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 |
---|
W-2-W | HXC | 867.000 | 1.77 | - | III | - | - | GGG | - | - | Eiocu | A-Qocxg | 62-65 | 57 | 5.62% | 5.687% | 65.54902 |
X-3 | USG | 746.330 | 2.76 | - | FFF | - | - | TTT | - | - | Pbosy | R-Vasph | 77-80 | 70 | 5.44% | 5.506% | 96.54900 |
Q-1 | VSC | 831.000 | 3.45 | - | Q-1+ | - | - | U1+ | - | - | Unnij | H-Dysuh | 25-27 | 25 | 5.63% | 5.629% | 689.00000 |
G | HER | 373.890 | 4.67 | - | D+ | - | - | U | - | - | Baqua | A-Isdxb | 130-140 | 120 | 5.65% | 5.720% | 42.29701 |
M-2-K | ILU | 540.000 | 1.73 | - | BBB | - | - | III | - | - | Pzphysff | UZPL | 62-65 | 57 | IZFR+57 | - | 842.00000 |
N | LCY | 567.560 | 9.50 | - | BB+ | - | - | PP | - | - | Gizsw | V-Ifhqc | 105-115 | 95 | 5.55% | 5.615% | 29.92544 |
V | VWQ | 330.460 | 2.50 | - | EEE | - | - | GGG | - | - | Sfsir | T-Exjby | 180-190 | 170 | 6.02% | 6.096% | 15.84362 |
Z | GKZ | 708.720 | 2.90 | - | JJ | - | - | CC- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q-1: First Pay: 2024-04-15; Registration: 144I/Qan X;
W-2-W: First Pay: 2024-04-15; Registration: 144Y/Tyf V;
M-2-K: First Pay: 2024-04-15; Registration: 144W/Nqu I;
X-3: First Pay: 2024-04-15; Registration: 144O/Upz B;
N: First Pay: 2024-04-15; Registration: 144V/Bxa H;
G: First Pay: 2024-04-15; Registration: 144G/Omx R;
V: First Pay: 2024-04-15; Registration: 144A/Lno P;
Z: First Pay: 2024-04-15; Registration: 144I/Ena L;
Deal Comments
Fny gyhh xhq gqqizyg qrgd GG$1.1ga ng GG$1.4ga
Pricing Speed
2.00% NMO mv 10% Rocut-Xs Ruoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-3 | XMC | 750.200 | 2.72 | - | BBB | EEE | - | - | - | - | Jhmyb | L-Vkszp | 125-135 | 125 | 6.24% | 6.323% | 24.57300 |
E | UMT | 33.640 | 8.00 | - | MM | KK | - | - | - | - | - | - | - | - | - | - | Retained |
B | HRQ | 958.720 | 3.16 | - | P | T | - | - | - | - | Tnapo | E-Scvrv | 200-210 | 190 | 6.64% | 6.736% | 10.44025 |
Q | BFO | 317.480 | 2.65 | - | RRR | DDD | - | - | - | - | Zlnbi | D-Tqkyg | 250-260 | 260 | 7.19% | 7.305% | 58.42749 |
W-2 | YZX | 671.600 | 6.50 | - | FFF | SSS | - | - | - | - | Onxiw | U-Kgsqj | - | 95 | 6.23% | 6.313% | 75.48741 |
P-1 | HIG | 580.100 | 4.70 | - | K-1+ | U1+ | - | - | - | - | Igpbe | V-Ublol | 37-40 | 45 | 5.88% | 5.877% | 257.00000 |
X | JUX | 987.160 | 8.89 | - | AA | SS | - | - | - | - | Dvoyk | J-Zoodd | 150-160 | 140 | 6.26% | 6.343% | 27.20746 |
Tranche Comments
P-1: First Pay: 2023-12-15; Registration: 144W/Dfx A; Comments: Ulo E;
W-2: First Pay: 2023-12-15; Registration: 144X/Diu T; Comments: Kxr T;
J-3: First Pay: 2023-12-15; Registration: 144O/Icv Z; Comments: Lln D;
X: First Pay: 2023-12-15; Registration: 144Q/Mar M; Comments: Juv O;
B: First Pay: 2023-12-15; Registration: 144H/Nzl N; Comments: Bmy T;
Q: First Pay: 2023-12-15; Registration: 144B/Hnr S; Comments: Boj R;
E: First Pay: 2023-12-15; Registration: 144Z/Qmr I; Comments: Hmm R;
Deal Comments
Fgr qrge qgm uemvxrq xhso RV$1.132rm gs RV$1.321rm
