| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X3 | UUU | 573.435 | 4.40 | - | - | - | - | HHH | 47.91% | - | Hrjuj | K-Ilhpb | 125-130 | 130 | 5.32% | 5.388% | 43.89333 |
| A1 | IGV | 74.922 | 5.51 | - | - | - | - | C1+ | 58.32% | - | Bglwm | O-Lnnan | 45m | 45 | 4.75% | 4.749% | 976.00000 |
| L | JNR | 65.131 | 2.20 | - | - | - | - | HH- | 64.70% | - | Rcnxz | A-Qgotl | 135-145 | 140 | 5.39% | 5.459% | 55.65642 |
| V | MIX | 15.940 | 7.39 | - | - | - | - | Z- | 36.90% | - | Bltlw | A-Vkdwf | 165-175 | 170 | 5.69% | 5.759% | 41.95191 |
| E | YZY | 35.181 | 9.12 | - | - | - | - | AAA- | 3.50% | - | Xyczr | Q-Khsuf | 215-225 | 225 | 6.22% | 6.309% | 57.20134 |
| W4 | HXP | 323.920 | 3.40 | - | - | - | - | BBB | 54.80% | - | Kyvis | X-Atcab | 115-120 | 120 | 5.22% | 5.281% | 23.80343 |
| Z | NSG | 71.612 | 8.12 | - | - | - | - | NN- | 4.40% | - | Qyaab | X-Zqnqq | 450-475 | 475 | 8.65% | 8.809% | 24.27656 |
| D2 | LXI | 196.670 | 8.59 | - | - | - | - | SSS | 49.29% | - | Hzhfv | D-Xxobx | 95-100 | 100 | 5.12% | 5.182% | 73.61255 |
Tranche Comments
A1: First Pay: 2025-04-25; Registration: 144B/Xeu Y;
D2: First Pay: 2025-04-25; Registration: 144D/Jqr I;
X3: First Pay: 2025-04-25; Registration: 144Q/Ple V;
W4: First Pay: 2025-04-25; Registration: 144Y/Jwt I;
L: First Pay: 2025-04-25; Registration: 144Y/Esa W;
V: First Pay: 2025-04-25; Registration: 144P/Emf Z;
E: First Pay: 2025-04-25; Registration: 144W/Fxf D;
Z: First Pay: 2025-04-25; Registration: 144W/Dvx E;
Risk Retention
PF - Zqwtjhdia UP - Ua
Pricing Speed
20% FFG zf 10% fpzkfgny hxwxqpzkfg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-3 | EHC | 297.920 | 5.90 | - | - | - | - | RRR | 28.68% | - | Xrmiw | D-Bdubk | 140-150 | 130 | 5.15% | 5.215% | 40.59307 |
| G-1 | VUF | 12.679 | 3.67 | - | - | - | - | H1+ | 20.83% | - | Rbnmb | F-Wdswm | 37-40 | 37 | 5.07% | 5.067% | 384.00000 |
| C-2 | GPY | 329.197 | 7.87 | - | - | - | - | DDD | 39.53% | - | Slrmp | E-Taiqc | 100-110 | 100 | 5.25% | 5.308% | 49.51638 |
| I | WMX | 93.643 | 3.28 | - | - | - | - | QQQ | 3.69% | - | Ywgwb | K-Dbaaq | 275-280 | 260 | 6.43% | 6.520% | 58.20942 |
| D-4 | CLB | 274.000 | 2.74 | - | - | - | - | EEE | 30.57% | - | Vgclp | B-Fkrsu | 125-135 | 120 | 5.15% | 5.210% | 45.77127 |
| D | BZO | 79.590 | 4.69 | - | - | - | - | NN- | 76.51% | - | Ylxlj | H-Oqtng | 150-155 | 140 | 5.26% | 5.320% | 87.39203 |
| O | KEC | 38.880 | 8.35 | - | - | - | - | M | 42.40% | - | Gskpb | A-Upuux | 180-185 | 170 | 5.55% | 5.620% | 64.38688 |
| C | CMM | 51.610 | 4.65 | - | - | - | - | DD | 9.40% | - | Ylrld | H-Cahut | 525d | 500 | 8.75% | 8.920% | 77.96512 |
Tranche Comments
G-1: First Pay: 2024-11-25; Registration: 144I/Xtl J;
C-2: First Pay: 2024-11-25; Registration: 144Q/Nfk Q;
Z-3: First Pay: 2024-11-25; Registration: 144G/Gqo B;
D-4: First Pay: 2024-11-25; Registration: 144X/Kpg Z;
D: First Pay: 2024-11-25; Registration: 144W/Oeb Q;
O: First Pay: 2024-11-25; Registration: 144I/Upz V;
I: First Pay: 2024-11-25; Registration: 144M/Jhx U;
C: First Pay: 2024-11-25; Registration: 144I/Nry M;
Originator(s)
Xqfqzfg Pfjnx Lfgz PPA, Plgqnnx Lfgz
Risk Retention
WY - Bdgfhvjqn LW - Ip
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ZQR | 18.210 | 1.49 | - | - | - | - | ZZZ- | 22.60% | - | Khnep | D-Kypbd | 325-335 | 325 | 7.33% | 7.445% | 32.94261 |
| J-3 | RWS | 804.445 | 9.52 | - | - | - | - | ZZZ | 10.60% | - | Bmvwt | W-Qtura | 150-160 | 150 | 5.55% | 5.615% | 57.26087 |
| W | THV | 97.300 | 9.49 | - | - | - | - | AA- | 13.49% | - | Pigod | I-Fhigp | 175-185 | 175 | 5.87% | 5.945% | 20.62522 |
| R-1 | GOY | 333.174 | 1.75 | - | - | - | - | A1+ | 41.80% | - | Phnux | F-Suufu | 50-55 | 50 | 5.85% | 5.850% | 267.00000 |
| D | BKP | 36.200 | 6.69 | - | - | - | - | DD- | 3.87% | - | Wzazu | E-Kbbxv | 585-600 | 585 | 9.00% | 10.045% | 49.27908 |
| D-4 | POB | 997.000 | 7.22 | - | - | - | - | ZZZ | 19.10% | - | Vkxma | O-Jcarf | 135-140 | 135 | 5.67% | 5.740% | 28.58021 |
| Z-2 | ABZ | 850.618 | 2.49 | - | - | - | - | CCC | 26.70% | - | Vnpnq | K-Qwzpl | 110-115 | 110 | 5.88% | 5.954% | 64.53572 |
| L | NMG | 85.525 | 8.76 | - | - | - | - | G- | 43.38% | - | Tilgr | V-Okjns | 225-235 | 225 | 6.36% | 6.445% | 16.61879 |
Tranche Comments
R-1: First Pay: 2024-08-26; Registration: 144F/Cvz E;
Z-2: First Pay: 2024-08-26; Registration: 144V/Aof I;
J-3: First Pay: 2024-08-26; Registration: 144L/Iqj Q;
D-4: First Pay: 2024-08-26; Registration: 144I/Yjy X;
W: First Pay: 2024-08-26; Registration: 144O/Bhw T;
L: First Pay: 2024-08-26; Registration: 144H/Uhu G;
W: First Pay: 2024-08-26; Registration: 144B/Lya A;
D: First Pay: 2024-08-26; Registration: 144P/Kon T;
Deal Comments
Tge ueel ves quskveu xiir AH$739.073r vi AH$1,046.195r
Originator(s)
Fyrfyey Tezfx Peys DTA, Tjyypyx Peys
Risk Retention
FT - Dzeudhflm JF - Ai