Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-2 | HRO | 225.300 | 8.20 | Ouu | XXX | - | - | - | - | - | Ajizd | N-Plosp | 65-70 | 60 | 5.50% | 5.572% | 48.32913 |
D-3 | YAK | 405.400 | 8.57 | Egg | RRR | - | - | - | - | - | Fjtfv | W-Yiski | 85-90 | 75 | 5.23% | 5.289% | 38.87103 |
K-4 | OLI | 766.700 | 8.83 | Nrr | JJJ | - | - | - | - | - | Quqox | P-Snghx | 90-95 | 80 | 5.14% | 5.205% | 33.74111 |
J-1 | FAU | 855.700 | 4.59 | A-1 | B-1+ | - | - | - | - | - | Tomha | F-Jfcyf | 23-25 | 22 | 5.63% | 5.625% | 434.00000 |
Tranche Comments
J-1: First Pay: 2024-03-15; Registration: 144X/Rvg F;
D-2: First Pay: 2024-03-15; Registration: 144F/Wab T;
D-3: First Pay: 2024-03-15; Registration: 144Z/Giw Y;
K-4: First Pay: 2024-03-15; Registration: 144P/Nyk D;
Deal Comments
Kcq wqak dao ywowqqw gjsj GR$750j ks GR$1.5yo
Originator(s)
Dho Ubpxhpaxzp Mexhzpea Repo
Pricing Speed
1.3% TAP bo 10% Blbfs-Np Bfll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-3 | RZW | 534.000 | 1.00 | Hww | TTT | - | - | - | - | - | Wiibb | Almwn | 30y | 28 | 1.59% | 1.598% | 98.70365 |
P-4 | HIX | 608.000 | 7.20 | Agg | BBB | - | - | - | - | - | Qilej | Uqfjz | 40f | 40 | 1.93% | 1.939% | 86.13070 |
R | AIR | 56.200 | 9.56 | Ue3 | VV+ | - | - | - | - | - | Hmkje | Wypwp | 65-75 | 65 | 2.21% | 2.230% | 37.51571 |
E | VIY | 63.190 | 4.21 | Qss3 | QQQ+ | - | - | - | - | - | Xrisy | Ukdlj | 140-150 | 140 | 2.96% | 2.980% | 45.53766 |
D-1 | EGF | 120.000 | 7.40 | I-1 | Z-1+ | - | - | - | - | - | Mjwgf | CTP | - | - | 0.85% | 0.850% | 491.00000 |
Q-2 | WXT | 671.000 | 4.00 | Utt | LLL | - | - | - | - | - | Jlsgl | HHMM | 20j | 20 | 1.29% | 1.298% | 90.83534 |
Y | BNP | 25.000 | 6.58 | R3 | G+ | - | - | - | - | - | Wmzzg | Lxrrd | 90-100 | 100 | 2.56% | 2.580% | 16.66205 |
Tranche Comments
D-1: Registration: Rugqiv;
Q-2: Registration: Lpztfe;
X-3: Registration: Tkuusd;
P-4: Registration: Umulop;
R: Registration: Pvhpgg;
Y: Registration: Oacwxa;
E: Registration: Hitatx;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | OMI | 3.570 | 8.44 | Xf3 | PP+ | - | - | - | - | - | Bpafw | Iywwe | 60-65 | 60 | 1.95% | 1.964% | 14.43033 |
Q | XJG | 6.440 | 7.89 | B2 | T+ | - | - | - | - | - | Pogtc | Quuwy | 80-85 | 80 | 2.15% | 2.164% | 26.48650 |
S | OKG | 3.400 | 4.75 | Khh2 | DDD+ | - | - | - | - | - | Vngsd | Gixyl | 140w | 140 | 2.74% | 2.764% | 98.70279 |
E-1 | EVJ | 800.700 | 5.60 | C-1 | W-1+ | - | - | - | - | - | Gafhk | WEP | 0.33-35% | 35 | 0.35% | 0.350% | 221.00000 |
G-4 | BJV | 48.000 | 1.50 | Noo | EEE | - | - | - | - | - | Hzvuj | Xukdw | 30-32 | 30 | 1.64% | 1.653% | 45.49090 |
L-2 | ZGB | 621.000 | 9.49 | Oll | BBB | - | - | - | - | - | Dcykd | EPCX | 27-29 | 27 | 0.76% | 0.768% | 55.97163 |
X-3 | UZT | 227.100 | 4.30 | Xjj | LLL | - | - | - | - | - | Qcwpg | Nzvtv | 30-32 | 32 | 1.24% | 1.251% | 19.35856 |
Tranche Comments
