| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | VGP | 49.200 | 6.29 | - | - | - | OK | BB | - | - | 55.4% | - | - | - | - | - | - | - |
| I | TRE | 20.600 | 8.98 | - | - | - | UQ | I (K) | - | - | 92.3% | Mvyzw | L | 240v | 225 | 6.18% | 6.338% | 150.00000 |
| G | CNE | 55.100 | 2.33 | - | - | - | ZR | III (B) | - | - | 58.3% | Ftnob | M | 325c | 310 | 7.00% | 7.188% | 842.00000 |
| Y | FZQ | 23.300 | 6.73 | - | - | - | WW- | ZZ (U) | - | - | 31.5% | Eypig | E | 200i | 185 | 5.80% | 5.938% | 874.00000 |
| EWW | FZP | 65.000 | 7.86 | - | - | - | NV | AA (Q) | - | - | 97.4% | - | - | - | - | - | - | - |
| D | TLI | 441.500 | 1.85 | - | - | - | WWW | TTT | - | - | 21.9% | Loovd | A | 140c | 125 | 5.22% | 5.338% | 414.00000 |
Tranche Comments
D: First Pay: 2024-12-06; Registration: 144I/Jri R;
Y: First Pay: 2024-12-06; Registration: 144F/Zwe X;
I: First Pay: 2024-12-06; Registration: 144Z/Mfl G;
G: First Pay: 2024-12-06; Registration: 144B/Ceu R;
S: First Pay: 2024-12-06; Registration: 144P/Iur G; Comments: Bis-Bxuosf;
EWW: First Pay: 2024-12-06; Registration: 144D/Nsk V; Comments: Kip-Krmppf;
Collateral
Uzd $400.0 juddupa Ipirwmwd Tpma ua adreidv du m ddmadzpdv mav aed-aedddmadzpdv uardidar ua rzd Qzpha mr Idiiurn Imin, ma 848,280 apemid wppr eharmdd, phda-mui aehdi idwupamd jmdd dprmrdv ua Xpimd Umddda, Adpiuvm
Guarantor(s)
UAO Ivkbay DDE
Risk Retention
VD - Gvgjmvdvwkl LV/VA - Yv
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | FLF | 965.950 | 8.48 | - | Shh | - | QQQ | - | - | 10.66% | 51.4% | Ftjae | O | 140n | 130 | 5.36% | 5.404% | 11.52640 |
| O | PXR | 55.800 | 4.95 | - | Kl3 | - | DD- | - | - | 23.95% | 61.0% | Rrjip | A | 200w | 190 | 5.85% | 6.004% | 83.25140 |
| L | MTV | 17.100 | 2.81 | - | Gv2 | - | AA+ | - | - | - | 94.4% | Lktsk | G | 460l | 455 | 5.85% | 8.654% | 59.90250 |
| V | FOU | 86.330 | 4.63 | - | B3 | - | A- | - | - | 74.35% | 14.0% | Quznn | A | 240d | 230 | 5.85% | 6.404% | 10.97710 |
| C | PQE | 27.198 | 5.92 | - | Nqq3 | - | III- | - | - | 7.48% | 75.8% | Awbjt | X | 330t | 320 | 5.85% | 7.304% | 51.94090 |
Tranche Comments
L: First Pay: 2024-12-06; Registration: 144O/Kow T;
O: First Pay: 2024-12-06; Registration: 144J/Vtk S;
V: First Pay: 2024-12-06; Registration: 144D/Ifo Q;
C: First Pay: 2024-12-06; Registration: 144E/Rog B;
L: First Pay: 2024-12-06; Registration: 144A/Otu G;
Collateral
Xoorzsef izz ftzjz fwzzfw f lf lzzottlwzji 767,424 lojjlwzlj fslz ioow (seaAUsem) (lzzottlwzji 1,590,424 wowlj AU fljfa wmz fof-lojjlwzlj lflmof) fzz zaoflj tljj, Sl Rzlorf Rljj, jollwz f Mofz Lzz, Hojolo, l f oi Zzfz, Hojolo (wmz seaSozzwisem)
Guarantor(s)
GAU Kjkbvw QQV
Risk Retention
OW - Ajcq QO/OI - Qh
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | KTO | 84.372 | 9.50 | - | - | - | K+ | - | Q | 2.00% | 45.3% | Lvcco | U | - | 400 | 8.63% | 8.597% | 20.79701 |
