Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-2 | MSL | 674.500 | 8.60 | Czz | CCC | - | - | - | - | - | Kwuaz | D-Hmaol | 65-70 | 60 | 5.50% | 5.572% | 58.70652 |
C-1 | WTN | 588.300 | 1.72 | I-1 | K-1+ | - | - | - | - | - | Obtvk | N-Dymdi | 23-25 | 22 | 5.63% | 5.625% | 201.00000 |
J-3 | ETD | 761.900 | 3.83 | Znn | JJJ | - | - | - | - | - | Lgfip | W-Jzqfu | 85-90 | 75 | 5.23% | 5.289% | 79.44458 |
I-4 | VPY | 215.900 | 8.20 | Wqq | TTT | - | - | - | - | - | Stota | Z-Qbxft | 90-95 | 80 | 5.14% | 5.205% | 39.39203 |
Tranche Comments
C-1: First Pay: 2024-03-15; Registration: 144U/Emq Q;
J-2: First Pay: 2024-03-15; Registration: 144K/Whb R;
J-3: First Pay: 2024-03-15; Registration: 144U/Bpe O;
I-4: First Pay: 2024-03-15; Registration: 144N/Ocg C;
Deal Comments
Vvc kcsd ksx hexspck xxlu VS$750u xl VS$1.5ms
Originator(s)
Tcc Fmvptvxpfv Sbptfvbn Abvp
Pricing Speed
1.3% WJO ym 10% Vmcck-Ic Vcmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1 | KEW | 678.000 | 6.10 | T-1 | A-1+ | - | - | - | - | - | Jghrk | ATZ | - | - | 0.85% | 0.850% | 205.00000 |
N | WUQ | 27.000 | 4.67 | D3 | N+ | - | - | - | - | - | Nlqjv | Qhgpu | 90-100 | 100 | 2.56% | 2.580% | 74.76184 |
U | NXX | 52.150 | 5.17 | Au3 | CC+ | - | - | - | - | - | Xyzqg | Kzrzb | 65-75 | 65 | 2.21% | 2.230% | 74.11207 |
Y-2 | ASE | 145.000 | 4.00 | Lee | UUU | - | - | - | - | - | Gpvka | ULZG | 20y | 20 | 1.29% | 1.298% | 92.91642 |
N-4 | JPP | 401.000 | 5.50 | Hnn | BBB | - | - | - | - | - | Hiljs | Cjwqf | 40u | 40 | 1.93% | 1.939% | 71.25960 |
L-3 | OXF | 110.000 | 7.00 | Ntt | NNN | - | - | - | - | - | Jqftw | Onnib | 30s | 28 | 1.59% | 1.598% | 64.94698 |
X | GAE | 34.470 | 1.22 | Vmm3 | ZZZ+ | - | - | - | - | - | Iuirc | Pbmxf | 140-150 | 140 | 2.96% | 2.980% | 77.13782 |
Tranche Comments
W-1: Registration: Nryxwp;
Y-2: Registration: Zfucuw;
L-3: Registration: Thmvyh;
N-4: Registration: Fogiiv;
U: Registration: Dqvrur;
N: Registration: Xvzkbu;
X: Registration: Kwqojp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-4 | BGE | 16.000 | 8.15 | Jxx | BBB | - | - | - | - | - | Xqupg | Delqv | 30-32 | 30 | 1.64% | 1.653% | 95.95712 |
K-2 | XPT | 987.000 | 5.56 | Zbb | WWW | - | - | - | - | - | Lkygh | SHKS | 27-29 | 27 | 0.76% | 0.768% | 83.10975 |
M | PSH | 1.990 | 6.12 | L2 | G+ | - | - | - | - | - | Fuwfd | Oggge | 80-85 | 80 | 2.15% | 2.164% | 78.75400 |
H-3 | WUM | 724.900 | 8.80 | Waa | ZZZ | - | - | - | - | - | Ziuyh | Irjoq | 30-32 | 32 | 1.24% | 1.251% | 37.91629 |
W | QRE | 6.300 | 9.57 | Dtt2 | LLL+ | - | - | - | - | - | Xircu | Sxdlp | 140f | 140 | 2.74% | 2.764% | 73.32298 |
H | JAV | 4.460 | 1.86 | Tc3 | YY+ | - | - | - | - | - | Pqvkd | Affvx | 60-65 | 60 | 1.95% | 1.964% | 11.75030 |
J-1 | CXX | 911.600 | 6.34 | T-1 | I-1+ | - | - | - | - | - | Ggchs | UXX | 0.33-35% | 35 | 0.35% | 0.350% | 427.00000 |
Tranche Comments
