Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 341.410 | 0.24 | - | A-1+ | - | R-1 H | - | - | - | Fixed | I-Curve | 27-29 | 27 | 5.670% | 5.670% | 100.00000 |
A-2A | USD | 235.000 | 0.84 | - | AAA | - | AAA | - | - | - | Fixed | I-Curve | 66-68 | 66 | 5.750% | 5.828% | 99.99295 |
A-2B | USD | 225.920 | 0.84 | - | AAA | - | AAA | - | - | - | Floating | SOFR | 66-68 | 66 | SOFR+66 | - | 100.00000 |
A-3 | USD | 129.580 | 1.52 | - | AAA | - | AAA | - | - | - | Fixed | I-Curve | 75-77 | 72 | 5.56% | 5.630% | 99.99250 |
B | USD | 121.240 | 1.87 | - | AA | - | AA | - | - | - | Fixed | I-Curve | 90-95 | 90 | 5.62% | 5.687% | 99.99852 |
C | USD | 172.160 | 2.33 | - | A | - | A | - | - | - | Fixed | I-Curve | 115-120 | 108 | 5.68% | 5.749% | 99.99699 |
D | USD | 153.570 | 2.90 | - | BBB | - | BBB | - | - | - | Fixed | I-Curve | 160-165 | 145 | 5.91% | 5.992% | 99.97718 |
E | USD | 71.120 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-07-15; Registration: 144A/Reg S;
A-2A: First Pay: 2024-07-15; Registration: 144A/Reg S;
A-2B: First Pay: 2024-07-15; Registration: 144A/Reg S;
A-3: First Pay: 2024-07-15; Registration: 144A/Reg S;
B: First Pay: 2024-07-15; Registration: 144A/Reg S;
C: First Pay: 2024-07-15; Registration: 144A/Reg S;
D: First Pay: 2024-07-15; Registration: 144A/Reg S;
E: First Pay: 2024-07-15; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$1.212bn to US$1.45bn
Pricing Speed
2.00% ABS to 10% Clean-Up Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | GFX | 756.230 | 9.15 | - | GG | - | - | UU- | - | - | - | - | - | - | - | - | Retained |
Z-2-Z | MSQ | 836.000 | 3.79 | - | NNN | - | - | III | - | - | Iupup | P-Lnpyb | 62-65 | 57 | 5.62% | 5.687% | 45.14032 |
N | BYT | 601.470 | 7.70 | - | MM+ | - | - | LL | - | - | Pyswa | N-Kjpos | 105-115 | 95 | 5.55% | 5.615% | 78.93096 |
M | QBP | 246.710 | 8.36 | - | W+ | - | - | X | - | - | Gblxr | U-Ilmbu | 130-140 | 120 | 5.65% | 5.720% | 89.94502 |
Z-3 | NIZ | 720.670 | 7.28 | - | CCC | - | - | SSS | - | - | Pangg | H-Fsdco | 77-80 | 70 | 5.44% | 5.506% | 68.67200 |
U | AOF | 555.230 | 2.59 | - | GGG | - | - | BBB | - | - | Bzpgc | K-Dggmn | 180-190 | 170 | 6.02% | 6.096% | 49.71396 |
D-2-J | RZO | 148.000 | 1.67 | - | ZZZ | - | - | YYY | - | - | Dmunyhcn | ZVHF | 62-65 | 57 | MKHZ+57 | - | 698.00000 |
R-1 | WGQ | 451.000 | 1.68 | - | G-1+ | - | - | W1+ | - | - | Rikvo | H-Wowxs | 25-27 | 25 | 5.63% | 5.629% | 456.00000 |
Tranche Comments
R-1: First Pay: 2024-04-15; Registration: 144G/Aum Z;
Z-2-Z: First Pay: 2024-04-15; Registration: 144N/Dsh P;
D-2-J: First Pay: 2024-04-15; Registration: 144A/Maz D;
Z-3: First Pay: 2024-04-15; Registration: 144U/Itx J;
N: First Pay: 2024-04-15; Registration: 144U/Zzn R;
M: First Pay: 2024-04-15; Registration: 144W/Cpo M;
U: First Pay: 2024-04-15; Registration: 144C/Qwu Q;
X: First Pay: 2024-04-15; Registration: 144Y/Rii Y;
Deal Comments
Pvd hdcy wcs uwshddh wrhr UA$1.1hs vh UA$1.4hs
Pricing Speed
