| 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 |
|---|
| Z-4 | AGJ | 8.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-2 | AYE | 86.700 | 2.48 | Rii | - | AAA | - | - | - | - | Pjqhe | Q-Ebkdd | - | 69 | 5.48% | 5.549% | 62.80716 |
| F-1 | PSK | 11.200 | 5.30 | U-1 | - | K1+ | - | - | - | - | Qzhkb | O-Rcmby | - | 24 | 5.63% | 5.627% | 621.00000 |
| M-3 | NYS | 67.200 | 4.19 | Wcc | - | PPP | - | - | - | - | Gkiyp | H-Epxrk | - | 110 | 5.54% | 5.608% | 39.19683 |
Tranche Comments
F-1: First Pay: 2024-04-10; Registration: 144V/Gat D;
H-2: First Pay: 2024-04-10; Registration: 144W/Zhw B;
M-3: First Pay: 2024-04-10; Registration: 144U/Jst P;
Z-4: First Pay: 2024-04-10; Registration: 144K/Fee N;
Deal Comments
Qqmgvr Weeqpdrrrpo RZG(W&D). Zyjjgvr Weeqpdrrrpo WSZ
Risk Retention
GS - Ifjq GGy Gezhtqf 6(3)(c) efzfszhxs - Ifjq Gezhtqf 7 Rxsrqhnstf - Vx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-1 | YIK | 56.600 | 7.28 | M-1 | - | A1+ | - | - | - | - | Chkma | E-Ugrpc | 40k | 40 | 5.80% | 5.796% | 112.00000 |
| F-4 | OIZ | 5.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-3 | IGI | 88.800 | 1.95 | Qhh | - | VVV | - | - | - | - | Qizen | K-Ukbcs | 125-135 | 140 | 5.81% | 5.885% | 21.40890 |
| C-2 | MJE | 486.700 | 6.50 | Mff | - | RRR | - | - | - | - | Xftxv | U-Fjbhd | 95x | 95 | 6.07% | 6.150% | 83.21031 |
Tranche Comments
H-1: First Pay: 2023-09-11; Registration: 144W/Ouk V;
C-2: First Pay: 2023-09-11; Registration: 144H/Ior G;
O-3: First Pay: 2023-09-11; Registration: 144X/Nze I;
F-4: First Pay: 2023-09-11; Registration: 144V/Juy U;
Deal Comments
Kmgilg Uuutjpffgjr XOK(U&U). Subbilg Uuutjpffgjr UVS
Risk Retention
LQ - Awtz KL - Ud
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | VZR | 62.700 | 1.49 | H-1 | - | B1+ | - | - | - | - | Hmyes | DeaH | 10-15 | 10 | 0.45% | 0.446% | 275.00000 |
| M-2 | EFC | 370.000 | 5.88 | Wdd | - | BBB | - | - | - | - | Saqzn | MKDM | 30-35 | 30 | 1.60% | 1.615% | 93.14294 |
| U-4 | ERP | 608.700 | 1.40 | Jii | - | NNN | - | - | - | - | Trjtw | Kjewh | 70x | 90 | 2.82% | 2.837% | 39.12950 |
| R-3 | RWW | 632.800 | 8.29 | Bxx | - | YYY | - | - | - | - | Jtllt | Rxjyi | 55-60 | 55 | 2.30% | 2.313% | 79.49241 |
Tranche Comments
W-1: First Pay: 2022-04-11; Registration: 144B/Wde T;
M-2: First Pay: 2022-04-11; Registration: 144T/Mfw V;
R-3: First Pay: 2022-04-11; Registration: 144P/Rfl N;
U-4: First Pay: 2022-04-11; Registration: 144X/Nud Y;
Deal Comments
Ozmuhw Qwwtgrbwgx FFK(Q&S). Yduuuhw Qwwtgrbbwgx QPY
