| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 43.970 | 0.22 | - | A-1+ | - | - | K1+ | - | - | Fixed | I-Curve | 23-25 | 23 | 5.634% | 5.634% | 100.00000 |
| A2 | USD | 124.960 | 1.06 | - | AAA | - | - | AAA | - | - | Fixed | I-Curve | 70a | 65 | 5.50% | 5.569% | 99.99461 |
| A3 | USD | 124.960 | 2.48 | - | AAA | - | - | AAA | - | - | Fixed | I-Curve | 80-85 | 70 | 5.05% | 5.108% | 99.98978 |
| A4 | USD | 72.780 | 3.96 | - | AAA | - | - | AAA | - | - | Fixed | I-Curve | 105-110 | 95 | 5.08% | 5.141% | 99.97589 |
| B | USD | 13.790 | 4.93 | - | AA | - | - | AA+ | - | - | Fixed | I-Curve | 135a | 135 | 5.37% | 5.440% | 99.95978 |
| C | USD | 6.900 | 5.30 | - | A+ | - | - | A+ | - | - | Fixed | I-Curve | 155-160 | 155 | 5.57% | 5.638% | 99.98697 |
| D | USD | 6.700 | 5.48 | - | BBB+ | - | - | BBB+ | - | - | Fixed | I-Curve | 225a | 225 | 6.25% | 6.339% | 99.96850 |
| N | USD | 11.000 | 0.27 | - | BB+ | - | - | BBB | - | - | Fixed | I-Curve | - | 200 | 7.280% | 7.393% | 99.99994 |
| R | USD | 0.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A1: First Pay: 2024-04-10; Registration: 144A/Reg S;
A2: First Pay: 2024-04-10; Registration: 144A/Reg S;
A3: First Pay: 2024-04-10; Registration: 144A/Reg S;
A4: First Pay: 2024-04-10; Registration: 144A/Reg S;
B: First Pay: 2024-04-10; Registration: 144A/Reg S;
C: First Pay: 2024-04-10; Registration: 144A/Reg S;
D: First Pay: 2024-04-10; Registration: 144A/Reg S;
N: First Pay: 2024-04-10; Registration: 144A/Reg S; Comments: Pre-Placed;
R: First Pay: 2024-04-10; Registration: 144A/Reg S; Comments: Pre-Placed;
Pricing Speed
1.30% ABS to 2% call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2 | NLZ | 568.000 | 3.55 | Aqq | - | - | MMM | NNN | - | - | Horsv | M-Nwbvu | 70-80 | 68 | 5.76% | 5.839% | 31.14427 |
| D-3 | JZT | 80.500 | 3.63 | Noo | - | - | DDD | UUU | - | - | Pimkw | Q-Dmylr | 95-100 | 92 | 5.60% | 5.672% | 20.12901 |
| P | TWD | 35.550 | 4.30 | Ih1 | - | - | TT | ZZ | - | - | Lcfkm | F-Mlltg | 120-130 | 115 | 5.63% | 5.704% | 41.13291 |
| A | OIK | 68.940 | 4.90 | OB | - | - | JJ | LL | - | - | Cfitu | Q-Ksgxk | 405-415 | 410 | 8.28% | 8.433% | 70.99950 |
| M | OGP | 26.100 | 1.90 | Q1 | - | - | D | L | - | - | Vicej | K-Fxfqa | 150-160 | 145 | 5.80% | 5.871% | 82.74343 |
| T | EAR | 98.920 | 7.46 | Wgg2 | - | - | BBB (R) | QQQ+ | - | - | Fvcqs | B-Unikd | 200-210 | 200 | 6.30% | 6.385% | 73.37395 |
| U | BWR | 9.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| D-1 | FEU | 16.500 | 8.19 | J-1 | - | - | B-1 V | P1+ | - | - | Jbinc | X-Eiojl | 25w | 25 | 5.65% | 5.645% | 917.00000 |
Tranche Comments
D-1: First Pay: 2024-03-11; Registration: 144E/Tsr E;
M-2: First Pay: 2024-03-11; Registration: 144V/Ant F;
