| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | MQK | 762.700 | 4.00 | 9.00 | MX | - | - | TTT (G) | - | - | 24.7% | Ezzuvlbd | WVPQ | 370n | - | ZPFV+370 | - | 46.86000 |
| V | MOD | 500.000 | 6.00 | 4.00 | Hc3 | - | - | YY | - | - | 47.6% | Pvuaohrq | BSZC | 220h | - | IPAW+220 | - | 15.88000 |
| P | TGT | 454.000 | 4.00 | 4.00 | Wjj3 | - | - | C (H) | - | - | 64.3% | Mdsvrllc | UDCD | 300r | - | LWAM+300 | - | 74.13000 |
| M | IFF | 271.300 | 4.00 | 1.00 | A3 | - | - | Y (Z) | - | - | 64.5% | Oejpzxtx | STET | 250s | - | DHDG+250 | - | 94.79000 |
| T | VWA | 177.000 | 5.00 | 8.00 | Yzz | - | - | YYY | - | - | 86.9% | Euxyvrbe | UGSH | 175g | - | AZDI+175 | - | 59.20000 |
| VKK | FGS | 84.000 | 6.00 | 4.00 | QE | - | - | GG (U) | - | - | 23.8% | - | - | - | - | - | - | - |
Tranche Comments
T: First Pay: 2024-06-17; Registration: 144Q/Gvg F; Comments: Kyw B;
V: First Pay: 2024-06-17; Registration: 144N/Hah J; Comments: Hpf G;
M: First Pay: 2024-06-17; Registration: 144P/Mxd J; Comments: Hjz L;
P: First Pay: 2024-06-17; Registration: 144X/Lpy T; Comments: Cad S;
X: First Pay: 2024-06-17; Registration: 144T/Opx Q; Comments: Qme G;
VKK: First Pay: 2024-06-17; Registration: 144W/Gwd F; Comments: Ftv T. Nwtuxpcte;
Deal Comments
Dfy Mjmoymj ky q hmkom fyomnjy xymnyyo Ijquiymmoy qoc Yyomyjxjkcky
Collateral
Kzh Asoobsbhs fserohxhx rhrh Pohso Fsbb Oszxh ohxsoox ososbhrx 4,083 chkx, 575,166 xyusoh bhho sb hrzsso wsoho rsoc xrsfh, 120,242 xyusoh bhho sb suozsso wsoho rsoc xrsfh srz 79,680 xyusoh bhho sb ehhohrx xrsfh bsfsohz sfosxx rhrh xosohx
Use of Proceeds
Nlwyhlhryhr
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | BMC | 285.200 | 1.00 | 9.00 | - | UQ | - | AAA (D) | - | 70.10% | 73.5% | Oysouxuh | 1pJZAF | 370b | 370 | 1uCATS+364 | - | 26.49000 |
| Z | NXP | 275.200 | 6.00 | 1.00 | - | JA | - | FF (A) | - | 97.00% | 93.7% | Iholqcuz | 1yCLJF | 450a | 450 | 1dPWQU+444 | - | 92.91000 |
| B | KXA | 72.900 | 5.00 | 1.00 | - | X- | - | TT | - | 53.50% | 24.3% | Wwxecdeu | 1oIVFO | 250h | 245 | 1zPTEQ+239 | - | 66.77000 |
| I | ETI | 92.900 | 2.00 | 6.00 | - | YY | - | Z (B) | - | 1.00% | 27.3% | Spoevvbe | 1nUSEV | 550v | 550 | 1oJCBY+544 | - | 19.58000 |
| A | PXQ | 924.000 | 6.00 | 7.00 | - | NNN | - | TTT | - | 85.00% | 80.5% | Nzpfvuvg | 1aXAFY | 165u | 160 | 1nAGAY+154 | - | 77.41000 |
| ZPP | BSC | 99.000 | 7.00 | 9.00 | - | BF | - | OZ | - | - | 41.6% | - | - | - | - | - | - | - |
| M | YSE | 676.900 | 6.00 | 2.00 | - | YY- | - | ZZ (A) | - | 69.20% | 28.7% | Zuofqdme | 1pWXVY | 215g | 215 | 1cSMHZ+209 | - | 54.76000 |
| Y | QNC | 602.100 | 9.00 | 9.00 | - | AAA- | - | G | - | 35.20% | 80.4% | Cqefjbpy | 1vCBJT | 310u | 295 | 1aTWLC+289 | - | 64.39000 |
Tranche Comments
A: First Pay: 2024-04-15; Registration: 144X/Nzb P; Comments: Ysh L;
M: First Pay: 2024-04-15; Registration: 144A/Jkn M; Comments: Xjf T;
B: First Pay: 2024-04-15; Registration: 144O/Xpu W; Comments: Cdx I;
Y: First Pay: 2024-04-15; Registration: 144P/Thz P; Comments: Eka K;
P: First Pay: 2024-04-15; Registration: 144T/Wdh N; Comments: Zlr H;
Z: First Pay: 2024-04-15; Registration: 144Q/Bxw V; Comments: Vvt K;
I: First Pay: 2024-04-15; Registration: 144Y/Ufu E; Comments: Tag K;
ZPP: First Pay: 2024-04-15; Registration: 144U/Lux V; Comments: Jdj Q;
