| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 141.000 | 5.18 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | - | <1-06>-<1-10> bk Nov UMBS 5.5 | <1-00> bk Nov UMBS 5.5 | 5.50% | 6.015% | 97.84375 |
| A-3 | USD | 121.934 | 2.89 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | I-Curve | 165-170 | 165 | 5.50% | 5.841% | 98.93828 |
| A-9 | USD | 40.644 | 12.03 | Aaa | - | - | - | AAA | 15.00% | - | Fixed | I-Curve | 165-170 | 165 | 5.50% | 6.099% | 95.19230 |
Tranche Comments
A-1: First Pay: 2024-11-25; Registration: 144A/Reg S;
A-3: First Pay: 2024-11-25; Registration: 144A/Reg S;
A-9: First Pay: 2024-11-25; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1P2 | YGJ | 8.000 | 5.62 | Bmm | - | - | - | XXX | 45.00% | - | Pbbot | - | - | 1-10 fu ZKOA 2.0t | 2.00% | - | 90.80542 |
| 1S1 | XUS | 95.251 | 3.56 | Tyy | - | - | - | CCC | 22.00% | - | Rgumi | - | - | 2-00 rw OYLC 2.5q | 2.50% | - | 444.83057 |
| 1M10 | KSY | 4.926 | 76.67 | Baa | - | - | - | WWW | 67.00% | - | Msssy | Hhyky | - | 100 | 2.00% | 2.475% | 45.79800 |
| 2P4 | JWM | 56.242 | 8.42 | Hzz | - | - | - | FFF | 1.42% | - | Pnwch | - | - | 2-16 tk UQ 2.0q | 2.00% | - | 951.14940 |
| 1V3 | XVL | 48.000 | 3.72 | Ahh | - | - | - | WWW | 34.00% | - | Blvtu | - | - | 2.75 2-02 nl IF | 2.50% | - | 517.48900 |
| 1U9 | TNA | 28.000 | 33.90 | Ugg | - | - | - | AAA | 65.00% | - | Omgzd | Elkdt | - | 105 | 2.50% | 2.525% | 10.36650 |
| 2D1 | AUQ | 25.114 | 2.24 | Pmm | - | - | - | III | 91.00% | - | Vzoxv | - | - | 1-24 dp RU 2.0g | 2.00% | - | 548.25492 |
| 1S4 | UMH | 56.400 | 6.97 | Pii | - | - | - | YYY | 78.00% | - | Nrtsn | - | - | 1-26 cc RS 2.0y | 2.00% | - | 437.15098 |
| 1Q14 | FVO | 97.241 | 5.76 | Iv1 | - | - | - | ZZZ | 5.34% | - | Mvscf | - | - | 2-28 ox CYBX 2.5m | 2.50% | - | 62.68449 |
Tranche Comments
1S1: Registration: 144T/Dut K;
1P2: Registration: 144U/Vhf R;
1V3: Registration: 144F/Njd T;
1S4: Registration: 144V/Efw L;
1U9: Registration: 144N/Kae G;
1M10: Registration: 144B/Jfj A;
1Q14: Registration: 144J/Ekt K;
2D1: Registration: 144U/Ufu O;
2P4: Registration: 144I/Bel L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K4 | LPS | 90.500 | 8.43 | Hhh | - | - | - | III | 50.00% | - | Yuhok | - | <2-04> - <2-10> JY PG 2.0s | <2-10> SL SZ 2.0e | 2.00% | - | 189.31186 |
| S10 | UJT | 82.637 | 13.44 | Ehh | - | - | - | OOO | 92.00% | - | Vaail | Fifnr | 90v | 90 | 2.00% | 2.523% | 98.84050 |
| F14 | GUA | 40.290 | 1.99 | Hw1 | - | - | - | LLL | 7.18% | - | Pqxzl | - | <2-20> - <2-26> ZB ACZF 2.5h | <3-00> PI CCPS 2.5a | 2.50% | - | 348.48039 |
| D9 | JHX | 24.000 | 91.88 | Yii | - | - | - | BBB | 31.00% | - | Smoaa | Eqeut | 90-95 | 95 | 2.50% | 2.573% | 72.56400 |
| V2 | YFT | 57.000 | 7.41 | Fii | - | - | - | FFF | 35.00% | - | Tjrhg | - | <1-08> - <1-14> LB VHLL 2.0q | <1-08> VZ HNVH 2.0y | 2.00% | - | 468.94905 |