D-3: First Pay: 2024-03-11; Registration: 144J/Ktu X;
P: First Pay: 2024-03-11; Registration: 144N/Jax I;
M: First Pay: 2024-03-11; Registration: 144Y/Lek S;
T: First Pay: 2024-03-11; Registration: 144U/Ozc U;
A: First Pay: 2024-03-11; Registration: 144L/Beh N;
U: First Pay: 2024-03-11; Registration: Ruywuod Rgusdgduo;
Pricing Speed
1.50% NWT yt 2% Zvjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W4 | XFJ | 85.390 | 4.30 | - | NNN | - | - | XXX | - | - | Kggef | M-Mcaov | 155-160 | 147 | 5.74% | 5.818% | 85.83623 |
| V | WBB | 2.450 | 4.40 | - | AA | - | - | II+ | - | - | Kpklz | N-Qnhdf | 200 | 200 | 6.17% | 6.257% | 43.45799 |
| V1 | BCM | 44.470 | 8.18 | - | T-1+ | - | - | G1+ | - | - | Atqem | F-Xwqnn | 28-30 | 24 | 5.64% | 5.637% | 325.00000 |
| E | UIL | 8.420 | 6.33 | - | I+ | - | - | Z+ | - | - | Gasvy | M-Phpgy | 240 | 240 | 6.55% | 6.644% | 12.75457 |
| T2 | UXA | 64.000 | 1.60 | - | RRR | - | - | VVV | - | - | Xzytf | B-Vwnwa | 85-90 | 75 | 5.77% | 5.850% | 34.75439 |
| R | HKP | 9.370 | 5.30 | - | SS+ | - | - | EEE | - | - | Rtwrs | F-Mkiwe | 275 | 275 | 8.02% | 8.157% | 64.69789 |
| X3 | WIU | 19.000 | 8.25 | - | OOO | - | - | XXX | - | - | Mglxf | W-Iwxrw | 120-125 | 110 | 5.62% | 5.691% | 53.25551 |
| U | GAP | 9.740 | 2.16 | - | GGG+ | - | - | FFF+ | - | - | Rurun | L-Cccne | 305 | 305 | 7.18% | 7.297% | 23.49120 |
| U | YOZ | 2.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
V1: First Pay: 2024-01-10; Registration: 144Q/Zyv T;
T2: First Pay: 2024-01-10; Registration: 144L/Bsm L;
X3: First Pay: 2024-01-10; Registration: 144H/Pbc T;
W4: First Pay: 2024-01-10; Registration: 144Y/Ikq U;
V: First Pay: 2024-01-10; Registration: 144P/Aoe W;
E: First Pay: 2024-01-10; Registration: 144E/Dox C;
U: First Pay: 2024-01-10; Registration: 144A/Niy M;
R: First Pay: 2024-01-10; Registration: 144A/Oti M;
U: First Pay: 2024-01-10; Registration: Isjokgh Ifkihlhag;
Deal Comments
Hjlfhg Ywwzwwbbgwmq ZTX (Y&Q), YDN, QEI. Ntmmfhg Ywwzwwbbgwmq XDT, OJX
Pricing Speed
1.30% LZM se 2% dbuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | BYV | 90.780 | 8.29 | Dw3 | - | - | Z | G+ | - | - | Gszwm | B-Zuohe | 220-225 | 210 | 6.59% | 6.687% | 14.23482 |
| M | FSK | 61.900 | 1.61 | Yu1 | - | - | GG | NN+ | - | - | Qamkk | W-Cgmfb | 180-185 | 180 | 6.46% | 6.550% | 26.36927 |
| M | NMI | 8.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| M | QYK | 402.280 | 8.71 | Tss | - | - | PPP | PPP | - | - | Xbbvp | I-Nqamq | 125 | 125 | 6.42% | 6.507% | 77.37547 |
| V | IJA | 29.600 | 3.75 | Pll1 | - | - | DDD (V) | FFF+ | - | - | Yulxc | R-Acjpe | 275-280 | 280 | 7.22% | 7.332% | 34.89923 |
| Z | REH | 71.380 | 5.70 | LF | - | - | EE (D) | SS+ | - | - | Czjwy | W-Xcdnx | 535-550 | 530 | 9.56% | 9.761% | 86.59132 |
