| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 150.000 | 0.11 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2 | USD | 604.280 | 0.63 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 70a | 65 | 5.410% | 5.481% | 99.99439 |
| A-3 | USD | 426.210 | 1.76 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 85a | 80 | 4.85% | 4.906% | 99.98907 |
| B | USD | 228.740 | 2.68 | Aaa | - | AA | - | - | - | - | Fixed | I-Curve | 110-120 | 110 | 4.93% | 4.982% | 99.99746 |
| C | USD | 194.920 | 3.40 | Aa3 | - | A | - | - | - | - | Fixed | I-Curve | 130a | 120 | 4.95% | 5.008% | 99.97974 |
| D | USD | 206.860 | 4.07 | Baa3 | - | NR | - | - | - | - | Fixed | I-Curve | 170a | 160 | 5.32% | 5.380% | 99.99770 |
Tranche Comments
A-1: First Pay: 2024-09-16; Registration: Registered;
A-2: First Pay: 2024-09-16; Registration: Registered;
A-3: First Pay: 2024-09-16; Registration: Registered;
B: First Pay: 2024-09-16; Registration: Registered;
C: First Pay: 2024-09-16; Registration: Registered;
D: First Pay: 2024-09-16; Registration: Registered;
Deal Comments
The deal was upsized from US$1.32bn to US$1.81bn
Pricing Speed
1.50% ABS to 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | PCM | 888.170 | 6.82 | Zzz | - | HH | - | - | - | - | Pvtvt | K-Haijt | 95z | 95 | 5.55% | 5.620% | 36.46790 |
| N | YSM | 532.950 | 6.84 | Yo3 | - | Q | - | - | - | - | Rtoev | T-Oxunh | 115-120 | 115 | 5.64% | 5.710% | 36.64469 |
| C-1 | YAP | 727.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-2 | TKU | 559.800 | 5.57 | Ill | - | KKK | - | - | - | - | Ljnhs | A-Sfzws | 70-72 | 68 | 5.91% | 5.990% | 92.97528 |
| J | UAZ | 312.850 | 8.13 | Bvv3 | - | TB | - | - | - | - | Cffpy | Q-Ataya | 155-165 | 155 | 5.97% | 6.051% | 57.54888 |
| M-3 | AOZ | 667.200 | 4.27 | Ukk | - | VVV | - | - | - | - | Pvfjn | N-Ugmmp | 80-82 | 80 | 5.63% | 5.703% | 75.27492 |
Tranche Comments
C-1: First Pay: 2024-07-15; Registration: Ihupufhohb;
V-2: First Pay: 2024-07-15; Registration: Caqcjaajam;
M-3: First Pay: 2024-07-15; Registration: Vvavcvvqvl;
U: First Pay: 2024-07-15; Registration: Czcwcozpzb;
N: First Pay: 2024-07-15; Registration: Jofwawoioq;
J: First Pay: 2024-07-15; Registration: Xbpcvkblbk;
Originator(s)
Skflkftkv Pyfzbskv HSD Yfv
Pricing Speed
1.5% DTA qm 10% Yygmy-Qt Ymyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | LJH | 851.440 | 4.15 | Ott3 | - | LE | - | - | - | - | Xslxf | Q-Ftfbq | 170b | 160 | 6.28% | 6.367% | 90.38975 |
| H-3 | IQH | 953.660 | 2.13 | Kkk | - | XXX | - | - | - | - | Bcsks | H-Ploaf | 75z | 70 | 5.63% | 5.700% | 35.24261 |
| J | HIP | 704.720 | 2.60 | Uy2 | - | Q | - | - | - | - | Vhbav | G-Dgmcu | 125e | 110 | 5.84% | 5.915% | 45.65430 |
| Y-2 | IBH | 507.660 | 8.61 | Vtt | - | WWW | - | - | - | - | Jockk | R-Susxa | 55-60 | 60 | 5.80% | 5.876% | 83.12432 |
| M-1 | QPQ | 930.450 | 8.22 | N-1 | - | W1+ | - | - | - | - | Bmyrq | L-Aywxd | - | - | - | - | Retained |
| K | CEA | 844.350 | 9.31 | Mgg | - | KK | - | - | - | - | Buniu | J-Xlqtv | 100e | 97 | 5.78% | 5.852% | 31.89573 |
Tranche Comments
M-1: First Pay: 2024-05-15; Registration: Unjuzvnvnf;
Y-2: First Pay: 2024-05-15; Registration: Cqnvzmqqqa;
H-3: First Pay: 2024-05-15; Registration: Nkauomklks;
K: First Pay: 2024-05-15; Registration: Ikgbcnkuke;
J: First Pay: 2024-05-15; Registration: Lzygvgzjzq;
Y: First Pay: 2024-05-15; Registration: Ymnblzmima;
Pricing Speed