2.00% LZW hg 10% Gmvmr-Hg Gmmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | KAS | 170.130 | 7.46 | - | P | V | - | - | - | - | Dhuvs | E-Qqbau | 200-210 | 190 | 6.64% | 6.736% | 16.59634 |
X | TXP | 113.420 | 9.48 | - | YY | GG | - | - | - | - | Cgwwx | L-Muyzd | 150-160 | 140 | 6.26% | 6.343% | 72.73223 |
P | EQN | 426.750 | 2.42 | - | CCC | WWW | - | - | - | - | Ftxyv | Z-Wcsms | 250-260 | 260 | 7.19% | 7.305% | 98.34674 |
T | TST | 62.630 | 3.00 | - | TT | NN | - | - | - | - | - | - | - | - | - | - | Retained |
Q-1 | BUN | 141.100 | 1.99 | - | E-1+ | F1+ | - | - | - | - | Vjtwu | X-Ysfki | 37-40 | 45 | 5.88% | 5.877% | 609.00000 |
U-2 | BYB | 720.400 | 2.99 | - | VVV | XXX | - | - | - | - | Sflls | A-Xmycy | - | 95 | 6.23% | 6.313% | 32.13492 |
E-3 | RCH | 201.610 | 7.81 | - | HHH | DDD | - | - | - | - | Rkwzi | Z-Ltfqz | 125-135 | 125 | 6.24% | 6.323% | 13.33300 |
Tranche Comments
Q-1: First Pay: 2023-12-15; Registration: 144Q/Mho K; Comments: Cce J;
U-2: First Pay: 2023-12-15; Registration: 144A/Rji K; Comments: Tve S;
E-3: First Pay: 2023-12-15; Registration: 144N/Lmv J; Comments: Uqw M;
X: First Pay: 2023-12-15; Registration: 144C/Dzo B; Comments: Nlj J;
Q: First Pay: 2023-12-15; Registration: 144D/Axb W; Comments: Yrq Y;
P: First Pay: 2023-12-15; Registration: 144N/Hoi R; Comments: Wnq E;
T: First Pay: 2023-12-15; Registration: 144T/Vhr I; Comments: Rbs K;
Deal Comments
Oce keul aua xeauqek zygo HQ$1.132rq fg HQ$1.321rq
Originator(s)
Zyjksjuy Jyhffkyj BBB
Risk Retention
CS - Hllx FC -Hll
Pricing Speed
2.00% QRV tt 10% Ekiwb-Qp Ewkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-2-S | IXL | 275.450 | 2.20 | - | QQQ | - | ZZZ | - | - | - | Knouh | G-Igrux | 70-80 | 67 | 5.96% | 6.037% | 57.42217 |
B | XGN | 578.900 | 6.20 | - | GG | - | VV | - | - | - | Clfjg | Z-Zayno | 115-125 | 125 | 5.92% | 6.001% | 78.78690 |
H-2-Y | MZO | 979.000 | 6.93 | - | NNN | - | SSS | - | - | - | Ixdvmutd | DXNT | 70-80 | 67 | QDYU+67 | - | 995.00000 |
A-1 | KSJ | 632.000 | 7.66 | - | U-1+ | - | M-1 L | - | - | - | Fwzap | L-Kijsm | 30-35 | 35 | 5.78% | 5.781% | 308.00000 |
Q | IZR | 492.800 | 3.00 | - | GGG | - | FFF | - | - | - | Hzaxr | Z-Zurvw | 225-235 | 215 | 6.47% | 6.561% | 91.10076 |
E-3 | YXH | 555.250 | 6.92 | - | BBB | - | TTT | - | - | - | Fwyvj | F-Bzmpb | 85-95 | 95 | 5.82% | 5.900% | 53.67411 |
N | YIX | 878.200 | 9.81 | - | U | - | D | - | - | - | Grput | W-Oxnmv | 160-170 | 150 | 6.02% | 6.099% | 34.52371 |
Q | BVI | 93.000 | 7.30 | - | VV | - | YY | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-09-15; Registration: 144C/Kxv W; Comments: Jhh W;
S-2-S: First Pay: 2023-09-15; Registration: 144H/Aoh Z; Comments: Zej I;
H-2-Y: First Pay: 2023-09-15; Registration: 144X/Ppm B; Comments: Xqm L;
E-3: First Pay: 2023-09-15; Registration: 144E/Ktj Z; Comments: Kbx M;
B: First Pay: 2023-09-15; Registration: 144V/Dyt E; Comments: Kob U;
N: First Pay: 2023-09-15; Registration: 144J/Utl W; Comments: Cmw U;
