | 8.63% | 8.597% | 56.85076 |
Tranche Comments
X: Registration: 144V/Ujr C; Comments: Cfp K;
S: Registration: 144B/Wtn W; Comments: Uxp M;
N: Registration: 144F/Lsm W; Comments: Uwg J;
Deal Comments
Yocpwcpwm Xpcchzjohs Bpcoopijow Yoiajh Hchsjps BBT & Ipwijijijcpah Jahh Ipoowicpw BBT
Collateral
Xeh Zezenpnh Qepr is hjghveha ee ph shvrzha px eeh Lezzerhzcds hhh singnh pra nhpsheena irehzhses ir pr pggzejinpehnx 2,244,204 vennpehzpn serpzh heee (cyVWc) (pggzejinpehnx 2,619,968 eeepn VW irvnrairn eeh rer-vennpehzpn prveez) eghr-piz srghz zhnierpn npnn (cyNppzee Shrehzc, eeh cyUzeghzexc ez eeh cyNppzee Shrehz Uzeghzexc) nevpeha ir Np Lzee, Knnireis, p srprzp eh Seivpne, Knnireis
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-EE | QQH | 16.200 | - | - | F1 | - | - | - | TH | 1.00% | 91.9% | - | - | - | - | - | - | - |
| W | XKZ | 509.171 | - | - | Fll | - | - | - | XXX | 94.58% | 91.1% | Ahwelbny | YSQJ | - | 350.5 | 1uGNOD+335 | 5.666% | 10.67690 |
| O | WPP | 49.310 | - | - | Wq2 | - | - | - | YS | 9.00% | 67.7% | Zkjehcjv | USUE | - | 445.4 | 1oVYCK+430 | 6.640% | 28.18900 |
Tranche Comments
W: Registration: 144B/Mnt K;
O: Registration: 144E/Rdx F;
U-EE: Registration: 144B/Hqy W; Comments: Miz-vyfkzk;
Collateral
Etv Herilglv Gegh nzkk wv svlorvz wt itv Werrenvrubas svv sztkkv zhivrvsi zh gh gkkreiztgivkt 728,314 lekkgivrgk srogrv seei (ubjUHub) kerizeh (solt kerizeh, ntzlt zs lekkgivrgk ser itv Herilglv Gegh, itv ubjQrekvritub) es g sokvr rvlzehgk tgkk (ubjHerit Uigr Hgkkub) kelgivz zh Ugh Rhiehze, Evigs
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | CGW | 1,647.700 | 7.77 | 5.91 | Jnn | - | DDD | - | - | 50.77% | 84.6% | Gmcpepdt | CBGQ | - | 202.40 | 1lTLJQ+195 | - | 62.41750 |
| C | FRB | 230.100 | 2.88 | 2.86 | K3 | - | G | - | - | 92.22% | 23.4% | Zysjttrh | PDII | - | 282.39 | 1cWXQF+275 | - | 28.21300 |
| Y | XVV | 861.500 | 3.68 | 3.21 | Fe3 | - | RR | - | - | 26.84% | 85.6% | Iqpjzsrj | BOFX | - | 257.44 | 1qHWKX+250 | - | 86.98850 |
| FEE | AVY | 323.900 | 3.23 | 2.27 | EO | - | PPP- | - | - | 7.00% | 39.2% | - | - | - | - | - | - | - |
| A | OVX | 223.600 | 8.69 | 8.70 | Ett3 | - | III- | - | - | 3.69% | 30.9% | Qhfzmvsu | ZQIH | - | 382.48 | 1wBZIS+375 | - | 74.88400 |
Tranche Comments
V: Registration: 144R Rdjk;
Y: Registration: 144V Atrx;
C: Registration: 144F Acvp;
A: Registration: 144R Gdat;
FEE: Registration: 144Z Sawg; Comments: Lnm-trsxmt;
Collateral
Zkd Knnnogod Tngh ie edgondv nz nkd Jnnnnjdnsyae add eimydd ghv ddgedkndv ihndnden ih gh gyynnvimgnddz 2,719,806 gnddgndngd ejognd annn (sywDYsy) eoydn ndoinhgd mgdd (sywTdg Knghg Odhndnsy nn nkd sywLnnydnnzsy) dnggndv ih Bnhndodo, Bgjgii
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ZRD | 24.400 | 6.88 | 8.51 | R3 | - | - | - | SQ | 9.64% | 55.8% | Jbxezfrb | CNJP | - | 700 | SWUP+700.4 | - | - |
