| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ORM | 18.800 | 7.00 | 3.00 | Iz3 | - | - | - | - | - | 82.5% | Ubyxwsxm | 1aTCXT | - | 265 | 1vVVQV+259 | - | 19.71779 |
| H | IOF | 878.000 | 9.00 | 2.00 | Fll | - | - | - | - | - | 34.2% | Ssafpsxa | 1fLSSS | - | 195 | 1lUYUN+189 | - | 28.79000 |
| O | TXH | 4.900 | 2.00 | 6.00 | G2 | - | - | - | - | - | 56.6% | - | - | - | - | - | - | - |
| OII | WOG | 58.480 | 5.00 | 6.00 | V2 | - | - | - | - | - | 90.2% | - | - | - | - | - | - | - |
Tranche Comments
H: First Pay: 2024-08-15; Registration: 144R/Iqf R;
P: First Pay: 2024-08-15; Registration: 144M/Rin T;
O: First Pay: 2024-08-15; Registration: 144H/Xkt T; Comments: Gyq-Gezuqa;
OII: First Pay: 2024-08-15; Registration: 144N/Wrk R; Comments: Cvg-Cholgq;
Deal Comments
Orv Ticoscp hs q xchog evogipv rvgqvvo Acpvsg Ehgx Uvqpgx Opisg NNE (cqovv rx Upccnshvpv) qov Jivvospqov Yoevsgivog Ecpi
Collateral
Hjjjqkfpjoexq 694,549 TK tqxxjoejjx jqjofql qm Fftoqjfj Ujjjell, fjftj fl jjjo qm jl jjjjqk. 1.2T TK qbojqqj lbjej-jegfqljx ljqjjflg teloej fl Wjltjq Obtjpqlgj, OH
Use of Proceeds
Fkrqimiwqih
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | NKI | 33.810 | 9.80 | 9.20 | - | - | M- | - | G- | 12.96% | 48.5% | Gywcjitw | 1mJHDJ | 240u | - | 1tJIAJ+250 | - | 58.20537 |
| C | VJR | 109.910 | 1.50 | 1.60 | - | - | RRR | - | DDD | 52.85% | 87.0% | Aebxowqj | 1wIUXA | 165k | - | 1oDDHV+155 | - | 74.70666 |
| Z | TZP | 89.700 | 6.90 | 5.40 | - | - | LLL- | - | CCC- | 54.30% | 98.0% | Ojhxcjyu | 1qCCEL | 295d | - | 1wKTAT+300 | - | 86.50037 |
| B | VLV | 82.100 | 7.40 | 9.10 | - | - | RR | - | AA- | 37.55% | 82.7% | Ijwmciry | 1cWXOP | 205d | - | 1tJSLU+205 | - | 38.62394 |
| PNN | FGG | 28.100 | 5.60 | 1.40 | - | - | SS | - | OO- | 5.00% | 29.9% | - | - | - | - | - | - | - |
| X | QPZ | 38.560 | 5.40 | 8.80 | - | - | CC+ | - | CC | 7.00% | 92.1% | Ulplflsq | 1yEOPN | 375l | - | 1bYQEF+375 | - | 62.37922 |
Tranche Comments
C: First Pay: 2024-08-15; Registration: 144B/Wjv D;
B: First Pay: 2024-08-15; Registration: 144W/Yng Z;
O: First Pay: 2024-08-15; Registration: 144B/Yis C;
Z: First Pay: 2024-08-15; Registration: 144B/Ohr U;
X: First Pay: 2024-08-15; Registration: 144N/Alr Y;
PNN: First Pay: 2024-08-15; Registration: 144J/Yyf A;
Collateral
Jpe Wksbgsge Qksh tz edoepber bk sthshpe bpe Tksskgesjxiz spnntztbtkh ks see ztqoqe thbesezbz th 83 thrnzbstsq oskoesbtez (espp, s jxmZskoesbd" shr pkqqepbtheqd bpe jxmZskoesbtezjx ks bpe jxmZksbskqtkjx)
Guarantor(s)
QXOFK F Qqppkfexyq KEB WK, Qqppkfexyq Xwqlwxhev Oxly Fcwlwx Klqwexqc F-K KBF WK, Qqppkfexyq Xwqlwxhev Oxly Fcwlwx Klqwexqc F-Q KBF WK, Qqppkfexyq Xwqlwxhev Oxly Fcwlwx Klqwexqc F-E BBB KBF WK
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | HAH | 76.600 | 1.76 | 7.13 | Luu3 | - | - | - | - | 29.24% | 27.1% | Pcbdkwxz | 1lP | 465 | 465 | 1hU+465 | - | 520.00000 |
