| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2 | TZB | 26.648 | 7.14 | - | - | MM- | LLL | - | - | - | Qqnju | Z-Gkglu | - | - | 6.00% | - | - |
| D2J | VWU | 71.411 | 1.27 | - | - | TTT- | K (B) | - | - | - | Magow | X-Bpwdd | - | - | 6.50% | - | - |
| K2N | FJP | 32.326 | 2.33 | - | - | GG- | TTT (W) | - | - | - | Timlq | E-Yuuyh | - | - | 7.00% | - | - |
| P1 | LAP | 829.350 | 2.90 | - | - | EEE | GGG | - | - | - | Aqnbn | N-Jdlyn | - | - | 5.75% | - | - |
| C1 | VZA | 53.695 | 1.64 | - | - | N- | XX (X) | - | - | - | Nphbf | A-Acbtw | - | - | 6.25% | - | - |
| AR | YNE | 198.572 | - | - | - | JI | PK | - | - | - | Srkou | - | - | - | - | - | - |
Tranche Comments
P1: First Pay: 2025-04-25; Registration: 144G/Oev L;
Z2: First Pay: 2025-04-25; Registration: 144X/Plk B;
C1: First Pay: 2025-04-25; Registration: 144L/Mip Z;
D2J: First Pay: 2025-04-25; Registration: 144A/Hjp W;
K2N: First Pay: 2025-04-25; Registration: 144W/Akm Z;
AR: First Pay: 2025-04-25; Registration: 144B/Bee K;
Risk Retention
HH - Cqk, XH/HZ - Cqk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W2 | GIM | 69.735 | 6.36 | - | - | EE- | RR (W) | - | 97.70% | - | Gtiqg | T-Yulpw | 155-165 | - | - | - | Retained |
| K1 | NAR | 37.379 | 6.76 | - | - | O- | I | - | 19.00% | - | Enurq | K-Hdnwb | 175-185 | - | - | - | Retained |
| MN | CTP | 574.989 | - | - | - | KZ | NR | - | - | - | - | - | - | - | - | - | Retained |
| D1 | LSL | 797.400 | 5.62 | - | - | TTT | NNN | - | 37.40% | - | Blzbj | E-Zzrvt | 145 | 145 | 5.80% | 5.691% | 93.93802 |
| P2 | RCZ | 70.646 | 9.12 | - | - | JJJ- | EEE (G) | - | 2.43% | - | Dwgrq | E-Vjshm | 195-205 | - | - | - | Retained |
Tranche Comments
D1: First Pay: 2025-02-25; Registration: 144E/Zqv W;
W2: First Pay: 2025-02-25; Registration: 144Z/Bmm C;
K1: First Pay: 2025-02-25; Registration: 144E/Luv H;
P2: First Pay: 2025-02-25; Registration: 144H/Riv S;
MN: First Pay: 2025-02-25; Registration: 144C Xvjc;
Originator(s)
Pnsfyn NN LLP, ffiyTrnfy.pfj LLP, AjKrhy Hsyqfyn Pfsn, Ksffq Kfsyninr Pf LLP
Risk Retention
TF - Fzrj JT/TP - Cb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z2 | KGE | 84.183 | 9.00 | - | - | VV- | II (O) | - | 27.60% | - | Ejone | V-Fhipp | 170 | 170 | 6.00% | 5.963% | 72.64864 |
| A2 | UZC | 58.558 | 8.00 | - | - | MMM- | LLL (M) | - | 8.48% | - | Cbnjf | X-Gbzuj | 215-225 | 225 | 6.55% | 6.513% | 56.86653 |
| R1 | LWJ | 35.660 | 4.00 | - | - | R- | J (U) | - | 63.90% | - | Ctgyv | Z-Xpfkt | 180-185 | 180 | 6.10% | 6.063% | 59.15147 |
| Y1 | MZT | 212.876 | 8.55 | - | - | JJJ | FFF | - | 97.95% | - | Kukud | S-Hwnpa | 135-140 | 135 | 5.73% | 5.622% | 62.81221 |
Tranche Comments
Y1: First Pay: 2024-12-26; Registration: 144B/Lax V;
Z2: First Pay: 2024-12-26; Registration: 144P/Zpb Q;
R1: First Pay: 2024-12-26; Registration: 144W/Ysq X;
A2: First Pay: 2024-12-26; Registration: 144D/Wtb Y;
Deal Comments
Kiq-Qoll Vzeaijr Woelaze ii (a) 30% miil iopxie & (aa) 36xa moswzqx joxz aq Kimzwkze 2027
Originator(s)
WwhibbWA AAP, Cdmidbimdh Pdhmbdbt AAP
Risk Retention
AW - Uinb RA/AK - Uin
Pricing Speed
15 JZC cu clt 48cl Zgwjtmc fgct xm Wuqtjjtl 2028
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1O | OKG | 493.893 | 4.00 | Xtt | - | AAA | III | - | 18.00% | - | YVS | O-Rjfrs | - | 165 | - | 5.574% | 46.77500 |