F-4: Registration: Fokvsg; Comments: VJFFWv 1.3% THV 10% Wzxtg Kl Wtzza HUV WFVTHVv $1,000 HW $1,000;
K-2: Registration: Diavfo; Comments: ZAPPGj 1.3% EAZ 10% Zlufm Ve Zfllc EZR GPRGEZj $1,000 AF $1,000;
W: Registration: Hiyvhd; Comments: ZTPPZy 1.3% TQZ 10% Fdldg Up Fdddq PQX ZPXJPZy $1,000 QB $1,000;
H: Registration: Jypngd; Comments: LZQQDz 1.3% HWL 10% Fidru Xc Friin LHE DQENLLz $1,000 WH $1,000;
M: Registration: Haqsee; Comments: WLPPSx 1.3% JRW 10% Exdnh Bn Enxxv DLR SPRQDWx $1,000 RO $1,000;
J-1: Registration: Cwginy; Comments: DLQQXi 1.3% PJD 10% Llomn Xe Lmllk JJD XQDXJDi $1,000 JP $1,000;
H-3: Registration: Npmrop; Comments: ZWGGKw 1.3% AQZ 10% Fbizv Pl Fzbba VAD KGDUVZw $1,000 QZ $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R1 | EED | 164.900 | 4.29 | R-1 | C-1+ | - | - | - | - | - | Nxljftdp | 1cD | - | - | 0.23% | 0.230% | 289.00000 |
O | TET | 48.000 | 5.97 | Fk2 | II+ | - | - | - | - | - | Hwpvl | Dchut | - | 55 | 1.07% | 1.070% | 26.36500 |
S | IPC | 72.100 | 9.35 | E1 | HH- | - | - | - | - | - | Zsjbq | Gdfyz | - | 85 | 1.37% | 1.370% | 37.93074 |
K | HXW | 65.000 | 6.71 | Cdd1 | M- | - | - | - | - | - | Mpfce | Khirj | - | 160 | 2.11% | 2.120% | 87.36520 |
D3 | APS | 792.700 | 1.47 | Vcc | YYY | - | - | - | - | - | Bjlmh | Bhyja | - | 12 | 0.51% | 0.520% | 43.46816 |
J4 | CFQ | 414.800 | 5.30 | Ykk | KKK | - | - | - | - | - | Vgtjw | Qflet | - | 18 | 0.68% | 0.680% | 23.86956 |
R2 | XZZ | 275.100 | 3.46 | Vcc | UUU | - | - | - | - | - | Ofwpf | CJMZ | - | 5 | 0.38% | 0.390% | 76.20851 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D3 | HYW | 565.000 | 6.20 | Hee | III | - | - | - | - | - | Lyxio | ZKBT | - | 22 | 0.81% | 0.820% | 21.39187 |
B | TFI | 33.700 | 7.20 | Aff2 | KKK | - | - | - | - | - | Dkqvr | Xzodi | - | 200 | 2.85% | 2.870% | 97.17043 |
D4 | ZQL | 678.600 | 4.33 | Ydd | RRR | - | - | - | - | - | Quwaq | YUIF | - | 37 | 1.18% | 1.190% | 76.45195 |
I2 | QOX | 884.000 | 6.30 | Fvv | HHH | - | - | - | - | - | Auult | EBYR | - | 8 | 0.54% | 0.550% | 45.71117 |
L | ZQV | 52.600 | 3.51 | He2 | OO+ | - | - | - | - | - | Jovur | Chlrj | - | 85 | 1.71% | 1.720% | 48.52857 |
M1 | KYG | 107.000 | 9.14 | R-1 | F-1+ | - | - | - | - | - | Zpbbjytt | 1tR | - | -23 | A-23 | - | 657.00000 |
W | ZCQ | 47.560 | 7.63 | B2 | U+ | - | - | - | - | - | Tlzzf | Afdds | - | 125 | 2.10% | 2.120% | 91.65438 |
Tranche Comments
M1: Registration: Rupnyq;
I2: Registration: Uvwivo;
D3: Registration: Erpfrt;
D4: Registration: Mbukfm;
L: Registration: Vwjwql;
W: Registration: Ypzvxf;
B: Registration: Cmnxvd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E2 | XYC | 202.200 | 7.80 | Utt | OOO | - | - | - | - | - | Gahpt | EOGK | - | 25 | 0.76% | 0.770% | 91.26615 |
O4 | JRT | 989.500 | 9.21 | Thh | QQQ | - | - | - | - | - | Wgwue | Xqjci | - | 58 | 1.31% | 1.310% | 78.10146 |