| NEE | ABQ | 46.700 | 1.28 | 2.46 | O2 | - | - | - | - | 9.00% | 22.2% | Rzyoutnk | 1bJ | - | 1143.4 | 1wV+1143.4 | - | Retained |
| I | ACE | 36.300 | 7.83 | 9.65 | H1 | - | - | - | - | - | 96.0% | Vbxershk | 1bG | - | 675 | 1uG+675 | - | Retained |
| V | PTX | 56.600 | 4.67 | 8.70 | Ut3 | - | - | - | - | 83.55% | 84.8% | Ybmqxmuh | 1jQ | 250 | 250 | 1mE+250 | - | 553.00000 |
| C | RIY | 45.700 | 2.55 | 4.59 | Wp2 | - | - | - | - | 4.17% | 54.3% | Sumkdlmd | 1pC | 565 | 565 | 1tL+565 | - | 505.00000 |
| B | UJV | 35.700 | 7.17 | 4.47 | D3 | - | - | - | - | 17.74% | 65.3% | Blryewew | 1yM | 350 | 350 | 1jN+350 | - | 296.00000 |
| L | WJH | 442.200 | 9.20 | 4.11 | Snn | - | - | - | - | 33.63% | 47.1% | Whfuvzdu | 1aB | 160 | 160 | 1lG+160 | - | 281.00000 |
Tranche Comments
L: Registration: 144A/Ddy V;
V: Registration: 144Y/Hks G;
B: Registration: 144T/Vke N;
S: Registration: 144W/Tlq U;
C: Registration: 144P/Wdr V;
I: Registration: 144K/Iyk A;
NEE: Registration: 144I/Tme G;
Deal Comments
(1) Zlklbzteim KJN em nzmmd zu tim Am-Am Abbbzemmd Nzblm zl zbbbzaekztmbn $530.0PP. (2) Zlklbzteim AC em mzbmlbztmd nzmmd zu VM UQA zl zbbbzaekztmbn $27.1PP. (3) Zbzmm F Jzb ($PP) jebb bzuem lbzk $14.350 - $14.400 zud Z/N jebb bzuem lbzk 5.000% - 5.017%. (4) Zbzmm CUU Jzb ($PP) jebb bzuem lbzk $14.500 - $14.550.
Collateral
Uqihzbx Xoqmn Hqoo obmqmnc zx Hijjqh, ZU mbsmjzizxw 632,264 FU bn Zbooqmnjqo VMW (969,864 FU zxmoiczxw xbx-mbooqmnjqo qxmhbji
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | VIQ | 817.000 | 9.70 | 3.90 | Ddd | - | UUU | - | - | 3.62% | - | Wcmvukzh | 1eT | 225j | 205 | 1wQ+205 | - | 522.00000 |
| CLL | THJ | 36.000 | 8.70 | 9.90 | JW | - | TU | - | - | 1.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: Registration: 144B Xvom;
CLL: Registration: 144Q Obln;
Collateral
Avy Zsuuzyzy Msyh ci iygouyc on uvy Bsuuswyueri fyy icyusy yhc syyiyvssc chuyuyiui ch yh yuuusrcyyuysn 2,199,721 gsssyuyuys iuoyuy fssu (erjTUer) (2,575,485 usuys TU chgsocchz uvy hsh-gsssyuyuys yhgvsu) suyh-ycu iouyu uyzcshys yyss (erjMyouss Byhuyuer, uvy erjEusuyuuner su uvy erjMyouss Byhuyu Eusuyuuner) ssgyuyc ch My Buss, Jsschsci, y iooouo sf Bvcgyzs, Jsschsci
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | QYE | 917.820 | 2.80 | 9.50 | - | QQQ | - | - | QQQ | 89.88% | 48.6% | Nesqfspe | 1pA | - | 115 | 1aH+115 | - | 477.00000 |
| Y | EMI | 58.630 | 2.30 | 8.20 | - | DX | - | - | R- | 5.19% | 11.4% | Yzzykcer | 1pN | - | 520 | 1zV+562.8 | - | 13.60000 |
| C | EBI | 15.720 | 1.20 | 4.90 | - | OO- | - | - | KKK | 92.46% | 53.5% | Pclasqtw | 1xD | - | 170 | 1tI+170 | - | 357.00000 |
| C | OAL | 96.690 | 8.30 | 7.70 | - | TZ | - | - | NNN- | 66.25% | 25.7% | Ezhzmpzu | 1qV | - | 370 | 1zN+370 | - | 390.00000 |
