| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O7 | BQR | 34.000 | 11.70 | - | - | QQQ | - | RRR | 73.00% | - | Cqnpu | X-Wncbe | 180-185 | 180 | 6.00% | 6.025% | 346.72187 |
| P4 | EOX | 34.000 | 3.20 | - | - | KKK | - | ZZZ | 44.00% | - | Yiljb | L-Dncpq | 175-180 | 170 | 6.00% | 5.967% | 96.61766 |
| J10 | LJQ | 29.000 | 8.45 | - | - | NNN | - | AAA | 65.00% | - | Khtyd | Z-Utpii | 160-165 | 155 | 6.00% | 5.973% | 14.81735 |
| W13 | OIF | 11.000 | 4.17 | - | - | OOO | - | VVV | 39.00% | - | Ijbqh | R-Eiiax | 185-190 | 180 | 6.00% | 5.960% | 510.53050 |
| C19 | IEF | 79.418 | 8.60 | - | - | GGG | - | III | 4.00% | - | Bygte | - | 2-08 wf 2-12ai | 1-28vq | 6.00% | - | 10.00000 |
| Y1 | AQA | 860.400 | 1.20 | - | - | GGG | - | QQQ | 67.00% | - | Ogumf | - | 1-06 cn 1-10fs | 1-00iu | 6.00% | - | 92.86600 |
Tranche Comments
Y1: First Pay: 2024-03-25; Registration: 144U/Fmh G;
P4: First Pay: 2024-03-25; Registration: 144X/Rym W;
O7: First Pay: 2024-03-25; Registration: 144J/Hdr P;
J10: First Pay: 2024-03-25; Registration: 144M/Lfa H;
W13: First Pay: 2024-03-25; Registration: 144D/Mrn Z;
C19: First Pay: 2024-03-25; Registration: 144B/Ppr G;
Originator(s)
Qjtrke Zjzegtgk OOJ, Skrekzr Rjjgtrtk Htrr, Etgzcto Nrzkykrzkre Zjzegtgk Jjzy