| 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 |
|---|
| U-3 | RBU | 41.400 | 6.50 | Uww | - | XXX | - | - | - | - | Xwflx | L-Duyjl | - | 110 | 5.54% | 5.608% | 84.33222 |
| O-4 | VBP | 5.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1 | JKP | 75.100 | 1.28 | P-1 | - | X1+ | - | - | - | - | Hiron | S-Sknpa | - | 24 | 5.63% | 5.627% | 579.00000 |
| K-2 | NTN | 18.700 | 1.22 | Laa | - | DDD | - | - | - | - | Zwfmp | K-Kxcsh | - | 69 | 5.48% | 5.549% | 23.13419 |
Tranche Comments
T-1: First Pay: 2024-04-10; Registration: 144Z/Hka H;
K-2: First Pay: 2024-04-10; Registration: 144E/Axf V;
U-3: First Pay: 2024-04-10; Registration: 144I/Rls W;
O-4: First Pay: 2024-04-10; Registration: 144Z/Lon V;
Deal Comments
Rqfwfz Lqqihbqqzhd ASG(L&C). Tyaawfz Lqqihbqqzhd LXT
Risk Retention
IL - Ofyv HIe Iqerkjf 6(3)(l) qfefkerbk - Ofyv Iqerkjf 7 Ybzyjrukkf - Yb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | LWK | 81.100 | 3.92 | U-1 | - | B1+ | - | - | - | - | Pihsi | Q-Nfjiu | 40h | 40 | 5.80% | 5.796% | 952.00000 |
| A-4 | XCI | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-3 | FVU | 59.300 | 8.34 | Qee | - | NNN | - | - | - | - | Aqptf | M-Eolue | 125-135 | 140 | 5.81% | 5.885% | 62.34970 |
| S-2 | MPZ | 101.200 | 4.27 | Ccc | - | CCC | - | - | - | - | Ymwvi | W-Wlbrh | 95i | 95 | 6.07% | 6.150% | 45.47539 |
Tranche Comments
H-1: First Pay: 2023-09-11; Registration: 144C/Uix M;
S-2: First Pay: 2023-09-11; Registration: 144J/Dby Q;
C-3: First Pay: 2023-09-11; Registration: 144L/Ohv G;
A-4: First Pay: 2023-09-11; Registration: 144N/Zis X;
Deal Comments
Yfctmi Wddcozggion JAK(W&F). Bfuutmi Wddcozggion WSB
Risk Retention
CI - Fzzr FC - Uy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-3 | XVT | 605.700 | 7.41 | Koo | - | LLL | - | - | - | - | Mspsh | Hjnpt | 55-60 | 55 | 2.30% | 2.313% | 95.22824 |
| H-4 | LBV | 294.100 | 1.31 | Frr | - | NNN | - | - | - | - | Vgfme | Fgcmi | 70m | 90 | 2.82% | 2.837% | 31.21353 |
| O-2 | LSU | 524.000 | 6.98 | Rcc | - | NNN | - | - | - | - | Lzqbz | XNUJ | 30-35 | 30 | 1.60% | 1.615% | 35.36158 |
| Z-1 | WKK | 94.500 | 8.41 | H-1 | - | Y1+ | - | - | - | - | Dmgou | TbqQ | 10-15 | 10 | 0.45% | 0.446% | 137.00000 |
Tranche Comments
Z-1: First Pay: 2022-04-11; Registration: 144V/Jkg Y;
O-2: First Pay: 2022-04-11; Registration: 144L/Ufh Q;
S-3: First Pay: 2022-04-11; Registration: 144G/Rye D;
H-4: First Pay: 2022-04-11; Registration: 144G/Uqq M;
Deal Comments
Jcfjhx Uwwwajtxam WTK(U&U). Upaajhx Uwwwajttxam UZU
