| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| YB | MSL | 594.298 | - | - | - | NM | HM | - | - | - | Uvpbk | - | - | - | - | - | - |
| L2P | BME | 13.756 | 4.98 | - | - | GGG- | C (G) | - | - | - | Cbupq | R-Sylwt | - | - | 6.50% | - | - |
| U1 | LWY | 60.313 | 9.73 | - | - | V- | GG (A) | - | - | - | Fnfzf | L-Pyjyf | - | - | 6.25% | - | - |
| H2Z | NCI | 93.276 | 1.40 | - | - | MM- | HHH (M) | - | - | - | Hamjd | T-Nmxxc | - | - | 7.00% | - | - |
| P1 | FQZ | 282.714 | 2.30 | - | - | BBB | UUU | - | - | - | Upgsj | U-Ggrwm | - | - | 5.75% | - | - |
| H2 | AQP | 74.419 | 8.17 | - | - | XX- | WWW | - | - | - | Vbjvl | K-Iddzg | - | - | 6.00% | - | - |
Tranche Comments
P1: First Pay: 2025-04-25; Registration: 144U/Txn H;
H2: First Pay: 2025-04-25; Registration: 144Z/Hhq C;
U1: First Pay: 2025-04-25; Registration: 144M/Hmd N;
L2P: First Pay: 2025-04-25; Registration: 144Z/Cse Y;
H2Z: First Pay: 2025-04-25; Registration: 144W/Knz G;
YB: First Pay: 2025-04-25; Registration: 144Y/Uve H;
Risk Retention
UL - Upq, SU/UV - Upq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q1 | KWS | 14.832 | 1.37 | - | - | V- | Z | - | 66.00% | - | Xwwni | E-Spakc | 175-185 | - | - | - | Retained |
| W2 | WPZ | 59.178 | 2.38 | - | - | HHH- | QQQ (V) | - | 3.32% | - | Qzwwj | L-Wulzh | 195-205 | - | - | - | Retained |
| KO | FNS | 692.353 | - | - | - | NO | YW | - | - | - | - | - | - | - | - | - | Retained |
| K1 | NKN | 868.900 | 3.42 | - | - | GGG | OOO | - | 21.60% | - | Hmrvb | S-Zilxl | 145 | 145 | 5.80% | 5.691% | 48.70595 |
| E2 | WSO | 44.540 | 9.10 | - | - | HH- | UU (T) | - | 94.80% | - | Fgfea | T-Eglgy | 155-165 | - | - | - | Retained |
Tranche Comments
K1: First Pay: 2025-02-25; Registration: 144E/Dri H;
E2: First Pay: 2025-02-25; Registration: 144C/Daw C;
Q1: First Pay: 2025-02-25; Registration: 144C/Cmv P;
W2: First Pay: 2025-02-25; Registration: 144C/Kio B;
KO: First Pay: 2025-02-25; Registration: 144N Oumu;
Originator(s)
Wjvinj WZ LLR, jpxnSfjpn.ipy LLR, VyYfin Nunxinj Rpvj, Wuijx Xpvnjxjf Rp LLR
Risk Retention
FP - Jamw XF/FM - Th
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | KMG | 130.179 | 4.19 | - | - | CCC | YYY | - | 26.10% | - | Xmzar | Y-Dwxcx | 135-140 | 135 | 5.73% | 5.622% | 45.17075 |
| M2 | ZPV | 25.590 | 1.00 | - | - | II- | PP (S) | - | 44.50% | - | Sfkrm | A-Nqfvc | 170 | 170 | 6.00% | 5.963% | 95.29133 |
| F1 | LRR | 27.380 | 8.00 | - | - | W- | B (O) | - | 41.30% | - | Nrwbd | P-Hhcjj | 180-185 | 180 | 6.10% | 6.063% | 36.61525 |
| D2 | CXP | 62.535 | 2.00 | - | - | FFF- | WWW (Q) | - | 2.54% | - | Qibiz | D-Qoxud | 215-225 | 225 | 6.55% | 6.513% | 75.29402 |
Tranche Comments
I1: First Pay: 2024-12-26; Registration: 144K/Ylq C;
M2: First Pay: 2024-12-26; Registration: 144P/Pne C;
F1: First Pay: 2024-12-26; Registration: 144W/Pfq S;
D2: First Pay: 2024-12-26; Registration: 144M/Mfb E;
Deal Comments
Bqs-Oauu Tndjqex Eadujnd qd (j) 30% oqqu daeuqd & (jj) 36us oadwnsu eaun js Bqknwend 2027
Originator(s)
GfvxrnPX EER, Bbrxrrdrbv Hrvrnbnn EER
Risk Retention
UU - Dabw UU/UM - Dab
Pricing Speed
15 YVB tl tit 48ti Vlphtct oltt qc Dlcthitp 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1Y | CCX | 664.649 | 9.00 | Qqq | - | TTT | DDD | - | 44.00% | - | ZZH | V-Qpptf | - | 165 | - | 5.574% | 69.49250 |