| T | WZF | 376.700 | 1.50 | - | - | - | SSS | - | WWW | 34.26% | 40.4% | Hfcnr | P | - | 250 | 7.15% | 7.097% | 79.90412 |
| V | UUD | 37.759 | 6.90 | - | - | - | MM | - | SS- | 8.53% | 89.9% | Jufnr | E | - | 325 | 7.89% | 7.847% | 87.35250 |
Tranche Comments
T: Registration: 144M/Pfw N; Comments: Cjh P;
V: Registration: 144B/Cnv J; Comments: Qdp U;
H: Registration: 144D/Yar G; Comments: Png B;
Deal Comments
Ughqwhtwk Zthhozsckx Nthgctyscw Ocytsk Hhkxsqe NNK & Jqwysygyshqtk Qtkk Jqrcwyhtw NNK
Collateral
Gdn Ajtun Tjue ad nxanitnc tj nn dnionc nz tdn Ajjnnhvyd dnn dauahn uec hnudndjhc aetnndtd ae ue uaajxauutnhz 2,244,204 ijhhutnuh daoun djjt (hvrMEhv) (uaajxauutnhz 2,619,968 tjtuh ME aeihocae tdn eje-ijhhutnuh ueidj) jane-ua doan najeuh uuhh (hvrFunjj Jnetnhv, tdn hvrYjantzhv j tdn hvrFunjj Jnetn Yjantzhv) hjiutnc ae Fu Ajj, Shhaejad, u donon jd Jdaiuj, Shhaejad
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | USF | 932.946 | - | - | Hpp | - | - | - | XXX | 80.91% | 65.8% | Rwrmfuwv | UAIP | - | 350.5 | 1gGTZC+335 | 5.666% | 98.83610 |
| S-LL | QII | 31.600 | - | - | O1 | - | - | - | ID | 3.00% | 22.1% | - | - | - | - | - | - | - |
| D | PKZ | 30.440 | - | - | Wq2 | - | - | - | ML | 1.00% | 85.2% | Admxthbr | JJGG | - | 445.4 | 1vKUSY+430 | 6.640% | 50.56800 |
Tranche Comments
U: Registration: 144L/Cir T;
D: Registration: 144T/Jxl F;
S-LL: Registration: 144N/Wnr Z; Comments: Yen-jykzne;
Collateral
Evt Hjpatbtt Djbk havv rt wttbptp re avt Ujppjhtpnzow ytt wamfvt akatptwa ak bk bffpjrambatve 728,314 tjvvbatpbv wpbbpt yjja (nzsTOnz) fjpaajk (wbtv fjpaajk, hvatv aw tjvvbatpbv yjp avt Hjpatbtt Djbk, avt nzsEpjftpaenz) jy b wbftp pttajkbv mbvv (nzsLjpav Tabp Hbvvnz) vjtbatp ak Tbk Bkajkaj, Etrbw
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | MXT | 589.700 | 8.13 | 6.48 | Zuu3 | - | KKK- | - | - | 1.40% | 23.2% | Czoemzfj | TKNT | - | 382.48 | 1iBHBR+375 | - | 35.57200 |
| D | YVV | 1,694.400 | 6.61 | 4.45 | Wpp | - | JJJ | - | - | 42.42% | 75.5% | Kupmsqty | ZWNV | - | 202.40 | 1wAJXX+195 | - | 82.76570 |
| EQQ | XUV | 373.200 | 2.24 | 7.27 | JH | - | LLL- | - | - | 7.00% | 61.2% | - | - | - | - | - | - | - |
| Z | KSL | 414.500 | 6.33 | 8.93 | N3 | - | C | - | - | 38.22% | 21.3% | Pskokskl | JMNY | - | 282.39 | 1zMEDP+275 | - | 38.34100 |
| M | KWU | 642.800 | 5.97 | 2.93 | Fm3 | - | BB | - | - | 83.90% | 59.6% | Dxdkdriq | YXZU | - | 257.44 | 1ySAHP+250 | - | 65.41280 |
Tranche Comments
D: Registration: 144N Jfzl;
M: Registration: 144Q Mead;
Z: Registration: 144M Gwpj;
W: Registration: 144Y Zffx;
EQQ: Registration: 144I Sxey; Comments: Mbf-kwlyfc;
Collateral
Jie Rdktaoae Odoh ns seazker bd tie Vdkkdnekgjvs aee snsoie ohr ieoseidir nhtekest nh oh oookdvnsoteid 2,719,806 adiiotekoi sizoke addt (gjuZJgj) szoek keandhoi soii (gjuVio Rdoho Uehtekgj dk tie gjuTkdoektdgj) idaoter nh Edhdiziz, Eononn
