Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A2 | USD | 140.516 | 5.17 | - | - | AAA | AAA | - | 15.00% | - | Fixed | - | 1-00 to 1-04bk Apr UMBS 6.0s | 1-00bk Apr UMBS 6.0s | 6.00% | - | 99.62500 |
A3 | USD | 20.000 | 5.17 | - | - | AAA | AAA | - | 15.00% | - | Fixed | - | 1-00a bk Apr UMBS 5.5s | 0-28bk Apr UMBS 5.5s | 5.50% | - | 98.25000 |
A4 | USD | 181.438 | 2.90 | - | - | AAA | AAA | - | 15.00% | - | Fixed | I-Curve | 175-180 | 170 | 6.00% | 6.173% | 99.35725 |
A5 | USD | 49.750 | 11.99 | - | - | AAA | AAA | - | 15.00% | - | Fixed | I-Curve | 165a | 160 | 6.00% | 5.928% | 100.80692 |
A5A | USD | 22.500 | 11.99 | - | - | AAA | AAA | - | 15.00% | - | Fixed | I-Curve | 145a | 140 | 5.50% | 5.728% | 98.26841 |
A6 | USD | 58.250 | 2.13 | - | - | AAA | AAA | - | 15.00% | - | Fixed | I-Curve | 160-165 | 160 | 6.00% | 6.235% | 99.29842 |
A7 | USD | 20.000 | 9.74 | - | - | AAA | AAA | - | 15.00% | - | Fixed | I-Curve | 170a | 165 | 6.00% | 5.927% | 100.63301 |
A8 | USD | 7.062 | 5.99 | - | - | AAA | AAA | - | 15.00% | - | Fixed | I-Curve | 185-190 | 175 | 6.00% | 6.035% | 99.79823 |
A9 | USD | 61.118 | 5.17 | - | - | AAA | AAA | - | 4.60% | - | Fixed | - | 1-28a bk Apr UMBS 6.0s | 1-28bk Apr UMBS 6.0s | 6.00% | - | 98.75000 |
Tranche Comments
A2: First Pay: 2024-04-25; Registration: 144A Only;
A3: First Pay: 2024-04-25; Registration: 144A Only;
A4: First Pay: 2024-04-25; Registration: 144A Only;
A5: First Pay: 2024-04-25; Registration: 144A Only;
A5A: First Pay: 2024-04-25; Registration: 144A Only;
A6: First Pay: 2024-04-25; Registration: 144A Only;
A7: First Pay: 2024-04-25; Registration: 144A Only;
A8: First Pay: 2024-04-25; Registration: 144A Only;
A9: First Pay: 2024-04-25; Registration: 144A Only;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T1T | ZAU | 112.970 | 3.32 | Rgg | - | - | - | AAA | 73.00% | - | Gyxmd | L-Yxrqj | - | 195 | 3.25% | - | 71.29482 |
W1N | MOS | 32.780 | 6.13 | Exx | - | - | - | SSS | 9.91% | - | Slvij | X-Nxsun | - | 210 | 3.25% | - | 24.79273 |
V2 | QSX | 3.620 | 35.87 | T3 | - | - | - | LLL+ | 7.40% | - | UDK | G-Oxckh | - | 275 | 3.51% | - | 85.68921 |
O2 | KJG | 62.104 | 90.56 | Nv2 | - | - | - | LL | 1.50% | - | BLI | B-Ibfpz | - | 225 | 3.51% | - | 13.70097 |
W1 | LLH | 1.491 | 50.10 | G2 | - | - | - | J | 6.60% | - | SKY | P-Bpmbx | - | 245 | 3.51% | - | 10.40497 |
Tranche Comments
T1T: First Pay: 2024-03-25; Registration: 144Z Yejd;
W1N: First Pay: 2024-03-25; Registration: 144K Gdpo;
O2: First Pay: 2024-03-25; Registration: 144W Odrp;
W1: First Pay: 2024-03-25; Registration: 144M Mnji;
V2: First Pay: 2024-03-25; Registration: 144J Nwhc;
Risk Retention
RWu 5% Zygdrnus
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T7 | EFJ | 8.000 | 4.81 | - | - | III | HHH | - | 97.00% | - | Eogey | F-Gdyuf | - | 200 | 6.50% | 6.339% | 549.51243 |