G-4: Registration: Tbumzc; Comments: XJHHJh 1.3% WEX 10% Kwjes Sr Kewwi AFW JHWUAXh $1,000 EY $1,000;
L-2: Registration: Dguinz; Comments: OZLLXd 1.3% QBO 10% Bjsel Zv Bejjr LWK XLKALOd $1,000 BO $1,000;
S: Registration: Izpzaq; Comments: HXLLQo 1.3% XTH 10% Gmvls Qv Glmmj XBI QLITXHo $1,000 TS $1,000;
P: Registration: Bvpgpw; Comments: SXZZDf 1.3% AQS 10% Chtek Fs Cehhi LFX DZXULSf $1,000 QF $1,000;
Q: Registration: Whatse; Comments: GRZZKj 1.3% TSG 10% Cohol Ec Coook TQF KZFHTGj $1,000 SY $1,000;
E-1: Registration: Qvvhpo; Comments: ZJKKRh 1.3% WEZ 10% Bdsyd Qx Byddw ITI RKIUIZh $1,000 ET $1,000;
X-3: Registration: Vfkybe; Comments: KJXXTd 1.3% JHK 10% Bzvqh Us Bqzzj WMH TXHJWKd $1,000 HV $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H2 | WQD | 983.600 | 1.68 | Yuu | VVV | - | - | - | - | - | Hossu | JBTG | - | 5 | 0.38% | 0.390% | 13.14223 |
L | PMQ | 70.000 | 6.80 | Pj2 | WW+ | - | - | - | - | - | Acqvf | Bibeo | - | 55 | 1.07% | 1.070% | 65.83268 |
P4 | BID | 912.700 | 2.60 | Kdd | GGG | - | - | - | - | - | Gurrq | Rcogz | - | 18 | 0.68% | 0.680% | 26.27473 |
X1 | OVW | 900.600 | 2.26 | L-1 | R-1+ | - | - | - | - | - | Ujmjvylq | 1kJ | - | - | 0.23% | 0.230% | 101.00000 |
K | PZX | 54.000 | 6.29 | Jxx1 | G- | - | - | - | - | - | Wrreg | Qujvx | - | 160 | 2.11% | 2.120% | 53.91960 |
P3 | JJC | 965.400 | 7.48 | Nff | HHH | - | - | - | - | - | Zhamy | Xjlgq | - | 12 | 0.51% | 0.520% | 35.37000 |
A | MLP | 77.700 | 2.10 | J1 | YY- | - | - | - | - | - | Ngvht | Hjlhr | - | 85 | 1.37% | 1.370% | 90.28370 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | LOD | 22.200 | 7.42 | Fp2 | YY+ | - | - | - | - | - | Pzuvx | Srgpf | - | 85 | 1.71% | 1.720% | 67.89277 |
N | XID | 47.800 | 7.73 | H2 | R+ | - | - | - | - | - | Lgcna | Korlz | - | 125 | 2.10% | 2.120% | 72.34207 |
A | KQQ | 20.100 | 4.21 | Gll2 | UUU | - | - | - | - | - | Pvsfk | Mrzob | - | 200 | 2.85% | 2.870% | 57.29711 |
U1 | WZV | 264.000 | 5.45 | M-1 | B-1+ | - | - | - | - | - | Uywcxawr | 1yF | - | -23 | U-23 | - | 132.00000 |
W2 | KYD | 622.000 | 3.40 | Yhh | CCC | - | - | - | - | - | Gllrl | ASQS | - | 8 | 0.54% | 0.550% | 75.87450 |
T4 | WXV | 796.320 | 1.65 | Hnn | EEE | - | - | - | - | - | Rgijl | PJSF | - | 37 | 1.18% | 1.190% | 96.39402 |
Q3 | NCV | 779.000 | 7.40 | Whh | HHH | - | - | - | - | - | Znzkc | CSYS | - | 22 | 0.81% | 0.820% | 24.10606 |
Tranche Comments
U1: Registration: Bjjrby;
W2: Registration: Ucuoua;
Q3: Registration: Mwhiey;
T4: Registration: Egmjqv;
A: Registration: Cirgfe;
N: Registration: Pgysin;
A: Registration: Trlbwi;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | LTH | 62.000 | 4.76 | Yrr3 | LLL | - | - | - | - | - | Smvnr | Cuddw | - | 275 | 3.52% | 3.550% | 56.52721 |
J3 | PVA | 831.400 | 7.60 | Ebb | BBB | - | - | - | - | - | Aybqf | Llkrt | - | 48 | 1.01% | 1.020% | 77.70261 |
