| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1U | IQZ | 32.440 | 1.95 | - | - | QQQ | - | ZZZ | 86.98% | - | Jbiti | B-Gyylw | 170-175 | 165 | 5.55% | 5.456% | 48.37202 |
| B3 | FME | 10.370 | 6.20 | - | - | U | - | Z+ | 3.90% | - | Dnyow | L-Wzuqk | 230-235 | 225 | 5.99% | 5.592% | 63.82853 |
| H1H | BGW | 942.760 | 8.44 | - | - | XXX | - | GGG | 26.00% | - | Wwcjn | O-Vqrbj | 150-155 | 145 | 5.34% | 5.256% | 43.16086 |
| I1 | OBC | 49.570 | 6.90 | - | - | AAA | - | TTT+ | 5.40% | - | Smqvn | P-Zyyxd | 245-250 | 240 | 6.14% | 6.102% | 28.29150 |
| F2 | MEN | 45.432 | 9.50 | - | - | WW | - | II+ | 8.50% | - | Dhnpi | P-Eibpp | 190-195 | 185 | 5.59% | 5.552% | 82.14060 |
Tranche Comments
H1H: First Pay: 2024-09-25; Registration: 144H Onuz;
Y1U: First Pay: 2024-09-25; Registration: 144N Wmeq;
F2: First Pay: 2024-09-25; Registration: 144W Mxxs;
B3: First Pay: 2024-09-25; Registration: 144T Hvdd;
I1: First Pay: 2024-09-25; Registration: 144R Hpmv;
Deal Comments
Qjo Vbvv Vlurjqn Xbuvrlu jq 3 vlbup boq 20% EVA
Originator(s)
Epzmne Zphejcjn VVG