| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | LIK | 83.600 | 7.44 | - | - | QQQ | - | NNN | 52.00% | - | Umlli | - | <0-28>t pu BJZZ 6.5 Ftf | <0-28> zc GAZP 6.5 Zfc | 6.50% | 6.274% | 195.96695 |
| E5 | HCD | 104.957 | 2.59 | - | - | EEE | - | SSS | 72.00% | - | Ermmp | T-Hwabi | 145-150 | 150 | 6.00% | 6.140% | 99.38246 |
| R17 | VBL | 26.000 | 3.60 | - | - | SSS | - | UUU | 19.00% | - | Ygqer | M-Nmibf | 155-160 | 160 | 6.00% | 6.066% | 88.57158 |
| Q2 | HYV | 54.645 | 4.60 | - | - | YYY | - | XXX | 96.00% | - | Ethqt | - | <0-24>-<0-28> vq RJDH 6.0 Rpd | <0-24> dg HFXC 6.0 Lir | 6.00% | 6.109% | 77.33729 |
| B11 | RQO | 88.000 | 6.33 | - | - | TTT | - | GGG | 99.00% | - | Pzfsl | G-Mddnt | 135-140 | 140 | 6.00% | 6.192% | 71.69446 |
| N19 | THU | 41.200 | 8.83 | - | - | WWW | - | FFF | 3.00% | - | Ssrmd | - | <0-24>-<0-28> sj O1 | <1-20> hj XJUH 6.5 Gfv | 6.50% | 6.465% | 935.88380 |
| W20 | EGC | 65.892 | 1.41 | - | - | AAA | - | KKK | 8.00% | - | Mnfvm | - | <0-24>-<0-28> es L2 | <1-16> if AOEX 6.0 Qxm | 6.00% | 6.301% | 97.88294 |
| W8 | NZD | 69.000 | 71.41 | - | - | GGG | - | YYY | 44.00% | - | Gyxvr | F-Pbnpn | 150-155 | 155 | 6.00% | 6.070% | 80.79164 |
Tranche Comments
E1: First Pay: 2024-06-25; Registration: 144N/Aox H;
Q2: First Pay: 2024-06-25; Registration: 144E/Ddr B;
E5: First Pay: 2024-06-25; Registration: 144L/Fvr H;
W8: First Pay: 2024-06-25; Registration: 144F/Zsx O;
B11: First Pay: 2024-06-25; Registration: 144C/Xwp Y;
R17: First Pay: 2024-06-25; Registration: 144I/Eei A;
N19: First Pay: 2024-06-25; Registration: 144K/Koh Y;
W20: First Pay: 2024-06-25; Registration: 144J/Zls J;
Originator(s)
Afnkvz Bftznjnv (24.99%), Trnzva Odftv (7.68%), CtfssCfrrztw Bftznjnv (6.31%)