| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D5 | ABV | 16.000 | 7.62 | - | - | VVV | - | BBB | 73.00% | - | Hizfi | Y-Ofgyx | - | 170 | 6.00% | 5.928% | 47.80447 |
| R8 | QXB | 53.000 | 48.38 | - | - | QQQ | - | SSS | 25.00% | - | Duwqs | P-Qpqgu | - | 185 | 6.00% | 6.089% | 39.43134 |
| L11 | HXH | 33.100 | 6.73 | - | - | III | - | JJJ | 61.00% | - | Ejmjf | L-Hfxae | - | 160 | 6.00% | 5.998% | 73.62094 |
| Y12 | JNH | 14.700 | 6.82 | - | - | VVV | - | OOO | 28.00% | - | Yykrj | N-Euuxa | - | 150 | 5.50% | 5.898% | 87.75310 |
| N17 | TNE | 39.000 | 3.40 | - | - | KKK | - | III | 46.00% | - | Cmyfe | U-Ilddt | - | 165 | 6.00% | 5.749% | 444.50663 |
| D20 | ABE | 87.858 | 5.62 | - | - | BBB | - | III | 6.50% | - | Bqiar | - | - | <2-12> ss FJJL 6.0 DLM | 6.00% | 6.314% | 29.29926 |
| I2 | YWQ | 394.225 | 6.95 | - | - | BBB | - | WWW | 82.00% | - | Xwoet | - | - | <1-20> rh ZVKL 6.0 BFQ | 6.00% | 6.121% | 61.92321 |
Tranche Comments
I2: First Pay: 2024-08-26; Registration: 144K/Vzv L;
D5: First Pay: 2024-08-26; Registration: 144N/Ezt X;
R8: First Pay: 2024-08-26; Registration: 144V/Zzo L;
L11: First Pay: 2024-08-26; Registration: 144U/Rwr N;
Y12: First Pay: 2024-08-26; Registration: 144F/Jzf X;
N17: First Pay: 2024-08-26; Registration: 144M/Quw I;
D20: First Pay: 2024-08-26; Registration: 144I/Nlg B;
Originator(s)
Aoipch Jofheeec, WfossWorshft Jofheeec, Jogcycsh Jofheeec
Risk Retention
CS - Otm CX/IC - Ot
Cut-Off Balance ($mm)
646.570