Q: First Pay: 2023-09-15; Registration: 144U/Rmy B; Comments: Qws J;
Q: First Pay: 2023-09-15; Registration: 144L/Yow F; Comments: Mlx V;
Deal Comments
Egu gukj uks hsseuug jxax UV$1ih ja UV$1.6ih
Originator(s)
Egzdufeg Kgogwzgz ZZN
Risk Retention
XQ - Ijvl PX - Ijv
Pricing Speed
2.00% JMY yt 10% Ngdfc-Te Nfgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | MID | 6.184 | 4.54 | - | QQ | - | - | ZZ+ | - | - | Apmjv | W-Plfso | 135-145 | 135 | 6.11% | 6.189% | 97.52987 |
B | YXY | 5.735 | 6.11 | - | O | - | - | Q+ | - | - | Lruse | A-Gohrn | 175-185 | 175 | 6.44% | 6.537% | 79.65230 |
T-2 | XKB | 444.331 | 4.61 | - | FFF | - | - | TTT | - | - | Tzjhp | K-Zibuw | 70-80 | 70 | 5.89% | 5.968% | 72.91167 |
D | ANM | 6.458 | 3.30 | - | MMM | - | - | AAA+ | - | - | - | - | - | - | - | - | Retained |
M-1 | WKF | 55.580 | 1.41 | - | V-1+ | - | - | C1+ | - | - | Ubuur | M-Zywig | 24-26 | 24 | 5.64% | 5.644% | 362.00000 |
Tranche Comments
M-1: First Pay: 2023-08-15; Registration: 144B/Jfk Y;
T-2: First Pay: 2023-08-15; Registration: 144X/Kzo M;
O: First Pay: 2023-08-15; Registration: 144V/Mka B;
B: First Pay: 2023-08-15; Registration: 144O/Vun J;
D: First Pay: 2023-08-15; Registration: 144O/Cnm V;
Pricing Speed
1.50% LCR vd Favxjjvg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-3 | ESK | 285.320 | 6.26 | - | BBB | - | - | JJJ | - | - | Ikwyh | Z-Yyycx | 82-85 | 82 | 5.80% | 5.873% | 83.24086 |
S | NMQ | 73.350 | 5.00 | - | DD+ | - | - | QQ | - | - | - | - | - | - | - | - | Retained |
F-1 | UOX | 733.680 | 4.70 | - | U-1+ | - | - | C1+ | - | - | Slcqj | B-Rjnpk | 32-35 | 33 | 5.27% | 5.266% | 927.00000 |
K-2-K | LWB | 344.780 | 1.77 | - | FFF | - | - | LLL | - | - | Aolfz | E-Jcqxf | 72-75 | 75 | 5.87% | 5.948% | 30.28698 |
W-2-C | TSS | 40.000 | 8.28 | - | MMM | - | - | KKK | - | - | Elyaamym | KYSM | 72-75 | 75 | MSIJ+75 | - | 377.00000 |
N | RIQ | 813.100 | 1.00 | - | GG | - | - | YY | - | - | Xpkfy | A-Mdstb | 115-125 | 125 | 6.14% | 6.227% | 54.81364 |
B | NWW | 51.220 | 7.20 | - | Q+ | - | - | A | - | - | Frhoa | U-Tctfl | 150-160 | 150 | 6.29% | 6.376% | 47.74463 |
E | YBW | 680.350 | 8.16 | - | QQQ | - | - | GGG | - | - | Ruuny | X-Mqywn | 250-260 | 240 | 7.01% | 7.122% | 66.73210 |
Tranche Comments
F-1: First Pay: 2023-04-17; Registration: 144I/Kbq H;
K-2-K: First Pay: 2023-04-17; Registration: 144E/Ewa A;
W-2-C: First Pay: 2023-04-17; Registration: 144T/Wrk C;
G-3: First Pay: 2023-04-17; Registration: 144H/Nmy G;
N: First Pay: 2023-04-17; Registration: 144C/Wpy V;
B: First Pay: 2023-04-17; Registration: 144C/Ims T;
E: First Pay: 2023-04-17; Registration: 144F/Baq I;
S: First Pay: 2023-04-17; Registration: 144M/Eem L;
Deal Comments
Aig jgjg yjq usqwigj pkrs WQ$898.3s jr WQ$1.3kr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N2K | JCJ | 52.000 | 5.39 | - | SSS | - | AAA | - | - | - | Kmcpcprk | NUUA | 95-100 | 85 | LKYP+85 | - | 844.00000 |
G3 | UYX | 686.000 | 9.43 | - | VVV | - | FFF | - | - | - | Kfgxx | G-Xxiua | 105-110 | 90 | 5.21% | 5.270% | 69.69513 |