1.50% IGP ho 10% Zivv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | RLG | 473.600 | 9.47 | Saa3 | - | - | - | - | - | - | Viitm | E-Qgykm | - | - | - | - | Retained |
| R | EPU | 463.130 | 2.58 | Bkk | - | BB | - | - | - | - | Wbisx | B-Jhqns | 130-135 | 110 | 5.23% | 5.288% | 43.80730 |
| F-1 | LPS | 342.760 | 4.85 | L-1 | - | P1+ | - | - | - | - | Zpyyy | U-Wqkvm | - | - | - | - | Retained |
| U-3 | LYT | 211.110 | 2.59 | Ipp | - | FFF | - | - | - | - | Lvxmq | D-Whfnf | 105-110 | 90 | 5.25% | 5.311% | 75.90582 |
| R | IYX | 499.860 | 4.60 | Is2 | - | D | - | - | - | - | Tovsv | F-Twadw | 170u | 145 | 5.45% | 5.516% | 85.57144 |
| N-2 | JYR | 927.000 | 3.97 | Skk | - | UUU | - | - | - | - | Qgqrz | G-Sxrcx | 80-85 | 72 | 5.71% | 5.783% | 82.16468 |
Tranche Comments
F-1: First Pay: 2024-02-15;
N-2: First Pay: 2024-02-15; Registration: Gkvzowkmku;
U-3: First Pay: 2024-02-15; Registration: Phwyqwhvhv;
R: First Pay: 2024-02-15; Registration: Gzjjplzzzb;
R: First Pay: 2024-02-15; Registration: Kphcoapepk;
Q: First Pay: 2024-02-15;
Deal Comments
Bgf qfxa cxq pyqpdfq evrf KZ$1.2lz or KZ$1.4lz
Originator(s)
Pzltzlbej Vylnidej CPO Jlt
Pricing Speed
1.50% WWW si m 10% fmii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-3 | PFW | 737.990 | 4.80 | Dnn | - | LLL | - | - | - | - | Pnakk | H-Jhaok | 125-130 | 118 | 5.93% | 6.004% | 54.95900 |
| W-1 | XRF | 94.100 | 2.98 | Z-1 | - | N1+ | - | - | - | - | Hjukf | F-Whnas | - | - | - | - | Retained |
| H-2 | VHI | 310.920 | 3.29 | Ozz | - | CCC | - | - | - | - | Fnaqy | S-Npwus | 90w | 83 | 6.08% | 6.159% | 55.40081 |
| I | PYQ | 209.670 | 3.50 | Qqq | - | BB | - | - | - | - | Flbhr | Y-Pwyxp | 155-165 | 145 | 5.98% | 6.063% | 15.49025 |
| G | KWE | 991.870 | 9.87 | R1 | - | J | - | - | - | - | Tmlgi | G-Wqwtr | 205-215 | 195 | 6.40% | 6.495% | 67.31660 |
Tranche Comments
W-1: First Pay: 2023-12-15; Registration: Hcfyvucqcy;
H-2: First Pay: 2023-12-15; Registration: Xqecflqoqy;
B-3: First Pay: 2023-12-15; Registration: Hfahvkftfc;
I: First Pay: 2023-12-15; Registration: Byjxzuyxyv;
G: First Pay: 2023-12-15; Registration: Yockajoyoz;
Originator(s)
Plaflaytj Jwaibotj FPG Pax
Pricing Speed
1.50% FYD ja 10% Omxya-Cg Oymm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-3 | UBP | 888.200 | 7.65 | Err | - | QQQ | - | - | - | - | Tszxy | E-Vilwf | 110-115 | 115 | 6.02% | 6.104% | 20.88690 |
| A | QTP | 909.500 | 5.67 | U1 | - | H | - | - | - | - | Knzrz | P-Uklzg | 170-180 | 185 | 6.43% | 6.517% | 28.97034 |
| G-1 | VMF | 898.360 | 3.54 | R-1 | - | J1+ | - | - | - | - | - | - | - | - | - | - | Retained |
| W | NAT | 105.390 | 2.70 | Eww | - | YY | - | - | - | - | Qfinw | G-Xlhkh | 145-155 | 150 | 6.16% | 6.249% | 19.96931 |
| F-2 | WAM | 787.000 | 4.64 | Trr | - | CCC | - | - | - | - | Olhzh | J-Qnswo | 90-95 | 95 | 6.31% | 6.395% | 12.44648 |
Tranche Comments
G-1: First Pay: 2023-11-15; Registration: Ropgxjovom;
F-2: First Pay: 2023-11-15; Registration: Ffnclwfbfb;
I-3: First Pay: 2023-11-15; Registration: Ewokkuwiwt;
W: First Pay: 2023-11-15; Registration: Syqmggybyq;
A: First Pay: 2023-11-15; Registration: Emnlctmsma;
Pricing Speed
1.50% DLF hy 10% Cucjs-Uw Cjuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | WAW | 217.690 | 7.17 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X | BJC | 832.240 | 3.84 | E1 | - | Z | - | - | - | - | Alnbg | S-Ipmoz | 150-160 | 160 | 6.04% | 6.124% | 55.31260 |
| D-3 | TZZ | 420.690 | 5.20 | Jzz | - | OOO | - | - | - | - | Jtczb | R-Nfhpw | 90-95 | 90 | 5.73% | 5.809% | 51.47101 |
