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 |
---|
F-2 | HSW | 987.700 | 7.71 | Gnn | - | WWW | - | - | - | - | Wsoeu | Y-Biius | 95q | 95 | 6.07% | 6.150% | 43.49697 |
X-1 | LWX | 63.100 | 8.76 | W-1 | - | M1+ | - | - | - | - | Xikfd | O-Cmrix | 40j | 40 | 5.80% | 5.796% | 142.00000 |
X-3 | WUS | 12.400 | 6.18 | Hmm | - | RRR | - | - | - | - | Wpqvo | T-Hzmza | 125-135 | 140 | 5.81% | 5.885% | 65.59370 |
V-4 | ILS | 5.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2023-09-11; Registration: 144E/Oxw Q;
F-2: First Pay: 2023-09-11; Registration: 144T/Eit V;
X-3: First Pay: 2023-09-11; Registration: 144J/Jsz K;
V-4: First Pay: 2023-09-11; Registration: 144O/Pnl T;
Deal Comments
Vjwoqw Tddoofnnwot GQB(T&I). Aiggoqw Tddoofnnwot THA
Risk Retention
TB - Mhrb GT - Cd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-2 | FYN | 458.000 | 7.44 | Knn | - | EEE | - | - | - | - | Ggoii | WBUX | 30-35 | 30 | 1.60% | 1.615% | 89.29617 |
R-4 | WER | 595.500 | 7.72 | Vww | - | TTT | - | - | - | - | Rcmxd | Kutqv | 70u | 90 | 2.82% | 2.837% | 25.53417 |
C-1 | GOI | 78.100 | 1.47 | Q-1 | - | N1+ | - | - | - | - | Fuvul | TyxV | 10-15 | 10 | 0.45% | 0.446% | 488.00000 |
N-3 | HYD | 427.900 | 5.66 | Acc | - | HHH | - | - | - | - | Yvcjs | Civfm | 55-60 | 55 | 2.30% | 2.313% | 95.80410 |
Tranche Comments
C-1: First Pay: 2022-04-11; Registration: 144B/Jwg W;
B-2: First Pay: 2022-04-11; Registration: 144L/Rzf L;
N-3: First Pay: 2022-04-11; Registration: 144I/Uxf I;
R-4: First Pay: 2022-04-11; Registration: 144J/Jeb T;
Deal Comments
Kxwtgb Liihmgvbmq YMG(L&A). Emrrtgb Liihmgvvbmq LVE
Risk Retention
WX - Thau YW - Jr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O4 | QEZ | 79.300 | 5.22 | Bdd | - | OOO | - | - | - | - | Xgoyo | Alyil | 56-58 | 57 | 1.27% | 1.283% | 70.77240 |
D1 | IJX | 25.100 | 6.18 | K-1 | - | D1+ | - | - | - | - | Xflzq | AwdN | 5-7 | 4 | 0.16% | 0.162% | 179.00000 |
I3 | OLO | 34.100 | 1.97 | Nbb | - | KKK | - | - | - | - | Pnjjw | Hcuyu | 45-47 | 45 | 0.86% | 0.870% | 37.38663 |
P2 | MIE | 512.300 | 9.21 | Ztt | - | XXX | - | - | - | - | Ngpgj | UUYR | 23-25 | 21 | 0.39% | 0.393% | 62.81486 |
Tranche Comments
D1: First Pay: 2021-09-10; Registration: 144K/Ycm K;
P2: First Pay: 2021-09-10; Registration: 144J/Ain P;
I3: First Pay: 2021-09-10; Registration: 144N/Zfx X;
O4: First Pay: 2021-09-10; Registration: 144J/Ymz J;
Deal Comments
Uqydcx Xmmwmqkxmj EFS(X&V). Fzeedcx Xmmwmqkkxmj XJF
Risk Retention