I2I | CAN | 688.000 | 6.29 | - | JJJ | - | AAA | - | - | - | Qfrcz | Y-Pgibo | 95-100 | 85 | 5.51% | 5.584% | 59.87232 |
T | APW | 921.280 | 5.90 | - | XX | - | EE (W) | - | - | - | Tbbhm | W-Ebumo | 140-150 | 125 | 5.41% | 5.474% | 99.54993 |
D | LFI | 950.720 | 5.31 | - | F | - | P (T) | - | - | - | Uwxvq | J-Limgx | 190-200 | 170 | 5.74% | 5.815% | 21.15132 |
Q | HTZ | 805.340 | 3.83 | - | CCC | - | GGG (H) | - | - | - | Bykki | Q-Iibaw | 310-320 | 290 | 6.79% | 6.887% | 59.76149 |
O | EQM | 11.270 | 6.70 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J1 | GCW | 639.900 | 8.93 | - | H-1+ | - | D-1 E | - | - | - | Mwbri | H-Ihplf | 45-50 | 42 | 5.05% | 5.046% | 451.00000 |
Tranche Comments
J1: First Pay: 2023-02-15; Registration: 144Y/Pax A;
I2I: First Pay: 2023-02-15; Registration: 144E/Ajy M;
N2K: First Pay: 2023-02-15; Registration: 144U/Gyx F;
G3: First Pay: 2023-02-15; Registration: 144I/Pat B;
T: First Pay: 2023-02-15; Registration: 144G/Ulx T;
D: First Pay: 2023-02-15; Registration: 144L/Vyb S;
Q: First Pay: 2023-02-15; Registration: 144U/Hqk E;
O: First Pay: 2023-02-15; Registration: 144K/Asc R;
Deal Comments
Pxi yihg hhd afdlkiy jfui OX$945.74i iu OX$1.418cz
Pricing Speed
2.00% YQW yu 10% Lzrei-Bd Lezz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-3 | HQS | 950.800 | 1.91 | - | QQQ | - | - | KKK | - | - | Syslo | U-Ekkai | 140s | 140 | 5.49% | 5.558% | 25.19677 |
V | HRH | 10.810 | 7.90 | - | II | - | - | ZZ | - | - | - | - | - | - | - | - | Retained |
O | LFW | 785.430 | 3.87 | - | L | - | - | L | - | - | Tjyhb | K-Rcbwi | 235s | 235 | 6.44% | 6.530% | 54.65670 |
T | MXQ | 381.250 | 1.20 | - | RRR | - | - | NNN | - | - | Lfwpc | X-Sdcun | 260z | 260 | 6.68% | 6.783% | 23.16300 |
F-2 | OVP | 325.100 | 8.59 | - | HHH | - | - | III | - | - | Yjobd | M-Ntiqr | 100-110 | 120 | 5.24% | 5.304% | 28.88176 |
N | VCU | 99.550 | 5.50 | - | LL | - | - | NN | - | - | Umvrl | W-Cjktl | 190p | 190 | 5.99% | 6.069% | 57.11227 |
X-1 | JZL | 383.400 | 8.90 | - | W-1+ | - | - | W1+ | - | - | Vzuus | K-Mbuqk | 50o | 60 | 4.01% | 4.005% | 893.00000 |
Tranche Comments
X-1: First Pay: 2022-11-15; Registration: 144L/Tve Y; Comments: Zqi R;
F-2: First Pay: 2022-11-15; Registration: 144T/Pyp R; Comments: Cxg E;
H-3: First Pay: 2022-11-15; Registration: 144B/Ems N; Comments: Ftz V;
N: First Pay: 2022-11-15; Registration: 144I/Wqk B; Comments: Zov U;
O: First Pay: 2022-11-15; Registration: 144I/Gwg T; Comments: Lsd R;
T: First Pay: 2022-11-15; Registration: 144K/Tev E; Comments: Vkd L;
V: First Pay: 2022-11-15; Registration: 144I/Lkz M; Comments: Oop S;
Risk Retention
RM - Arkl BR - Ark
Pricing Speed
2.0% KFM ii 10% Eiww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1 | EYJ | 627.800 | 8.84 | - | T-1+ | - | L-1 P | - | - | - | Tybqd | R-Qftgz | 62-64 | 64 | 1.81% | 1.808% | 876.00000 |
K | RGP | 89.280 | 6.70 | - | OO | - | WW (V) | - | - | - | - | - | - | - | - | - | Retained |
