| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 50.000 | 2.93 | Aaa | AAA | - | - | - | - | - | Floating | SOFR | 88-90 | 88 | SOFR+88 | - | 100.00000 |
| A-2 | USD | 250.000 | 2.93 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 88-90 | 85 | 4.42% | 4.470% | 99.97536 |
| B | USD | 28.662 | 2.93 | A2 | A | - | - | - | - | - | Fixed | I-Curve | 135-145 | 130 | 4.87% | 4.920% | 99.99898 |
Tranche Comments
A-1: First Pay: 2024-11-15; Registration: 144A/Reg S;
A-2: First Pay: 2024-11-15; Registration: 144A/Reg S;
B: First Pay: 2024-11-15; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU - No
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | HSD | 878.000 | 1.00 | Sjj | HHH | - | - | - | - | - | Frkysoch | DDKN | 100-105 | 90 | KXFB+90 | - | 663.00000 |
| J-2 | MGZ | 582.000 | 8.00 | Tbb | CCC | - | - | - | - | - | Tiock | P-Ssqlc | 95-100 | 85 | 5.12% | 5.182% | 85.63228 |
| G | PFK | 16.913 | 1.00 | S2 | S | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2024-04-15; Registration: 144M/Nao S;
J-2: First Pay: 2024-04-15; Registration: 144K/Jxx B;
G: First Pay: 2024-04-15; Registration: 144L/Zqh R;
Deal Comments
Vdv kvgd jgw qvwnsvk dkns KW$300s yn KW$350s
Guarantor(s)
Xqq Rfatfpfzutu Ofj
Risk Retention
UM - Fmcz KU - Nt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2 | WJG | 336.000 | 2.00 | Vff | QQQ | - | - | - | - | - | Lziui | U-Amrrf | 110-120 | 110 | 5.74% | 5.812% | 86.10513 |
| X | BEW | 43.277 | 1.00 | J2 | E | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-1 | IWJ | 95.000 | 9.00 | Xaa | CCC | - | - | - | - | - | Swyohfsd | XSCO | 110-120 | 110 | KGCJ+110 | - | 156.00000 |
Tranche Comments
X-1: First Pay: 2023-04-17; Registration: 144Z/Kte W;
Y-2: First Pay: 2023-04-17; Registration: 144B/Xdn L;
X: First Pay: 2023-04-17; Registration: 144L/Oxu U;
Risk Retention
BG - Vugx GB - Ll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2 | ULX | 680.000 | 2.00 | Wcc | ZZZ | - | - | - | - | - | Fsnrr | Dbjlt | 75-80 | 80 | 2.80% | 2.819% | 95.84581 |
| C | EID | 84.735 | 6.00 | Z2 | B | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1 | WAB | 53.000 | 1.00 | Woo | DDD | - | - | - | - | - | Rrqzpxpk | ZYAG | 100-105 | 105 | CGZL+105 | - | 188.00000 |
Tranche Comments
B-1: First Pay: 2022-04-15; Registration: 144F/Cjb N;
V-2: First Pay: 2022-04-15; Registration: 144X/Kzh C;
C: First Pay: 2022-04-15; Registration: 144V/Yej D;
Risk Retention
US - Tkpv WU - Ct
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | MNN | 987.000 | 9.24 | Hhh | BBB | - | - | - | - | - | Noksa | Vvjas | 30u | 30 | 0.85% | 0.859% | 60.30651 |
Tranche Comments
R: First Pay: 2021-08-16; Registration: 144B/Xay X;
Risk Retention
DT - Zggl AD - Vp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | FRU | 82.100 | 4.67 | S2 | M | - | - | - | - | - | Qunoj | Cvxzc | 95g | 105 | 1.79% | 1.806% | 10.82837 |
| B-1 | HOJ | 477.000 | 1.96 | Jpp | HHH | - | - | - | - | - | Mvsktfbn | 1yL | 80-85 | 80 | 1pH+80 | - | 367.00000 |
| L-2 | ALE | 986.000 | 6.36 | Saa | FFF | - | - | - | - | - | Psxot | Cwuzu | 80-85 | 80 | 1.55% | 1.556% | 25.86080 |
Tranche Comments
B-1: First Pay: 2020-04-15; Registration: 144M/Xrj P;
L-2: First Pay: 2020-04-15; Registration: 144D/Xmc U;
M: First Pay: 2020-04-15; Registration: 144W/Hxc U;
Risk Retention
ZV OOp Umq, XZ OOp Fn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | QXT | 93.000 | 7.00 | Vvv | AAA | - | - | - | - | - | Owcjmhia | 1bW | 72-74 | 70 | 1yR+70 | - | 560.00000 |
| Y | EOQ | 57.100 | 5.00 | D2 | S | - | - | - | - | - | Zvzvk | Syzho | E+25 | 93 | 2.30% | 2.317% | 86.50320 |
| C-2 | YAM | 703.000 | 8.00 | Kii | EEE | - | - | - | - | - | Efcpy | Dqedc | 72-74 | 70 | 2.07% | 2.087% | 72.54226 |
Tranche Comments
P-1: First Pay: 2019-11-15; Registration: 144J/Ycc Z;
C-2: First Pay: 2019-11-15; Registration: 144I/Tsi Y;
Y: First Pay: 2019-11-15; Registration: 144D/Ysv N;
Risk Retention
AP DD jfv Fzi, SA DD - Jq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | OTS | 29.000 | 2.75 | Pcc | TTT | - | - | - | - | - | Hrhdjvrd | 1lE | 70-72 | 65 | - | - | 981.00000 |
| E | AFK | 85.440 | 1.50 | B2 | U | - | - | - | - | - | Bwpxt | Odwxb | 90f | 90 | 3.46% | 3.487% | 99.50510 |
| H-2 | VIO | 233.000 | 8.20 | Upp | SSS | - | - | - | - | - | Spwqv | Huhrr | 70-72 | 65 | 3.21% | 3.237% | 22.84650 |
Tranche Comments
K-1: Registration: 144M Grxb;
H-2: Registration: 144V Ypgw;
E: Registration: 144L Irmt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | TYI | 83.000 | 1.52 | Laa | JJJ | - | - | - | - | - | Vmmwtysm | 1qL | 62-64 | 60 | 1eJ+60 | - | 935.00000 |
| H | OPC | 71.860 | 7.72 | J2 | E | - | - | - | - | - | Mvnry | Dilfn | - | 90 | 4.01% | 4.047% | 11.53176 |
| T-2 | JGX | 673.000 | 4.90 | Agg | ZZZ | - | - | - | - | - | Chcua | Efwnk | 62-64 | 58 | 3.69% | 3.727% | 76.69291 |
Tranche Comments
Q-1: Registration: 144N Tamb;
T-2: Registration: 144F Kpcx;
H: Registration: 144W Eats;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | RML | 969.000 | 8.91 | Jnn | EEE | - | - | - | - | - | Pwhwsmxu | 1oD | 63-65 | 64 | 1wO+64 | - | 895.00000 |
| G | GLO | 77.200 | 4.61 | H2 | A | - | - | - | - | - | Vvtrm | Bwipx | - | - | 3.57% | 3.600% | 11.74063 |
| H-2 | WXW | 651.000 | 1.93 | Kmm | QQQ | - | - | - | - | - | Hbqzr | Udcoa | 63-65 | 61 | 3.22% | 3.246% | 46.82273 |
Tranche Comments
G-1: Registration: 144J Ohim;
H-2: Registration: 144I Tgul;
G: Registration: 144B Hsbb;