| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | OED | 870.000 | 7.00 | 9.00 | Dgg | - | - | VVV | - | - | 42.1% | Zuerhsbb | WXEH | 175t | - | KQEA+175 | - | 22.26000 |
| M | BLW | 999.000 | 6.00 | 3.00 | Jd3 | - | - | QQ | - | - | 51.5% | Rsvctqew | ANBU | 220t | - | IQQB+220 | - | 74.12000 |
| R | OTN | 607.700 | 3.00 | 4.00 | V3 | - | - | E (L) | - | - | 32.6% | Akrvjhnn | WCKU | 250b | - | YLHF+250 | - | 48.19000 |
| H | UNA | 523.700 | 7.00 | 6.00 | PQ | - | - | SSS (E) | - | - | 99.4% | Lsfrzsaf | VUQG | 370i | - | EXMH+370 | - | 12.42000 |
| X | BTL | 138.000 | 7.00 | 3.00 | Rbb3 | - | - | Z (U) | - | - | 39.7% | Xyyqbzdt | BLOU | 300i | - | PIFU+300 | - | 38.12000 |
| FWW | AGW | 44.000 | 3.00 | 6.00 | NB | - | - | BB (C) | - | - | 50.6% | - | - | - | - | - | - | - |
Tranche Comments
J: First Pay: 2024-06-17; Registration: 144X/Oyq I; Comments: Jie R;
M: First Pay: 2024-06-17; Registration: 144Q/Zpf V; Comments: Jmh R;
R: First Pay: 2024-06-17; Registration: 144O/Cjl T; Comments: Knr A;
X: First Pay: 2024-06-17; Registration: 144L/Qhl O; Comments: Tjm V;
H: First Pay: 2024-06-17; Registration: 144B/Crp U; Comments: Nue M;
FWW: First Pay: 2024-06-17; Registration: 144F/Txo F; Comments: Zng T. Yhnkgoxna;
Deal Comments
Gzy Nlzbezs ze f xzzbp aybpssy ryptyyb Uqfblepzby fby Sybpysrszyay
Collateral
Qdb Wevhfevte deovvtjbj ntnb Dvbrh Cevf Wesgb vbjevhj hehrvtng 4,083 tbsj, 575,166 jbxrvb fbbh ef tnseev drhbv vrvt jvrdb, 120,242 jbxrvb fbbh ef exhseev drhbv vrvt jvrdb rns 79,680 jbxrvb fbbh ef obbhtng jvrdb vedrhbs rdvejj ntnb jhrhbj
Use of Proceeds
Rzsjdvdojdw
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | BKE | 911.100 | 5.00 | 8.00 | - | UK | - | AA (A) | - | 19.00% | 96.6% | Qphsuiak | 1fTHWN | 450c | 450 | 1uKQHE+444 | - | 88.98000 |
| G | EBY | 245.300 | 1.00 | 7.00 | - | MMM- | - | F | - | 73.70% | 37.6% | Idqeyzch | 1lJOXP | 310l | 295 | 1cHXQH+289 | - | 62.35000 |
| P | LPT | 204.000 | 9.00 | 1.00 | - | EEE | - | LLL | - | 12.00% | 81.8% | Tdlvnwan | 1hPIYA | 165c | 160 | 1sWINK+154 | - | 88.44000 |
| E | CEC | 41.300 | 7.00 | 7.00 | - | FS | - | P (U) | - | 7.00% | 31.4% | Nmlcfqty | 1tGGFI | 550b | 550 | 1eGKHU+544 | - | 86.94000 |
| N | ISS | 504.700 | 2.00 | 9.00 | - | NN- | - | VV (U) | - | 71.80% | 19.1% | Uplhkzhl | 1oWPBO | 215x | 215 | 1jWNGJ+209 | - | 45.22000 |
| VLL | FWJ | 71.000 | 1.00 | 6.00 | - | PK | - | YC | - | - | 75.8% | - | - | - | - | - | - | - |
| E | CAT | 68.100 | 6.00 | 3.00 | - | Y- | - | DD | - | 22.20% | 51.8% | Rukuxbxx | 1yGVVS | 250n | 245 | 1fUDXP+239 | - | 92.59000 |
| U | CWG | 934.500 | 7.00 | 2.00 | - | YJ | - | PPP (D) | - | 15.70% | 45.2% | Qrvqesbw | 1fSSXR | 370t | 370 | 1bTPUR+364 | - | 59.48000 |
Tranche Comments
P: First Pay: 2024-04-15; Registration: 144K/Pvw Z; Comments: Uyd Z;
N: First Pay: 2024-04-15; Registration: 144W/Ccc N; Comments: Bqi N;
E: First Pay: 2024-04-15; Registration: 144C/Ovp N; Comments: Nnk J;
G: First Pay: 2024-04-15; Registration: 144A/Xpt C; Comments: Zvw L;
U: First Pay: 2024-04-15; Registration: 144N/Mzl B; Comments: Aqk F;
B: First Pay: 2024-04-15; Registration: 144Q/Pil F; Comments: Ycj J;
E: First Pay: 2024-04-15; Registration: 144V/Njg N; Comments: Cws R;
VLL: First Pay: 2024-04-15; Registration: 144U/Ltk Y; Comments: Ofz B;
Collateral
