| 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 |
|---|
| O-1 | VTF | 18.700 | 4.37 | A-1 | - | N1+ | - | - | - | - | Fzruj | Z-Ngqsp | 40m | 40 | 5.80% | 5.796% | 301.00000 |
| O-3 | MSC | 41.500 | 8.59 | Zkk | - | OOO | - | - | - | - | Djrgw | P-Yyhzl | 125-135 | 140 | 5.81% | 5.885% | 45.74050 |
| E-4 | BZA | 5.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-2 | AQS | 309.200 | 1.52 | Quu | - | UUU | - | - | - | - | Fusqb | K-Ulnco | 95e | 95 | 6.07% | 6.150% | 96.61714 |
Tranche Comments
O-1: First Pay: 2023-09-11; Registration: 144U/Eyh V;
X-2: First Pay: 2023-09-11; Registration: 144A/Kpc N;
O-3: First Pay: 2023-09-11; Registration: 144E/Dls Y;
E-4: First Pay: 2023-09-11; Registration: 144C/Hnb F;
Deal Comments
Ugvnxv Emmfwgoovwy UWT(E&U). Vdnnnxv Emmfwgoovwy EZV
Risk Retention
IT - Hbgj II - Xu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2 | XFG | 764.000 | 5.41 | Xmm | - | WWW | - | - | - | - | Dqzsa | QEAF | 30-35 | 30 | 1.60% | 1.615% | 24.69000 |
| J-4 | XAE | 665.900 | 2.43 | Ott | - | RRR | - | - | - | - | Vkvjt | Pvzdv | 70u | 90 | 2.82% | 2.837% | 98.25935 |
| Z-1 | BFQ | 85.600 | 4.13 | Z-1 | - | G1+ | - | - | - | - | Bmgcj | UbhV | 10-15 | 10 | 0.45% | 0.446% | 508.00000 |
| T-3 | OSM | 991.400 | 7.55 | Xxx | - | ZZZ | - | - | - | - | Fwaxj | Gqwkb | 55-60 | 55 | 2.30% | 2.313% | 60.28953 |
Tranche Comments
Z-1: First Pay: 2022-04-11; Registration: 144B/Kad O;
H-2: First Pay: 2022-04-11; Registration: 144Q/Dhk S;
T-3: First Pay: 2022-04-11; Registration: 144C/Czv C;
J-4: First Pay: 2022-04-11; Registration: 144B/Exp Z;
Deal Comments
Slvwzh Eeevwlehwi MYC(E&K). Oojjwzh Eeevwleehwi EMO
Risk Retention
WQ - Jvhg CW - Wy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T4 | OSD | 46.700 | 1.79 | Xss | - | UUU | - | - | - | - | Jauft | Uqgzc | 56-58 | 57 | 1.27% | 1.283% | 49.19824 |
| S2 | RBK | 163.400 | 9.87 | Jkk | - | KKK | - | - | - | - | Mohnj | BADV | 23-25 | 21 | 0.39% | 0.393% | 77.67715 |
| D1 | GCM | 59.100 | 3.48 | O-1 | - | Q1+ | - | - | - | - | Vlxpx | QksK | 5-7 | 4 | 0.16% | 0.162% | 669.00000 |
| O3 | KXD | 19.500 | 3.83 | Yxx | - | SSS | - | - | - | - | Qfbsc | Ahouq | 45-47 | 45 | 0.86% | 0.870% | 43.10451 |
Tranche Comments
D1: First Pay: 2021-09-10; Registration: 144L/Nlw I;
S2: First Pay: 2021-09-10; Registration: 144F/Ovf Y;
O3: First Pay: 2021-09-10; Registration: 144L/Puf V;
T4: First Pay: 2021-09-10; Registration: 144E/Jvd N;
Deal Comments
Jwqgte Zllbogneok KTR(Z&Z). Mhccgte Zllbognneok ZVM
Risk Retention
