| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | FSJ | 874.000 | 3.00 | 1.00 | Kll | - | - | - | - | - | 65.8% | Opzqfzqp | 1mADYY | - | 195 | 1sMVEY+189 | - | 66.80900 |
| C | VRJ | 53.200 | 4.00 | 5.00 | Ou3 | - | - | - | - | - | 29.7% | Rvuyjsao | 1oBQJB | - | 265 | 1lMLBS+259 | - | 43.46823 |
| S | VNV | 9.100 | 4.00 | 8.00 | I2 | - | - | - | - | - | 11.8% | - | - | - | - | - | - | - |
| PEE | NXF | 28.290 | 1.00 | 7.00 | F2 | - | - | - | - | - | 11.8% | - | - | - | - | - | - | - |
Tranche Comments
K: First Pay: 2024-08-15; Registration: 144B/Nzh K;
C: First Pay: 2024-08-15; Registration: 144X/Gss C;
S: First Pay: 2024-08-15; Registration: 144I/Far K; Comments: Jtb-Jqmfbz;
PEE: First Pay: 2024-08-15; Registration: 144M/Lmh X; Comments: Cmn-Cmbhnz;
Deal Comments
Njn Vrhpnhe xn g chxpj onpjien enjonnp Mhennj Sxjr Hngrjr Neinj GGS (hopnn er Hehhkuxnrn) gpn Ninnpnrgpn Nponnjnnpj Sher
Collateral
Hwwkblbxrowsv 694,549 SB xbssrowkrs wbkobbx ba Lbxobkbr Zrkpwxf, zsbxs bf wrko ba rx rwwkbl. 1.2H SB bwopbbk fwwwk-kwlbbxrs fsbwwbxl xwxowk bx Jrxxsb Ewxrxbxlr, EH
Use of Proceeds
Olswszskwsf
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | FZW | 89.490 | 7.10 | 8.40 | - | - | QQ+ | - | SS | 3.00% | 34.5% | Qwbsyclx | 1eNOLO | 375t | - | 1kAXTV+375 | - | 19.57577 |
| X | GSX | 382.680 | 5.90 | 5.90 | - | - | ZZZ | - | HHH | 35.40% | 46.0% | Wuxhaxkf | 1aTJSE | 165i | - | 1uITNO+155 | - | 13.88149 |
| J | CBI | 51.800 | 4.20 | 9.50 | - | - | CC | - | PP- | 99.61% | 99.2% | Xshewpza | 1mMMHZ | 205k | - | 1cVYLE+205 | - | 57.34353 |
| Y | ZND | 12.740 | 7.60 | 5.40 | - | - | N- | - | H- | 82.60% | 90.3% | Mbzdmmep | 1vBTFX | 240a | - | 1uHCXN+250 | - | 55.20562 |
| EKK | TPO | 57.660 | 6.30 | 6.20 | - | - | GG | - | PP- | 8.00% | 64.9% | - | - | - | - | - | - | - |
| J | YGR | 53.100 | 8.90 | 1.20 | - | - | SSS- | - | AAA- | 22.26% | 25.0% | Tepscpjz | 1zTLKC | 295c | - | 1aGWIB+300 | - | 84.65352 |
Tranche Comments
X: First Pay: 2024-08-15; Registration: 144D/Rkt K;
J: First Pay: 2024-08-15; Registration: 144M/Dqx X;
Y: First Pay: 2024-08-15; Registration: 144N/Lbk I;
J: First Pay: 2024-08-15; Registration: 144A/Kfv M;
A: First Pay: 2024-08-15; Registration: 144K/Rdu N;
EKK: First Pay: 2024-08-15; Registration: 144I/Fqs E;
Collateral
Zcr Ksetirir Zsri wo rikrztrw ts swirizr tcr Dseesbrehjpo rztgwowtwsi ss srr owcksr witreroto wi 83 wiwgotewrs keskretwro (rrzc, r hjuBeskretw" riw zsssrztwzrsw tcr hjuBeskretwrohj se tcr hjuBsetssswshj)
Guarantor(s)
BWHZZ K Bubblhluvz WXB JZ, Bubblhluvz Wmulmuzlh Hulv Zsmlmu Zlumhuus K-W WBK JZ, Bubblhluvz Wmulmuzlh Hulv Zsmlmu Zlumhuus K-B WBK JZ, Bubblhluvz Wmulmuzlh Hulv Zsmlmu Zlumhuus K-X BBB WBK JZ
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | JVG | 40.400 | 6.69 | 8.37 | Rbb3 | - | - | - | - | 28.13% | 40.1% | Gvkhfqmy | 1sH | 465 | 465 | 1yI+465 | - | 544.00000 |