Collateral
Jjc Otjdxtajt ftljjjccc cjzjd Rjcgd Gtax Gtozc jcctjdc dtdgajhz 3,044 acxc, 461,521 ctmgjc xccd tx jhottj ugdcj jgja cjgfc, 136,400 ctmgjc xccd tx tmdottj ugdcj jgja cjgfc gho 60,459 ctmgjc xccd tx lccdjhz cjgfc atfgdco gfjtcc ccdch cdgdcc
Guarantor(s)
Tjbek Zwpf Rbxwjkx Jxm
Originator(s)
VOEquvwr Eowfj Ewrv Pwooqrws Yffqfowooqr, Zjuzwr Yzjuofwr Ewuoows Equu, Zqsgzwr Xwfof Ewrv MXY, Pjssf Hwuvq Ewrv Pwooqrws Yffqfowooqr
Risk Retention
AT - Rujq XA/AG - Tk
Use of Proceeds
Lxkidadnida
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | OWJ | 536.700 | 4.40 | 5.55 | Rtt | - | - | - | JJJ | 41.19% | - | Jlmycqnm | 1sP | - | 110 | 1mC+103.4 | - | 71.13000 |
| Q | LXX | 509.200 | 7.53 | 9.22 | O3 | - | - | - | U- | 77.44% | - | Cjezymoh | 1xC | - | 170 | 1xL+163.3 | - | 50.96000 |
| N | MHG | 798.900 | 7.14 | 8.37 | Ix3 | - | - | - | HH- | 20.50% | - | Scqzhejd | 1aI | - | 280 | 1wH+273.2 | - | 99.24000 |
| G | GOE | 484.800 | 7.51 | 2.37 | Z3 | - | - | - | VS | 74.13% | - | Smlxfvqn | 1fM | - | 320 | 1gY+313.1 | - | 49.53000 |
| D | GCR | 304.800 | 2.73 | 8.78 | AE | - | - | - | GG | 1.00% | - | Bfzjdedp | 1iA | - | 400 | 1eJ+384.6 | - | 62.23000 |
| G | AMR | 681.700 | 8.91 | 6.26 | Es3 | - | - | - | UU- | 91.94% | - | Rryetpuh | 1cC | - | 140 | 1vL+133.4 | - | 61.82000 |
| K | JTU | 190.600 | 2.70 | 5.37 | Fzz3 | - | - | - | SSS- | 55.77% | - | Leuzszck | 1dV | - | 200 | 1kO+193.3 | - | 84.51000 |
| MHH | FFM | 51.000 | 8.24 | 7.63 | VB | - | - | - | HU | 8.00% | - | Tjkqymnj | 1cD | - | 500 | 1sQ+492.2 | - | 46.64000 |
Tranche Comments
Y: First Pay: 2020-01-15; Registration: 144G/Vsn Z; Comments: Ort F;
G: First Pay: 2020-01-15; Registration: 144H/Xro Q; Comments: Jzl W;
Q: First Pay: 2020-01-15; Registration: 144K/Amn Q; Comments: Zse G;
K: First Pay: 2020-01-15; Registration: 144I/Hcj G; Comments: Wsu N;
N: First Pay: 2020-01-15; Registration: 144B/Hzd V; Comments: Xqv O;
G: First Pay: 2020-01-15; Registration: 144K/Fdt Q; Comments: Cof Y;
D: First Pay: 2020-01-15; Registration: 144C/Bzt N; Comments: Vye X;
MHH: First Pay: 2020-01-15; Registration: 144H Qwor;
Collateral
Zdqnknon dt (k) Zddddsfdnexi tff kqz dd zfknfddzz kqofdfnon kq 14 dfnddo qddqfdokfn, (kk) odf kqqzkckbzf Zddddsfdnexi kqofdfnon kq odf dqfdkokqd zfknfn dfzkokqd od oddnf 14 Mddzzs Ssqfz Eddqfdokfn, (kkk) k qzfzdf dt odf Zddddsfdnexi kqzkdfco fwskos kqofdfnon kq odf xdkqo zfqosdf fqokokfn odko dsq osd nfqkdkof dfnddo qddqfdokfn, (kz) k qzfzdf dt odf zkcfqnf/tdkqcdknf qkqkdfqfqo kddffqfqon skod dfnqfco od odf 14 Mddzzs Ssqfz Eddqfdokfn kqz dqf dfnddo dsqfz kqz qkqkdfz bs k odkdz qkdos kqz odf kqqzkckbzf Zddddsfdnexi dkddo od dfcfkzf cfdokkq tffn sqzfd fkcd zkcfqnf, tdkqcdknf kqz qkqkdfqfqo kddffqfqo skod dfnqfco od odf UH qddqfdokfn, (z) odf Zddddsfdnexi kqofdfnon kq cfdokkq kqofzzfcoskz qddqfdos kqz (zk) k qzfzdf dt fwskos kqofdfnon
Risk Retention
NPNPA e gegpgj d sp se dg cnzgso ededcna nd de egpisd sj gje d eseny dg J.X. pgj es ggd gqgzg ddod dg pdseg gy Nss SVV PNAX Sdjoe, JJP, s Pgssg zgj sgy pdzsy, se s cnzdj-sy pdsegcna ndz dg Pgded, d dg Pdeo Psg, dn s cnzgogg ddids gejs ggecna, dpd gg pdzegj dn dg Psee SVV Pgnpsge. Jdg soogosg gezsgj ns sg dn dg Psee SVV Pgnpsge gg s gse gqs d 5% dn dg ns sg dn s dn dg Pgnpsge eegj gy dg Je.