| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | ION | 47.290 | 5.79 | Sss2 | - | - | - | WWW | - | - | Pmprp | U-Mnwyt | 325-335 | 300 | 7.57% | 7.694% | 60.41112 |
| Y | PJC | 12.380 | 9.76 | QY | - | - | - | LL | - | - | Igjqe | B-Zqsca | 570-580 | 545 | 9.87% | 10.080% | 33.50404 |
| L | PYF | 282.950 | 5.47 | Df2 | - | - | - | TT- | - | - | Fkxpm | Z-Vptnk | 130-140 | 112 | 6.28% | 6.367% | 25.62633 |
| M | ZLY | 17.300 | 5.30 | L1 | - | - | - | U- | - | - | Cshzy | F-Jxlsq | 205-215 | 190 | 6.60% | 6.694% | 11.10757 |
Tranche Comments
L: First Pay: 2024-06-17; Registration: 144V/Lsq G;
M: First Pay: 2024-06-17; Registration: 144J/Iwm I;
O: First Pay: 2024-06-17; Registration: 144A/Yvx E;
Y: First Pay: 2024-06-17; Registration: 144Q/Zyx F;
Originator(s)
Fzngu Jnzrnb DDJ
Risk Retention
GC - Rtmk QG - Ck
Pricing Speed
1.75 OAT 15% zraa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | NXP | 26.200 | 2.61 | FV | - | - | - | VV | - | - | Fhzlv | T-Varre | 725l | 790 | 11.46% | 11.745% | 17.94180 |
| Z | FPN | 46.700 | 2.25 | Hee3 | - | - | - | TTT | - | - | Faolt | B-Edosi | 450d | 460 | 8.32% | 8.472% | 31.50358 |
| F | QCI | 99.700 | 7.93 | N2 | - | - | - | L- | - | - | Jqgve | D-Qckqr | 315o | 325 | 7.17% | 7.279% | 40.64279 |
| J | XOM | 590.550 | 8.22 | Lf2 | - | - | - | FF- | - | - | Aoqnr | B-Sjuvm | 225-235 | 225 | 7.12% | 7.235% | 49.35090 |
Tranche Comments
J: First Pay: 2023-06-15; Registration: 144B Fvko;
F: First Pay: 2023-06-15; Registration: 144B Jxve;
Z: First Pay: 2023-06-15; Registration: 144W Zbiy;
L: First Pay: 2023-06-15; Registration: 144H Dzsh;
Risk Retention
AR - Yvq, WA - Ny
Pricing Speed
1.75 WGZ 15% pvnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | KBE | 63.730 | 8.74 | NY | - | - | - | JJ+ | - | - | Tljya | Ekfev | 475-485 | 465 | 7.23% | 7.349% | 84.58283 |
| R | ZZU | 52.480 | 6.33 | S1 | - | - | - | L | - | - | Shjte | Lekgu | 180 | 180 | 4.39% | 4.434% | 70.26176 |
| R | ERW | 139.890 | 8.54 | Lh2 | - | - | - | XX | - | - | Rokon | UVVJ | 150n | 160 | 3.47% | 3.500% | 14.43126 |
| A | CCR | 21.290 | 6.83 | Oaa3 | - | - | - | VVV | - | - | Mgnsj | Abvta | 240 | 240 | 5.03% | 5.087% | 95.37392 |
Tranche Comments
R: Registration: 144Q/Xcc Q;
R: Registration: 144Y/Vfl W;
A: Registration: 144N/Hbo X;
P: Registration: 144L/Bti E;
Risk Retention
PX - Wcbd QP - Ff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | KGB | 284.770 | 8.16 | I1 | - | - | - | R | - | - | Luylk | KWHY | 85-90 | 75 | 0.92% | 0.922% | 35.45076 |
| E | EJB | 35.510 | 3.82 | Jqq3 | - | - | - | GGG | - | - | Hprxf | Uurpo | 125-135 | 115 | 1.49% | 1.503% | 92.44340 |
| T | QEO | 46.670 | 3.16 | - | - | - | - | UU | - | - | Xifrt | Kfjtc | 325j | 325 | 3.64% | 3.676% | 31.14000 |
Tranche Comments
K: Registration: 144Z/Enl V;
E: Registration: 144O/Hqe I;
T: Registration: 144F/Jqp M;
Risk Retention
DZ - Mhne QD - Mo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | BKV | 31.950 | 6.97 | - | - | - | - | KK | - | - | Jnxhv | Lduwu | - | 230 | 2.99% | 3.014% | 14.72860 |
| U | WUF | 988.100 | 6.86 | Q1 | - | - | - | M | - | - | Mphjp | WOBH | - | 90 | 1.67% | 1.678% | 62.17550 |
| N | IEM | 30.110 | 3.31 | - | - | - | - | S | - | - | Npcek | Vfbyn | - | 500 | 5.64% | 5.715% | 63.72277 |
| S | AXF | 76.340 | 2.52 | Xww1 | - | - | - | KKK | - | - | Nhbll | Ungim | - | 150 | 2.19% | 2.204% | 15.52157 |
Tranche Comments
U: First Pay: 2020-04-15; Registration: 144N/Jdk X;
S: First Pay: 2020-04-15; Registration: 144O/Kzk K;
Y: First Pay: 2020-04-15; Registration: 144T/Cfk M;
N: First Pay: 2020-04-15; Registration: 144W/Okv K;
Risk Retention
TK Kyhj Kaiamiytmq Vah. CT Kyhj Kaiamiytmq St.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | LYF | 23.930 | 6.20 | - | - | - | - | M | - | - | Cmbld | Gdxcc | - | 105 | 4.05% | 4.085% | 88.49809 |
| X | ART | 916.190 | 9.17 | - | - | - | - | AA | - | - | Wpnor | OQCU | - | 85 | 3.63% | 3.666% | 56.97964 |
| H | YVI | 10.470 | 5.73 | - | - | - | - | JJJ | - | - | Vchgt | Ooyfz | - | 165 | 4.65% | 4.705% | 75.80663 |
| X | IPO | 86.700 | 7.37 | - | - | - | - | WW | - | - | Zrfya | Tjzbd | - | 275 | 5.74% | 5.816% | 31.92339 |
Tranche Comments
X: Registration: 144G Yobz;
Q: Registration: 144I Pkuc;
H: Registration: 144X Ywuc;
X: Registration: 144E Jeac;
Pricing Speed
1.5 NWN 15% vfybn-ms vbff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | EEW | 59.170 | 8.80 | - | - | - | - | LLL | - | - | Pfwrg | Krwcd | 210-225 | 215 | 3.98% | 4.021% | 33.15528 |
| M | BAE | 27.740 | 6.38 | - | - | - | - | DD | - | - | - | - | - | - | - | - | Retained |
| T | POL | 335.920 | 3.13 | - | - | - | - | E | - | - | Ekkkr | JIDW | 135i | 125 | 2.84% | 2.858% | 83.26064 |
Tranche Comments
T: Registration: 144C Nmsq;
F: Registration: 144V Psjl;
M: Registration: 144Q Afsh;
Pricing Speed
1.50% MZL gb 15% Tqhcx-Fn Tcqq