HI - Ddue TH - Tr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H2 | BHD | 915.700 | 1.48 | Www | - | ZZZ | - | - | - | - | Umqxp | XHOJ | 26-28 | 24 | 0.40% | 0.407% | 74.17566 |
| L1 | WFZ | 80.400 | 2.62 | Z-1 | - | Z1+ | - | - | - | - | Iapkq | SfhO | 7-9 | 5 | 0.22% | 0.222% | 906.00000 |
| I4 | YFI | 546.900 | 1.96 | Wgg | - | UUU | - | - | - | - | Smlqa | Vzmua | 56-58 | 55 | 1.00% | 1.009% | 70.31314 |
| I3 | NEO | 867.600 | 4.29 | Ioo | - | GGG | - | - | - | - | Dmgvf | Xfutv | 46-48 | 46 | 0.70% | 0.710% | 70.19065 |
Tranche Comments
L1: First Pay: 2021-04-12; Registration: 144B/Xlo G;
H2: First Pay: 2021-04-12; Registration: 144P/Jlx K;
I3: First Pay: 2021-04-12; Registration: 144O/Pbf Z;
I4: First Pay: 2021-04-12; Registration: 144U/Fpp X;
Deal Comments
Rfzgym Tccpyzhhmyl MMZ(T&O), Uiddgym Tccpyzhhmyl TVU
Risk Retention
LR - Wch, FL - Bn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | KIF | 83.000 | 1.10 | P-1 | - | J1+ | - | - | - | - | Trstj | OhqH | 10v | 7 | 2.37% | 2.369% | 512.00000 |
| L4 | CFL | 53.600 | 9.93 | Mrr | - | OOO | - | - | - | - | Iuvih | Rwmir | 90-92 | 89 | 2.68% | 2.701% | 64.93260 |
| L3 | WYF | 238.400 | 2.69 | Yff | - | KKK | - | - | - | - | Zoivs | Hjeju | 78-80 | 76 | 2.59% | 2.607% | 11.14796 |
| Q2 | LPB | 623.600 | 8.25 | Prr | - | GGG | - | - | - | - | Inari | EPYM | 56-58 | 52 | 2.49% | 2.507% | 84.95464 |
Tranche Comments
T1: First Pay: 2019-09-10; Registration: 144J Rbud;
Q2: First Pay: 2019-09-10; Registration: 144H Auix;
L3: First Pay: 2019-09-10; Registration: 144D Tjbx;
L4: First Pay: 2019-09-10; Registration: 144E Nkpr;
Deal Comments
Xxzlty Cyvp Yzzhryttyra JTS. Zvyylty Cyvp Yzzhryttyra YTZ.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S2 | PVO | 261.200 | 4.52 | Ogg | - | DDD | - | - | - | - | Prqpw | YQDB | 50-52 | 48 | 3.10% | 3.129% | 54.19601 |
| A4 | MRW | 95.100 | 2.74 | Axx | - | YYY | - | - | - | - | Bfnqg | Pczvl | 81-83 | 80 | 3.27% | 3.297% | 97.56041 |
| F3 | CVQ | 667.200 | 6.93 | Gdd | - | LLL | - | - | - | - | Swrxs | Egohu | 65u | 65 | 3.18% | 3.202% | 33.89891 |
| P1 | YAO | 26.700 | 9.66 | C-1 | - | C1+ | - | - | - | - | Cjmra | InvP | 10j | 10 | 2.69% | 2.687% | 177.00000 |
Tranche Comments
P1: Registration: 144Q Khuq;
S2: Registration: 144P Cpms;
F3: Registration: 144T Wxas;
A4: Registration: 144L Ktqo;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L2e | ZEA | 602.500 | 8.78 | Maa | - | NNN | - | - | - | - | Jlbxp | EBVC | 48-50 | 47 | 3.15% | 3.173% | 24.69640 |
| J2B | MQQ | 75.600 | 2.32 | Vxx | - | JJJ | - | - | - | - | Yxpfwspt | 1fC | 48-50 | 47 | 1qG+47 | - | 617.00000 |
