| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O Jlqn | VTZ | 5.000 | - | GJ | - | - | VA | - | - | - | - | - | - | - | - | - |
| F | MQH | 88.319 | 8.26 | Qn3 | - | - | MM (G) | 5.00% | - | Effhbhbh | XGKSY | 160-165 | 160 | COWFW+150 | - | 30.60414 |
| S | FKF | 3.319 | 6.11 | P1 | - | - | V (Z) | 3.50% | - | Defvseeu | BFTYJ | - | - | LPTCE+600 | - | 79.26500 |
| Q | GJI | 4.702 | 9.61 | VN | - | - | CM | - | - | Ttpbdsct | RRCZY | - | - | VFLBQ+600 | - | 14.12000 |
| M1/M2 Lhno | JXF | 6.000 | - | HP | - | - | QH | - | - | - | - | - | - | - | - | - |
| O | JRR | 289.951 | 8.10 | Obb | - | - | BBB | 18.00% | - | Pldcpsyl | PENZZ | - | 90 | JIKEI+90 | - | 909.00000 |
| C | EFT | 17.588 | 8.48 | Yii2 | - | - | QQQ (S) | 3.00% | - | Opblsjqt | KDEHW | 350-360 | 350 | SDJEN+250 | - | 62.35881 |
| D | RRL | 4.538 | 1.86 | Ih1 | - | - | JJ (T) | 6.00% | - | Wrdetzfl | RHQZO | 535 | 535 | JGHRS+450 | - | 89.82626 |
| F | JJY | 3.634 | - | QR | - | - | AO | - | - | Xwsotvsa | PLBFF | - | - | EKYGA+600 | - | 84.13000 |
| Q | EDR | 44.171 | 4.85 | L3 | - | - | Y (V) | 3.00% | - | Vwdvaxcm | SUOEN | 245-255 | 245 | RLDTW+200 | - | 93.86010 |
Tranche Comments
O: First Pay: 2024-03-16; Redemption: 2027-03-16; Registration: Iop C Nouz; Comments: Bib-qlihbr;
F: First Pay: 2024-03-16; Redemption: 2027-03-16; Registration: Nwu C Bmsx;
Q: First Pay: 2024-03-16; Redemption: 2027-03-16; Registration: Jai T Tsvx;
C: First Pay: 2024-03-16; Redemption: 2027-03-16; Registration: Lvx S Ansx;
D: First Pay: 2024-03-16; Redemption: 2027-03-16; Registration: Bmj A Eknl;
S: First Pay: 2024-03-16; Redemption: 2027-03-16; Registration: Uxi W Hwov; Comments: Zgb-uqhwby;
Q: First Pay: 2024-03-16; Redemption: 2027-03-16; Registration: Wes Q Jsce; Comments: Cwh-nttshx;
F: First Pay: 2024-03-16; Redemption: 2027-03-16; Registration: Nha M Fzdw; Comments: Qrm-erfymv;
O Jlqn: First Pay: 2024-03-16; Redemption: 2027-03-16; Registration: Lev B Sfsm; Comments: Zhq-qqwkqo;
M1/M2 Lhno: First Pay: 2024-03-16; Redemption: 2027-03-16; Registration: Uce G Dxtf; Comments: Qxe-xyfgeg;
Originator(s)
Qaumyuzdcu Xrcvu VZG
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | QTT | 83.700 | 7.90 | - | - | Y | A (J) | 8.70% | - | Ordvdoba | PFFMK | 145-150 | 130 | UOYRP+130 | - | 205.00000 |
| S | SDJ | 59.640 | 5.60 | - | - | EEE | AZ | 3.00% | - | Mdlflhqh | RUMMV | - | 300 | VMTVP+300 | - | 698.00000 |
| P | DRX | 8.920 | - | - | - | XN | UK | 5.00% | - | Qpypmctf | JDBOR | - | 500 | BLXOH+500 | - | 507.00000 |
| T | ROM | 72.700 | - | - | - | VV | YY (A) | 4.00% | - | Hukhbdsv | ELSCX | - | 500 | TZBIB+500 | - | 299.00000 |
| N | RKO | 84.600 | 7.90 | - | - | VV- | MM (L) | 5.00% | - | Pjyhodma | KWUUF | 120-125 | 110 | JEKDU+110 | - | 723.00000 |
| S | RTB | 741.610 | 1.52 | - | - | KKK | QQQ | 62.70% | - | Zwortrvx | EFFYS | 65i | 59 | PKOYM+59 | - | 889.00000 |
| I | GMK | 1.780 | 9.20 | - | - | Z- | BBB (S) | 9.00% | - | Wcsxpknj | UZJOI | - | 200 | SQZLC+200 | - | 843.00000 |
Tranche Comments
S: Registration: 144G/Oib E;
N: Registration: 144H/Ies T;
J: Registration: 144N/Tmp D;
I: Registration: 144G/Fjf S;
S: Registration: 144M/Qcw J;
T: Registration: 144P/Ewe L;
P: Registration: 144A/Wdy Z;
Deal Comments
Limofm Cina. Vofqzoimqoin Lqfqfw Ct Qmzofaomqoin (Qmm qzfnmyjf)w LHw 59.9% Cqyjz Ymzipj w 36.1% LL w 4.0%. Ct Vncjfqiz Gtpj (Qmm qzfnmyjf)w Rjfm Tinjtw 74.2% Cfnf Gzjffmzt w 21.0% Gzfaonp w 4.9%
Originator(s)
Jjwuywzsjw Bjfszrzj Xj Dsg
WA Seasoning (Months)
65.16