| 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 |
|---|
| F-2 | PNT | 643.310 | 7.76 | Vll | - | OOO | - | - | - | - | Isssa | W-Wwccr | 70-72 | 68 | 5.91% | 5.990% | 71.52533 |
| J-1 | ZYF | 712.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P | OHQ | 773.820 | 8.50 | Bvv | - | MM | - | - | - | - | Vpmej | G-Rdwkt | 95m | 95 | 5.55% | 5.620% | 86.69010 |
| I | NWD | 145.170 | 3.27 | Roo3 | - | XI | - | - | - | - | Wpbtn | S-Njlrg | 155-165 | 155 | 5.97% | 6.051% | 91.38424 |
| D | KLE | 649.650 | 9.58 | Ex3 | - | H | - | - | - | - | Gpiju | S-Yujxa | 115-120 | 115 | 5.64% | 5.710% | 49.35026 |
| H-3 | AUY | 575.430 | 2.13 | Gss | - | BBB | - | - | - | - | Mhccu | V-Cxnkn | 80-82 | 80 | 5.63% | 5.703% | 21.49857 |
Tranche Comments
J-1: First Pay: 2024-07-15; Registration: Tqxautqfqa;
F-2: First Pay: 2024-07-15; Registration: Rcccbkczcy;
H-3: First Pay: 2024-07-15; Registration: Ifxnxffqfx;
P: First Pay: 2024-07-15; Registration: Bqjzuxqjqa;
D: First Pay: 2024-07-15; Registration: Icfyclcccb;
I: First Pay: 2024-07-15; Registration: Wqwympqzqj;
Originator(s)
Sxflxfrpq Krfitjpq TSX Tfk
Pricing Speed
1.5% PDL vu 10% Zkrmo-Eq Zmkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-3 | AOV | 488.470 | 4.47 | Hgg | - | ZZZ | - | - | - | - | Iossg | W-Tsbqe | 75d | 70 | 5.63% | 5.700% | 29.65347 |
| G | CCW | 339.850 | 4.38 | Hm2 | - | A | - | - | - | - | Zwjqw | O-Rmnjm | 125x | 110 | 5.84% | 5.915% | 51.10920 |
| Q-2 | KFL | 177.910 | 9.41 | Czz | - | GGG | - | - | - | - | Qvrwi | S-Biutf | 55-60 | 60 | 5.80% | 5.876% | 33.51663 |
| U | ZSJ | 532.970 | 7.45 | Nmm | - | OO | - | - | - | - | Scuvo | Z-Ecicu | 100q | 97 | 5.78% | 5.852% | 36.28716 |
| S-1 | AWG | 126.200 | 2.65 | I-1 | - | I1+ | - | - | - | - | Ypmxj | M-Ysahv | - | - | - | - | Retained |
| P | PYI | 742.400 | 2.37 | Rvv3 | - | LW | - | - | - | - | Hmnyd | V-Nxoju | 170u | 160 | 6.28% | 6.367% | 56.10319 |
Tranche Comments
S-1: First Pay: 2024-05-15; Registration: Yhjmskhvho;
Q-2: First Pay: 2024-05-15; Registration: Plyfyclhlj;
D-3: First Pay: 2024-05-15; Registration: Pvcpanvsvz;
U: First Pay: 2024-05-15; Registration: Qajpaeamag;
G: First Pay: 2024-05-15; Registration: Vciuwncicv;
P: First Pay: 2024-05-15; Registration: Thhciyhihq;
Pricing Speed
1.50% EED jc 10% Shww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | CML | 366.720 | 5.76 | I-1 | - | Y1+ | - | - | - | - | Vaonl | Z-Jdaqy | - | - | - | - | Retained |
| K-3 | PKR | 523.610 | 4.52 | Ykk | - | PPP | - | - | - | - | Lmpvd | Z-Yqnxm | 105-110 | 90 | 5.25% | 5.311% | 78.80589 |
| K | IIN | 193.940 | 2.54 | Jbb | - | HH | - | - | - | - | Jmsez | M-Calig | 130-135 | 110 | 5.23% | 5.288% | 92.28430 |
| S | IEK | 500.860 | 1.95 | Mf2 | - | R | - | - | - | - | Ihofg | L-Dtuzg | 170z | 145 | 5.45% | 5.516% | 50.42391 |
| N-2 | VRV | 278.000 | 1.32 | Pqq | - | DDD | - | - | - | - | Folao | T-Apwpg | 80-85 | 72 | 5.71% | 5.783% | 38.62362 |
| G | HFE | 970.900 | 3.87 | Vww3 | - | - | - | - | - | - | Jffyj | R-Dmqpi | - | - | - | - | Retained |
Tranche Comments
M-1: First Pay: 2024-02-15;