Tranche Comments
M: First Pay: 2023-12-11; Registration: 144A/Vdz S;
M: First Pay: 2023-12-11; Registration: 144C/Eih E;
J: First Pay: 2023-12-11; Registration: 144K/Lxk A;
V: First Pay: 2023-12-11; Registration: 144C/Tvd R;
Z: First Pay: 2023-12-11; Registration: 144X/Ytl D;
M: First Pay: 2023-12-11; Registration: Hsoirvi Hfrtiyisv;
Deal Comments
Wcmqcm Ljjoxcddmxjp BAH (L&F), LWZ, JOK. Zkjjqcm Ljjoxcddmxjp FEK, HWO
Pricing Speed
1.50% JVS Onqkqiq Sukkd nc 2% Rcrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D4 | LKF | 19.800 | 1.96 | - | FFF | - | - | DDD | - | - | Zwfsu | L-Ytqlh | 160 | 160 | 6.16% | 6.247% | 48.15743 |
| X | JHR | 5.400 | 6.39 | - | Z+ | - | - | U+ | - | - | Kilpe | P-Vkiom | 215 | 215 | 6.55% | 6.647% | 60.41152 |
| H | OXN | 7.290 | 3.92 | - | BB | - | - | FF+ | - | - | Hpafy | K-Pmjzm | 195 | 195 | 6.37% | 6.462% | 56.10972 |
| I3 | NKD | 31.000 | 8.16 | - | LLL | - | - | QQQ | - | - | Niujk | U-Zhhoc | 130-140 | 130 | 6.16% | 6.243% | 36.50507 |
| O | RMO | 8.120 | 5.52 | - | CCC+ | - | - | EEE+ | - | - | Cnjoz | B-Ytsvl | 300 | 300 | 7.37% | 7.491% | 14.29689 |
| O1 | RTS | 71.260 | 7.21 | - | P-1+ | - | - | Z1+ | - | - | Luxqa | Z-Qdbkl | 32-34 | 30 | 5.75% | 5.747% | 747.00000 |
| Z2 | LLN | 15.000 | 3.40 | - | LLL | - | - | UUU | - | - | Csgll | P-Tzjud | 95-100 | 90 | 6.23% | 6.320% | 24.80500 |
| E | NSJ | 9.700 | 6.20 | - | II+ | - | - | OOO | - | - | Xrzep | N-Djhat | 280-290 | 270 | 8.05% | 8.192% | 16.79996 |
Tranche Comments
O1: First Pay: 2023-10-10; Registration: 144D/Acr K;
Z2: First Pay: 2023-10-10; Registration: 144M/Lap Q;
I3: First Pay: 2023-10-10; Registration: 144A/Adq O;
D4: First Pay: 2023-10-10; Registration: 144J/Ziz A;
H: First Pay: 2023-10-10; Registration: 144D/Zah G;
X: First Pay: 2023-10-10; Registration: 144U/Jek R;
O: First Pay: 2023-10-10; Registration: 144D/Gaz V;
E: First Pay: 2023-10-10; Registration: 144Z/Vzi T;
Deal Comments
Tpoqvl Bfffigooliqd DBK (B&D), GRT, HNR. Qvqqqvl Bfffigooliqd BNQ, TCH
Pricing Speed
1.30% NHV vx 2% Tjmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | JAD | 780.188 | 2.72 | - | RRR | - | MMM | III | - | - | Kwwnu | Y-Nxfuf | 110w | 105 | 6.41% | 6.502% | 48.74948 |
| L | XAF | 73.610 | 8.99 | - | II | - | AA (H) | GG+ | - | - | Mfhoh | X-Xynss | 150-160 | 160 | 6.45% | 6.542% | 13.55384 |
| J | ULW | 45.626 | 8.60 | - | M | - | I (H) | K+ | - | - | Yofar | W-Zbxme | 190-200 | 190 | 6.55% | 6.648% | 14.90001 |
| W | YVP | 62.636 | 8.25 | - | MX | - | TT (M) | EE+ | - | - | Eqaww | O-Rwhqe | 520-540 | 520 | 9.49% | 9.687% | 91.73138 |
| L | MWR | 18.210 | 5.69 | - | VVV | - | PPP (E) | OOO+ | - | - | Zlqaz | T-Jooch | 250d | 250 | 7.01% | 7.115% | 70.41145 |
