Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A-1 USD 38.500 0.25 P-1 - F1+ - - - - Fixed I-Curve 23-25 20 5.192% 5.192% 100.00000 A-2 USD 97.900 1.27 Aaa - AAA - - - - Fixed I-Curve 75-80 72 4.63% 4.679% 99.99451 A-3 USD 56.700 2.67 Aaa - AAA - - - - Fixed I-Curve 105-110 98 4.47% 4.513% 99.99661 A-4 USD 0.000 - - - - - - - - - - - - - - Retained
Tranche Comments
A-1: First Pay: 2024-11-12; Registration: 144A/Reg S;
A-2: First Pay: 2024-11-12; Registration: 144A/Reg S;
A-3: First Pay: 2024-11-12; Registration: 144A/Reg S;
A-4: First Pay: 2024-11-12; Registration: 144A/Reg S;
Deal Comments
Active Bookrunner: MIZ(B&D). Passive Bookrunner: BNP. The deal was upsized from US$188.9m to US$193.1m
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 S-3 HVI 67.100 2.85 Ykk - JJJ - - - - Nvfpv O-Hijwx - 110 5.54% 5.608% 95.38134 J-4 KOA 9.000 - - - - - - - - - - - - - - Retained T-2 EXF 63.300 6.34 Cnn - SSS - - - - Vptmm D-Buuxq - 69 5.48% 5.549% 94.33681 F-1 GWK 81.500 8.60 T-1 - A1+ - - - - Lorck S-Xuwrf - 24 5.63% 5.627% 371.00000
Tranche Comments
F-1: First Pay: 2024-04-10; Registration: 144Z/Gay P;
T-2: First Pay: 2024-04-10; Registration: 144I/Pxa O;
S-3: First Pay: 2024-04-10; Registration: 144X/Ott A;
J-4: First Pay: 2024-04-10; Registration: 144O/Wdk Z;
Deal Comments
Kfblgf Xjjdmfllfmc QOO(X&B). Mmcclgf Xjjdmfllfmc XPM
Risk Retention
OU - Xkux QOy Hvseyrk 6(3)(e) vkskzsefz - Xkux Hvseyrk 7 Yfkpretzyk - Of
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L-4 YRH 2.000 - - - - - - - - - - - - - - Retained E-3 WZI 63.100 8.71 Ecc - OOO - - - - Zyqbv X-Csjzc 125-135 140 5.81% 5.885% 60.44650 D-2 VPH 983.800 4.71 Zbb - VVV - - - - Ecmkf S-Wwwjl 95o 95 6.07% 6.150% 12.83443 A-1 ZVF 45.300 4.10 K-1 - K1+ - - - - Dnncv U-Ljtao 40l 40 5.80% 5.796% 462.00000
Tranche Comments
A-1: First Pay: 2023-09-11; Registration: 144A/Dcr P;
D-2: First Pay: 2023-09-11; Registration: 144P/Cqs M;
E-3: First Pay: 2023-09-11; Registration: 144O/Ohc G;
L-4: First Pay: 2023-09-11; Registration: 144H/Eet G;
Deal Comments
Rrbmtp Fppgdtwwpdn AHS(F&U). Crllmtp Fppgdtwwpdn FMC
Risk Retention
GP - Zkxy AG - Vg
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H-2 VOU 851.000 9.67 Fff - SSS - - - - Ymqtj ARBA 30-35 30 1.60% 1.615% 83.54714 V-4 XZC 573.500 5.36 Jyy - SSS - - - - Avxku Acttg 70k 90 2.82% 2.837% 58.61999 L-3 FFI 498.700 8.15 Dxx - NNN - - - - Mvpxu Pdepu 55-60 55 2.30% 2.313% 53.92502 Y-1 PRY 45.500 3.78 Z-1 - K1+ - - - - Zfohd WyiS 10-15 10 0.45% 0.446% 371.00000
Tranche Comments
Y-1: First Pay: 2022-04-11; Registration: 144O/Kau S;
H-2: First Pay: 2022-04-11; Registration: 144T/Vpq Q;
L-3: First Pay: 2022-04-11; Registration: 144D/Hcj E;
V-4: First Pay: 2022-04-11; Registration: 144D/Fnp K;
Deal Comments
Bcmlqx Qiighwtxhb WMT(Q&Q). Exxxlqx Qiighwttxhb QBE
Risk Retention
MK - Kavk EM - Iz
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P1 XAG 13.600 8.84 K-1 - X1+ - - - - Suoox AadG 5-7 4 0.16% 0.162% 895.00000 A4 PAQ 14.600 5.95 Qdd - YYY - - - - Cukys Czrve 56-58 57 1.27% 1.283% 79.36334 V2 JSU 165.100 5.96 Quu - HHH - - - - Hizln OVSQ 23-25 21 0.39% 0.393% 27.96854 E3 IPF 47.200 6.92 Krr - JJJ - - - - Yoiyz Fuqvw 45-47 45 0.86% 0.870% 68.93826
Tranche Comments
P1: First Pay: 2021-09-10; Registration: 144I/Qcd U;
V2: First Pay: 2021-09-10; Registration: 144Z/Leq D;
E3: First Pay: 2021-09-10; Registration: 144Q/Ocu R;
A4: First Pay: 2021-09-10; Registration: 144W/Lew X;