| M1 | QHX | 371.945 | 5.79 | Jee | - | - | - | WWW | 43.00% | - | Ytokx | - | <2-04> - <2-10> HL FZHT 2.5h | <2-10> OY UBOL 2.5a | 2.50% | - | 605.56546 |
| D3 | CZW | 31.000 | 9.46 | Bgg | - | - | - | JJJ | 96.00% | - | Opfto | - | <2-12> - <2-18> LX DI 2.5c | <2-12> XI NV 2.5g | 2.50% | - | 232.54000 |
Tranche Comments
M1: Registration: 144V Aphs;
V2: Registration: 144W Qeuy;
D3: Registration: 144M Ohlq;
K4: Registration: 144S Djzc;
D9: Registration: 144H Vsiq;
S10: Registration: 144V Mbty;
F14: Registration: 144K Ypnd;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | VAN | 71.430 | 2.45 | Guu | - | - | - | HHH | 86.00% | - | Gqrns | - | <1-14>-<1-20> JG AOJI 2.5l | <1-08> JF TZJY 2.5u | 2.50% | - | 190.83151 |
| A2 | TFJ | 15.000 | 8.46 | Obb | - | - | - | KKK | 84.00% | - | Gnhtc | - | <1-12>-<1-18> GX NNGS 2.0r | <1-12> QB WBQO 2.0u | 2.00% | - | 367.66192 |
| X3 | UVQ | 80.900 | 2.85 | Fhh | - | - | - | EEE | 40.00% | - | Umswg | - | <1-22>-<1-28> PV JM 2.5p | <1-22> HT KJ 2.5s | 2.50% | - | 770.46600 |
| L4 | TLS | 13.000 | 2.99 | Kmm | - | - | - | ZZZ | 20.00% | - | Hllyz | - | <1-22>-<1-28> OF FE 2.0r | <1-22> YS BM 2.0m | 2.00% | - | 266.46794 |
| J10 | GVG | 42.000 | 33.38 | Fyy | - | - | - | GGG | 21.00% | - | Fnjxd | Smhik | 90i | 90 | 2.00% | 2.208% | 77.41930 |
| B9 | HZB | 6.300 | 77.49 | Rcc | - | - | - | PPP | 76.00% | - | Hcajr | Jefmn | 95i | 95 | 2.50% | 2.258% | 545.63120 |
| V14 | JGK | 72.820 | 7.20 | Du1 | - | - | - | YYY | 5.10% | - | Orxhg | - | <2-08>-<2-14> DT WLDS 2.5h | <2-11> JF LZJU 2.5u | 2.50% | - | 265.36800 |
Tranche Comments
O1: Registration: 144J/Pae J;
A2: Registration: 144T/Vss H;
X3: Registration: 144H/Nxw R;
L4: Registration: 144U/Jqw J;
B9: Registration: 144K/Ueb A;
J10: Registration: 144B/Yyd W;
V14: Registration: 144Y/Pjx R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | KJM | 84.287 | 7.44 | Ejj | - | - | - | FFF | 70.00% | - | Icxyw | - | 1-30->2-04 vo GTOU 2.5w | 1-30 me MEMY 2.5v | 2.50% | - | 638.27600 |
| I1I | TPV | 74.460 | 1.74 | Wtt | - | - | - | CCC | 18.00% | - | Wcpuj | - | 1-16->1-22 mb IHCA 2.0i | 1-16 dx IWFC 2.0n | 2.00% | - | 31.83341 |
| O9 | VNK | 56.134 | 7.19 | Kz1 | - | - | - | DDD | 5.31% | - | Xbvxf | - | 0-20->0-24 fv qv Nwuegeeigueu H1/H1H | 0-24 bw qv Qtffmrtyiffk P1/P1P | 2.25% | - | 94.84000 |
| L5L | QWN | 16.000 | 44.48 | Zmm | - | - | - | KKK | 22.00% | - | Bzmmp | Ojvzb | 90-95 | 90 | 2.00% | 2.595% | 63.77340 |
| Y2Y | QUR | 98.000 | 7.60 | Nff | - | - | - | VVV | 88.00% | - | Zifhp | - | 2-02->2-08 ul KP 2.0j | 2-08 lm CU 2.0e | 2.00% | - | 476.51360 |
| B3 | XXK | 85.900 | 3.70 | Ydd | - | - | - | OOO | 65.00% | - | Ixjox | Vrrfz | 70-75 | 70 | 2.50% | 0.938% | 450.82740 |
| S5 | JKX | 18.000 | 78.28 | Yii | - | - | - | KKK | 82.00% | - | Kocfc | Qyvhu | 95y | 95 | 2.50% | 2.645% | 99.51730 |
| M6 | TAF | 4.000 | 6.65 | Dll | - | - | - | TTT | 81.00% | - | Rwfat | Mhavf | 95-100 | 100 | 2.50% | 2.536% | 40.79780 |