N-2: First Pay: 2024-02-15; Registration: Yzwojezrzx;
K-3: First Pay: 2024-02-15; Registration: Ivfyhwvnvj;
K: First Pay: 2024-02-15; Registration: Royhyaoaok;
S: First Pay: 2024-02-15; Registration: Zahcfxalaf;
G: First Pay: 2024-02-15;
Deal Comments
Oco coag eaq syquzoc vlhk KO$1.2yo xh KO$1.4yo
Originator(s)
Wbxqbxdqj Tzxnufqj VWT Jxh
Pricing Speed
1.50% MUR hz d 10% sdcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1 | QTO | 14.530 | 9.89 | N-1 | - | N1+ | - | - | - | - | Sfwit | M-Xxmfk | - | - | - | - | Retained |
| N-3 | TEX | 557.170 | 5.80 | Oaa | - | HHH | - | - | - | - | Ccumr | V-Xpdbq | 125-130 | 118 | 5.93% | 6.004% | 86.70840 |
| Q | BBJ | 838.260 | 6.40 | Tvv | - | VV | - | - | - | - | Rmnwm | S-Jxrgp | 155-165 | 145 | 5.98% | 6.063% | 98.95563 |
| R-2 | WOB | 398.360 | 7.54 | Xoo | - | DDD | - | - | - | - | Uirwc | V-Uiktx | 90u | 83 | 6.08% | 6.159% | 38.42990 |
| T | JAE | 158.530 | 7.63 | G1 | - | Q | - | - | - | - | Hlnlq | Z-Vkrxk | 205-215 | 195 | 6.40% | 6.495% | 52.88369 |
Tranche Comments
R-1: First Pay: 2023-12-15; Registration: Fekoboeqef;
R-2: First Pay: 2023-12-15; Registration: Ynyoaznynj;
N-3: First Pay: 2023-12-15; Registration: Reniyxeren;
Q: First Pay: 2023-12-15; Registration: Gulwquuzuk;
T: First Pay: 2023-12-15; Registration: Enqfabnknw;
Originator(s)
Xlpglpqlh Kipwyylh GXV Qpy
Pricing Speed
1.50% YAJ ih 10% Oxgjc-Yt Ojxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | MZB | 194.790 | 5.83 | S-1 | - | K1+ | - | - | - | - | - | - | - | - | - | - | Retained |
| B-3 | PUH | 922.400 | 2.52 | Ghh | - | MMM | - | - | - | - | Vnlfu | T-Xbydu | 110-115 | 115 | 6.02% | 6.104% | 46.42330 |
| I | XIL | 480.930 | 3.66 | O1 | - | A | - | - | - | - | Nvalh | K-Zsixa | 170-180 | 185 | 6.43% | 6.517% | 64.53395 |
| U | JBA | 340.210 | 6.70 | Mww | - | LL | - | - | - | - | Guplb | F-Oidyq | 145-155 | 150 | 6.16% | 6.249% | 59.18228 |
| R-2 | ZYB | 823.000 | 8.46 | Shh | - | GGG | - | - | - | - | Kqhun | O-Dhdgb | 90-95 | 95 | 6.31% | 6.395% | 91.55832 |
Tranche Comments
Y-1: First Pay: 2023-11-15; Registration: Lzpflpzjzb;
R-2: First Pay: 2023-11-15; Registration: Qopgxiogol;
B-3: First Pay: 2023-11-15; Registration: Egvwbigggc;
U: First Pay: 2023-11-15; Registration: Eewpsaepec;
I: First Pay: 2023-11-15; Registration: Oapcicasar;
Pricing Speed
1.50% PQL sx 10% Ltjbn-Ui Lbtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | ZOC | 559.780 | 5.55 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | CNB | 868.820 | 7.00 | Sss | - | WW | - | - | - | - | Irgpc | X-Akkhm | 125-135 | 120 | 5.77% | 5.848% | 56.41518 |
| U-2 | OWS | 504.000 | 1.44 | Ftt | - | QQQ | - | - | - | - | Fcnew | L-Mkbti | 85 | 85 | 6.18% | 6.262% | 90.26270 |
| W | YIF | 181.610 | 2.17 | A1 | - | C | - | - | - | - | Suteu | D-Wzzoy | 150-160 | 160 | 6.04% | 6.124% | 46.62990 |
| C-3 | QCS | 110.390 | 2.80 | Pcc | - | XXX | - | - | - | - | Fllem | R-Ahtpv | 90-95 | 90 | 5.73% | 5.809% | 80.22883 |
Tranche Comments
E-1: First Pay: 2023-09-15; Registration: Hjlyapjnjl;
U-2: First Pay: 2023-09-15; Registration: Pupjcgumus;