| E1 | LPN | 97.100 | 3.90 | U-1 | - | Z1+ | - | - | - | - | - | - | - | 15 | 2.44% | 2.437% | 368.00000 |
| Q3 | JLJ | 36.300 | 6.59 | Qkk | - | JJJ | - | - | - | - | Hhary | Cfrwt | 60w | 56 | 3.39% | 3.416% | 40.72588 |
| O4 | PTR | 88.700 | 4.96 | Gdd | - | VVV | - | - | - | - | Ypsvm | Uqfgx | 80-85 | 77 | 3.63% | 3.664% | 37.24140 |
Tranche Comments
E1: Registration: 144E Laht;
L2e: Registration: 144Y Kbja;
J2B: Registration: 144G Zfls;
Q3: Registration: 144I Zhgu;
O4: Registration: 144Y Mnch;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2K | FRR | 57.800 | 4.43 | Fww | - | AAA | - | - | - | - | Iwzrwdsd | 1rB | 52-54 | 49 | 1iX+49 | - | 147.00000 |
| T-4 | XGS | 94.300 | 5.93 | Att | - | KKK | - | - | - | - | Qcngx | Wflwd | 80-82 | 80 | 3.50% | 3.534% | 45.56238 |
| S-1 | EIS | 99.900 | 6.26 | X-1 | - | H1+ | - | - | - | - | Gsrra | RPK | 2.10-2.15% | - | 2.16% | 2.160% | 474.00000 |
| B-3 | MEO | 66.500 | 1.28 | Cnn | - | OOO | - | - | - | - | Tchkp | Bfjbo | 64-66 | 62 | 3.23% | 3.255% | 71.81492 |
| G-2G | TZC | 761.600 | 8.27 | Ycc | - | CCC | - | - | - | - | Dklpx | JLBI | 52-54 | 49 | 2.91% | 2.934% | 64.45395 |
Tranche Comments
S-1: First Pay: 2018-05-10; Registration: 144E/Feu D;
G-2G: First Pay: 2018-05-10; Registration: 144J/Prl G;
F-2K: First Pay: 2018-05-10; Registration: 144G/Lwh L;
B-3: First Pay: 2018-05-10; Registration: 144W/Qfa U;
T-4: First Pay: 2018-05-10; Registration: 144C/Ajl F;
Deal Comments
Ccgdem Szzplkeemly PYY(S&F). Hkeedem Szzplkeemly SPH
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2F | BKC | 27.500 | 7.39 | Jdd | - | JJJ | - | - | - | - | Hqivm | YBPK | 70-75 | 65 | 2.13% | 2.147% | 21.68986 |
| E-2N | NVN | 50.800 | 2.30 | Wff | - | UUU | - | - | - | - | Hlcjdspm | 1uU | 70-75 | 65 | 1zK+65 | - | 656.00000 |
| X-4 | PGS | 85.700 | 2.41 | Woo | - | BBB | - | - | - | - | Brmgm | Jqgxo | 110-115 | 105 | 2.76% | 2.783% | 29.15253 |
| I-3 | TQC | 47.400 | 4.55 | Yvv | - | SSS | - | - | - | - | Lvsmv | Edefx | 90-95 | 85 | 2.45% | 2.469% | 10.37787 |
| O-1 | JZG | 29.000 | 8.73 | N-1 | - | T1+ | - | - | - | - | Yfith | ZGH | 1.45-1.50% | 1.45% | 1.45% | 1.450% | 326.00000 |
Tranche Comments
O-1: First Pay: 2017-11-10; Registration: 144X/Dnl L;
F-2F: First Pay: 2017-11-10; Registration: 144K/Jwk T;
E-2N: First Pay: 2017-11-10; Registration: 144C/Fua J;
I-3: First Pay: 2017-11-10; Registration: 144C/Kxs B;
X-4: First Pay: 2017-11-10; Registration: 144X/Xye P;
Deal Comments
Fbtmmt Ozzbgilltgu WWQ(O&B). Wwyymmt Ozzbgilltgu OCW