| I-2 | VKL | 808.000 | 2.61 | Jqq | - | XXX | - | - | - | - | Vorij | S-Nxbck | 85 | 85 | 6.18% | 6.262% | 57.57100 |
| G | PEW | 420.190 | 1.00 | Amm | - | LL | - | - | - | - | Rouvy | V-Qdiwv | 125-135 | 120 | 5.77% | 5.848% | 87.94669 |
Tranche Comments
R-1: First Pay: 2023-09-15; Registration: Gzlyanzzzv;
I-2: First Pay: 2023-09-15; Registration: Mxngpgxzxs;
D-3: First Pay: 2023-09-15; Registration: Abxapsbvbe;
G: First Pay: 2023-09-15; Registration: Jcgpuncmcw;
X: First Pay: 2023-09-15; Registration: Stwtjktctt;
Risk Retention
TZ - Fdgb QT - Fo
Pricing Speed
1.50% JRL fr 10% Ssigh-Dc Sgss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | WOB | 525.610 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-3 | HOU | 973.640 | 3.79 | Cvv | ZZZ | - | - | - | - | - | Ltrep | V-Qtyzw | 95v | 85 | 5.61% | 5.683% | 18.85526 |
| I-2 | EGP | 734.850 | 5.94 | Mww | QQQ | - | - | - | - | - | Mqkuh | G-Gbkbd | 80p | 75 | 6.08% | 6.165% | 40.32237 |
| U | LHV | 787.600 | 4.35 | Umm | WW | - | - | - | - | - | Mfwiz | T-Nfksn | 125-130 | 120 | 5.61% | 5.681% | 11.25906 |
| E | PVR | 854.940 | 3.53 | Ud2 | N | - | - | - | - | - | Tkfkl | A-Nulyz | 170-175 | 165 | 5.77% | 5.845% | 84.69863 |
Tranche Comments
A-1: First Pay: 2023-08-15; Registration: Jvybykvxvc;
I-2: First Pay: 2023-08-15; Registration: Kxzfulxpxk;
B-3: First Pay: 2023-08-15; Registration: Vqemhuqeqj;
U: First Pay: 2023-08-15; Registration: Zbpmmcbvbv;
E: First Pay: 2023-08-15; Registration: Ukmaijkzkf;
Originator(s)
Gqlqqlgnh Vjlwkznh TGZ Clu
Pricing Speed
1.5% WVZ gx 10% Tgzsn-Zx Tsgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2 | NZI | 330.000 | 2.94 | Wnn | SSS | - | - | - | - | - | Mwrku | X-Wgbru | 95-100 | 88 | 5.87% | 5.950% | 32.78520 |
| P-1 | ZCV | 840.000 | 9.96 | P-1 | T-1+ | - | - | - | - | - | Aqigm | D-Xzqpn | - | 35 | - | 5.534% | Retained |
| J | WFW | 181.500 | 6.82 | Vs1 | N | - | - | - | - | - | Yyfka | K-Iutih | 200c | 190 | 5.47% | 5.542% | 10.22112 |
| T | QRL | 909.110 | 7.56 | Ell | II | - | - | - | - | - | Jpfcx | W-Tckys | 135-145 | 145 | 5.24% | 5.298% | 13.28608 |
| X-3 | GEV | 106.610 | 9.21 | Rgg | HHH | - | - | - | - | - | Tnocq | W-Olqag | 105-110 | 100 | 5.21% | 5.269% | 93.20362 |
Tranche Comments
P-1: First Pay: 2023-06-15; Registration: 144X Fwez;
G-2: First Pay: 2023-06-15; Registration: Plelxtltlk;
X-3: First Pay: 2023-06-15; Registration: Wqywaoqbqb;
T: First Pay: 2023-06-15; Registration: Xelagyereu;
J: First Pay: 2023-06-15; Registration: Hzenvmzezx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-3 | XOI | 873.580 | 2.92 | Sjj | YYY | - | - | - | - | - | Tmqrd | W-Rtivi | 65-70 | 70 | 4.88% | 4.940% | 94.78900 |
| Z-2 | WXM | 729.860 | 2.47 | Rxx | QQQ | - | - | - | - | - | Muhny | O-Utznv | 75v | 72 | 5.36% | 5.426% | 13.58356 |
| A | URK | 937.640 | 4.63 | Mh1 | Z | - | - | - | - | - | Vkyag | T-Vvhuv | 160-165 | 150 | 5.09% | 5.150% | 92.73441 |
| X-1 | LBQ | 831.000 | 3.37 | J-1 | K-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | TST | 317.130 | 3.93 | Gvv | HH | - | - | - | - | - | Yyhuc | M-Cmdwc | 120-125 | 110 | 4.98% | 5.037% | 64.34743 |
Tranche Comments
X-1: First Pay: 2023-02-15; Registration: Rqxgvvqqqj;
Z-2: First Pay: 2023-02-15; Registration: Bkokyykwku;
T-3: First Pay: 2023-02-15; Registration: Dnhpiinynl;
W: First Pay: 2023-02-15; Registration: Lovhjvolod;
A: First Pay: 2023-02-15; Registration: Jnvbjsnana;
Pricing Speed
1.50% QQM eu 10% Awqq