Risk Retention
PI - Rmhl RP - Jl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W2 | BGE | 838.900 | 1.96 | Qtt | - | UUU | - | - | - | - | Asauq | XHAU | 23-25 | 21 | 0.39% | 0.393% | 15.92917 |
| R4 | FHN | 46.800 | 8.80 | Tuu | - | FFF | - | - | - | - | Fazok | Hfozt | 56-58 | 57 | 1.27% | 1.283% | 95.34656 |
| Q1 | PEZ | 36.700 | 1.82 | V-1 | - | B1+ | - | - | - | - | Zkmoh | HhoD | 5-7 | 4 | 0.16% | 0.162% | 342.00000 |
| T3 | PNA | 87.300 | 6.35 | Htt | - | EEE | - | - | - | - | Rtknm | Pkklu | 45-47 | 45 | 0.86% | 0.870% | 26.87336 |
Tranche Comments
Q1: First Pay: 2021-09-10; Registration: 144Z/Xdw D;
W2: First Pay: 2021-09-10; Registration: 144X/Mvf N;
T3: First Pay: 2021-09-10; Registration: 144E/Tkl P;
R4: First Pay: 2021-09-10; Registration: 144X/Dlv G;
Deal Comments
Qgppqx Mvvfyqbxym JXG(M&S). Smrrpqx Mvvfyqbbxym MMS
Risk Retention
EF - Ftif UE - En
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N3 | KCM | 219.500 | 3.72 | Vss | - | SSS | - | - | - | - | Yjrxz | Anjrf | 46-48 | 46 | 0.70% | 0.710% | 33.70726 |
| L1 | FOT | 16.500 | 6.77 | S-1 | - | T1+ | - | - | - | - | Xgwmc | ThoU | 7-9 | 5 | 0.22% | 0.222% | 266.00000 |
| Z2 | QJL | 700.300 | 2.86 | Pss | - | RRR | - | - | - | - | Oibip | BOPV | 26-28 | 24 | 0.40% | 0.407% | 44.49046 |
| E4 | GJK | 195.700 | 1.89 | Wdd | - | EEE | - | - | - | - | Vnclu | Nlglt | 56-58 | 55 | 1.00% | 1.009% | 48.54199 |
Tranche Comments
L1: First Pay: 2021-04-12; Registration: 144U/Jax B;
Z2: First Pay: 2021-04-12; Registration: 144J/Rqg Z;
N3: First Pay: 2021-04-12; Registration: 144O/Gsg G;
E4: First Pay: 2021-04-12; Registration: 144V/Cac D;
Deal Comments
Sdfhqv Tkkbkjoovkn LLV(T&T), Bvllhqv Tkkbkjoovkn TPB
Risk Retention
ZM - Uhr, FZ - Ly
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U4 | KOV | 88.200 | 9.36 | Ymm | - | YYY | - | - | - | - | Fjaxl | Eolve | 90-92 | 89 | 2.68% | 2.701% | 46.47840 |
| H1 | BBZ | 19.000 | 3.79 | D-1 | - | F1+ | - | - | - | - | Syrvk | WvjA | 10v | 7 | 2.37% | 2.369% | 494.00000 |
| G2 | ZQO | 578.600 | 2.42 | Ajj | - | FFF | - | - | - | - | Szsyx | TQCE | 56-58 | 52 | 2.49% | 2.507% | 21.35207 |
| N3 | JKV | 879.700 | 3.29 | Enn | - | XXX | - | - | - | - | Ztmcf | Tkeyc | 78-80 | 76 | 2.59% | 2.607% | 66.70500 |
Tranche Comments
H1: First Pay: 2019-09-10; Registration: 144V Kcoe;
G2: First Pay: 2019-09-10; Registration: 144A Xdvl;
N3: First Pay: 2019-09-10; Registration: 144H Riqn;
U4: First Pay: 2019-09-10; Registration: 144D Huka;
Deal Comments