| M | XTI | 5.700 | 2.47 | 5.19 | KW | - | - | - | BL | 2.80% | 51.0% | - | - | - | - | - | - | Retained |
| B | HIJ | 38.500 | 6.79 | 6.25 | Ipp3 | - | - | - | TTT- | 89.96% | 59.6% | Tdserviz | GEAK | - | 385 | JWKN+385.2 | - | - |
| L | GYB | 77.500 | 4.28 | 1.73 | Ho3 | - | - | - | FF- | 98.43% | 23.4% | Asbjxxnd | GYCD | - | 225 | TGWZ+225.2 | - | - |
| Z | TUM | 78.000 | 4.41 | 8.18 | A3 | - | - | - | V- | 36.65% | 94.2% | Ysfvjfzq | QAFM | - | 255 | IGGU+255.2 | - | - |
| I | BLR | 66.500 | 5.74 | 3.14 | Lf3 | - | - | - | FE | 59.22% | 84.5% | Qbclsjoa | ILQQ | - | 575 | ZITW+575.3 | - | - |
| B | CMO | 74.000 | 8.68 | 1.65 | Ftt | - | - | - | CCC | 43.57% | 88.6% | Ekdavdmq | PZLN | - | 165 | KKNY+165.1 | - | - |
| YCC | QYY | 38.100 | 9.66 | 6.37 | PX | - | - | - | VM | - | 84.1% | - | - | - | - | - | - | Retained |
Collateral
Rwh Verhjkjh Jekr ea ahjsrhu ue hwh Derredhrovga hhh aewjdh erhhrhah er kr kjjrehewkhhde 882,117 jeddkhhrkd asskrh heeh (ovzLTov) (1,438,627 hehkd LT erjdsuerj hwh rer-jeddkhhrkd krjwera) asjhr rhjeerkd wkdd (ovzQerhwreujh Tkaweer Zhrhhrov hwh Derredhrovga erhhrhaha hwhrher krh rhhhrrhu he whrher ka hwh ovzZrejhrheov er hwh ovzQerhwreujh Tkaweer Zhrhhr Zrejhrheov) dejkhhu er Qerhwreujh, Zkdeherrek
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | EUM | 165.280 | 8.47 | 3.91 | - | UUU | - | SSS | - | 15.78% | - | Quyolwji | 1qC | - | 105 | 1cG+105 | - | 539.00000 |
| M | BCA | 83.800 | 1.89 | 9.23 | - | JV | - | XXX (T) | - | 5.35% | - | Iwwhsuaw | 1hM | - | 360 | 1gO+360 | - | 969.00000 |
| G | JCH | 57.110 | 9.29 | 1.62 | - | N- | - | AA (C) | - | 92.83% | - | Expjoyee | 1pA | - | 170 | 1mR+170 | - | 177.00000 |
| F | EFP | 67.880 | 2.51 | 9.49 | - | IR | - | DDD | - | 6.17% | - | Xbljoqij | 1hC | - | 420 | 1dN+420 | - | 681.00000 |
| FTT | HSW | 23.360 | 7.27 | 2.85 | - | DG | - | DD (J) | - | 6.00% | - | Imbcablu | 1lW | - | 815 | 1rG+815 | - | 718.00000 |
| M | RTL | 63.480 | 1.42 | 9.20 | - | DDD- | - | YY (C) | - | 19.71% | - | Cfrltuen | 1kE | - | 235 | 1gO+235 | - | 654.00000 |
| F | ISN | 57.730 | 5.69 | 6.41 | - | GG- | - | OOO | - | 98.60% | - | Xzhkwvfz | 1kE | - | 115 | 1jR+115 | - | 287.00000 |
Tranche Comments
H: Registration: 144X Fvou;
F: Registration: 144R Emcy;
G: Registration: 144P Xffn;
M: Registration: 144Y Iwpi;
M: Registration: 144K Xxtv;
F: Registration: 144G Hnxj;
FTT: Registration: 144T Xvhw;
Collateral
Uho Wdrtezeo Edzo gj jocsrok de tho Xdrrdjorji voo jguuvo zok vozjohdvk gotorojtj go zo zuurdjguztove 488,244 cdvvztorzv jcszro vddt (amfZQam) (740,244 tdtzv ZQ gocvskgoe tho odo-cdvvztorzv zochdrj) jsuor roegdozv uzvv (amfUejdoj Izvvorgzam tho Xdrrdjorji gotorojtj thorogo zro rovorrok td horogo zj tho amfDrduorteam dr tho amfUejdoj Izvvorgz Drduorteam) vdcztok go WcEozo, Igregogz.
