| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | OHL | 68.200 | 3.98 | Uv3 | - | - | - | QQ | - | - | Rojcd | Q-Rbusr | 150-160 | 135 | 5.77% | 5.844% | 96.15742 |
| G | LPH | 75.300 | 4.63 | US | - | - | - | ZZ- | - | - | Ettlw | T-Ezpbq | 525a | - | - | - | Retained |
| L1 | QVL | 55.000 | 3.31 | C-1 | - | - | - | F1+ | - | - | Etgfb | G-Fhlsr | 22-24 | 18 | 5.58% | 5.578% | 670.00000 |
| Z | YWQ | 9.400 | 2.67 | T3 | - | - | - | H | - | - | Vgjhm | V-Uqcll | 225-235 | 210 | 6.44% | 6.531% | 17.18804 |
| H2 | PEP | 988.000 | 5.89 | Nbb | - | - | - | RRR | - | - | Liies | Q-Rvmuv | 80-85 | 70 | 5.79% | 5.869% | 98.37940 |
| R3 | ZFF | 49.890 | 5.30 | Zff | - | - | - | WWW | - | - | Halka | A-Kwsaf | 110-120 | 100 | 5.62% | 5.694% | 25.64863 |
| P | QKZ | 61.100 | 8.84 | Auu3 | - | - | - | XXX+ | - | - | Qqfnv | Y-Qnbll | 310v | 300 | 7.29% | 7.402% | 11.50220 |
Tranche Comments
L1: First Pay: 2024-04-15; Registration: 144M/Bxb C;
H2: First Pay: 2024-04-15; Registration: 144H/Nxc Q;
R3: First Pay: 2024-04-15; Registration: 144U/Jbj Z;
I: First Pay: 2024-04-15; Registration: 144P/Ocp X;
Z: First Pay: 2024-04-15; Registration: 144D/Toh Y;
P: First Pay: 2024-04-15; Registration: 144J/Thl V;
G: First Pay: 2024-04-15; Registration: 144G/Tkv L;
Originator(s)
Zpjqjh Qhvuvbj LLD
Pricing Speed
1.50% HWL hx 5% Ptmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | JII | 71.700 | 2.30 | - | V-1+ | - | - | J1+ | - | - | Xoksq | L-Shoqe | 35-40 | 32 | 5.80% | 5.803% | 908.00000 |
| V | XLM | 94.690 | 2.17 | - | UO | - | - | TT | - | - | Akaud | L-Mkahw | 215-225 | 230 | 7.11% | 7.220% | 76.39496 |
| T | LFL | 47.320 | 3.50 | - | BE | - | - | RRR | - | - | Olnlj | L-Ypfdh | 380-390 | 475 | 9.31% | 9.498% | 14.63052 |
| O2 | BJJ | 827.000 | 6.93 | - | SSS | - | - | VVV | - | - | Lsuzj | U-Qbimo | 130-140 | 125 | 6.63% | 6.730% | 42.86290 |
| P3 | OXQ | 72.610 | 3.38 | - | GGG | - | - | BBB | - | - | Yrrfy | W-Fbrho | 180 | 180 | 6.87% | 6.978% | 38.20790 |
| U | XQD | 60.820 | 3.22 | - | IK | - | - | T | - | - | Qpacy | G-Vxhqj | 295 | 340 | 8.04% | 8.186% | 10.97184 |
| J | MGS | 34.900 | 8.30 | - | VJ | - | - | MM- | - | - | Vqmge | W-Mxfoi | 600-Pfd 600z | - | - | - | Retained |
Tranche Comments
C1: First Pay: 2023-11-15; Registration: 144Q/Lnj C;
O2: First Pay: 2023-11-15; Registration: 144K/Jay I;
P3: First Pay: 2023-11-15; Registration: 144D/Lvg R;
V: First Pay: 2023-11-15; Registration: 144V/Rrc W;
U: First Pay: 2023-11-15; Registration: 144L/Een I;
T: First Pay: 2023-11-15; Registration: 144T/Qbn S;
J: First Pay: 2023-11-15; Registration: 144R Whet; Comments: Vn-mmwbs wnco;
Originator(s)
Dbjqje Yrsesgj HHG