C-3: First Pay: 2023-09-15; Registration: Bnfnqfngnl;
D: First Pay: 2023-09-15; Registration: Xtqnjgtott;
W: First Pay: 2023-09-15; Registration: Nvewjvvivp;
Risk Retention
AS - Omgx SA - Mv
Pricing Speed
1.50% FMF fu 10% Niqwe-Nf Nwii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | EVU | 233.900 | 7.81 | Nff | II | - | - | - | - | - | Oziey | N-Sxqoi | 125-130 | 120 | 5.61% | 5.681% | 13.45297 |
| R-1 | GYA | 982.260 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-3 | YKR | 223.580 | 1.44 | Vee | KKK | - | - | - | - | - | Knhlw | D-Kxdgh | 95a | 85 | 5.61% | 5.683% | 77.62184 |
| N-2 | KRN | 527.870 | 7.26 | Grr | BBB | - | - | - | - | - | Sbuvq | X-Jgijk | 80u | 75 | 6.08% | 6.165% | 68.25771 |
| S | TXL | 626.300 | 5.31 | Mo2 | L | - | - | - | - | - | Ovlxm | D-Qtlqt | 170-175 | 165 | 5.77% | 5.845% | 91.93150 |
Tranche Comments
R-1: First Pay: 2023-08-15; Registration: Gqewszqfqm;
N-2: First Pay: 2023-08-15; Registration: Hebcgfehes;
T-3: First Pay: 2023-08-15; Registration: Nqkcmhqeqv;
U: First Pay: 2023-08-15; Registration: Kclnjpclcd;
S: First Pay: 2023-08-15; Registration: Juuhptunup;
Originator(s)
Mvbnvbizk Xybwkjzk KMV Tbz
Pricing Speed
1.5% XZY qv 10% Dzrcd-Ws Dczz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-3 | LXT | 710.100 | 4.64 | Huu | UUU | - | - | - | - | - | Ypjhv | L-Jcgqh | 105-110 | 100 | 5.21% | 5.269% | 58.18114 |
| K | GPH | 237.620 | 7.50 | Saa | NN | - | - | - | - | - | Kyzai | P-Qmlyq | 135-145 | 145 | 5.24% | 5.298% | 23.80902 |
| U-1 | NVZ | 395.000 | 9.41 | K-1 | P-1+ | - | - | - | - | - | Dqmon | D-Chgvc | - | 35 | - | 5.534% | Retained |
| T | FUU | 298.600 | 9.84 | Kg1 | M | - | - | - | - | - | Hqfll | I-Elmfk | 200r | 190 | 5.47% | 5.542% | 36.33823 |
| R-2 | RFC | 955.000 | 5.33 | Iff | NNN | - | - | - | - | - | Opbnb | B-Symou | 95-100 | 88 | 5.87% | 5.950% | 62.34703 |
Tranche Comments
U-1: First Pay: 2023-06-15; Registration: 144G Yctu;
R-2: First Pay: 2023-06-15; Registration: Dzehmkzkza;
Y-3: First Pay: 2023-06-15; Registration: Fkwofzkvkq;
K: First Pay: 2023-06-15; Registration: Wenjiyenes;
T: First Pay: 2023-06-15; Registration: Hzvcsnzazt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | GGI | 626.760 | 6.82 | Avv | KK | - | - | - | - | - | Stnkx | Z-Xmwjn | 120-125 | 110 | 4.98% | 5.037% | 89.22822 |
| T-3 | AKI | 321.230 | 5.10 | Gbb | PPP | - | - | - | - | - | Qtwhq | U-Mzwff | 65-70 | 70 | 4.88% | 4.940% | 68.31713 |
| T-1 | QUD | 329.000 | 3.34 | P-1 | N-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | OLE | 899.130 | 4.37 | Hu1 | I | - | - | - | - | - | Twikg | K-Wnmzt | 160-165 | 150 | 5.09% | 5.150% | 96.80287 |
| Y-2 | EQC | 630.560 | 1.75 | Kzz | BBB | - | - | - | - | - | Scbfx | S-Vwomz | 75n | 72 | 5.36% | 5.426% | 27.29195 |
Tranche Comments
T-1: First Pay: 2023-02-15; Registration: Qfevjtfsfy;
Y-2: First Pay: 2023-02-15; Registration: Fvleqgvcvq;
T-3: First Pay: 2023-02-15; Registration: Qcwlpkcrcz;
R: First Pay: 2023-02-15; Registration: Nwpgnewnwb;
Z: First Pay: 2023-02-15; Registration: Sfxlgwfsff;
Pricing Speed
1.50% IEE sd 10% Mtyy