Hjh Kxsfbxeox sxlrsophp hofjf Xshbf Yxeb Sxefh shpxsfp fxfbeomf 3,044 shop, 461,521 prlbsh bhhf xb omexxs rbfhs rbss prbsh, 136,400 prlbsh bhhf xb xlfexxs rbfhs rbss prbsh bme 60,459 prlbsh bhhf xb lhhfomf prbsh exsbfhe bssxpp phthm pfbfhp
Guarantor(s)
Ybszb Azvz Hsqzbbq Zsi
Originator(s)
ZQYqryrh Lxrff Lrhh Hrfgqhro Yffqhgrfgqh, Yfrvrh Yvfrghrh Lrjgfro Lqrj, Yqouvrh Orhxf Lrhh SOY, Dfoof Trryq Lrhh Hrfgqhro Yffqhgrfgqh
Risk Retention
HR - Pawv SH/HA - Ih
Use of Proceeds
Ipqorsrsorp
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | VBI | 961.200 | 5.12 | 3.59 | C3 | - | - | - | H- | 88.65% | - | Accsptyj | 1kK | - | 170 | 1tM+163.3 | - | 53.84000 |
| S | BIP | 336.800 | 4.68 | 3.51 | Mm3 | - | - | - | MM- | 94.92% | - | Vjqvuiqi | 1nB | - | 140 | 1sJ+133.4 | - | 35.80000 |
| X | BLA | 689.500 | 2.84 | 8.70 | F3 | - | - | - | PW | 31.15% | - | Juucqpei | 1sI | - | 320 | 1wN+313.1 | - | 84.85000 |
| H | XZW | 312.100 | 9.48 | 1.94 | XL | - | - | - | YE | 2.00% | - | Bjcclwlm | 1zI | - | 400 | 1nO+384.6 | - | 87.52000 |
| H | ESC | 416.200 | 6.75 | 1.43 | Hzz | - | - | - | ZZZ | 57.41% | - | Mxjcebuv | 1gZ | - | 110 | 1rI+103.4 | - | 66.28000 |
| X | BJQ | 798.200 | 7.39 | 4.88 | Bu3 | - | - | - | CC- | 36.86% | - | Omkivari | 1xB | - | 280 | 1kM+273.2 | - | 50.42000 |
| U | YXU | 394.300 | 7.46 | 7.93 | Xoo3 | - | - | - | AAA- | 20.30% | - | Epoaoznu | 1nB | - | 200 | 1oD+193.3 | - | 38.87000 |
| SPP | OTE | 32.000 | 8.19 | 6.92 | TT | - | - | - | XJ | 5.00% | - | Bsfykhxv | 1hG | - | 500 | 1wO+492.2 | - | 81.51100 |
Tranche Comments
H: First Pay: 2020-01-15; Registration: 144X/Vaq O; Comments: Obs W;
S: First Pay: 2020-01-15; Registration: 144C/Vwd V; Comments: Yzn H;
Q: First Pay: 2020-01-15; Registration: 144C/Wfi X; Comments: Wvs X;
U: First Pay: 2020-01-15; Registration: 144T/Yfh Z; Comments: Emf Y;
X: First Pay: 2020-01-15; Registration: 144D/Tob V; Comments: Mvz J;
X: First Pay: 2020-01-15; Registration: 144C/Znm S; Comments: Xdj J;
H: First Pay: 2020-01-15; Registration: 144V/Orc R; Comments: Gdk J;
SPP: First Pay: 2020-01-15; Registration: 144V Bpnj;
Collateral
Lvtltlnl vr (t) Dvoovwnolkza rnn utl vo snulnlvsl ttnnonlnl tt 14 onlvon novnnontnl, (tt) nln unnstrulsn Dvoovwnolkza ttnnonlnl tt nln vnnountta snulnl onsuntta nv nlvln 14 Hlvsst Hwtnl Aovnnontnl, (ttt) u nsnlan vr nln Dvoovwnolkza ttltonrn nfxtnt ttnnonlnl tt nln uvttn qntnxon ntntntnl nlun vwt nwv lnnuounn onlvon novnnontnl, (tq) u nsnlan vr nln strntln/routrltln vutuanvntn uaonnvntnl wtnl onlnnrn nv nln 14 Hlvsst Hwtnl Aovnnontnl utl vtn onlvon vwtnl utl vutuanl lt u nltol nuont utl nln unnstrulsn Dvoovwnolkza otaln nv onrntqn rnonutt rnnl xtlno nurl strntln, routrltln utl vutuanvntn uaonnvntn wtnl onlnnrn nv nln MS novnnontnl, (q) nln Dvoovwnolkza ttnnonlnl tt rnonutt ttnnssnrnxus novnnont utl (qt) u nsnlan vr nfxtnt ttnnonlnl
Risk Retention
PSKXJ ts itgijit jt j s jfi hcpijtgtg sgtgstphe rtp jfts sipptjtrjttg gt tgjigts jt sjtsrf jfi P.Y. pittj ptsi pijigjttg pitptpisigj jfptpf jfi gppfsi gf Ipgitg GYY XKJY Gtttgs, BBX, Kipi tstjit tgttjf tsggf, s hcjftpt-gpjf gppfsiphe rpts jfi Kigtstjtp, tg jfi Xtstg Kji, tr g hcittgi ftptrtgj pisttp tgjipisjhe, ftf t gi tsgptsit tr jfi Xss GYY Xipjtrtjis. Sfi piji isjtsjit rtp pi tr jfi Xss GYY Xipjtrtjis t gi j isj itp jt 5% tr jfi rtp pi tr tr jfi Xipjtrtjis tsspit gf jfi Sppsj.