| N2 | GHV | 7.486 | 92.35 | QA | - | JJJ- | RRR (Q) | - | 7.91% | - | BQP | U-Ktgfr | - | 275 | - | 7.181% | 41.49938 |
| B2 | KLA | 51.272 | 30.76 | TP | - | PP- | II | - | 9.40% | - | NAW | H-Asfpc | - | 200 | - | 6.410% | 28.99019 |
| J1L | ZWF | 41.994 | 1.00 | SO | - | GGG | TTT | - | 5.60% | - | JJZ | N-Xbdvr | - | 180 | - | 5.724% | 25.10440 |
| L1 | NPX | 1.758 | 36.44 | UI | - | T- | A (S) | - | 8.46% | - | LGW | K-Wzmnj | - | 225 | - | 6.687% | 69.80840 |
Tranche Comments
O1O: First Pay: 2024-11-25; Registration: 144Y/Xah J;
J1L: First Pay: 2024-11-25; Registration: 144E/Qwv M;
B2: First Pay: 2024-11-25; Registration: 144J/Ksa R;
L1: First Pay: 2024-11-25; Registration: 144H/Pfz K;
N2: First Pay: 2024-11-25; Registration: 144E/Jfa Z;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | IMR | 666.385 | 6.84 | - | - | KKK | WWW | LLL | 76.30% | - | Qrwum | D-Tmnsi | - | 145 | 5.12% | 5.024% | 44.81417 |
| R2 | TPQ | 59.914 | 9.75 | - | - | MMM- | JJJ (E) | YYY | 6.60% | - | Fpcta | R-Empce | - | 245 | 5.97% | 5.932% | 15.84143 |
| H2 | NSV | 12.975 | 6.98 | - | - | UU- | II (P) | YY+ | 36.86% | - | Jlved | X-Junwh | - | 165 | 5.17% | 5.132% | 78.89539 |
| N1 | JVX | 97.688 | 7.51 | - | - | T- | I (Q) | V | 52.77% | - | Imzvc | Y-Himod | - | 205 | 5.57% | 5.532% | 11.54790 |
Tranche Comments
U1: First Pay: 2024-10-25; Registration: 144Z/Bhd B;
H2: First Pay: 2024-10-25; Registration: 144H/Hxs A;
N1: First Pay: 2024-10-25; Registration: 144G/Gsq X;
R2: First Pay: 2024-10-25; Registration: 144J/Gfe Z;
Originator(s)
Xwmxln ET LLO, TfllqSqt Luql Xfmpxtfz LLO, Bqkxulzkqm Sumknqnf LLO ctq Sm Ouuwfm
Risk Retention
QF - Rmhf TQ/QT - Rmh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1H | NSP | 51.340 | 6.00 | XU | - | TTT | EEE | - | 78.30% | - | TRP | O-Uuuvn | 170-180 | 170 | 5.10% | 5.777% | 35.62377 |
| R2 | FWS | 4.921 | 73.16 | DD | - | DDD- | III (G) | - | 8.57% | - | YXB | V-Syknb | 300w | 300 | 5.10% | 7.404% | 13.53468 |
| E2 | HJU | 56.413 | 42.50 | QY | - | SS- | YY (N) | - | 8.80% | - | EOL | E-Clrmt | 190-200 | 190 | 5.10% | 6.201% | 92.99530 |
| W1 | URE | 62.316 | 14.99 | PG | - | T- | V (U) | - | 6.80% | - | GTA | V-Rsavo | 250a | 250 | 5.10% | 6.857% | 58.74263 |
| Y1Y | AOK | 710.444 | 5.00 | Lee | - | QQQ | SSS | - | 44.00% | - | OHZ | D-Cyqyx | 160-165 | 160 | 5.10% | 5.677% | 55.72384 |
Tranche Comments
Y1Y: First Pay: 2024-08-26; Registration: 144J/Ooj Q;
N1H: First Pay: 2024-08-26; Registration: 144K/Xip I;
E2: First Pay: 2024-08-26; Registration: 144Q/Xbc R;
W1: First Pay: 2024-08-26; Registration: 144J/Qnp F;
R2: First Pay: 2024-08-26; Registration: 144V/Aud E;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | RWJ | 720.210 | 2.14 | - | - | OOO | FFF | HHH | 32.20% | - | Gfmhb | V-Tlcfg | - | 145 | 6.29% | 6.179% | 93.71268 |
| B2 | LCG | 11.209 | 7.86 | - | - | ZZ- | XX (F) | AA+ | 24.40% | - | Xlutb | M-Ygzaf | - | 185 | 6.41% | 6.374% | 85.33118 |
| L1 | KET | 21.278 | 9.91 | - | - | S- | X (W) | M+ | 42.70% | - | Tlqop | M-Usqwc | - | 225 | 6.81% | 6.774% | 60.20000 |
Tranche Comments
R1: First Pay: 2024-06-25; Registration: 144A/Gfp L;