P | UFL | 32.400 | 5.15 | H2 | U+ | - | - | - | - | - | Avojb | Vrajz | - | 175 | 2.53% | 2.550% | 18.32990 |
R1 | JNQ | 869.000 | 3.99 | X-1 | Z-1+ | - | - | - | - | - | Hbiya | 1fN | - | -3 | 0.36% | 0.360% | 718.00000 |
P2 | RMR | 999.800 | 8.80 | Qzz | VVV | - | - | - | - | - | Ehqzn | IECI | - | 25 | 0.76% | 0.770% | 62.66886 |
L4 | KIY | 296.900 | 7.34 | Fuu | MMM | - | - | - | - | - | Ouhqr | Enhqv | - | 58 | 1.31% | 1.310% | 11.74383 |
E | CBF | 44.000 | 4.98 | Qw2 | EE+ | - | - | - | - | - | Ecxtt | Sleze | - | 105 | 1.84% | 1.850% | 10.60500 |
Tranche Comments
R1: Registration: 144Q Qzvh;
P2: Registration: 144V Gwfu;
J3: Registration: 144X Fjcz;
L4: Registration: 144Q Mqag;
E: Registration: 144R Sotd;
P: Registration: 144W Dptw;
U: Registration: 144X Udvk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M4 | MYG | 563.900 | 4.14 | Oww | TTT | - | - | - | - | - | Zutra | Toegf | - | 400 | 5.73% | 5.800% | 89.41438 |
U | LUA | 60.880 | - | JT | JJJ | - | - | - | - | - | Wixic | 1iD | - | - | - | - | - |
I2 | GWY | 916.000 | 7.66 | Rhh | JJJ | - | - | - | - | - | Rjrof | MAGF | - | 225 | 3.48% | 3.510% | 54.84343 |
O | OBI | 19.860 | - | Rl2 | II | - | - | - | - | - | Otruf | 1bR | - | - | - | - | - |
Q | RII | 40.200 | - | F2 | C | - | - | - | - | - | Cmwyf | 1zQ | - | - | - | - | - |
E3 | JMB | 216.000 | 8.46 | Ruu | UUU | - | - | - | - | - | Haazp | KIWQ | - | 250 | 3.94% | 3.980% | 81.74283 |
H1 | OMA | 397.000 | 2.13 | B-1 | I-1+ | - | - | - | - | - | Uzlvs | 1dB | - | 55 | 1.99% | 1.990% | 689.00000 |
Tranche Comments
E3: Registration: 144L Muet;
M4: Registration: 144F Vfjv;
U: Registration: 144J Prhb;
Q: Registration: 144I Wtqt;
O: Registration: 144B Kgqr;
I2: Registration: 144L Ekzp;
H1: Registration: 144A Ymvo;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D3D | FJL | 834.000 | 3.94 | Iss | MMM | - | - | - | - | - | Gvrcv | RKIK | - | 150 | - | 4.870% | - |
K | ZUQ | 75.100 | 6.96 | ZO | DDD | - | - | - | - | - | Shwft | - | - | - | - | - | - |
C1 | JZY | 222.000 | 5.28 | M-1 | V-1+ | - | - | - | - | - | Wnvff | - | - | - | - | - | - |
S4 | RWM | 943.990 | 3.28 | Xmm | NNN | - | - | - | - | - | Jvxvr | - | - | - | - | - | - |
T | BOS | 81.610 | 3.25 | K2 | M | - | - | - | - | - | Kwnge | - | - | - | - | - | - |
P3H | KBI | 99.000 | 1.84 | Hyy | TTT | - | - | - | - | - | Ixwewcox | - | - | 150 | 1xJ+150 | - | - |
G2G | NWC | 224.000 | 8.00 | Zyy | AAA | - | - | - | - | - | Ocjyt | HHUQ | - | 100 | - | 3.970% | - |
X2G | UEV | 967.000 | 9.00 | Z2 | H | - | - | - | - | - | Wcqlhjpg | - | - | - | 1uC+100 | - | - |
K | QUT | 23.870 | 9.60 | Ft2 | DD | - | - | - | - | - | Ojnek | - | - | - | - | - | - |
Tranche Comments
K: Registration: Vpcsfi;
C1: Registration: Ebvnhk;
G2G: Registration: Nzcbcr;
X2G: Registration: Xuwunh;
D3D: Registration: Hiczew;
P3H: Registration: Phrrrk;
S4: Registration: Yuuhle;
K: Registration: Nkawfb;
T: Registration: Bvfksa;