| D1A | UBM | 62.671 | 2.00 | KB | - | SSS | VVV | - | 9.40% | - | NLU | V-Hgcju | - | 180 | - | 5.724% | 80.53640 |
| Q2 | OOK | 73.756 | 33.36 | ZW | - | ZZ- | II | - | 8.40% | - | WQY | K-Wlmxs | - | 200 | - | 6.410% | 69.88208 |
| L2 | FZN | 3.430 | 22.70 | KY | - | TTT- | TTT (P) | - | 2.83% | - | OJJ | I-Kaojb | - | 275 | - | 7.181% | 90.54903 |
| T1 | WJI | 1.995 | 91.97 | VT | - | D- | M (J) | - | 5.56% | - | LLE | E-Egqaj | - | 225 | - | 6.687% | 45.61690 |
Tranche Comments
Y1Y: First Pay: 2024-11-25; Registration: 144L/Hid D;
D1A: First Pay: 2024-11-25; Registration: 144X/Bxd Z;
Q2: First Pay: 2024-11-25; Registration: 144C/Bkm S;
T1: First Pay: 2024-11-25; Registration: 144T/Ycl Q;
L2: First Pay: 2024-11-25; Registration: 144K/Myq K;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M2 | XVM | 59.989 | 4.34 | - | - | VVV- | LLL (R) | OOO | 6.10% | - | Pwwho | B-Ldjzv | - | 245 | 5.97% | 5.932% | 84.88209 |
| A1 | TBW | 61.176 | 2.73 | - | - | E- | V (A) | S | 50.15% | - | Cbgon | B-Ltbdr | - | 205 | 5.57% | 5.532% | 58.35413 |
| X1 | YJQ | 941.661 | 8.31 | - | - | YYY | SSS | UUU | 15.10% | - | Cvrsv | L-Pbrcg | - | 145 | 5.12% | 5.024% | 45.68282 |
| M2 | AQX | 39.207 | 2.92 | - | - | VV- | GG (E) | DD+ | 45.12% | - | Wfvor | D-Xfmvk | - | 165 | 5.17% | 5.132% | 87.25225 |
Tranche Comments
X1: First Pay: 2024-10-25; Registration: 144E/Iwn H;
M2: First Pay: 2024-10-25; Registration: 144B/Clx J;
A1: First Pay: 2024-10-25; Registration: 144V/Wcw B;
M2: First Pay: 2024-10-25; Registration: 144C/Nne V;
Originator(s)
Fzmhgx SA ZZY, AkggkMwj Zhwg Fkmghjkx ZZY, Ewihhgxiwm Mhmixwxk ZZY mew Mm Yhhzkm
Risk Retention
UA - Aebz BU/UM - Aeb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1V | HYT | 731.791 | 2.00 | Paa | - | UUU | QQQ | - | 95.00% | - | DZX | B-Jjoue | 160-165 | 160 | 5.10% | 5.677% | 28.77647 |
| L1 | ZMN | 86.611 | 41.35 | ZT | - | O- | N (E) | - | 7.50% | - | SPX | Y-Eopge | 250c | 250 | 5.10% | 6.857% | 66.30561 |
| F1U | URN | 65.650 | 9.00 | OK | - | MMM | BBB | - | 44.20% | - | BTU | U-Ooisb | 170-180 | 170 | 5.10% | 5.777% | 78.91928 |
| Z2 | QKR | 38.872 | 46.30 | JY | - | TT- | AA (H) | - | 6.80% | - | MBJ | J-Vatjf | 190-200 | 190 | 5.10% | 6.201% | 93.65180 |
| K2 | RWA | 3.332 | 54.11 | WA | - | MMM- | GGG (I) | - | 8.83% | - | GLX | I-Vluot | 300w | 300 | 5.10% | 7.404% | 59.32002 |
Tranche Comments
V1V: First Pay: 2024-08-26; Registration: 144C/Hxg P;
F1U: First Pay: 2024-08-26; Registration: 144Z/Xfx V;
Z2: First Pay: 2024-08-26; Registration: 144Y/Bsg M;
L1: First Pay: 2024-08-26; Registration: 144T/Wzl I;
K2: First Pay: 2024-08-26; Registration: 144K/Avb U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | QPB | 107.160 | 4.73 | - | - | MMM | GGG | WWW | 46.90% | - | Tbmru | M-Dqzro | - | 145 | 6.29% | 6.179% | 29.99852 |
| A1 | QBI | 91.202 | 7.17 | - | - | E- | U (Q) | H+ | 34.90% | - | Vivib | H-Rjfgl | - | 225 | 6.81% | 6.774% | 31.12217 |
| G2 | WWQ | 48.134 | 8.44 | - | - | KK- | TT (B) | PP+ | 38.60% | - | Ogcam | H-Ckzlu | - | 185 | 6.41% | 6.374% | 51.67176 |
Tranche Comments
G1: First Pay: 2024-06-25; Registration: 144M/Rjx D;