Risk Retention
XO - Wdcr JX - Gz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W1 | UNQ | 96.400 | 8.43 | Z-1 | - | N1+ | - | - | - | - | Ipfjf | SpxB | 5-7 | 4 | 0.16% | 0.162% | 989.00000 |
| E3 | GHN | 29.900 | 6.66 | Kqq | - | III | - | - | - | - | Drgma | Pbdfk | 45-47 | 45 | 0.86% | 0.870% | 92.41165 |
| H2 | QIU | 774.500 | 4.25 | Xjj | - | PPP | - | - | - | - | Orvgx | IQSO | 23-25 | 21 | 0.39% | 0.393% | 69.90829 |
| E4 | XWQ | 82.300 | 1.66 | Oee | - | SSS | - | - | - | - | Sjaej | Tfydr | 56-58 | 57 | 1.27% | 1.283% | 12.18246 |
Tranche Comments
W1: First Pay: 2021-09-10; Registration: 144N/Ydv L;
H2: First Pay: 2021-09-10; Registration: 144Z/Pnw H;
E3: First Pay: 2021-09-10; Registration: 144W/Aec Z;
E4: First Pay: 2021-09-10; Registration: 144Y/Vma G;
Deal Comments
Ylzjed Ettgxemdxi SEO(E&Z). Lbiijed Ettgxemmdxi EOL
Risk Retention
MP - Cqza OM - Dx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | MWR | 13.900 | 6.32 | L-1 | - | D1+ | - | - | - | - | Bvwfp | NwzL | 7-9 | 5 | 0.22% | 0.222% | 443.00000 |
| O2 | AKS | 142.900 | 3.20 | Ull | - | GGG | - | - | - | - | Fvgaa | ORHP | 26-28 | 24 | 0.40% | 0.407% | 48.29642 |
| V3 | IXR | 439.800 | 5.94 | Qjj | - | ZZZ | - | - | - | - | Mhlki | Ctrow | 46-48 | 46 | 0.70% | 0.710% | 15.82040 |
| O4 | OUH | 442.700 | 9.53 | Wtt | - | WWW | - | - | - | - | Eiamb | Jhjvq | 56-58 | 55 | 1.00% | 1.009% | 57.34855 |
Tranche Comments
J1: First Pay: 2021-04-12; Registration: 144F/Ble T;
O2: First Pay: 2021-04-12; Registration: 144X/Jpu C;
V3: First Pay: 2021-04-12; Registration: 144Z/Jan I;
O4: First Pay: 2021-04-12; Registration: 144A/Ovl Q;
Deal Comments
Tylulg Txxwzprrgzh GFZ(T&E), Thuuulg Txxwzprrgzh TDT
Risk Retention
UI - Lab, EU - Eg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | BGR | 19.000 | 4.87 | C-1 | - | G1+ | - | - | - | - | Rlmzt | GkyE | 10z | 7 | 2.37% | 2.369% | 591.00000 |
| R4 | JRD | 79.300 | 5.81 | Tgg | - | XXX | - | - | - | - | Bnvwy | Ovybk | 90-92 | 89 | 2.68% | 2.701% | 76.29418 |
| X2 | LNB | 949.500 | 1.17 | Qww | - | OOO | - | - | - | - | Utwzl | DBDB | 56-58 | 52 | 2.49% | 2.507% | 94.40171 |
| Z3 | HFO | 208.800 | 4.78 | Tuu | - | HHH | - | - | - | - | Ziigo | Cvcln | 78-80 | 76 | 2.59% | 2.607% | 72.36963 |
Tranche Comments
V1: First Pay: 2019-09-10; Registration: 144R Pqbg;
X2: First Pay: 2019-09-10; Registration: 144Z Dwtb;
Z3: First Pay: 2019-09-10; Registration: 144N Jzul;
R4: First Pay: 2019-09-10; Registration: 144T Hxeg;
Deal Comments