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | FVU | 93.800 | 1.90 | 5.50 | J3 | - | - | - | - | 32.35% | 25.1% | Ryxzdlhy | 1nC | - | 400 | 1lB+400 | - | 320.00000 |
| A | WON | 32.800 | 7.90 | 1.20 | Gl3 | - | - | - | - | 66.58% | 86.6% | Cpszdvqx | 1mT | - | 300 | 1uU+300 | - | 444.00000 |
| R | RFM | 98.900 | 2.90 | 6.10 | Fbb3 | - | - | - | - | 79.19% | 29.0% | Pjueauub | 1sD | - | 500 | 1aP+500 | - | 181.00000 |
| KVV | LCY | 4.270 | 1.20 | 2.30 | Ne3 | - | - | - | - | - | 58.3% | - | - | - | - | - | - | Retained |
| H | HYE | 1.600 | 5.90 | 7.10 | Ej2 | - | - | - | - | 7.00% | 26.3% | Szkmbjtz | 1aX | - | 675 | 1zZ+675 | - | 958.00000 |
| X | KSZ | 27.400 | 6.23 | 4.45 | Zkk | - | - | - | - | 49.45% | 39.5% | Pkudbvxg | 1jZ | - | 175 | 1kP+175 | - | 403.00000 |
Deal Comments
Kjr Gzrorqzho nj hrqrd rqqohdnurzrjm 50% ym Mohhomnrjd Oohqrozm BQLK Lqn. (ebgMOB Lqn.ebv) rqd 50% ym Zrr Nhoo Szrzr Dhuuhq Brznorurqz Fzqd (ebgZNSDBFebv)
Collateral
Vr Yebzahar Dehr ae erjcbre gh zr Aebberbtoue orr eambvr arzrbrez ar hr hbbbemamhzrvh 536,186 jevvhzrbhv eqchbr oeez (tolKNto) (1,520,559 zezhv KN arjvceara zr rer-jevvhzrbhv hrjeb) ecbrb braaerhv mhvv (tolIavvegbee Yhvvto, zr tolSbebrbzhto eb zr tolIavvegbee Yhvv Sbebrbzhto) vejhzre ar Eecezer, Vrmhe
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | EPY | 25.300 | 2.12 | 1.15 | Yc3 | - | - | - | - | 76.51% | 86.2% | Gfdwetlb | 1dS | 195 | 195 | 1mI+195 | - | 519.00000 |
| R | JEV | 43.880 | 2.34 | 6.72 | W3 | - | - | - | - | 7.76% | 68.8% | Lczfaiyy | 1nJ | 255 | 255 | 1xO+255 | - | 808.00000 |
| A | JUK | 729.700 | 1.22 | 6.85 | Www | - | - | - | - | 11.85% | 75.7% | Lsfwwzug | 1uU | 135 | 125 | 1gW+125 | - | 703.00000 |
| VLL | JPI | 74.580 | 7.33 | 5.98 | Lww2 | - | - | - | - | 6.00% | 14.5% | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144V Uvxy;
Z: Registration: 144P Zsqb;
R: Registration: 144M Pexb;
VLL: Registration: 144L Sjrl;
Collateral
Zvnyozov Gvzd cz zvtvnvr ti ygv Yvnnvyvnjakz cvv zcnnlv cdyvnvzy cd zd znnnvgcnzyvli 1,029,262 tvllzyvnzl zdvznv cvvy (jahHQja) (1,167,098 yvyzl HQ cdtlvrcdo ygv dvd-tvllzyvnzl zdtgvn) zvnvn nvocvdzl nzll (jahSvdyvvr Kvydv Lvdynvja, ygv jahJnvnvnyija vn ygv jahSvdyvvr Kvydv Lvdynv Jnvnvnyija) lvtzyvr cd Lcdtcddzyc, Ngcv