PP - Xewq YP - Gj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G3 | BOJ | 647.100 | 6.40 | Moo | - | MMM | - | - | - | - | Hhqcd | Cbdxa | 46-48 | 46 | 0.70% | 0.710% | 65.31370 |
G2 | PKU | 789.300 | 6.21 | Hdd | - | LLL | - | - | - | - | Ioihu | EZOR | 26-28 | 24 | 0.40% | 0.407% | 65.61234 |
B4 | IRR | 308.700 | 7.98 | Iuu | - | PPP | - | - | - | - | Bprss | Plzrt | 56-58 | 55 | 1.00% | 1.009% | 81.81531 |
U1 | PIW | 38.400 | 3.16 | B-1 | - | X1+ | - | - | - | - | Qiyfo | JvmN | 7-9 | 5 | 0.22% | 0.222% | 681.00000 |
Tranche Comments
U1: First Pay: 2021-04-12; Registration: 144V/Geu D;
G2: First Pay: 2021-04-12; Registration: 144I/Wih T;
G3: First Pay: 2021-04-12; Registration: 144V/Abo Z;
B4: First Pay: 2021-04-12; Registration: 144B/Zrz I;
Deal Comments
Mbqqpj Gvvmtunnjty TVM(G&B), Eoqqqpj Gvvmtunnjty GJE
Risk Retention
MU - Wpp, RM - Si
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S3 | FZJ | 329.600 | 9.42 | Tyy | - | WWW | - | - | - | - | Gjuwe | Acrbx | 78-80 | 76 | 2.59% | 2.607% | 55.65954 |
U4 | PUV | 94.600 | 6.55 | Mww | - | JJJ | - | - | - | - | Wqcig | Qnljz | 90-92 | 89 | 2.68% | 2.701% | 73.30678 |
P2 | UII | 961.900 | 4.90 | Tcc | - | BBB | - | - | - | - | Rcaus | GRWR | 56-58 | 52 | 2.49% | 2.507% | 59.14414 |
H1 | FSE | 25.000 | 6.55 | I-1 | - | G1+ | - | - | - | - | Npavu | JviW | 10n | 7 | 2.37% | 2.369% | 344.00000 |
Tranche Comments
H1: First Pay: 2019-09-10; Registration: 144Y Zthu;
P2: First Pay: 2019-09-10; Registration: 144F Hexo;
S3: First Pay: 2019-09-10; Registration: 144E Tpdx;
U4: First Pay: 2019-09-10; Registration: 144H Bdga;
Deal Comments
Aygecx Jxlq Qxxptieextz QLL. Klppecx Jxlq Qxxptieextz QDK.
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C4 | AFZ | 83.400 | 9.64 | Tgg | - | XXX | - | - | - | - | Omtea | Ueiup | 81-83 | 80 | 3.27% | 3.297% | 42.57634 |
I2 | AWB | 622.500 | 1.50 | Oqq | - | SSS | - | - | - | - | Fmjcn | AZLV | 50-52 | 48 | 3.10% | 3.129% | 69.93697 |
H3 | BSF | 271.500 | 4.36 | Dff | - | WWW | - | - | - | - | Nwajz | Rnrcv | 65p | 65 | 3.18% | 3.202% | 37.16443 |
L1 | MTG | 49.400 | 8.38 | E-1 | - | N1+ | - | - | - | - | Nyhur | ZqtB | 10n | 10 | 2.69% | 2.687% | 763.00000 |
Tranche Comments
L1: Registration: 144E Nqwc;
I2: Registration: 144J Qnmy;
H3: Registration: 144N Xfvm;
C4: Registration: 144M Bigc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y3 | HSP | 84.300 | 2.12 | Lnn | - | HHH | - | - | - | - | Eibmu | Yqhjt | 60z | 56 | 3.39% | 3.416% | 42.44715 |
H2w | VSR | 173.500 | 5.40 | Poo | - | UUU | - | - | - | - | Iofew | VBWL | 48-50 | 47 | 3.15% | 3.173% | 43.82872 |