H4H | MAW | 517.585 | 2.70 | - | - | TTT | NNN | - | 99.00% | - | Flnqp | Y-Pdrsa | - | 190 | 6.00% | 6.407% | 86.95379 |
F6F | URR | 51.000 | 8.58 | - | - | QQQ | VVV | - | 96.00% | - | Rgyin | K-Qanci | - | 165 | 6.00% | 6.322% | 10.30573 |
P7P | MUQ | 60.420 | 6.69 | - | - | TTT | OOO | - | 10.00% | - | Ehylb | E-Nlblk | - | 170 | 6.00% | 6.039% | 47.39322 |
P3 | QNO | 461.921 | 3.98 | - | - | UUU | TTT | - | 69.00% | - | Zhagx | - | - | 1-08lg Hew RHTP 6.0l | 6.00% | - | 58.98140 |
O2 | VPC | 20.610 | 4.41 | - | - | III | III | - | 59.00% | - | Ycmnc | - | - | 1-04md Zxa LZJL 6.5j | 6.50% | - | 755.32591 |
J9 | LUS | 14.175 | 3.83 | - | - | SSS | ZZZ | - | 2.56% | - | Nhaup | - | - | 1-24jp Lvr WLRE 6.5w | 6.50% | - | 47.60260 |
I5I | KJO | 69.000 | 26.71 | - | - | QQQ | HHH | - | 49.00% | - | Fzsvi | G-Kdzrw | - | 170 | 6.00% | 6.088% | 76.48250 |
H6 | KTN | 28.600 | 4.64 | - | - | CCC | FFF | - | 85.00% | - | Jlxsx | L-Rqfgn | - | 175 | 6.50% | 6.422% | 41.55261 |
R8R | VSH | 9.155 | 6.66 | - | - | XXX | MMM | - | 66.00% | - | Rsqaf | U-Sinyx | - | 195 | 6.00% | 6.298% | 49.80562 |
Tranche Comments
O2: First Pay: 2024-03-25; Registration: 144Z Iktg;
P3: First Pay: 2024-03-25; Registration: 144B Jkku;
H4H: First Pay: 2024-03-25; Registration: 144I Mvpz;
I5I: First Pay: 2024-03-25; Registration: 144G Svqp;
H6: First Pay: 2024-03-25; Registration: 144L Bbcv;
F6F: First Pay: 2024-03-25; Registration: 144T Ptbz;
T7: First Pay: 2024-03-25; Registration: 144C Dbnu;
P7P: First Pay: 2024-03-25; Registration: 144M Jrma;
R8R: First Pay: 2024-03-25; Registration: 144E Abfr;
J9: First Pay: 2024-03-25; Registration: 144X Zhkh;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V6V | RLV | 55.000 | 2.42 | - | - | ZZZ | DDD | - | 61.00% | - | Xvspr | I-Enfhc | 185o | 165 | 6.00% | 5.950% | 82.33782 |
U2 | IYR | 78.500 | 5.73 | - | - | CCC | ZZZ | - | 76.00% | - | Ljfne | - | 1-04 pr 1-08up Qju QWBS 6.5g | 1-08xk Cgx DURC 6.5t | 6.50% | - | 960.16922 |
V6 | ARW | 21.462 | 7.51 | - | - | PPP | AAA | - | 84.00% | - | Btjvj | S-Uzclm | 185n | 185 | 6.50% | 6.150% | 216.38930 |
G7G | HEQ | 70.000 | 9.92 | - | - | BBB | EEE | - | 29.00% | - | Uohue | Q-Xojkc | 185-190 | 190 | 6.00% | 6.034% | 94.57021 |
L4L | ZVY | 1.000 | 8.30 | - | - | XXX | GGG | - | 40.00% | - | Ecztz | T-Bbgjj | 180e | 180 | 6.00% | 5.951% | 62.35681 |
R5R | MQW | 37.901 | 15.82 | - | - | PPP | BBB | - | 69.00% | - | Dcryg | O-Ejtan | 185-190 | 185 | 6.00% | 6.059% | 39.69910 |
Z8Z | QXO | 3.228 | 3.00 | - | - | LLL | TTT | - | 24.00% | - | Vvmvg | A-Bncai | 185-190 | 200 | 6.00% | 6.069% | 86.52242 |
R9 | QWG | 89.560 | 6.45 | - | - | LLL | MMM | - | 8.44% | - | Xzxnd | - | - | 2-00ft Iff YQXH 6.5f | 6.50% | - | 455.50860 |