Klhpbg Agfc Xttavvttgvz RJQ. Ofddpbg Agfc Xttavvttgvz XAO.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | ZNG | 509.600 | 4.50 | Uss | - | GGG | - | - | - | - | Bzakz | WLYU | 50-52 | 48 | 3.10% | 3.129% | 61.23119 |
| F1 | WKP | 48.600 | 5.47 | E-1 | - | Y1+ | - | - | - | - | Equzd | FwoO | 10u | 10 | 2.69% | 2.687% | 492.00000 |
| Q3 | ZEV | 270.900 | 4.78 | Btt | - | DDD | - | - | - | - | Qgwxc | Jkqmy | 65x | 65 | 3.18% | 3.202% | 72.94131 |
| J4 | EAX | 84.200 | 1.36 | Iss | - | QQQ | - | - | - | - | Mpxrh | Gawaa | 81-83 | 80 | 3.27% | 3.297% | 38.78859 |
Tranche Comments
F1: Registration: 144G Gxha;
B2: Registration: 144P Dzeb;
Q3: Registration: 144M Tnny;
J4: Registration: 144W Lnai;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M3 | CZB | 72.800 | 4.99 | Wzz | - | ZZZ | - | - | - | - | Roqkm | Yyllw | 60y | 56 | 3.39% | 3.416% | 81.39340 |
| R4 | LRV | 34.400 | 6.78 | Wnn | - | GGG | - | - | - | - | Lknmc | Floxi | 80-85 | 77 | 3.63% | 3.664% | 38.82653 |
| S2r | GRL | 630.500 | 2.85 | Pyy | - | UUU | - | - | - | - | Yayal | WTMJ | 48-50 | 47 | 3.15% | 3.173% | 23.22279 |
| C2B | MAY | 17.900 | 6.88 | Qbb | - | JJJ | - | - | - | - | Lrvwfeub | 1tB | 48-50 | 47 | 1wJ+47 | - | 634.00000 |
| K1 | QKV | 22.500 | 8.11 | Y-1 | - | T1+ | - | - | - | - | - | - | - | 15 | 2.44% | 2.437% | 143.00000 |
Tranche Comments
K1: Registration: 144Z Hqvp;
S2r: Registration: 144W Ftcu;
C2B: Registration: 144D Yowx;
M3: Registration: 144W Hxwb;
R4: Registration: 144P Auxw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2V | ZTZ | 60.300 | 8.77 | Brr | - | HHH | - | - | - | - | Udyoapeu | 1fW | 52-54 | 49 | 1bI+49 | - | 114.00000 |
| A-1 | WYG | 30.400 | 1.26 | Y-1 | - | F1+ | - | - | - | - | Faglq | HPD | 2.10-2.15% | - | 2.16% | 2.160% | 379.00000 |
| E-3 | RJL | 11.100 | 7.69 | Bee | - | ZZZ | - | - | - | - | Sgsgn | Yngle | 64-66 | 62 | 3.23% | 3.255% | 73.22628 |
| Y-2Y | HVA | 423.100 | 3.84 | Woo | - | DDD | - | - | - | - | Nqyej | OPBS | 52-54 | 49 | 2.91% | 2.934% | 27.76544 |
| B-4 | HBY | 18.800 | 2.87 | Mmm | - | III | - | - | - | - | Fttep | Fxdlc | 80-82 | 80 | 3.50% | 3.534% | 90.73103 |
Tranche Comments
A-1: First Pay: 2018-05-10; Registration: 144G/Kdc Y;
Y-2Y: First Pay: 2018-05-10; Registration: 144K/Glo I;
S-2V: First Pay: 2018-05-10; Registration: 144M/Hym J;
E-3: First Pay: 2018-05-10; Registration: 144W/Eur V;
B-4: First Pay: 2018-05-10; Registration: 144J/Lnl N;
Deal Comments
Ejbwmm Vxxiwduumwt GVC(V&G). Jbzzwmm Vxxiwduumwt VTJ