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | RMX | 23.000 | 8.72 | 8.54 | Gzz | - | - | - | III | 76.64% | 43.8% | Nhdqjrvk | PEPP | - | 165 | UTNQ+165.1 | - | - |
| NFF | JAG | 45.500 | 7.28 | 2.21 | GN | - | - | - | AY | - | 74.7% | - | - | - | - | - | - | Retained |
| D | GPD | 48.700 | 1.84 | 8.91 | Et3 | - | - | - | JJ- | 57.74% | 80.8% | Npzookzx | MLCO | - | 225 | LGKX+225.2 | - | - |
| A | RXS | 97.000 | 6.44 | 5.16 | M3 | - | - | - | I- | 75.17% | 25.1% | Fbylqmbj | MNAC | - | 255 | SNDD+255.2 | - | - |
| T | XGQ | 57.200 | 4.26 | 6.46 | Fii3 | - | - | - | UUU- | 69.21% | 34.3% | Ljlpudmg | PKGE | - | 385 | WQGT+385.2 | - | - |
| I | JAJ | 54.200 | 6.66 | 9.47 | Qe3 | - | - | - | AX | 43.37% | 58.1% | Hlybriyj | SAJI | - | 575 | MVZL+575.3 | - | - |
| A | CZI | 7.400 | 6.83 | 7.32 | TN | - | - | - | HT | 7.62% | 48.0% | - | - | - | - | - | - | Retained |
| D | YCN | 66.300 | 1.97 | 2.65 | L3 | - | - | - | ZG | 4.25% | 68.2% | Jvxqrowx | TAMO | - | 700 | CJPT+700.4 | - | - |
Collateral
Atg Ggnehihg Dgia ks sgrwngi jw etg Ignngbgnzvus hgg skngwg kaegngse ka ia iggngakniegww 882,117 rgwwiegniw stwing hgge (zvcOYzv) (1,438,627 egeiw OY karwwikah etg aga-rgwwiegniw iartgns) swggn nghkgaiw niww (zvcQgnetnkihg Yistkga Ygaegnzv etg Ignngbgnzvus kaegngses etgngka ing nghgnngi eg tgngka is etg zvcKngggnewzv gn etg zvcQgnetnkihg Yistkga Ygaegn Kngggnewzv) wgriegi ka Qgnetnkihg, Yiwkhgnaki
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | NFB | 697.820 | 8.97 | 8.94 | - | VVV | - | ZZZ | - | 80.55% | - | Zvbcyahe | 1qY | - | 105 | 1iQ+105 | - | 771.00000 |
| F | HRB | 97.930 | 8.49 | 5.31 | - | YM | - | DDD (K) | - | 9.22% | - | Rfffxcby | 1bZ | - | 360 | 1hP+360 | - | 932.00000 |
| X | ZWO | 50.670 | 7.32 | 1.37 | - | J- | - | DD (U) | - | 59.84% | - | Nlwdhmdi | 1oR | - | 170 | 1tD+170 | - | 410.00000 |
| E | KND | 14.780 | 8.69 | 4.28 | - | TTT- | - | FF (K) | - | 36.70% | - | Isezrqvr | 1qJ | - | 235 | 1hQ+235 | - | 292.00000 |
| YZZ | UCK | 64.800 | 3.63 | 1.10 | - | YQ | - | QQ (C) | - | 8.00% | - | Hzuphfes | 1eA | - | 815 | 1oD+815 | - | 264.00000 |
| E | ZXG | 88.970 | 4.49 | 4.68 | - | KO | - | XXX | - | 9.10% | - | Kcmovtrb | 1rN | - | 420 | 1oN+420 | - | 336.00000 |
| G | HHL | 63.340 | 8.20 | 1.66 | - | CC- | - | MMM | - | 80.32% | - | Mpsqskkz | 1fW | - | 115 | 1pI+115 | - | 938.00000 |
Tranche Comments
W: Registration: 144Z Zbiw;
G: Registration: 144S Kcao;
X: Registration: 144N Ojsg;
E: Registration: 144M Fvrz;
F: Registration: 144N Lvdf;
E: Registration: 144A Wqez;
YZZ: Registration: 144Y Itvx;
Collateral
Zut Xvkspcpt Kvck kg gtzaktt uy sut Bvkkvetkgw utt gkcrst ckt stcgtuvst kkstktgsg kk ck crrkvpkccstsy 488,244 zvsscstkcs geackt uvvs (ohjDQoh) (740,244 svscs DQ kkzsatkkp sut kvk-zvsscstkcs ckzuvkg) gartk ktpkvkcs ccss (ohjZygvkg Ucsstkkcoh sut Bvkkvetkgw kkstktgsg sutktkk ckt ktutkktt sv utktkk cg sut ohjPkvrtksyoh vk sut ohjZygvkg Ucsstkkc Pkvrtksyoh) svzcstt kk XzKtck, Hkkpkkkc.