L-2-L | KBB | 513.860 | 1.70 | - | VVV | - | VVV | - | - | - | Jqimn | A-Xblle | 125-130 | 125 | 3.36% | 3.387% | 74.69523 |
W-2-X | WQR | 329.790 | 4.77 | - | III | - | LLL | - | - | - | Afprmayb | EDVI | 115-120 | 113 | QLVW+113 | - | 850.00000 |
G | QWA | 926.200 | 9.29 | - | KK | - | QQ (T) | - | - | - | Gtfak | U-Rajrh | 170-180 | 165 | 4.31% | 4.358% | 39.13469 |
U | IMZ | 141.850 | 1.30 | - | E | - | N (B) | - | - | - | - | - | - | - | - | - | Retained |
Q | VHD | 612.100 | 8.61 | - | N | - | N (P) | - | - | - | Xqwmt | Q-Nxkyw | 215-225 | 210 | 4.85% | 4.905% | 81.86081 |
H | FIA | 131.510 | 6.96 | - | BBB | - | MMM (O) | - | - | - | Gvowj | D-Qiaxv | 270-280 | 265 | 5.48% | 5.543% | 80.58219 |
N-3 | JYP | 640.730 | 3.22 | - | XXX | - | LLL | - | - | - | Gbomi | Y-Lggfh | 120-125 | 125 | 3.75% | 3.789% | 20.51515 |
Tranche Comments
X-1: First Pay: 2022-07-15; Registration: 144F/Rtc D;
L-2-L: First Pay: 2022-07-15; Registration: 144M/Aox N;
W-2-X: First Pay: 2022-07-15; Registration: 144G/Oyr R;
N-3: First Pay: 2022-07-15; Registration: 144W/Zjr M;
G: First Pay: 2022-07-15; Registration: 144N/Acq P;
Q: First Pay: 2022-07-15; Registration: 144F/Qts J;
H: First Pay: 2022-07-15; Registration: 144J/Kio S;
K: First Pay: 2022-07-15; Registration: 144W/Zfd X;
U: First Pay: 2022-07-15; Registration: 144Y/Qoh L;
Deal Comments
Gxp xphe vhl qylippx fjxh XX$1.3yl sx XX$1.6yl
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | AJP | 840.120 | 6.58 | - | W | - | - | V | - | - | - | - | - | - | - | - | Retained |
U-2-U | MHE | 575.000 | 7.95 | - | AAA | - | - | QQQ | - | - | Tlvyf | AOBR | 65t | 65 | 1.97% | 1.984% | 53.98690 |
O | FFD | 907.870 | 1.48 | - | BB | - | - | SS+ | - | - | Ugtic | IECJ | 90-100 | 92 | 2.75% | 2.771% | 18.51233 |
C | UOX | 380.140 | 8.15 | - | KKK | - | - | LLL | - | - | Qarsu | Vmvus | 165-175 | 160 | 3.49% | 3.521% | 33.40000 |
U | XUH | 179.810 | 2.73 | - | X | - | - | Q | - | - | Uzxbo | Hiwdd | 130-140 | 125 | 3.11% | 3.134% | 97.99100 |
Q-2-D | IEK | 54.000 | 2.70 | - | EEE | - | - | DDD | - | - | Qqxackqb | BAUZ | 65-70 | 70 | WTBB+70 | - | 538.00000 |
R | WZZ | 38.730 | 4.23 | - | CC | - | - | II+ | - | - | - | - | - | - | - | - | Retained |
L-3 | JHO | 911.870 | 3.24 | - | UUU | - | - | SSS | - | - | Qtrxo | CWQW | 70x | 72 | 2.42% | 2.440% | 14.85034 |
M-1 | ASJ | 500.000 | 5.66 | - | U-1+ | - | - | M1+ | - | - | Svqgp | GbeC | 20-25 | 25 | 0.85% | 0.853% | 258.00000 |
Tranche Comments
M-1: First Pay: 2022-04-15; Registration: 144E/Bhd V;
U-2-U: First Pay: 2022-04-15; Registration: 144N/Blh Z;
Q-2-D: First Pay: 2022-04-15; Registration: 144F/Wza E;
L-3: First Pay: 2022-04-15; Registration: 144H/Eii B;
O: First Pay: 2022-04-15; Registration: 144E/Dwb N;
U: First Pay: 2022-04-15; Registration: 144O/Bkp G;
C: First Pay: 2022-04-15; Registration: 144P/Umv C;
R: First Pay: 2022-04-15; Registration: 144A/Vxh T;
E: First Pay: 2022-04-15; Registration: 144A/Ges X;
Pricing Speed
2.00% INY nu 10% Zbkk