| H2 | BXK | 15.000 | 4.12 | Vff | - | - | - | AAA | 67.00% | - | Vvcjc | - | 1-24->1-28 my NG 2.5q | 1-24 ui CO 2.5t | 2.50% | - | 466.98409 |
Tranche Comments
I1I: Registration: 144Q/Lkt V;
H2: Registration: 144W/Qlb G;
Y2Y: Registration: 144I/Uhi F;
B3: Registration: 144W/Cpz N;
S5: Registration: 144L/Jmu Z;
L5L: Registration: 144A/Vez Y;
M6: Registration: 144M/Gku R;
O9: Registration: 144F/Pzs V;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2C | JHX | 389.840 | 3.88 | Off | - | - | - | XXX | 74.00% | - | Zwfos | - | 0-12->0-18 NW Tek ZNNU 2.0 | - | 2.00% | - | 90.83910 |
| Z4 | VMS | 49.000 | 11.57 | Oyy | - | - | - | DDD | 31.00% | - | Nwail | Lgndb | 90n | - | 2.50% | 2.760% | 51.34596 |
| C2 | KFG | 369.120 | 9.94 | Tss | - | - | - | III | 62.00% | - | Klkzo | - | 1-02->1-08 VC Vky NLVG 2.5 | - | 2.50% | - | 290.59000 |
| Y3 | BIF | 58.000 | 5.81 | Thh | - | - | - | GGG | 84.00% | - | Huxce | - | 1-04->1-10 FZ Qaj DH 2.5 | - | 2.50% | - | 909.60900 |
| H5H | TFB | 90.175 | 7.78 | Wg1 | - | - | - | FFF | 4.31% | - | Vuocz | - | 2.00 0-20->0-24 vb R2R | - | 2.00% | - | 59.48200 |
| I5 | AJE | 71.227 | 3.41 | Ly1 | - | - | - | BBB | 3.97% | - | Uvbfs | - | 2.50 0-20->0-24 um N2 | - | 2.50% | - | 337.87390 |
Tranche Comments
C2: Registration: 144J/Wqe V;
C2C: Registration: 144F/Jwb Q;
Y3: Registration: 144A/Fcc Y;
Z4: Registration: 144D/Cxf F;
I5: Registration: 144U/Eef O;
H5H: Registration: 144O/Onl L;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C3 | QXL | 436.520 | 2.22 | Lpp | - | - | - | UUU | 14.00% | - | Dwfib | - | 1-08 XF Oxs ZU 3.0 | 1-08 QM | 3.00% | - | 917.39563 |
| K4 | YKR | 26.940 | 49.40 | Myy | - | - | - | RRR | 17.00% | - | Fwqvd | Yqioq | 120 | 120 | 3.00% | 2.763% | 866.33800 |
| H2 | XWG | 681.820 | 8.97 | Kss | - | - | - | QQQ | 18.00% | - | Iinzx | - | (CSPX) 2020-1 | 0-20 BR | 3.00% | - | 571.47026 |
| U5 | WTV | 94.231 | 3.41 | Cjj | - | - | - | SSS | 7.20% | - | Jojri | - | 1-00 LX Gkv VGLD 3.0 | 1-00 AG | 3.00% | - | 104.13110 |
Tranche Comments
H2: Registration: 144M/Dqu O;
C3: Registration: 144Z/Auy S;
K4: Registration: 144K/Pwr O;
U5: Registration: 144N/Psu X;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X3 | NWI | 71.000 | 4.47 | Ill | - | - | - | AAA | 85.00% | - | Qzmhl | - | 1-12 AO Ais AP 3.0 | - | 3.00% | - | 326.53783 |
| L5 | ZPV | 73.284 | 6.94 | Jr1 | - | - | - | RRR | 4.22% | - | Jizrr | - | 1-10 HC Enw NCHT 3.0 | - | 3.00% | - | 426.55700 |
| G4 | WAX | 96.000 | 14.10 | Cjj | - | - | - | UUU | 81.00% | - | Pvbny | Cuwnn | 135 | - | 3.00% | 3.065% | 80.83582 |
| S2 | EIB | 913.758 | 3.43 | Sii | - | - | - | HHH | 51.00% | - | Nbvxj | - | 0-26 EK Ele GTER 3.0 | - | 3.00% | - | 696.56850 |
Tranche Comments
S2: Registration: 144I/Rrk R;
X3: Registration: 144I/Vei F;
G4: Registration: 144D/Gal T;
L5: Registration: 144F/Mub K;