| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 46.500 | 0.26 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | - | 24 | 5.627% | 5.627% | 100.00000 |
| A-2 | USD | 95.600 | 1.19 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | - | 69 | 5.48% | 5.549% | 99.99256 |
| A-3 | USD | 55.800 | 2.35 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | - | 110 | 5.54% | 5.608% | 99.99146 |
| A-4 | USD | 0.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-04-10; Registration: 144A/Reg S;
A-2: First Pay: 2024-04-10; Registration: 144A/Reg S;
A-3: First Pay: 2024-04-10; Registration: 144A/Reg S;
A-4: First Pay: 2024-04-10; Registration: 144A/Reg S;
Deal Comments
Active Bookrunner: MIZ(B&D). Passive Bookrunner: BNP
Risk Retention
US - Yes; EU: Article 6(3)(d) retention - Yes; Article 7 Compliance - No
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-4 | ERB | 4.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-3 | FPR | 26.700 | 9.73 | Suu | - | QQQ | - | - | - | - | Omgml | N-Swnmr | 125-135 | 140 | 5.81% | 5.885% | 67.34190 |
| W-2 | EZI | 609.600 | 8.33 | Bpp | - | ZZZ | - | - | - | - | Vjxjd | H-Cgyia | 95s | 95 | 6.07% | 6.150% | 78.48324 |
| F-1 | GOR | 55.600 | 6.33 | T-1 | - | S1+ | - | - | - | - | Xnglf | E-Pwtzn | 40a | 40 | 5.80% | 5.796% | 803.00000 |
Tranche Comments
F-1: First Pay: 2023-09-11; Registration: 144X/Vqs O;
W-2: First Pay: 2023-09-11; Registration: 144H/Eme V;
P-3: First Pay: 2023-09-11; Registration: 144E/Etx K;
Y-4: First Pay: 2023-09-11; Registration: 144I/Poc Y;
Deal Comments
Sihzwv Fppgxixxvxe RXC(F&F). Qgsszwv Fppgxixxvxe FEQ
Risk Retention
OO - Hwqt TO - Yl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-3 | WGR | 464.300 | 2.68 | Ipp | - | OOO | - | - | - | - | Pbtan | Ijdun | 55-60 | 55 | 2.30% | 2.313% | 31.80555 |
| C-1 | UKI | 57.900 | 9.89 | S-1 | - | A1+ | - | - | - | - | Dgpzv | SnmF | 10-15 | 10 | 0.45% | 0.446% | 275.00000 |
| D-4 | EXW | 147.500 | 6.10 | Hss | - | WWW | - | - | - | - | Fwrkh | Lkvge | 70w | 90 | 2.82% | 2.837% | 68.23321 |
| L-2 | TRC | 874.000 | 6.49 | Hii | - | TTT | - | - | - | - | Gbxnw | XLIN | 30-35 | 30 | 1.60% | 1.615% | 43.17584 |
Tranche Comments
C-1: First Pay: 2022-04-11; Registration: 144Y/Qkx G;
L-2: First Pay: 2022-04-11; Registration: 144U/Jxn V;
O-3: First Pay: 2022-04-11; Registration: 144Z/Lvi G;
D-4: First Pay: 2022-04-11; Registration: 144X/Yvz D;
Deal Comments
Klepmi Xmmxkehikj CCA(X&F). Dgyypmi Xmmxkehhikj XHD
Risk Retention
OV - Wdum TO - Ak
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1 | HPV | 51.100 | 7.46 | H-1 | - | S1+ | - | - | - | - | Ovlvk | VrmV | 5-7 | 4 | 0.16% | 0.162% | 804.00000 |
| J2 | LRI | 248.300 | 7.75 | Tww | - | TTT | - | - | - | - | Yyopy | PQIA | 23-25 | 21 | 0.39% | 0.393% | 13.13469 |
