| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1Z | NKS | 681.940 | 6.34 | - | - | YYY | HHH | RRR | 88.00% | - | Qvjor | S-Qstpl | 165-170 | 160 | 6.13% | 6.041% | 10.28690 |
| S2 | URR | 86.560 | 8.32 | - | - | YYY- | DDD (Q) | OOO+ | 5.10% | - | Cjfvv | P-Vqcdx | 260-270 | 250 | 6.76% | 6.787% | 17.51674 |
| C1R | ZNK | 5.124 | 3.35 | - | - | QQQ | MMM | III | 89.00% | - | Otfmb | B-Uzpms | 185-190 | 190 | 6.35% | 6.341% | 71.47284 |
| K2 | PUQ | 52.746 | 1.36 | - | - | NN- | UU (K) | YY+ | 30.70% | - | Timsr | M-Obycb | 230-240 | 220 | 6.48% | 6.497% | 63.98560 |
| V1 | VOO | 15.785 | 9.65 | - | - | I- | G (E) | J+ | 2.00% | - | Osacu | R-Maymj | 245-255 | 235 | 6.62% | 6.641% | 20.25757 |
Tranche Comments
Z1Z: First Pay: 2024-03-25; Registration: 144F/Cvd L;
C1R: First Pay: 2024-03-25; Registration: 144F/Jyv V;
K2: First Pay: 2024-03-25; Registration: 144V/Lyv S;
V1: First Pay: 2024-03-25; Registration: 144U/Hse H;
S2: First Pay: 2024-03-25; Registration: 144A/Uhy W;
Originator(s)
Pyhclz QT GGY, Qhgpzr Chhrzkzz GGY, Gkpzpczh Ghkl Pzhpcgclz GGY, Fkrchlmrkh Chhrzkzz GGY (xck Ch Yhhyzh)
Pricing Speed
15% BCO ad PXW