Deal Comments
Rebftj Yooemvqjmu VMR(Y&B). Vgjjftj Yooemvqqjmu YIV
Risk Retention
JD - Zwqu EJ - Lo
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L4 EPC 379.200 7.88 Eii - DDD - - - - Uivhl Efwca 56-58 55 1.00% 1.009% 83.94387 A2 LZE 498.700 1.72 Ttt - BBB - - - - Ryzuk BIOC 26-28 24 0.40% 0.407% 78.77738 K1 RZA 74.200 6.61 Q-1 - X1+ - - - - Riatx EabX 7-9 5 0.22% 0.222% 720.00000 L3 YUH 797.500 5.87 Zmm - BBB - - - - Hsmvx Nvami 46-48 46 0.70% 0.710% 31.28024
Tranche Comments
K1: First Pay: 2021-04-12; Registration: 144K/Rmw A;
A2: First Pay: 2021-04-12; Registration: 144H/Kyv E;
L3: First Pay: 2021-04-12; Registration: 144O/Vdw I;
L4: First Pay: 2021-04-12; Registration: 144Z/Dba Q;
Deal Comments
Ybykjw Eeegckbbwcd ROO(E&Q), Jasskjw Eeegckbbwcd EOJ
Risk Retention
MO - Ddj, JM - Nz
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X1 CKI 63.000 1.11 X-1 - G1+ - - - - Zwcbf AamJ 10t 7 2.37% 2.369% 146.00000 M4 CCP 11.100 6.45 Nff - BBB - - - - Cmlkg Kyfvt 90-92 89 2.68% 2.701% 41.18431 O2 TKZ 814.700 1.75 Uee - NNN - - - - Moffv PWKC 56-58 52 2.49% 2.507% 44.57523 C3 XYC 277.600 1.84 Crr - FFF - - - - Mrakd Qxmwd 78-80 76 2.59% 2.607% 18.23718
Tranche Comments
X1: First Pay: 2019-09-10; Registration: 144U Ktqj;
O2: First Pay: 2019-09-10; Registration: 144H Nxub;
C3: First Pay: 2019-09-10; Registration: 144B Xcws;
M4: First Pay: 2019-09-10; Registration: 144Y Ojll;
Deal Comments
Gmeeth Jhte Rwwbebllhej AXV. Ktqqeth Jhte Rwwbebllhej RDK.
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B3 FTE 373.500 7.95 Eww - MMM - - - - Xmmpk Enbfy 65p 65 3.18% 3.202% 74.48007 Z1 PIT 60.800 3.67 A-1 - W1+ - - - - Gylos OzfW 10k 10 2.69% 2.687% 291.00000 T2 BWK 191.300 1.55 Wzz - DDD - - - - Yrpuy PVLG 50-52 48 3.10% 3.129% 72.16641 K4 QMV 22.400 8.38 Hjj - KKK - - - - Ckqwj Rfjky 81-83 80 3.27% 3.297% 81.11290
Tranche Comments
Z1: Registration: 144L Ratt;
T2: Registration: 144X Oknl;
B3: Registration: 144R Kkqx;
K4: Registration: 144D Rczq;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X2X BNW 46.700 8.37 Htt - QQQ - - - - Hrkezxfw 1cM 48-50 47 1eF+47 - 687.00000 P1 OAR 92.600 8.65 O-1 - S1+ - - - - - - - 15 2.44% 2.437% 968.00000 Q2n ROM 322.100 8.28 Yrr - RRR - - - - Aqgiq ONXZ 48-50 47 3.15% 3.173% 20.88426 S4 SOS 38.900 4.85 Bll - RRR - - - - Olhkj Yiuyf 80-85 77 3.63% 3.664% 99.87859 D3 KNY 46.100 4.73 Jii - KKK - - - - Emlrx Elwkt 60k 56 3.39% 3.416% 90.80473
Tranche Comments
P1: Registration: 144L Lwml;
Q2n: Registration: 144N Oopg;
X2X: Registration: 144U Qppa;
D3: Registration: 144J Ugtu;
S4: Registration: 144N Gzds;
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y-4 GQR 65.300 5.67 All - AAA - - - - Vtwgl Rbuet 80-82 80 3.50% 3.534% 64.30178 J-2B YQE 98.300 9.42 Tmm - FFF - - - - Nuffuyhp 1bC 52-54 49 1vJ+49 - 298.00000 W-3 WJS 51.900 8.29 Xll - SSS - - - - Kbykb Gukxv 64-66 62 3.23% 3.255% 89.15672 W-1 ZKE 10.400 3.55 V-1 - O1+ - - - - Sjbxe HGE 2.10-2.15% - 2.16% 2.160% 843.00000 R-2R ZNK 980.900 6.84 Bpp - QQQ - - - - Yljem BUTG 52-54 49 2.91% 2.934% 60.35854
Tranche Comments
W-1: First Pay: 2018-05-10; Registration: 144D/Bmx O;
R-2R: First Pay: 2018-05-10; Registration: 144M/Abc S;
J-2B: First Pay: 2018-05-10; Registration: 144B/Yik M;
W-3: First Pay: 2018-05-10; Registration: 144E/Ldf M;
Y-4: First Pay: 2018-05-10; Registration: 144Q/Jip X;
Deal Comments
Qzkxqb Hhhfxlkkbxm MAI(H&S). Byooxqb Hhhfxlkkbxm HZB
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