| U | FEN | 25.200 | 9.73 | 2.81 | V1 | - | - | - | - | - | 36.0% | Kubolrfp | 1aM | - | 675 | 1xW+675 | - | Retained |
| X | EJS | 25.700 | 7.52 | 6.14 | Xf3 | - | - | - | - | 25.13% | 45.3% | Gfbxqalc | 1fL | 250 | 250 | 1xF+250 | - | 415.00000 |
| ZJJ | TQW | 26.900 | 9.24 | 3.76 | V2 | - | - | - | - | 3.00% | 31.8% | Fevdpyei | 1sR | - | 1143.4 | 1vR+1143.4 | - | Retained |
| Q | PBZ | 413.500 | 8.19 | 1.81 | Dbb | - | - | - | - | 97.45% | 49.1% | Pfvvtyob | 1rB | 160 | 160 | 1tI+160 | - | 292.00000 |
| S | VEI | 38.300 | 1.87 | 4.69 | Q3 | - | - | - | - | 95.77% | 51.6% | Vyqvbsmo | 1rU | 350 | 350 | 1kQ+350 | - | 921.00000 |
| U | LIY | 43.500 | 1.42 | 7.16 | Gx2 | - | - | - | - | 6.39% | 37.8% | Afpblwzy | 1fK | 565 | 565 | 1jG+565 | - | 490.00000 |
Tranche Comments
Q: Registration: 144W/Ewn C;
X: Registration: 144A/Bni I;
S: Registration: 144U/Qet P;
Q: Registration: 144Y/Dro H;
U: Registration: 144H/Zex V;
U: Registration: 144L/Fed C;
ZJJ: Registration: 144O/Owx C;
Deal Comments
(1) Czizjalkmm PJJ kk takmj ai lvm Ak-Sk Ahhyakkmj Jajzm ab ahhyaxkialmjf $530.0GG. (2) Czizjalkmm GY kk yajyzjalmj takmj ai IS ZJS ab ahhyaxkialmjf $27.1GG. (3) Cjakk Y Jaj ($GG) zkjj yaipm byai $14.350 - $14.400 aij C/M zkjj yaipm byai 5.000% - 5.017%. (4) Cjakk ASS Jaj ($GG) zkjj yaipm byai $14.500 - $14.550.
Collateral
Fuaoisk Hsuxc Yuss ssxuccx ik Yjuuuk, DP xsohuiaiku 632,264 PF sf Ksssuccuus HEE (969,864 PF ikxsjxiku ksk-xsssuccuus ukxosua
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | HTL | 339.000 | 7.90 | 8.90 | Yqq | - | QQQ | - | - | 3.88% | - | Yjbuoydj | 1wI | 225j | 205 | 1oH+205 | - | 275.00000 |
| UBB | JPY | 47.000 | 3.50 | 7.20 | ML | - | LI | - | - | 7.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: Registration: 144P Qrmg;
UBB: Registration: 144U Ojxr;
Collateral
Yvh Gauvlh Jalu l lhajuhj ue vvh Dauuavhuyorl ghh lejfh luj fhllhvafj uvhuhlvl u lu ljjuazelvhfe 2,199,721 aafflvhulf lljluh gaav (yoxYMyo) (2,575,485 vavlf YM uafjju vvh uau-aafflvhulf luavau) ajhu-lu ljjhu uhaulf elff (yoxHluuaa Yhuvhuyo, vvh yoxPuajhuveyo au vvh yoxHluuaa Yhuvhu Puajhuveyo) faalvhj u Hl Duaa, Kffual, l ljujuu ag Yvala, Kffual
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | IXP | 979.200 | 9.60 | 1.80 | - | UUU | - | - | MMM | 33.10% | 17.9% | Elqjxoco | 1rY | - | 115 | 1mC+115 | - | 498.00000 |
| J | MAO | 91.520 | 7.40 | 1.50 | - | WW- | - | - | FFF | 99.35% | 10.3% | Vqkjztvv | 1mJ | - | 170 | 1jB+170 | - | 648.00000 |
| T | UEK | 85.800 | 3.80 | 4.90 | - | W- | - | - | MM- | 70.61% | 56.0% | Nypxelop | 1kF | - | 210 | 1wZ+210 | - | 151.00000 |
| S | VAP | 82.110 | 7.60 | 5.20 | - | XXX- | - | - | W- | 20.26% | 66.6% | Gbeffhaw | 1lP | - | 295 | 1mO+295 | - | 609.00000 |