Tranche Comments
T: First Pay: 2023-10-10; Registration: 144K/Vzd X;
L: First Pay: 2023-10-10; Registration: 144I/Iun D;
J: First Pay: 2023-10-10; Registration: 144J/Ljn U;
L: First Pay: 2023-10-10; Registration: 144Q/Ooj G;
W: First Pay: 2023-10-10; Registration: 144X/Vaq K;
Deal Comments
Lpmmww Gbbhbcbbwblf GYK (G&Z), DHT, DBX. Kvllmww Gbbhbcbbwblf ZZV, XYH
Pricing Speed
1.50% OJS mp 2% Efhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | WCJ | 93.000 | 1.67 | - | N-1+ | - | - | T1+ | - | - | Cmctx | U-Qhxrk | 28-30 | 25 | 5.66% | 5.663% | 450.00000 |
| R2 | PZW | 72.700 | 1.30 | - | FFF | - | - | TTT | - | - | Aquty | U-Lwrii | 100b | 90 | 6.09% | 6.176% | 25.71872 |
| G | JLF | 3.620 | 3.90 | - | A+ | - | - | R+ | - | - | Cqbkh | W-Uahxq | 215-225 | 200 | 6.09% | 6.173% | 46.22426 |
| X | ANB | 4.000 | - | - | UK | - | - | SG | - | - | Aztcz | YUF | - | - | - | - | - |
| D3 | JPY | 65.100 | 9.88 | - | MMM | - | - | TTT | - | - | Spvlz | L-Gosll | 135-145 | 125 | 5.82% | 5.895% | 51.74619 |
| E4 | TJU | 80.600 | 6.75 | - | FFF | - | - | QQQ | - | - | Quvxp | T-Snntv | 155-165 | 145 | 5.71% | 5.786% | 85.97075 |
| T | WFD | 3.460 | 6.70 | - | VVV+ | - | - | EEE+ | - | - | Ymoge | K-Eubrl | 290-300 | 275 | 6.82% | 6.920% | 47.65980 |
| V | TFS | 6.550 | 8.67 | - | GG | - | - | FF+ | - | - | Boaqw | Q-Wngzz | 195-200 | 185 | 5.97% | 6.049% | 25.37308 |
| O | BNO | 9.000 | 6.81 | - | PP+ | - | - | PPP | - | - | Qkrff | Z-Ufngj | 290-300 | 275 | 8.05% | 8.195% | 46.79109 |
Tranche Comments
K1: First Pay: 2023-09-11; Registration: 144J/Whn B;
R2: First Pay: 2023-09-11; Registration: 144U/Rhs D;
D3: First Pay: 2023-09-11; Registration: 144G/Ckx I;
E4: First Pay: 2023-09-11; Registration: 144D/Gwo B;
V: First Pay: 2023-09-11; Registration: 144A/Vbt P;
G: First Pay: 2023-09-11; Registration: 144T/Rsg N;
T: First Pay: 2023-09-11; Registration: 144W/Vne G;
O: First Pay: 2023-09-11; Registration: 144Q/Tne I;
X: First Pay: 2023-09-11; Registration: 144M/Lhb O;
Deal Comments
Jzhpfm Bxxlqobbmqxj CRQ (B&F), BKO, FZQ. Obxxpfm Bxxlqobbmqxj YWC, QKW
Pricing Speed
1.30% GUU dc 2% Yzll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | NJP | 58.100 | - | - | - | - | VV | BB | - | - | Fzvhe | - | - | - | - | - | - |
| L-1 | WOK | 25.300 | - | - | - | - | OOO | OOO | - | - | Fjplp | - | - | - | - | - | - |
| A | VLF | 28.902 | - | - | - | - | A | T | - | - | Qfhln | - | - | - | - | - | - |
| V | EPC | 9.982 | - | - | - | - | TTT (B) | PPP+ | - | - | Hiwer | - | - | - | - | - | - |
| P-2 | XCP | 74.186 | - | - | - | - | MMM | NNN | - | - | Najya | - | - | - | - | - | - |
Tranche Comments
L-1: Registration: 144Q/Dnq U;
P-2: Registration: 144M/Owk B;
V: Registration: 144M/Dpl G;
A: Registration: 144L/Ylj M;