Qpjfkg Wgxd Dzzqjgzzgji HBT. Gxkkfkg Wgxd Dzzqjgzzgji DOG.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B3 | VXH | 316.600 | 5.48 | Krr | - | TTT | - | - | - | - | Lsfhj | Qckvs | 65k | 65 | 3.18% | 3.202% | 27.36624 |
| D2 | GKS | 667.600 | 4.39 | Mzz | - | RRR | - | - | - | - | Atbcu | MUUY | 50-52 | 48 | 3.10% | 3.129% | 54.92148 |
| Y4 | UMK | 45.100 | 5.31 | Yxx | - | ZZZ | - | - | - | - | Rtgrm | Obqoo | 81-83 | 80 | 3.27% | 3.297% | 88.95011 |
| X1 | CFL | 98.200 | 4.21 | H-1 | - | E1+ | - | - | - | - | Syhsk | HynW | 10d | 10 | 2.69% | 2.687% | 489.00000 |
Tranche Comments
X1: Registration: 144M Unjo;
D2: Registration: 144F Xscw;
B3: Registration: 144T Rpwt;
Y4: Registration: 144L Xbam;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W2G | UZJ | 13.700 | 8.86 | Ckk | - | HHH | - | - | - | - | Espmzwrs | 1nP | 48-50 | 47 | 1yQ+47 | - | 506.00000 |
| M3 | IOI | 29.500 | 2.74 | Tvv | - | RRR | - | - | - | - | Zhcjo | Ebldz | 60l | 56 | 3.39% | 3.416% | 55.26830 |
| J1 | PZQ | 88.800 | 6.14 | Y-1 | - | N1+ | - | - | - | - | - | - | - | 15 | 2.44% | 2.437% | 750.00000 |
| Q2e | CUX | 915.700 | 1.48 | Tee | - | OOO | - | - | - | - | Nqgvh | WVJH | 48-50 | 47 | 3.15% | 3.173% | 84.95693 |
| Y4 | CSW | 83.400 | 1.64 | Vkk | - | FFF | - | - | - | - | Ztqbo | Qmovo | 80-85 | 77 | 3.63% | 3.664% | 13.80527 |
Tranche Comments
J1: Registration: 144M Lslo;
Q2e: Registration: 144I Tsnw;
W2G: Registration: 144L Pmwc;
M3: Registration: 144R Smme;
Y4: Registration: 144P Toxv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | XRS | 49.300 | 1.25 | I-1 | - | G1+ | - | - | - | - | Fwqtx | XPP | 2.10-2.15% | - | 2.16% | 2.160% | 306.00000 |
| Z-2Z | FZE | 894.300 | 4.99 | Rww | - | SSS | - | - | - | - | Baunx | YJJX | 52-54 | 49 | 2.91% | 2.934% | 51.56066 |
| Q-2J | KNI | 48.300 | 3.50 | Wkk | - | III | - | - | - | - | Udsurflz | 1wU | 52-54 | 49 | 1fG+49 | - | 614.00000 |
| O-3 | GCO | 41.200 | 7.41 | Vff | - | UUU | - | - | - | - | Ehbxt | Fjdxo | 64-66 | 62 | 3.23% | 3.255% | 30.15536 |
| Q-4 | VAQ | 98.800 | 5.23 | Wuu | - | PPP | - | - | - | - | Dimfg | Nbbyn | 80-82 | 80 | 3.50% | 3.534% | 59.17298 |
Tranche Comments
Q-1: First Pay: 2018-05-10; Registration: 144C/Fxy C;
Z-2Z: First Pay: 2018-05-10; Registration: 144B/Evq I;
Q-2J: First Pay: 2018-05-10; Registration: 144N/Lsh U;
O-3: First Pay: 2018-05-10; Registration: 144U/Rcn Y;
Q-4: First Pay: 2018-05-10; Registration: 144M/Rpu H;
Deal Comments
Jwpxml Aoofzpyylzb EGJ(A&F). Iollxml Aoofzpyylzb ARI