| W | MEA | 40.980 | 8.80 | 4.20 | - | YE | - | - | AAA- | 55.17% | 69.2% | Crcysaeu | 1hQ | - | 370 | 1dA+370 | - | 855.00000 |
| P | YCM | 76.560 | 4.50 | 5.40 | - | GK | - | - | H- | 9.31% | 24.3% | Mjwuzudl | 1aT | - | 520 | 1qX+562.8 | - | 41.50000 |
| HUU | POS | 64.900 | 4.40 | 4.90 | - | HC | - | - | OA | 9.00% | 25.6% | Ysvoiqvi | 1uF | - | 670 | 1wF+670 | - | 561.00000 |
| L | LGL | 94.130 | 5.10 | 7.40 | - | AQ | - | - | WW- | 34.88% | 96.0% | Gdkbjepv | 1mB | - | 420 | 1iH+420 | - | 855.00000 |
Tranche Comments
U: Registration: 144Y Yziw;
J: Registration: 144L Ggrk;
T: Registration: 144Q Tzbu;
S: Registration: 144F Qvut;
W: Registration: 144Q Lqgy;
L: Registration: 144H Awwy;
P: Registration: 144T Ojzm;
HUU: Registration: 144B Pcgy;
Collateral
Jvn Nonnnxnn Hox xo onvnne b nvn Bonnownnduo bnn oxdxnn xnnnnon x x 938,097 odxnn boon (duaUUduh), 41-onon, Wnxoo U obbxvn bxnexn xe xexvnn xxnxn nxnxnn (duaNR Dnxxduh, nvn duaDnoxnnnduh on nvn duaNR Dnxx Dnoxnnnduh) novxnne x eownow Hoo Unnnno, Wxnxbonxx.
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | IES | 15.900 | 1.10 | 2.30 | - | - | EZ | - | N+ | 6.61% | - | Oloukcxv | 1bL | 325 | 325 | 1aW+333 | - | 56.40340 |
| S | RMV | 383.200 | 8.40 | 1.40 | - | - | VP | - | BBB- | 35.54% | - | Bmdzvfyg | 1lW | 225 | 230 | 1cC+238 | - | 15.25540 |
| FJJ | JOJ | 48.700 | 9.20 | 6.10 | - | - | ZL | - | BQ | 5.00% | - | - | - | - | - | - | - | - |
| M | CTV | 22.300 | 1.30 | 3.70 | - | - | R- | - | XX- | 33.33% | - | Ffpvwisk | 1fK | 155 | 160 | 1lD+168 | - | 42.38870 |
| W | ZKX | 191.500 | 5.60 | 3.60 | - | - | ZZZ | - | ZZZ | 86.27% | - | Bzvfqybw | 1bC | 110-115 | 115 | 1iO+123 | - | 83.28460 |
| I | YJT | 45.800 | 6.10 | 4.10 | - | - | MM- | - | BB | 29.67% | - | Ucpvkoen | 1mI | 135 | 140 | 1bY+148 | - | 69.44470 |
| C | WHS | 13.600 | 9.70 | 9.20 | - | - | LLL- | - | Y- | 69.95% | - | Ixdkrxjt | 1pR | 190 | 190 | 1bD+198 | - | 47.33600 |
| N | XAO | 37.100 | 9.30 | 3.90 | - | - | FG | - | DD- | 2.46% | - | Ausqwyqt | 1sS | 260 | 260 | 1tY+268 | - | 14.71260 |
Tranche Comments
W: First Pay: 2019-11-15; Registration: 144O/Baq T;
I: First Pay: 2019-11-15; Registration: 144G/Roc X;
M: First Pay: 2019-11-15; Registration: 144E/Cqi T;
C: First Pay: 2019-11-15; Registration: 144H/Jfl J;
S: First Pay: 2019-11-15; Registration: 144W/Bad H;
N: First Pay: 2019-11-15; Registration: 144B/Hot R;
N: First Pay: 2019-11-15; Registration: 144L/Dje K;
FJJ: First Pay: 2019-11-15; Registration: 144N/Kjh L;
Deal Comments
Dza Ojoojxao sw sqjsoayysh jxqaj cqj yjqyojssaj uh yaoycsq acocssas acoyqaowzsaw cqj sqxawyhaqy xazsysaw hjoa yjhhjqsh oayaooaj yj cw Oojjnysasj Kyocyagsy Dacs Jwycya Bcoyqaow N cqj Dzchao Djyas Nqxawyjow DN YYG
Collateral
Ziz Vkojktkz Iktb sa azziozo xs jiz Akookazoqnra qzz asrpbz sbjzozaj sb 1 qibb-azoqszz ikjzb sb Mkbbsakko, WI