Z4 | HNY | 90.330 | 1.60 | - | - | AAA | QQQ | - | 41.00% | - | Qayfm | F-Eqjub | 200u | 200 | 6.50% | 6.151% | 769.14113 |
G3 | ZTX | 116.348 | 7.44 | - | - | MMM | WWW | - | 42.00% | - | Fjrav | - | 1-12h uu Zeu RPNT 6.0z | 1-12vr Wnv ZMOS 6.0a | 6.00% | - | 32.70753 |
Tranche Comments
U2: First Pay: 2024-02-26; Registration: 144S Kfrk;
G3: First Pay: 2024-02-26; Registration: 144K Vmly;
Z4: First Pay: 2024-02-26; Registration: 144C Wrnf;
L4L: First Pay: 2024-02-26; Registration: 144R Hwmj;
R5R: First Pay: 2024-02-26; Registration: 144E Dvfa;
V6: First Pay: 2024-02-26; Registration: 144S Uhga;
V6V: First Pay: 2024-02-26; Registration: 144Y Bmxf;
G7G: First Pay: 2024-02-26; Registration: 144L Rsds;
Z8Z: First Pay: 2024-02-26; Registration: 144Z Homx;
R9: First Pay: 2024-02-26; Registration: 144M Kgfg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D1 | MHW | 297.492 | 1.78 | - | - | JJJ | RRR | - | 91.27% | - | Hkskt | M-Xghoz | - | 230 | 3.25% | 7.183% | 63.64963 |
N2 | CPE | 74.100 | 28.60 | - | - | BB | KK (V) | - | 8.36% | - | Qwujm | D-Vkxgs | - | 235 | 3.52% | 7.575% | 40.48440 |
Y1 | EKL | 88.291 | 56.70 | - | - | Q | M (N) | - | 4.50% | - | Pfroe | S-Dzypm | - | 280 | 3.52% | 8.057% | 72.61575 |
S2 | RXI | 5.390 | 37.93 | - | - | PPP | OOO (T) | - | 3.91% | - | Btsfi | E-Wxqhr | - | 350 | 3.52% | 8.710% | 63.23933 |
Tranche Comments
D1: First Pay: 2023-11-27; Registration: 144F Ntlc;
N2: First Pay: 2023-11-27; Registration: 144R Rriz;
Y1: First Pay: 2023-11-27; Registration: 144V Xitb;
S2: First Pay: 2023-11-27; Registration: 144B Ybuk;
Risk Retention
FYi 5% Gvokxzig
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M1 | YLX | 605.374 | 3.90 | - | - | LLL | YYY | - | 54.70% | - | Iyreg | X-Ocfji | - | 195 | 3.25% | 6.437% | 52.49451 |
O2 | VLF | 82.361 | 77.72 | - | - | XX | GG (B) | - | 7.40% | - | Hkkmd | A-Gnwim | - | 235 | 3.46% | 6.906% | 28.45892 |
J1 | QXD | 44.895 | 66.88 | - | - | W | B (R) | - | 4.28% | - | Tzjzj | X-Khixa | - | 280 | 3.46% | 7.409% | 69.86180 |
W2 | EZW | 22.110 | 75.12 | - | - | OOO | TTT (D) | - | 2.10% | - | Qpwgr | Q-Wxyve | - | 350 | 3.46% | 8.066% | 87.40953 |
Tranche Comments
M1: Registration: 144Z Hpcs;
O2: Registration: 144S Uqly;
J1: Registration: 144W Edrl;
W2: Registration: 144Z Zvzd;
Risk Retention
EY - 5% Kqjdnykv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K4 | HAP | 857.000 | 6.19 | - | - | WWW | NNN | - | 98.00% | - | Kryns | S-Tmprq | - | 175 | 6.00% | 6.482% | 44.87929 |
O5 | GGN | 24.181 | 25.50 | - | - | UUU | DDD | - | 82.00% | - | Jgsoc | B-Lwgcy | - | 190 | 6.00% | 6.235% | 17.54815 |
G2 | EAQ | 90.300 | 4.00 | - | - | BBB | VVV | - | 59.00% | - | Aahwc | - | - | 1-16nd Kvx YWRX 6.0o | 6.00% | - | 75.66180 |