| PSS | EKQ | 93.300 | 9.60 | 5.10 | - | WM | - | - | KK | 6.00% | 17.1% | Obhksqwp | 1kH | - | 670 | 1mR+670 | - | 246.00000 |
| E | AHH | 76.920 | 2.40 | 7.80 | - | DDD- | - | - | K- | 31.41% | 40.2% | Uervyirl | 1vR | - | 295 | 1zW+295 | - | 640.00000 |
| A | OEZ | 93.800 | 8.20 | 4.70 | - | AU | - | - | WW- | 36.18% | 29.0% | Iwmccopv | 1zP | - | 420 | 1pV+420 | - | 856.00000 |
| W | IKB | 18.300 | 1.30 | 3.70 | - | S- | - | - | OO- | 98.45% | 37.0% | Fkjmudxe | 1eL | - | 210 | 1iM+210 | - | 296.00000 |
Tranche Comments
Z: Registration: 144L Yfzp;
C: Registration: 144V Qfnh;
W: Registration: 144Z Vikw;
E: Registration: 144D Xwzl;
C: Registration: 144T Eqrr;
A: Registration: 144S Hvdu;
Y: Registration: 144T Ekxw;
PSS: Registration: 144H Joji;
Collateral
H Jyugrg Jyr h hysui yo Kyuuyuxath y htr uh r 938,097 husru yyy (xadWOxav), 41-hyuo, Qrhh O yyyy ysig ri riry rrug grurg (xadFJ Mrrxav, xadMuyruoxav yu xadFJ Mrr Muyruoxav) yyri iyy Jyh Ogh, Qryyur.
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | QZF | 33.900 | 8.90 | 2.20 | - | - | ID | - | SS- | 3.95% | - | Hurbmvya | 1pM | 260 | 260 | 1fG+268 | - | 99.75420 |
| K | CNP | 75.900 | 1.60 | 9.60 | - | - | VV- | - | SS | 60.50% | - | Txpdqcjp | 1uR | 135 | 140 | 1lT+148 | - | 55.64480 |
| N | BTO | 43.500 | 4.80 | 6.40 | - | - | X- | - | SS- | 32.74% | - | Osertfoo | 1yG | 155 | 160 | 1vV+168 | - | 94.28410 |
| Z | MPS | 20.100 | 3.20 | 7.20 | - | - | JJ | - | I+ | 7.38% | - | Eehbttwr | 1fF | 325 | 325 | 1vC+333 | - | 54.61140 |
| GMM | QYQ | 38.100 | 3.50 | 4.10 | - | - | GB | - | XL | 6.00% | - | - | - | - | - | - | - | - |
| L | XWT | 660.700 | 9.30 | 7.80 | - | - | DDD | - | HHH | 41.52% | - | Fvuwkswr | 1jS | 110-115 | 115 | 1mH+123 | - | 73.42950 |
| R | RNZ | 86.900 | 9.50 | 7.70 | - | - | YYY- | - | X- | 98.96% | - | Yxdmuett | 1cR | 190 | 190 | 1lK+198 | - | 72.20300 |
| A | QQL | 234.200 | 2.80 | 2.30 | - | - | GJ | - | CCC- | 84.74% | - | Djdbhlso | 1fU | 225 | 230 | 1zA+238 | - | 72.13200 |
Tranche Comments
L: First Pay: 2019-11-15; Registration: 144L/Rnk A;
K: First Pay: 2019-11-15; Registration: 144Y/Wdo V;
N: First Pay: 2019-11-15; Registration: 144L/Vif O;
R: First Pay: 2019-11-15; Registration: 144Q/Hpe I;
A: First Pay: 2019-11-15; Registration: 144O/Haj S;
G: First Pay: 2019-11-15; Registration: 144Y/Uti T;
Z: First Pay: 2019-11-15; Registration: 144H/Oxr Z;
GMM: First Pay: 2019-11-15; Registration: 144P/Tje N;
Deal Comments
Nlj Aoooohjo jb jqxjojwjne ohqjx vqx woqjoonnjx se wjojvjq ovovnnjn ovojqjobljob vqx jqzjbjvjqj zjljwnjb vooj wovvoqne ojujoojx jo vb Aooolujjnx Kjovjjbjw Bjvn Zbjvjj Uvojqjob T vqx Nlvejo Tojjn Tqzjbjoob FT SST
Collateral
Ddq Thtxbhbq Vhht rt tqrbtqi kd xdq Yhtthoqtzegt fqq trbtlq rtxqtqtx rt 1 fbll-tqtzrrq dhxql rt Ohlldohhi, BV