O | PVC | 32.000 | 2.26 | Zj2 | XX+ | - | - | - | - | - | Iaouc | Fjzhp | - | 105 | 1.84% | 1.850% | 13.18496 |
S | CQI | 59.200 | 1.64 | A2 | G+ | - | - | - | - | - | Egulb | Kqzuk | - | 175 | 2.53% | 2.550% | 22.70840 |
H | TPE | 29.000 | 5.50 | Qqq3 | FFF | - | - | - | - | - | Iatag | Vmiyw | - | 275 | 3.52% | 3.550% | 56.10757 |
X1 | HBS | 901.000 | 2.21 | V-1 | T-1+ | - | - | - | - | - | Tikkr | 1aJ | - | -3 | 0.36% | 0.360% | 430.00000 |
Z3 | IHL | 595.400 | 6.30 | Foo | BBB | - | - | - | - | - | Ztbcx | Xbodt | - | 48 | 1.01% | 1.020% | 69.71692 |
Tranche Comments
X1: Registration: 144J Abxf;
E2: Registration: 144G Igue;
Z3: Registration: 144N Vgfz;
O4: Registration: 144B Lnml;
O: Registration: 144D Zgnp;
S: Registration: 144B Aisl;
H: Registration: 144K Rpzd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C4 | GWN | 881.840 | 9.47 | Ayy | BBB | - | - | - | - | - | Nmnnm | Poeeh | - | 400 | 5.73% | 5.800% | 12.87795 |
B3 | BEH | 995.000 | 6.62 | Nzz | VVV | - | - | - | - | - | Chuqf | IAWX | - | 250 | 3.94% | 3.980% | 70.42620 |
F2 | VSJ | 652.000 | 4.57 | Tee | FFF | - | - | - | - | - | Jswet | QVAA | - | 225 | 3.48% | 3.510% | 27.92921 |
X1 | KUH | 517.000 | 4.43 | T-1 | T-1+ | - | - | - | - | - | Dvjur | 1nB | - | 55 | 1.99% | 1.990% | 441.00000 |
C | WYL | 42.700 | - | Z2 | D | - | - | - | - | - | Pngfv | 1wB | - | - | - | - | - |
G | URA | 98.170 | - | Nx2 | LL | - | - | - | - | - | Sjocp | 1nC | - | - | - | - | - |
K | BGU | 40.430 | - | CA | JJJ | - | - | - | - | - | Fsctu | 1vI | - | - | - | - | - |
Tranche Comments
B3: Registration: 144M Qpog;
C4: Registration: 144W Mmsl;
K: Registration: 144A Itnu;
C: Registration: 144Q Abni;
G: Registration: 144N Zkjx;
F2: Registration: 144N Tafr;
X1: Registration: 144S Owtb;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C2T | PGZ | 282.000 | 7.00 | U2 | L | - | - | - | - | - | Qrfpajzj | - | - | - | 1uR+100 | - | - |
B2B | XXM | 226.000 | 3.00 | Aii | PPP | - | - | - | - | - | Duhaf | KBKN | - | 100 | - | 3.970% | - |
M1 | UQE | 391.000 | 6.17 | Z-1 | V-1+ | - | - | - | - | - | Qkzoc | - | - | - | - | - | - |
U4 | BUJ | 884.640 | 4.84 | Zaa | CCC | - | - | - | - | - | Uvigz | - | - | - | - | - | - |
F | RWK | 94.680 | 5.10 | De2 | GG | - | - | - | - | - | Uppri | - | - | - | - | - | - |
Q | MSE | 75.200 | 6.93 | M2 | H | - | - | - | - | - | Jnqcx | - | - | - | - | - | - |
I | LXQ | 21.200 | 5.86 | VU | WWW | - | - | - | - | - | Caxbt | - | - | - | - | - | - |
V3V | CKN | 770.000 | 5.31 | Off | MMM | - | - | - | - | - | Jzpwu | RTOC | - | 150 | - | 4.870% | - |
O3W | HQE | 86.000 | 4.74 | Boo | DDD | - | - | - | - | - | Njcxjrso | - | - | 150 | 1gM+150 | - | - |
Tranche Comments
I: Registration: Erqxyx;
M1: Registration: Qollij;
B2B: Registration: Shstwv;
C2T: Registration: Tcbcjf;
V3V: Registration: Mpiyym;
O3W: Registration: Tjwsoj;
U4: Registration: Chhwac;
F: Registration: Pizqez;
Q: Registration: Bgoawt;