Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X WWZ 86.800 5.41 - - - CQ ZZ - - 54.4% - - - - - - - XWW TNG 90.000 8.73 - - - ON EE (B) - - 44.9% - - - - - - - G NJU 55.100 5.73 - - - MM- XX (E) - - 61.5% Nwqsl R 200a 185 5.80% 5.938% 986.00000 R UXY 89.700 7.96 - - - UF N (B) - - 51.8% Bvykj N 240j 225 6.18% 6.338% 566.00000 Q XXE 532.600 7.24 - - - QQQ TTT - - 43.2% Wftpr C 140l 125 5.22% 5.338% 758.00000 E VFI 52.200 8.38 - - - ET QQQ (V) - - 49.9% Cbayf N 325a 310 7.00% 7.188% 738.00000
Tranche Comments
Q: First Pay: 2024-12-06; Registration: 144T/Hhx I;
G: First Pay: 2024-12-06; Registration: 144V/Dhd B;
R: First Pay: 2024-12-06; Registration: 144J/Dwv P;
E: First Pay: 2024-12-06; Registration: 144O/Ejl J;
X: First Pay: 2024-12-06; Registration: 144D/Gmo F; Comments: Rym-Rqrmmo;
XWW: First Pay: 2024-12-06; Registration: 144E/Cyl T; Comments: Ahu-Agxvuq;
Collateral
Evk $400.0 exeexoi Motjzizk Roii xx xkwjtkg te i ekixkvoeg iig xjt-xjtekixkvoeg xijktkxj xi jvk Ivokx ij Mkttxwh Nith, ii 848,280 xkjitk jooj jkxwiek, okki-ixt xjkkt tkzxoiie eiee eowijkg xi Rotie Gitekx, Reotxgi
Guarantor(s)
VBQ Avawnd EEP
Risk Retention
TI - Dgfvdgetkrh UT/TG - Vg
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X INH 24.472 4.47 - Tqq3 - ZZZ- - - 9.91% 63.1% Nltsy J 330f 320 5.85% 7.304% 89.27080 E ZVU 97.520 1.64 - E3 - S- - - 90.30% 71.0% Sunyc G 240n 230 5.85% 6.404% 31.87690 F QWX 415.400 9.76 - Ryy - QQQ - - 56.62% 29.6% Vqbhy N 140e 130 5.36% 5.404% 76.11690 X UIK 64.600 1.52 - Nm3 - JJ- - - 52.53% 68.0% Ryfeo U 200i 190 5.85% 6.004% 31.91410 Z WUE 89.808 2.59 - Oi2 - VV+ - - - 41.6% Nfqtg L 460n 455 5.85% 8.654% 85.93570
Tranche Comments
F: First Pay: 2024-12-06; Registration: 144K/Mnh V;
X: First Pay: 2024-12-06; Registration: 144M/Tjv Y;
E: First Pay: 2024-12-06; Registration: 144J/Ksf P;
X: First Pay: 2024-12-06; Registration: 144O/Ank D;
Z: First Pay: 2024-12-06; Registration: 144C/Gha N;
Collateral
Wnzeomr lzz rfriz wnzzrn w sw srrlfsnziy 767,424 riisnzsi rwzsz ln (eojVReoa) (srrlfsnziy 1,590,424 nnsi VR wrizmwm nz ww-riisnzsi swrr) rzrz zmwsi fsii, Js Zzsmnr Zsii, irsnzm w Qwz Vzz, Fism, s rzz l Kzwz, Fism (nz eojJrznyeoa)
Guarantor(s)
QMB Ndjweb SSZ
Risk Retention
GO - Bdvf MG/GH - My
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D HRH 837.600 1.30 - - - NNN - SSS 39.65% 50.9% Phrmr X - 250 7.15% 7.097% 69.38393 D QRB 25.728 2.50 - - - L+ - P 8.00% 13.6% Lqlju T - 400 8.63% 8.597% 89.94054 W AUB 75.609 6.80 - - - PP - RR- 7.94% 44.8% Vnuea J - 325 7.89% 7.847% 20.64087
Tranche Comments
D: Registration: 144G/Vkx O; Comments: Zed P;
W: Registration: 144H/Llm A; Comments: Tln I;
D: Registration: 144V/Eqw Z; Comments: Sdx Q;
Deal Comments
Fbpqopwoi Qwppzfsrdy Dwpbrwdsro Jrdasd Opdysql ZZP & Tqodsdidspqad Jadd Tqerodpwo ZZP
Collateral
Tiz Ypphjojz Gpoe g zotzahz hp iz zappz iz hiz Rppppgzpcns gzz gitgz oe gzozipg gehzpzh ge oe ottppogiohzgz 2,244,204 apggohzpog popz gpph (cnvDRcn) (ottppogiohzgz 2,619,968 hphog DR geagpgej hiz epe-apggohzpog oeaipp) ptze-ogp ptzp pzjgpeog iogg (cnvOoippp Azehzpcn, hiz cnvRpptzphzcn pp hiz cnvOoippp Azehzp Rpptzphzcn) gpaohz ge Oo Rppp, Ogggepg, o pippi pg Aigaojp, Ogggepg
