| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2 | AFL | 334.000 | 7.70 | - | VVV | JJJ | - | - | - | - | Aitbb | K-Sgrln | 55m | 52 | 5.25% | 5.317% | 88.20503 |
| G | VYO | 21.400 | 5.60 | - | HHH | CCC | - | - | - | - | Lmlsq | U-Xntrq | 175-185 | 170 | 5.79% | 5.867% | 60.82679 |
| N3 | JLZ | 428.000 | 1.57 | - | NNN | FFF | - | - | - | - | Ckyrk | B-Slqgl | 71-73 | 67 | 4.94% | 4.999% | 24.86140 |
| Q | WVV | 52.520 | 8.65 | - | L | A | - | - | - | - | Rztnh | F-Qdtow | 125-135 | 135 | 5.46% | 5.528% | 23.29540 |
| Q | RPH | 35.840 | 3.50 | - | AA | CC+ | - | - | - | - | Rvakp | Z-Mpore | 105-110 | 110 | 5.23% | 5.293% | 76.68509 |
| O1 | ZLE | 670.100 | 8.28 | - | A-1+ | B1+ | - | - | - | - | Kwisn | I-Kpltb | 18-20 | 18 | 5.50% | 5.495% | 849.00000 |
| D4 | ECK | 806.600 | 4.36 | - | RRR | FFF | - | - | - | - | Qmbhp | R-Zbhza | 81-83 | 79 | 4.95% | 5.005% | 25.47847 |
Tranche Comments
O1: First Pay: 2024-08-25; Registration: 144Y Vuex;
Q2: First Pay: 2024-08-25; Registration: 144I Gmrk;
N3: First Pay: 2024-08-25; Registration: 144T Cqkz;
D4: First Pay: 2024-08-25; Registration: 144W Lmnn;
Q: First Pay: 2024-08-25; Registration: 144Z Iwod;
Q: First Pay: 2024-08-25; Registration: 144Y Fipg;
G: First Pay: 2024-08-25; Registration: 144F Zbdl;
Deal Comments
Gvp qpes aed sgdyhpq ypxm NI$705.38m qx NI$1.175mn
Pricing Speed
1.30% NON dw Icdcaedq