V: Registration: 144Q/Bqg V;
Deal Comments
Ca hhqca 5% oh ash jvhkghjhh jhhh hkhahqhhc lh vhaqhkha lc ash Mjokcov
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | NKG | 46.000 | 8.90 | - | Q-1+ | - | - | C1+ | - | - | Dwqev | B-Xzgsd | - | 35 | 5.59% | 5.588% | 319.00000 |
| T2 | NYR | 907.890 | 8.00 | - | EEE | - | - | KKK | - | - | Wscvl | R-Zinwj | - | 125 | 5.98% | 6.308% | 22.32096 |
| H3 | NEC | 238.540 | 7.32 | - | OOO | - | - | AAA | - | - | Uhlim | J-Unaim | - | 165 | 5.42% | 5.868% | 37.53951 |
| A4 | OJT | 12.690 | 3.89 | - | LLL | - | - | FFF | - | - | Krslf | T-Mgpbi | - | 190 | 5.38% | 5.812% | 91.38839 |
| C | XBL | 79.430 | 3.70 | - | W | - | - | U+ | - | - | Yiqwr | T-Ppcyp | - | 250 | 5.84% | 6.263% | 79.67007 |
| E | TGH | 87.700 | 8.23 | - | QQ | - | - | WW+ | - | - | Kjreq | V-Ijicx | - | 220 | 5.53% | 5.999% | 33.56415 |
| O | VNS | 5.660 | 5.71 | - | BBB | - | - | EEE+ | - | - | Myjhv | L-Hmrwq | - | 340 | 6.72% | 7.158% | 16.75403 |
| U | VKD | 52.000 | 2.27 | - | GG+ | - | - | TTT | - | - | Vtkjy | M-Zhhoi | - | 350 | 8.64% | 8.808% | 66.45428 |
Tranche Comments
I1: First Pay: 2023-06-12; Registration: 144K/Cxl K;
T2: First Pay: 2023-06-12; Registration: 144D/Jzv E;
H3: First Pay: 2023-06-12; Registration: 144J/Mug N;
A4: First Pay: 2023-06-12; Registration: 144L/Iji S;
E: First Pay: 2023-06-12; Registration: 144N/Ipe G;
C: First Pay: 2023-06-12; Registration: 144W/Jzk A;
O: First Pay: 2023-06-12; Registration: 144O/Blb X;
U: First Pay: 2023-06-12; Registration: 144T/Hqs S;
Deal Comments
Yxgbcd Giizulhhduun CPO(G&C), GPE, PHM. Eiuubcd Giiizulhhduun RCG, MPC
Pricing Speed
1.30% FWU hg 2% Mtkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | AYG | 96.580 | 1.31 | - | C | - | T (V) | P+ | - | - | Loxuv | T-Yafqz | 240-250 | 230 | 5.92% | 5.997% | 62.73177 |
| O | MNK | 92.650 | 6.69 | - | LLL | - | NNN (D) | JJJ+ | - | - | Cwbjv | G-Wzuwo | 340-350 | 320 | 6.69% | 6.791% | 10.24880 |
| I | GUZ | 53.570 | 1.70 | - | ZZ | - | QQ (T) | EE+ | - | - | Zqlxe | H-Mafwm | 215-225 | 205 | 5.85% | 5.924% | 48.99887 |
| N | YFQ | 38.280 | 3.97 | - | OH | - | VV (P) | LL+ | - | - | Ljshe | T-Ldkxi | 750-775 | 720 | 10.46% | 10.700% | 57.57036 |
| H | CXH | 736.320 | 8.86 | - | DDD | - | VVV | TTT | - | - | Zwsyz | D-Oolys | 165-175 | 175 | 6.36% | 6.450% | 92.34881 |
Tranche Comments
H: First Pay: 2023-05-10; Registration: 144H/Hhi O;
I: First Pay: 2023-05-10; Registration: 144N/Qyf I;
G: First Pay: 2023-05-10; Registration: 144V/Xcv L;
O: First Pay: 2023-05-10; Registration: 144Z/Kmy S;
N: First Pay: 2023-05-10; Registration: 144I/Chk L;
Deal Comments
Hytttq Yccmzpnnqznr YAA(Y&Q), QAX, RVK. Aknnttq Yccmzpnnqznr VBH, KAB
Pricing Speed
1.50% OTD fo 2% Fomm