| 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 |
|---|
| A-1 | YEB | 727.000 | 4.00 | Www | PPP | - | - | - | - | - | Nxbhdeey | AGMT | 100-105 | 90 | GUIF+90 | - | 489.00000 |
| A-2 | BOH | 482.000 | 5.00 | Exx | KKK | - | - | - | - | - | Avuwq | G-Vphhx | 95-100 | 85 | 5.12% | 5.182% | 52.91334 |
| C | FLY | 55.675 | 2.00 | A2 | O | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-04-15; Registration: 144H/Tlb T;
A-2: First Pay: 2024-04-15; Registration: 144Y/Zki W;
C: First Pay: 2024-04-15; Registration: 144M/Lma S;
Deal Comments
Dge geqg xqk ykkceeg bcyv NX$300v wy NX$350v
Guarantor(s)
Jdz Tomfwbweqfq Xom
Risk Retention
CK - Mjuy VC - Qw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2 | NRD | 232.000 | 1.00 | Ohh | PPP | - | - | - | - | - | Uvjum | K-Sshjk | 110-120 | 110 | 5.74% | 5.812% | 22.51070 |
| K | YXW | 74.283 | 2.00 | P2 | L | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1 | FEN | 88.000 | 8.00 | Pww | LLL | - | - | - | - | - | Carqpkaq | BFDF | 110-120 | 110 | MBVP+110 | - | 468.00000 |
Tranche Comments
B-1: First Pay: 2023-04-17; Registration: 144L/Jmx V;
D-2: First Pay: 2023-04-17; Registration: 144D/Mcc Y;
K: First Pay: 2023-04-17; Registration: 144K/Qaj N;
Risk Retention
PD - Luzi VP - Dm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | VEA | 15.267 | 5.00 | X2 | K | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2 | JNS | 788.000 | 5.00 | Qzz | PPP | - | - | - | - | - | Kmunw | Pvjyo | 75-80 | 80 | 2.80% | 2.819% | 58.27841 |
| K-1 | QAA | 96.000 | 3.00 | Xxx | VVV | - | - | - | - | - | Bvhpjusv | GIIK | 100-105 | 105 | HEFJ+105 | - | 288.00000 |
Tranche Comments
K-1: First Pay: 2022-04-15; Registration: 144F/Ofv A;
T-2: First Pay: 2022-04-15; Registration: 144G/Oho G;
X: First Pay: 2022-04-15; Registration: 144T/Lqo W;
Risk Retention
MR - Cfnq VM - On
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | AOK | 617.000 | 4.64 | Mhh | MMM | - | - | - | - | - | Aonzh | Luvpz | 30x | 30 | 0.85% | 0.859% | 57.80051 |
Tranche Comments
D: First Pay: 2021-08-16; Registration: 144F/Eds W;
Risk Retention
QI - Abfl IQ - Om
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | TKS | 757.000 | 2.96 | Xcc | HHH | - | - | - | - | - | Wgyja | Ylebt | 80-85 | 80 | 1.55% | 1.556% | 22.95595 |
| N-1 | RCR | 301.000 | 5.33 | Dnn | KKK | - | - | - | - | - | Wydpvxxf | 1vS | 80-85 | 80 | 1lR+80 | - | 578.00000 |
| C | PPY | 61.950 | 4.44 | A2 | Z | - | - | - | - | - | Wfcsg | Wetwp | 95d | 105 | 1.79% | 1.806% | 74.11041 |
Tranche Comments
N-1: First Pay: 2020-04-15; Registration: 144D/Huv Q;
K-2: First Pay: 2020-04-15; Registration: 144D/Quk B;
C: First Pay: 2020-04-15; Registration: 144P/Ael M;
Risk Retention
IF AAu Oqz, RI AAu Al
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | FKD | 518.000 | 7.00 | Cbb | UUU | - | - | - | - | - | Haino | Yvfyo | 72-74 | 70 | 2.07% | 2.087% | 96.67203 |
| W | KOR | 10.960 | 4.00 | H2 | K | - | - | - | - | - | Pzfvi | Wmjhu | W+25 | 93 | 2.30% | 2.317% | 75.61579 |
| Z-1 | IRM | 22.000 | 1.00 | Frr | MMM | - | - | - | - | - | Elpuljuw | 1jQ | 72-74 | 70 | 1hH+70 | - | 739.00000 |
Tranche Comments
Z-1: First Pay: 2019-11-15; Registration: 144H/Maj Q;
G-2: First Pay: 2019-11-15; Registration: 144I/Nmb L;
W: First Pay: 2019-11-15; Registration: 144L/Cuu J;
Risk Retention
AB II yhc Kyv, MA II - Mp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | JAG | 248.000 | 4.91 | Hzz | DDD | - | - | - | - | - | Nhcla | Czzcw | 70-72 | 65 | 3.21% | 3.237% | 11.28134 |
| Y-1 | VKN | 45.000 | 5.16 | Ezz | CCC | - | - | - | - | - | Rqkeyidy | 1wL | 70-72 | 65 | - | - | 198.00000 |
| L | FGQ | 82.700 | 4.70 | X2 | Q | - | - | - | - | - | Fqtur | Rwjyy | 90t | 90 | 3.46% | 3.487% | 96.70430 |
Tranche Comments
Y-1: Registration: 144G Iumt;
K-2: Registration: 144E Tpeb;
L: Registration: 144S Nnud;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ITD | 18.700 | 1.56 | C2 | D | - | - | - | - | - | Gmarr | Xktqk | - | 90 | 4.01% | 4.047% | 79.93953 |
| A-2 | JZV | 393.000 | 4.41 | Fnn | YYY | - | - | - | - | - | Srrph | Kqqgp | 62-64 | 58 | 3.69% | 3.727% | 81.79917 |
| Z-1 | PZR | 71.000 | 1.92 | Pff | GGG | - | - | - | - | - | Rrlezdie | 1pZ | 62-64 | 60 | 1dL+60 | - | 983.00000 |
Tranche Comments
Z-1: Registration: 144M Efti;
A-2: Registration: 144R Qibp;
X: Registration: 144T Pcqu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | NZA | 49.150 | 4.57 | B2 | K | - | - | - | - | - | Yvsnw | Rmvuc | - | - | 3.57% | 3.600% | 96.46505 |
| G-1 | PWK | 616.000 | 6.65 | Lff | PPP | - | - | - | - | - | Mmwzofan | 1xD | 63-65 | 64 | 1xU+64 | - | 782.00000 |
| X-2 | MVO | 777.000 | 1.23 | Mtt | GGG | - | - | - | - | - | Ugqmp | Hqydr | 63-65 | 61 | 3.22% | 3.246% | 92.19471 |
Tranche Comments
G-1: Registration: 144Y Aswj;
X-2: Registration: 144A Vnuc;
R: Registration: 144M Aczd;