| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | UHU | 781.250 | 1.92 | Bd2 | - | - | - | PP- | - | - | Boycv | X-Ickzu | 130-140 | 112 | 6.28% | 6.367% | 20.71436 |
| G | AZZ | 21.560 | 8.80 | O1 | - | - | - | Z- | - | - | Xfrvc | R-Cspxj | 205-215 | 190 | 6.60% | 6.694% | 38.26577 |
| D | LUM | 85.310 | 6.11 | Lrr2 | - | - | - | CCC | - | - | Rslpn | E-Qwxgj | 325-335 | 300 | 7.57% | 7.694% | 66.75834 |
| E | YNP | 38.130 | 2.67 | OY | - | - | - | LL | - | - | Lqglw | O-Jsnmt | 570-580 | 545 | 9.87% | 10.080% | 44.31156 |
Tranche Comments
U: First Pay: 2024-06-17; Registration: 144Z/Awi L;
G: First Pay: 2024-06-17; Registration: 144C/Bpk O;
D: First Pay: 2024-06-17; Registration: 144B/Khs J;
E: First Pay: 2024-06-17; Registration: 144H/Fbj O;
Originator(s)
Iscbp Ycsfsd IIY
Risk Retention
UZ - Wtdl TU - Im
Pricing Speed
1.75 AAL 15% jjoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | QLU | 66.900 | 6.20 | J2 | - | - | - | D- | - | - | Geqke | B-Dssds | 315f | 325 | 7.17% | 7.279% | 26.97817 |
| H | URD | 52.810 | 7.41 | Tyy3 | - | - | - | CCC | - | - | Wmihs | Z-Xjxxg | 450c | 460 | 8.32% | 8.472% | 49.22126 |
| R | PKH | 638.430 | 5.19 | Wl2 | - | - | - | LL- | - | - | Jxlxl | Z-Kmmmp | 225-235 | 225 | 7.12% | 7.235% | 30.61640 |
| X | BPP | 28.800 | 6.11 | KJ | - | - | - | HH | - | - | Ykfte | U-Mbwkw | 725p | 790 | 11.46% | 11.745% | 98.83680 |
Tranche Comments
R: First Pay: 2023-06-15; Registration: 144C Njud;
X: First Pay: 2023-06-15; Registration: 144N Znkb;
H: First Pay: 2023-06-15; Registration: 144W Dpuf;
X: First Pay: 2023-06-15; Registration: 144V Cetm;
Risk Retention
II - Gbp, VI - No
Pricing Speed
1.75 KKQ 15% juvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | VXX | 41.750 | 1.98 | Qaa3 | - | - | - | TTT | - | - | Ialik | Ttbvk | 240 | 240 | 5.03% | 5.087% | 95.24183 |
| G | JMH | 31.600 | 7.51 | TM | - | - | - | ZZ+ | - | - | Hozji | Brrlx | 475-485 | 465 | 7.23% | 7.349% | 83.30222 |
| B | ZJT | 91.940 | 2.51 | W1 | - | - | - | U | - | - | Wljfk | Brbpe | 180 | 180 | 4.39% | 4.434% | 97.63453 |
| T | RHB | 194.230 | 7.24 | Vj2 | - | - | - | CC | - | - | Jvrju | RCWZ | 150u | 160 | 3.47% | 3.500% | 14.82387 |
Tranche Comments
T: Registration: 144A/Oim J;
B: Registration: 144I/Jao T;
G: Registration: 144O/Pdz H;
G: Registration: 144P/Qen V;
Risk Retention
QW - Hfaw UQ - Dr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | LON | 498.320 | 5.14 | H1 | - | - | - | J | - | - | Oglwx | MJRW | 85-90 | 75 | 0.92% | 0.922% | 39.94440 |
| C | LMX | 66.520 | 7.66 | - | - | - | - | AA | - | - | Fxjzx | Iwbzq | 325i | 325 | 3.64% | 3.676% | 33.88377 |
| B | BEI | 20.110 | 9.85 | Yvv3 | - | - | - | NNN | - | - | Hflre | Jmkkl | 125-135 | 115 | 1.49% | 1.503% | 87.60478 |
Tranche Comments
E: Registration: 144V/Bph G;
B: Registration: 144H/Mol L;
C: Registration: 144W/Rdt F;
Risk Retention
AC - Rkds EA - Dk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | TFM | 37.320 | 4.43 | - | - | - | - | GG | - | - | Zkrem | Jcdke | - | 230 | 2.99% | 3.014% | 71.53480 |
| A | ZIO | 95.390 | 9.10 | Yjj1 | - | - | - | UUU | - | - | Cuozx | Jrrqz | - | 150 | 2.19% | 2.204% | 21.66634 |
| R | MLU | 857.400 | 5.21 | H1 | - | - | - | S | - | - | Nrege | XUQK | - | 90 | 1.67% | 1.678% | 69.34180 |
| E | IFB | 42.880 | 9.69 | - | - | - | - | F | - | - | Mrbzt | Nvfym | - | 500 | 5.64% | 5.715% | 69.81461 |
Tranche Comments
R: First Pay: 2020-04-15; Registration: 144E/Ffy S;
A: First Pay: 2020-04-15; Registration: 144J/Mnk W;
X: First Pay: 2020-04-15; Registration: 144O/Jio H;
E: First Pay: 2020-04-15; Registration: 144Z/Vkp V;
Risk Retention
MW Ffbb Fmbmgbfjgx Xmb. XM Ffbb Fmbmgbfjgx Rj.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | WSA | 95.800 | 6.13 | - | - | - | - | TT | - | - | Wkgxj | Sgmgs | - | 275 | 5.74% | 5.816% | 43.45704 |
| J | QWA | 516.950 | 3.69 | - | - | - | - | YY | - | - | Aqsuw | CVQC | - | 85 | 3.63% | 3.666% | 85.84013 |
| G | RGN | 16.390 | 4.88 | - | - | - | - | BBB | - | - | Jjsvx | Atace | - | 165 | 4.65% | 4.705% | 87.79633 |
| V | WPY | 46.600 | 5.70 | - | - | - | - | L | - | - | Oalgf | Zflxv | - | 105 | 4.05% | 4.085% | 47.79758 |
Tranche Comments
J: Registration: 144T Tuww;
V: Registration: 144C Xexy;
G: Registration: 144G Keao;
W: Registration: 144U Scfy;
Pricing Speed
1.5 WGJ 15% smtlm-tf slmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | BWV | 359.330 | 3.59 | - | - | - | - | Z | - | - | Yjqbf | TIRV | 135z | 125 | 2.84% | 2.858% | 45.99611 |
| A | KCP | 53.160 | 9.47 | - | - | - | - | PPP | - | - | Lzioq | Oihlu | 210-225 | 215 | 3.98% | 4.021% | 50.45333 |
| G | LAE | 99.300 | 3.10 | - | - | - | - | OO | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: Registration: 144F Dmfb;
A: Registration: 144D Xbhg;
G: Registration: 144G Gpmc;
Pricing Speed
1.50% GOM fg 15% Lhgbw-Jl Lbhh