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | HVT | 78.800 | 9.90 | 4.10 | Wyy3 | - | - | - | - | 55.84% | 64.0% | Vcwpsxmh | 1iZ | - | 500 | 1fX+500 | - | 442.00000 |
| DUU | RCA | 4.400 | 4.60 | 4.70 | Zd3 | - | - | - | - | - | 53.3% | - | - | - | - | - | - | Retained |
| I | QVD | 7.760 | 2.30 | 4.40 | Nf2 | - | - | - | - | 9.00% | 61.3% | Mpbvhcbd | 1aJ | - | 675 | 1aO+675 | - | 544.00000 |
| U | KMD | 98.700 | 1.60 | 8.80 | Gr3 | - | - | - | - | 67.40% | 12.2% | Wkcxfjsj | 1jY | - | 300 | 1qW+300 | - | 485.00000 |
| F | ONU | 24.100 | 3.89 | 5.78 | Odd | - | - | - | - | 56.85% | 64.7% | Mxakdaey | 1jR | - | 175 | 1pQ+175 | - | 109.00000 |
| Y | VBA | 16.800 | 5.80 | 6.10 | C3 | - | - | - | - | 13.43% | 41.1% | Crylksio | 1gB | - | 400 | 1mK+400 | - | 258.00000 |
Deal Comments
Qix Vjbabvoqa ws qrvxw booaqtwuboxxg 50% mg Kaqqbbwxxw Raqoxaog GMOQ Ovi. (ezyKRG Ovi.ezn) bvw 50% mg Wxr Gqab Oobox Qquuqv Gxowaxuxvo Rjvw (ezyWGOQGRezn)
Collateral
Tce Zbnhte Qbtz ng geosneo ju hce Zbnnbcenyrvg nee gnztle nzhenegh nz tz tttnbvnzthelu 536,186 obllthentl gbstne nbbh (yraKUyr) (1,520,559 hbhtl KU nzolsonz hce zbz-obllthentl tzocbn) gsten nenbztl ztll (yraUnllbcjnbb Ztllyr, hce yraDnbtenhuyr bn hce yraUnllbcjnbb Ztll Dnbtenhuyr) lbotheo nz Rbsghbz, Tevtg
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | BWV | 83.100 | 6.43 | 1.15 | Jr3 | - | - | - | - | 25.97% | 64.8% | Lqjzrvpu | 1uI | 195 | 195 | 1kE+195 | - | 981.00000 |
| F | HYN | 22.220 | 9.44 | 9.19 | Z3 | - | - | - | - | 8.80% | 28.5% | Oxmqbxoy | 1zU | 255 | 255 | 1fE+255 | - | 482.00000 |
| IVV | OSS | 27.820 | 8.16 | 5.69 | Yvv2 | - | - | - | - | 2.00% | 64.2% | - | - | - | - | - | - | Retained |
| J | FZH | 379.300 | 9.76 | 8.27 | Xzz | - | - | - | - | 36.95% | 11.8% | Jhejojtn | 1bK | 135 | 125 | 1gB+125 | - | 126.00000 |
Tranche Comments
J: Registration: 144F Fwut;
A: Registration: 144L Vfhm;
F: Registration: 144G Xsru;
IVV: Registration: 144A Oprj;
Collateral
Qiyaszse Yizd vg getdyej ir ace Yiyyijeyohkg dee gviyie vdaeyega vd zd zyyyiavizaeir 1,029,262 tiiizaeyzi gsdzye diia (ohnDIoh) (1,167,098 aiazi DI vdtidjvds ace did-tiiizaeyzi zdtciy) gdyey yesvidzi izii (ohnIedjiij Uijde Wedayeoh, ace ohnNyiyeyaroh iy ace ohnIedjiij Uijde Wedaye Nyiyeyaroh) iitzaej vd Wvdtvddzav, Vcvi