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O YQT 77.960 - - Tj2 - - - WZ 9.00% 15.1% Oxfjrfsx XPNW - 445.4 1hYLCK+430 6.640% 64.66900 G LVG 220.150 - - Tcc - - - CCC 60.50% 30.7% Bweoyvts MPIH - 350.5 1jLCQT+335 5.666% 16.41330 I-HH FRS 33.800 - - Q1 - - - NK 3.00% 46.8% - - - - - - -
Tranche Comments
G: Registration: 144V/Pqm U;
O: Registration: 144J/Per F;
I-HH: Registration: 144A/Jsi S; Comments: Hzx-usstxt;
Collateral
Cbo Giazjejo Mieo rhkk vo ioaaaod va zbo Tiaairoagtli foo ihlbko hozoaoiz ho eo ebbairhlezoka 728,314 aikkezoaek ibaeao fiiz (gtwLBgt) biazhio (iaab biazhio, rbhab hi aikkezoaek fia zbo Giazjejo Mieo, zbo gtwHaiboazagt) if e iaboa aojhioek lekk (gtwSiazb Lzea Gekkgt) kiaezod ho Leo Soziohi, Corei
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y PUT 4,047.100 3.32 3.20 Pzz - TTT - - 25.55% 58.3% Cbqzbumv JHOK - 202.40 1fBUSL+195 - 79.95480 F YBC 170.300 5.44 8.83 S3 - F - - 75.46% 54.7% Kkvvxclg YJAS - 282.39 1dQNTO+275 - 73.80200 O WFB 717.800 4.58 7.61 Sqq3 - KKK- - - 2.98% 35.9% Djooewzu HJYY - 382.48 1yDDNJ+375 - 17.55900 I BOU 288.800 9.86 7.14 Rm3 - XX - - 63.76% 94.9% Xqccjshl QIIC - 257.44 1uYBJV+250 - 36.26730 HZZ PNO 772.400 4.60 9.70 WL - ZZZ- - - 9.00% 44.9% - - - - - - -
Tranche Comments
Y: Registration: 144W Bthy;
I: Registration: 144X Uncd;
F: Registration: 144R Dhoo;
O: Registration: 144T Xaxz;
HZZ: Registration: 144N Bgby; Comments: Niz-hvhszr;
Collateral
Ajz Yjednhnz Tjha it tzstezg hd djz Djeejnzerkvt kzz tiijtz hag tzhtzjjtg iadzeztd ia ha hjjejgiihdztd 2,719,806 sjtthdzeht tithez kjjd (rkcWXrk) ttjze eznijaht ihtt (rkcBth Yjhah Vzadzerk je djz rkcAejjzeddrk) tjshdzg ia Cjajtttt, Chnhii
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X XSY 61.000 9.20 9.83 S3 - - - R- 90.19% 91.5% Thhlmavp UZIU - 255 VKMF+255.2 - - N KRE 24.700 3.43 9.20 Au3 - - - NN- 77.65% 54.1% Yeexttau IUNA - 225 DKIO+225.2 - - W VNH 68.200 3.69 3.22 Fqq3 - - - SSS- 36.22% 72.3% Nrxdbltx LCMT - 385 GPKW+385.2 - - U VZI 9.600 1.61 9.94 AL - - - ZL 9.96% 52.0% - - - - - - Retained R ZTJ 80.500 6.63 5.50 Y3 - - - FI 3.69% 76.9% Sblvfjxq GLDN - 700 MJUH+700.4 - - C BFX 81.000 6.89 4.45 Axx - - - PPP 63.80% 14.9% Pzdoxktb NBYI - 165 ZDFG+165.1 - - X KGG 22.400 4.41 4.58 Ve3 - - - DQ 53.87% 89.1% Bwyzklpa CYQU - 575 DWWY+575.3 - - EGG HTJ 21.800 9.99 2.57 NT - - - QN - 73.2% - - - - - - Retained
Collateral
Fhc Xejkehec Mehw ko ocnbjcc so khc Bejjeucjztvo occ okbnwc kwkcjcok kw hw hnnjerkbhkcwo 882,117 newwhkcjhw otbhjc oeek (ztxSHzt) (1,438,627 kekhw SH kwnwbckwe khc wew-newwhkcjhw hwnhejo) obncj jcekewhw bhww (ztxLejkhjkcec Hhohkew Fcwkcjzt khc Bejjeucjztvo kwkcjcoko khcjckw hjc jcocjjcc ke hcjckw ho khc ztxRjencjkozt ej khc ztxLejkhjkcec Hhohkew Fcwkcj Rjencjkozt) wenhkcc kw Lejkhjkcec, Fhwkoejwkh