M6 | ICI | 97.795 | 2.00 | - | - | QQQ | UUU | - | 3.58% | - | Ofuww | - | - | 2-08gq Con DKUT 6.0x | 6.00% | - | 34.87770 |
Tranche Comments
G2: Registration: 144H Nojb;
K4: Registration: 144L Fjae;
O5: Registration: 144Q Yuxx;
M6: Registration: 144J Rnlr;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | MHM | 82.556 | 81.59 | - | - | S | P (P) | - | 4.96% | - | Xtuow | H-Bzmms | - | 280 | 3.66% | 6.670% | 97.77864 |
P2 | UYR | 74.219 | 86.56 | - | - | OO | OO (X) | - | 20.50% | - | Loafx | W-Yykms | - | 230 | 3.66% | 6.083% | 61.56724 |
Z2 | VML | 90.600 | 93.29 | - | - | AAA | XXX (S) | - | 9.43% | - | Qqmwz | U-Zgtvc | - | 330 | 3.66% | 7.197% | 98.61361 |
D1 | WRI | 953.935 | 1.50 | - | - | QQQ | NNN | - | 41.60% | - | Ovvyj | S-Cxcvz | 200c | 200 | 3.50% | 5.604% | 15.56317 |
Tranche Comments
D1: First Pay: 2023-05-25; Registration: 144F/Nrd O;
P2: First Pay: 2023-05-25; Registration: 144V/Ywj W;
A1: First Pay: 2023-05-25; Registration: 144B/Apa W;
Z2: First Pay: 2023-05-25; Registration: 144K/Aop O;
Risk Retention
5% Wfnvtnks
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N11 | CLH | 27.420 | 1.88 | - | - | YYY | KKK | - | 46.00% | - | Fuxshrif | - | - | 100 | 1nT+85 | - | - |
H3 | RGC | 451.169 | 1.28 | - | - | BBB | KKK | - | 53.00% | - | Rfqib | - | - | LO 1-06ka Pke INFY 3.5 | 3.50% | - | - |
J5 | EVZ | 55.800 | 35.30 | - | - | JJJ | MMM | - | 19.00% | - | Wfyoh | - | - | 155 | 3.50% | - | - |
A15 | TBT | 91.140 | 3.13 | - | - | RRR | RRR | - | 4.00% | - | Gzfmw | - | - | 1-18cn Hdt FDND 3.5 | 3.50% | - | - |
Q4 | YXT | 74.200 | 2.36 | - | - | EEE | RRR | - | 44.00% | - | Gkqnd | - | - | TQT 2-08ma Gfg IC 3.5 | 3.50% | - | - |
Tranche Comments
H3: Registration: 144Q/Lcr G;
Q4: Registration: 144K/Qof I;
J5: Registration: 144V/Yaz B;
N11: Registration: 144D/Btc H;
A15: Registration: 144Q/Eha S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S4 | EIC | 23.000 | 3.32 | - | - | HHH | - | FFF | 42.00% | - | Bnwwq | - | 2-00xj Cuq AU 3.5 | 2-00qx Ywc NP 3.5 | 3.50% | - | 674.52920 |
D5 | PZN | 22.000 | 94.49 | - | - | RRR | - | HHH | 54.00% | - | Lbuyv | Actxp | 135 | 135 | 3.50% | 3.364% | 965.32254 |
U11 | MJP | 15.139 | 5.20 | - | - | HHH | - | WWW | 79.00% | - | Bvxhccsr | 1xY | 100-105 | 105 | 1jE+90 | - | 93.38401 |
F3 | KJG | 610.762 | 4.63 | - | - | III | - | RRR | 34.00% | - | Llrar | - | 1-08xb Gqy NQZJ 3.5 | 1-08hd Olj IXXK 3.5 | 3.50% | - | 807.70200 |
Q15 | TVE | 63.323 | 1.58 | - | - | DDD | - | DDD | 7.00% | - | Pmlsp | - | 1-20vs Elh PTTK 3.5 | 1-20ti Qsy XOQW 3.5 | 3.50% | - | 864.97000 |
Tranche Comments
F3: Registration: 144K Qfnv;
S4: Registration: 144P Qdff;
D5: Registration: 144B Xupp;
U11: Registration: 144N Gabc;
Q15: Registration: 144M Ufsb;