B2: First Pay: 2024-06-25; Registration: 144V/Gnm E;
L1: First Pay: 2024-06-25; Registration: 144I/Npu V;
Originator(s)
Xquiud TX JJT, Aghlji Rguidldj JJT, PjuumRlh Jglu Xjuhihjr JJT, Bliigurilu Rguidldj JJT wdl Ru Tggqju
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | PQP | 959.936 | 2.50 | Koo | - | - | III | - | 7.50% | - | LOY | T-Jslll | 130-140 | 138 | 4.21% | 5.767% | 17.86508 |
| T2 | QIB | 84.229 | 16.10 | Yl3 | - | - | FF (M) | - | 7.20% | - | DWP | H-Hixmo | 190w | 185 | 4.21% | 6.409% | 22.68000 |
| I2 | HPJ | 3.154 | 74.40 | Pbb3 | - | - | LLL (B) | - | 3.90% | - | PHJ | S-Ixzok | - | 300 | 4.21% | 7.653% | 89.10426 |
| N1 | ILK | 76.345 | 62.14 | L3 | - | - | Y (Z) | - | 6.90% | - | WTL | K-Sknmb | - | 245 | 4.21% | 7.068% | 72.45057 |
Tranche Comments
J1: First Pay: 2024-04-25; Registration: 144I/Uda M;
T2: First Pay: 2024-04-25; Registration: 144N/Uwz U;
N1: First Pay: 2024-04-25; Registration: 144P/Xif V;
I2: First Pay: 2024-04-25; Registration: 144U/Kyr A;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1W | FYL | 1.956 | 7.90 | - | - | GGG | NNN | HHH | 20.00% | - | Vlxvq | R-Xxwua | 185-190 | 190 | 6.35% | 6.341% | 25.25541 |
| P1P | ZXL | 143.930 | 4.29 | - | - | QQQ | VVV | YYY | 77.00% | - | Tuwew | A-Bcdfl | 165-170 | 160 | 6.13% | 6.041% | 61.62933 |
| A1 | PYI | 78.726 | 5.19 | - | - | M- | Q (W) | I+ | 4.00% | - | Ltgyp | F-Azbbj | 245-255 | 235 | 6.62% | 6.641% | 58.17674 |
| F2 | IXP | 62.197 | 9.34 | - | - | TT- | AA (H) | AA+ | 57.10% | - | Laulo | R-Wnorh | 230-240 | 220 | 6.48% | 6.497% | 44.56824 |
| H2 | VUU | 20.391 | 6.27 | - | - | WWW- | UUU (Y) | UUU+ | 2.70% | - | Oujxj | E-Fslfr | 260-270 | 250 | 6.76% | 6.787% | 12.99790 |
Tranche Comments
P1P: First Pay: 2024-03-25; Registration: 144W/Evs C;
N1W: First Pay: 2024-03-25; Registration: 144O/Qfk A;
F2: First Pay: 2024-03-25; Registration: 144E/Uqv N;
A1: First Pay: 2024-03-25; Registration: 144D/Mae S;
H2: First Pay: 2024-03-25; Registration: 144Z/Utl V;
Originator(s)
Ippnzq AV OOL, Smgizs Pmpsqcqz OOL, Ociznnzz Omcz Izpnngnzq OOL, Scsnmzkscp Pmpsqcqz OOL (jsc Pp Lmmpzp)
Pricing Speed
15% KCI kz LOV
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1P | HWL | 934.219 | 5.20 | - | - | DDD | - | OOO | 63.00% | - | Apujc | Y-Qosuk | 190-200 | 175 | 5.85% | 5.765% | 68.58825 |
| S1 | VON | 92.588 | 6.57 | - | - | D- | - | E | 4.80% | - | Lsusv | U-Sujtm | 265-275 | 265 | 6.60% | 6.622% | 23.56391 |
| Q1G | XIM | 28.946 | 6.20 | - | - | KKK | - | AAA | 57.10% | - | Catqa | R-Vjorx | 210-220 | 195 | 6.05% | 5.965% | 54.81212 |
| N2 | HWS | 99.188 | 96.59 | - | - | TTT- | - | PPP | 3.90% | - | Pvieo | X-Ixlsz | 300-310 | 290 | 6.86% | 6.892% | 88.29937 |
| F2 | ZZM | 98.322 | 6.95 | - | - | II- | - | HH | 1.40% | - | Czueo | P-Ufgjo | 255-265 | 250 | 6.44% | 6.459% | 28.14023 |
Tranche Comments
P1P: First Pay: 2024-02-26; Registration: 144G/Vtr I;
Q1G: First Pay: 2024-02-26; Registration: 144U/Ffq T;
F2: First Pay: 2024-02-26; Registration: 144D/Fhj P;
S1: First Pay: 2024-02-26; Registration: 144A/Qpf L;
N2: First Pay: 2024-02-26; Registration: 144H/Clg L;
Originator(s)
MlmmyZnl Xznm Xlrtilll XXO, Yzlwlf Zzrfvnvl XXO, Xvrimv UM XXO, Knfizmlfnr Zzrfvnvl XXO (tln Zr Ozzvlr)