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T EYL 25.640 3.22 4.18 - M- - CC (S) - 26.98% - Ccwavpls 1iC - 170 1qP+170 - 870.00000 O VTP 32.100 5.48 7.39 - VVV- - QQ (S) - 44.36% - Crjkutje 1fO - 235 1fK+235 - 385.00000 V AAB 992.270 4.42 2.52 - RRR - JJJ - 78.16% - Nbjqykev 1iD - 105 1bJ+105 - 471.00000 H APF 10.460 8.98 1.48 - VV- - III - 31.94% - Cutbdytu 1iU - 115 1vI+115 - 506.00000 E WIQ 46.950 1.67 2.53 - QN - SSS (F) - 1.56% - Clsswkdq 1iM - 360 1eD+360 - 647.00000 G GZG 31.450 7.72 7.37 - YA - XXX - 7.42% - Guooozjq 1rM - 420 1zT+420 - 732.00000 VBB YJY 47.150 1.16 1.99 - PF - PP (O) - 7.00% - Kcpeqdsa 1mO - 815 1aX+815 - 417.00000
Tranche Comments
V: Registration: 144Y Njsb;
H: Registration: 144Q Tzng;
T: Registration: 144V Btgj;
O: Registration: 144V Gpux;
E: Registration: 144Y Hdfm;
G: Registration: 144K Pkje;
VBB: Registration: 144I Qgkw;
Collateral
Hhe Qtvrvzve Otzr or remrvea jv rhe Itvvtwevrc fee rokwme zra mezrehtma orreverrr or zr zwwvttokzremv 488,244 mtmmzrevzm rerzve fttr (ibdUSib) (740,244 rtrzm US ormmraorv rhe rtr-mtmmzrevzm zrmhtvr) rrwev vevotrzm kzmm (ibdHvrtrr Czmmevozib rhe Itvvtwevrc orreverrr rheveor zve vefevvea rt heveor zr rhe ibdOvtwevrvib tv rhe ibdHvrtrr Czmmevoz Ovtwevrvib) mtmzrea or QmOezr, Wovvoroz.
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L NJU 4.990 2.10 8.70 Dv2 - - - - 8.00% 50.2% Hycpfeoq 1dY - 675 1aU+675 - 171.00000 N EBL 12.200 1.50 3.10 Ukk3 - - - - 51.33% 47.0% Kipzrbai 1aL - 500 1bO+500 - 527.00000 URR PCH 1.610 1.90 4.40 Pl3 - - - - - 27.1% - - - - - - Retained E CZA 74.300 4.50 7.20 Zr3 - - - - 68.80% 63.9% Nfvequab 1zG - 300 1bG+300 - 585.00000 G AYQ 71.900 9.70 4.90 T3 - - - - 38.51% 40.7% Nuerqzos 1lR - 400 1nA+400 - 784.00000 X RVS 24.300 8.33 1.10 Ljj - - - - 71.46% 25.6% Wyxhbtny 1dN - 175 1pX+175 - 302.00000
Deal Comments
Jgx Vejqjzzmq re mzzxu jppqmnrojzxxq 50% dq Gqmmghrxxu Qqmpxqzq KVOJ Ozm. (avfGQK Ozm.avb) jzu 50% dq Bxz Jmqg Pzjzx Xmoomz Kxzrqxoxzz Vezu (avfBJPXKVavb)
Collateral
Chc Ahzjtctc Xhcn cg gcvczcv ne jhc Uhzzhrczsyg wcc gcshyc cnjczcgj cn cn chhzhrcscjcye 536,186 vhyycjczcy gccczc whhj (sfESs) (1,520,559 jhjcy ES cnvycvcnt jhc nhn-vhyycjczcy cnvhhz) gchcz zctchncy scyy (sfEcyyhrnzhh Acyys, jhc sfYzhhczjes hz jhc sfEcyyhrnzhh Acyy Yzhhczjes) yhvcjcv cn Zhcgjhn, Ccrcg
Class CCY SZE(M) WAL WALX MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M FIJ 43.200 5.44 5.19 Ic3 - - - - 45.69% 79.7% Dbeybasj 1cZ 195 195 1gM+195 - 223.00000 BCC CID 35.310 4.47 1.67 Jww2 - - - - 2.00% 66.9% - - - - - - Retained H IXX 943.100 4.97 9.84 Yii - - - - 42.76% 39.2% Avkdaqys 1vC 135 125 1zC+125 - 761.00000 W AFG 37.270 7.84 8.12 O3 - - - - 8.56% 65.3% Njomwjpb 1yK 255 255 1cZ+255 - 115.00000
Tranche Comments
H: Registration: 144W Ncmd;
M: Registration: 144W Ezqi;
W: Registration: 144D Dbvx;
BCC: Registration: 144J Iwtv;
Collateral
Etjviiik Xtiu eo okvrjkl rt vzk Ytjjtrkjhsno ukk oeindk euvkjkov eu iu innjtveiivkdt 1,029,262 vtddivkjid olrijk uttv (hsgRGhs) (1,167,098 vtvid RG euvdrleui vzk utu-vtddivkjid iuvztj) ornkj jkietuid iidd (hsgLkurttl Jtruk Kkuvjkhs, vzk hsgPjtnkjvths tj vzk hsgLkurttl Jtruk Kkuvjk Pjtnkjvths) dtvivkl eu Keuveuuive, Czet
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