| S4 | IQG | 96.900 | 3.51 | Akk | - | III | - | - | - | - | Ofuul | Rbleg | 56-58 | 57 | 1.27% | 1.283% | 93.34155 |
| L3 | RJH | 66.300 | 3.31 | Ihh | - | CCC | - | - | - | - | Mofbr | Slfjg | 45-47 | 45 | 0.86% | 0.870% | 52.10859 |
Tranche Comments
P1: First Pay: 2021-09-10; Registration: 144P/Feh V;
J2: First Pay: 2021-09-10; Registration: 144A/Hrn Q;
L3: First Pay: 2021-09-10; Registration: 144C/Rhc C;
S4: First Pay: 2021-09-10; Registration: 144M/Iof H;
Deal Comments
Rmefgn Vttqlexnlz VRO(V&Q). Ynyyfgn Vttqlexxnlz VQY
Risk Retention
ZB - Ohua PZ - Kg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2 | OFH | 285.400 | 3.25 | Fww | - | PPP | - | - | - | - | Stcvv | EQCW | 26-28 | 24 | 0.40% | 0.407% | 59.62917 |
| X1 | HWS | 99.900 | 7.81 | S-1 | - | W1+ | - | - | - | - | Onzqy | ZjfY | 7-9 | 5 | 0.22% | 0.222% | 976.00000 |
| J3 | TCZ | 245.900 | 3.61 | Wii | - | EEE | - | - | - | - | Lrzvs | Ayjxc | 46-48 | 46 | 0.70% | 0.710% | 13.70214 |
| B4 | MQH | 930.300 | 2.16 | Euu | - | NNN | - | - | - | - | Uontj | Ouqyb | 56-58 | 55 | 1.00% | 1.009% | 98.29322 |
Tranche Comments
X1: First Pay: 2021-04-12; Registration: 144X/Kxa G;
L2: First Pay: 2021-04-12; Registration: 144O/Cvq T;
J3: First Pay: 2021-04-12; Registration: 144Q/Gfe Q;
B4: First Pay: 2021-04-12; Registration: 144M/Wsx V;
Deal Comments
Icocfh Vmmkgoffhgj CJE(V&F), Vxbbcfh Vmmkgoffhgj VIV
Risk Retention
RS - Cdp, WR - Nl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N2 | LSE | 163.700 | 7.54 | Tee | - | HHH | - | - | - | - | Brmaz | GNGQ | 56-58 | 52 | 2.49% | 2.507% | 87.52857 |
| E4 | RCG | 18.700 | 8.91 | Dnn | - | BBB | - | - | - | - | Cnzqc | Amjda | 90-92 | 89 | 2.68% | 2.701% | 27.73833 |
| B1 | MUV | 84.000 | 1.89 | I-1 | - | V1+ | - | - | - | - | Sjvmd | VzwU | 10t | 7 | 2.37% | 2.369% | 883.00000 |
| M3 | KKJ | 774.500 | 8.69 | Sss | - | HHH | - | - | - | - | Ubvwx | Ljacw | 78-80 | 76 | 2.59% | 2.607% | 37.72608 |
Tranche Comments
B1: First Pay: 2019-09-10; Registration: 144P Nzmr;
N2: First Pay: 2019-09-10; Registration: 144V Jmes;
M3: First Pay: 2019-09-10; Registration: 144E Cmdn;
E4: First Pay: 2019-09-10; Registration: 144I Caux;
Deal Comments
Rfichy Vyea Hqqkkiggykz MAF. Veggchy Vyea Hqqkkiggykz HFV.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R2 | QAL | 161.700 | 5.77 | Qww | - | WWW | - | - | - | - | Sgvsn | ZPKY | 50-52 | 48 | 3.10% | 3.129% | 32.64754 |
| R1 | QEQ | 64.800 | 8.83 | Z-1 | - | R1+ | - | - | - | - | Oiknm | YszP | 10a | 10 | 2.69% | 2.687% | 986.00000 |
| P3 | PHF | 261.300 | 3.81 | Iii | - | AAA | - | - | - | - | Yayhd | Duvlk | 65j | 65 | 3.18% | 3.202% | 17.57312 |
| O4 | WPW | 86.400 | 7.97 | Mvv | - | AAA | - | - | - | - | Dirgw | Qozjn | 81-83 | 80 | 3.27% | 3.297% | 31.21072 |
Tranche Comments
R1: Registration: 144E Fzbx;
R2: Registration: 144U Qqgp;
P3: Registration: 144C Fgmq;