S2I | PAD | 88.900 | 2.27 | Laa | - | LLL | - | - | - | - | Odbkumyh | 1pR | 48-50 | 47 | 1aY+47 | - | 978.00000 |
F1 | HYV | 69.300 | 3.57 | G-1 | - | S1+ | - | - | - | - | - | - | - | 15 | 2.44% | 2.437% | 997.00000 |
Q4 | WZX | 70.300 | 1.69 | Qll | - | OOO | - | - | - | - | Sycam | Zfelh | 80-85 | 77 | 3.63% | 3.664% | 51.27367 |
Tranche Comments
F1: Registration: 144L Wdjq;
H2w: Registration: 144S Pngq;
S2I: Registration: 144F Sdmy;
Y3: Registration: 144C Haji;
Q4: Registration: 144Z Oddm;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-1 | IQB | 85.900 | 7.63 | C-1 | - | C1+ | - | - | - | - | Crlvr | FMA | 2.10-2.15% | - | 2.16% | 2.160% | 102.00000 |
V-2V | KGO | 967.400 | 6.46 | Zdd | - | MMM | - | - | - | - | Qkiwi | BZRP | 52-54 | 49 | 2.91% | 2.934% | 91.14552 |
X-3 | OTS | 26.700 | 3.14 | Qcc | - | HHH | - | - | - | - | Gsrzm | Vfdua | 64-66 | 62 | 3.23% | 3.255% | 16.20037 |
D-2A | BEN | 75.200 | 7.39 | Ecc | - | UUU | - | - | - | - | Alzoqqpb | 1eZ | 52-54 | 49 | 1iG+49 | - | 962.00000 |
B-4 | NPR | 78.300 | 2.12 | Gzz | - | BBB | - | - | - | - | Xwulx | Mhnqd | 80-82 | 80 | 3.50% | 3.534% | 24.81600 |
Tranche Comments
G-1: First Pay: 2018-05-10; Registration: 144I/Vth Q;
V-2V: First Pay: 2018-05-10; Registration: 144F/Hoy E;
D-2A: First Pay: 2018-05-10; Registration: 144Q/Oim R;
X-3: First Pay: 2018-05-10; Registration: 144G/Bit Y;
B-4: First Pay: 2018-05-10; Registration: 144B/Rwl G;
Deal Comments
Xgcplf Fvvxvzjjfvo YES(F&A). Bjwwplf Fvvxvzjjfvo FHB
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-2B | IAM | 50.700 | 9.15 | Zhh | - | YYY | - | - | - | - | Fkiid | PONP | 70-75 | 65 | 2.13% | 2.147% | 43.55446 |
O-4 | LBR | 10.600 | 9.90 | Qtt | - | RRR | - | - | - | - | Srsts | Lhjtc | 110-115 | 105 | 2.76% | 2.783% | 47.20671 |
A-1 | JWO | 60.000 | 2.32 | B-1 | - | N1+ | - | - | - | - | Ehaia | ECD | 1.45-1.50% | 1.45% | 1.45% | 1.450% | 783.00000 |
E-2C | BTL | 88.800 | 2.65 | Iww | - | TTT | - | - | - | - | Rwhlvcxd | 1lP | 70-75 | 65 | 1yI+65 | - | 742.00000 |
R-3 | GKB | 75.900 | 2.96 | Yjj | - | LLL | - | - | - | - | Mkmis | Fvhjl | 90-95 | 85 | 2.45% | 2.469% | 20.18679 |
Tranche Comments
A-1: First Pay: 2017-11-10; Registration: 144W/Lnr G;
B-2B: First Pay: 2017-11-10; Registration: 144E/Zig L;
E-2C: First Pay: 2017-11-10; Registration: 144B/Deh Z;
R-3: First Pay: 2017-11-10; Registration: 144F/Ymp F;
O-4: First Pay: 2017-11-10; Registration: 144A/Noq F;
Deal Comments
Xpplmi Fookerhhieb UFQ(F&C). Xcoolmi Fookerhhieb FOX