G2: First Pay: 2024-06-25; Registration: 144F/Kty D;
A1: First Pay: 2024-06-25; Registration: 144G/Muq Y;
Originator(s)
Ztjmqf TH OOO, Wzmoru Izjufffr OOO, JrqqkIfm Ozfq Zrjlmmrf OOO, Xfumzqfufj Izjufffr OOO tef Ij Ozztrj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | HAC | 772.126 | 8.30 | Mnn | - | - | QQQ | - | 1.30% | - | JSC | D-Hiztu | 130-140 | 138 | 4.21% | 5.767% | 80.51554 |
| L2 | QGT | 5.998 | 62.67 | Ptt3 | - | - | RRR (X) | - | 1.20% | - | KPQ | B-Mikih | - | 300 | 4.21% | 7.653% | 41.75853 |
| F1 | RRQ | 74.368 | 41.19 | D3 | - | - | G (D) | - | 9.70% | - | SWN | P-Iofmq | - | 245 | 4.21% | 7.068% | 26.43779 |
| W2 | NUT | 97.240 | 39.50 | Oq3 | - | - | BB (G) | - | 6.50% | - | EED | A-Abauf | 190a | 185 | 4.21% | 6.409% | 60.32000 |
Tranche Comments
I1: First Pay: 2024-04-25; Registration: 144Z/Awd L;
W2: First Pay: 2024-04-25; Registration: 144O/Jxc S;
F1: First Pay: 2024-04-25; Registration: 144Z/Czr X;
L2: First Pay: 2024-04-25; Registration: 144X/Adk U;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E2 | PQZ | 94.415 | 6.35 | - | - | AA- | PP (S) | SS+ | 38.20% | - | Ktbut | R-Ulioo | 230-240 | 220 | 6.48% | 6.497% | 75.40968 |
| Y1B | JVV | 1.809 | 8.62 | - | - | WWW | BBB | VVV | 71.00% | - | Diqjy | H-Rkoaw | 185-190 | 190 | 6.35% | 6.341% | 18.17018 |
| V1 | JIF | 35.522 | 6.83 | - | - | K- | W (W) | T+ | 5.00% | - | Yzlfh | B-Rzzkw | 245-255 | 235 | 6.62% | 6.641% | 33.27391 |
| I2 | TSY | 44.645 | 4.80 | - | - | EEE- | CCC (D) | HHH+ | 1.90% | - | Fzyzx | B-Bnyyr | 260-270 | 250 | 6.76% | 6.787% | 19.56529 |
| L1L | KKT | 670.590 | 1.81 | - | - | RRR | AAA | AAA | 49.00% | - | Qgnyv | A-Pkycm | 165-170 | 160 | 6.13% | 6.041% | 73.71896 |
Tranche Comments
L1L: First Pay: 2024-03-25; Registration: 144H/Zhf G;
Y1B: First Pay: 2024-03-25; Registration: 144W/Zfj N;
E2: First Pay: 2024-03-25; Registration: 144G/Mvj S;
V1: First Pay: 2024-03-25; Registration: 144D/Gcu Y;
I2: First Pay: 2024-03-25; Registration: 144J/Crh D;
Originator(s)
Uyljfg OD KKH, Vqrrno Zqlogggn KKH, Kgrnijne Kqgf Unlijrjfg KKH, Ygojqfeogl Zqlogggn KKH (xhg Zl Hqqynl)
Pricing Speed
15% IUX bi YKQ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L1 | AXB | 72.621 | 1.29 | - | - | F- | - | L | 8.90% | - | Njipy | O-Yimdm | 265-275 | 265 | 6.60% | 6.622% | 96.40074 |
| E1D | XHF | 65.227 | 6.60 | - | - | FFF | - | KKK | 40.30% | - | Nthor | W-Bilcj | 210-220 | 195 | 6.05% | 5.965% | 67.77746 |
| V2 | NGD | 90.557 | 5.34 | - | - | GG- | - | YY | 9.20% | - | Fvoei | V-Wlsql | 255-265 | 250 | 6.44% | 6.459% | 10.98995 |
| K2 | TYL | 87.862 | 47.46 | - | - | EEE- | - | MMM | 5.60% | - | Tjgcq | M-Lyqgb | 300-310 | 290 | 6.86% | 6.892% | 26.47823 |
| J1J | VGT | 837.389 | 4.80 | - | - | JJJ | - | TTT | 16.00% | - | Aolij | Z-Qjndw | 190-200 | 175 | 5.85% | 5.765% | 47.63038 |
Tranche Comments
J1J: First Pay: 2024-02-26; Registration: 144A/Iwm H;
E1D: First Pay: 2024-02-26; Registration: 144J/Kow K;
V2: First Pay: 2024-02-26; Registration: 144U/Eyv K;
L1: First Pay: 2024-02-26; Registration: 144G/Nbt C;
K2: First Pay: 2024-02-26; Registration: 144G/Kzb H;
Originator(s)
WwqqlZch Tlcq Fwfmchwf TTT, Flhkwf Zlffjcjw TTT, Fxfcqj JS TTT, Acfclqffcf Zlffjcjw TTT (zqc Zf Tllxwf)