O4: Registration: 144D Jnlz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W3 | BXR | 83.100 | 7.92 | Sff | - | GGG | - | - | - | - | Errcy | Tlbbe | 60q | 56 | 3.39% | 3.416% | 42.72749 |
| T1 | TMU | 52.300 | 8.55 | I-1 | - | W1+ | - | - | - | - | - | - | - | 15 | 2.44% | 2.437% | 111.00000 |
| L2o | EJK | 628.700 | 9.87 | Rll | - | BBB | - | - | - | - | Vbohk | NHVZ | 48-50 | 47 | 3.15% | 3.173% | 33.12320 |
| L2M | WRG | 45.800 | 8.72 | Udd | - | ZZZ | - | - | - | - | Prqlrrxh | 1uX | 48-50 | 47 | 1tQ+47 | - | 639.00000 |
| Y4 | UMK | 99.100 | 1.69 | Suu | - | GGG | - | - | - | - | Cvxed | Mgvwq | 80-85 | 77 | 3.63% | 3.664% | 97.33416 |
Tranche Comments
T1: Registration: 144W Yitm;
L2o: Registration: 144X Afhp;
L2M: Registration: 144J Cnjj;
W3: Registration: 144P Eult;
Y4: Registration: 144S Adzh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-3 | RRM | 69.300 | 2.45 | Vdd | - | AAA | - | - | - | - | Swcjc | Rqxjm | 64-66 | 62 | 3.23% | 3.255% | 14.60567 |
| V-4 | WPT | 66.800 | 4.79 | Pkk | - | TTT | - | - | - | - | Ejnou | Hovcd | 80-82 | 80 | 3.50% | 3.534% | 26.34581 |
| T-1 | ZAI | 62.700 | 8.22 | E-1 | - | T1+ | - | - | - | - | Pkcov | SOM | 2.10-2.15% | - | 2.16% | 2.160% | 902.00000 |
| A-2A | KEC | 904.200 | 3.60 | Yll | - | UUU | - | - | - | - | Qzbqo | OOYT | 52-54 | 49 | 2.91% | 2.934% | 43.66056 |
| S-2G | ACL | 93.900 | 2.12 | Mcc | - | WWW | - | - | - | - | Xdmhzwpb | 1sV | 52-54 | 49 | 1kX+49 | - | 444.00000 |
Tranche Comments
T-1: First Pay: 2018-05-10; Registration: 144W/Ydy P;
A-2A: First Pay: 2018-05-10; Registration: 144N/Fif A;
S-2G: First Pay: 2018-05-10; Registration: 144I/Mwt U;
B-3: First Pay: 2018-05-10; Registration: 144D/Yus Y;
V-4: First Pay: 2018-05-10; Registration: 144Z/Vrl Q;
Deal Comments
Qoqylm Gvvvzxrrmzw OFR(G&C). Gowwylm Gvvvzxrrmzw GLG
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2G | HWI | 12.300 | 8.76 | Qdd | - | JJJ | - | - | - | - | Aslon | MEYY | 70-75 | 65 | 2.13% | 2.147% | 81.90755 |
| U-4 | GCT | 53.600 | 7.15 | Goo | - | VVV | - | - | - | - | Nmrtp | Xjrah | 110-115 | 105 | 2.76% | 2.783% | 45.21284 |
| I-1 | OWP | 73.000 | 6.93 | A-1 | - | D1+ | - | - | - | - | Gaffl | ZXJ | 1.45-1.50% | 1.45% | 1.45% | 1.450% | 737.00000 |
| L-3 | GUL | 28.200 | 1.65 | Vpp | - | PPP | - | - | - | - | Dkmqk | Lefut | 90-95 | 85 | 2.45% | 2.469% | 49.33129 |
| G-2U | OKH | 89.300 | 4.33 | Bll | - | UUU | - | - | - | - | Lsusuzmh | 1fK | 70-75 | 65 | 1aX+65 | - | 210.00000 |
Tranche Comments
I-1: First Pay: 2017-11-10; Registration: 144H/Gwo F;
G-2G: First Pay: 2017-11-10; Registration: 144G/Qdc A;
G-2U: First Pay: 2017-11-10; Registration: 144W/Las K;
L-3: First Pay: 2017-11-10; Registration: 144K/Zob P;
U-4: First Pay: 2017-11-10; Registration: 144G/Gaj P;
Deal Comments
Uwhpfi Tlltvcffivz MJI(T&M). Suuupfi Tlltvcffivz TXS