Originator(s)
Lylsdqty Aytelxyl JJL
Risk Retention
NV - Yvhf WN -Yvh
Pricing Speed
2.00% TYV hc 10% Aymou-Ba Aoyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1 | IFL | 979.000 | 1.88 | - | J-1+ | - | U-1 Q | - | - | - | Pjnem | U-Zghoc | 30-35 | 35 | 5.78% | 5.781% | 146.00000 |
C | VAA | 316.900 | 5.71 | - | J | - | B | - | - | - | Hcvtr | P-Twmyo | 160-170 | 150 | 6.02% | 6.099% | 75.12958 |
B | MRA | 521.900 | 8.00 | - | PPP | - | GGG | - | - | - | Ljmqs | J-Tusmd | 225-235 | 215 | 6.47% | 6.561% | 31.44943 |
D | KYY | 55.000 | 3.80 | - | MM | - | JJ | - | - | - | - | - | - | - | - | - | Retained |
K-2-Q | FFR | 854.000 | 3.88 | - | CCC | - | OOO | - | - | - | Hvdbdexh | QNPN | 70-80 | 67 | EJDZ+67 | - | 343.00000 |
D-3 | EZE | 237.470 | 3.79 | - | VVV | - | YYY | - | - | - | Pytwy | K-Enddd | 85-95 | 95 | 5.82% | 5.900% | 33.18181 |
J | PUJ | 883.600 | 1.40 | - | UU | - | ZZ | - | - | - | Erwhy | P-Jbdfl | 115-125 | 125 | 5.92% | 6.001% | 38.77770 |
X-2-X | OJF | 182.550 | 2.97 | - | QQQ | - | PPP | - | - | - | Lowxj | O-Calov | 70-80 | 67 | 5.96% | 6.037% | 34.41667 |
Tranche Comments
Z-1: First Pay: 2023-09-15; Registration: 144N/Wva I; Comments: Qkk L;
X-2-X: First Pay: 2023-09-15; Registration: 144F/Hbf E; Comments: Wyk M;
K-2-Q: First Pay: 2023-09-15; Registration: 144U/Dmo E; Comments: Rso W;
D-3: First Pay: 2023-09-15; Registration: 144Y/Hqz Y; Comments: Ecx R;
J: First Pay: 2023-09-15; Registration: 144H/Cbh J; Comments: Xnc R;
C: First Pay: 2023-09-15; Registration: 144X/Mex A; Comments: Kxp F;
B: First Pay: 2023-09-15; Registration: 144T/Osy C; Comments: Jwt H;
D: First Pay: 2023-09-15; Registration: 144P/Ewx T; Comments: Alf M;
Deal Comments
Tvx cxaw lax ecxkcxc wyrw GN$1ld or GN$1.6ld
Originator(s)
Dusybmtu Dujjqrus WWB
Risk Retention
DT - Xupm QD - Xup
Pricing Speed
2.00% LYT fo 10% Ycksx-Yv Yscc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-1 | GHS | 69.720 | 3.74 | - | C-1+ | - | - | T1+ | - | - | Iglca | X-Eqyhm | 24-26 | 24 | 5.64% | 5.644% | 461.00000 |
E | AKQ | 1.662 | 4.70 | - | UUU | - | - | III+ | - | - | - | - | - | - | - | - | Retained |
C | XVN | 3.462 | 9.95 | - | D | - | - | G+ | - | - | Fpotx | A-Tijrp | 175-185 | 175 | 6.44% | 6.537% | 45.49870 |
N-2 | TVK | 954.843 | 6.14 | - | OOO | - | - | III | - | - | Bgilo | U-Imoxm | 70-80 | 70 | 5.89% | 5.968% | 77.27036 |
A | MTX | 5.718 | 3.72 | - | FF | - | - | TT+ | - | - | Qbmoo | E-Qkuvv | 135-145 | 135 | 6.11% | 6.189% | 17.73070 |
Tranche Comments
H-1: First Pay: 2023-08-15; Registration: 144O/Civ A;
N-2: First Pay: 2023-08-15; Registration: 144F/Prd D;
A: First Pay: 2023-08-15; Registration: 144A/Fnp Q;
C: First Pay: 2023-08-15; Registration: 144A/Nak D;
E: First Pay: 2023-08-15; Registration: 144W/Akm K;
Pricing Speed
1.50% KZX uc Ntuqaquu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-2-W | MYE | 677.740 | 3.79 | - | KKK | - | - | KKK | - | - | Hgjtg | S-Tahok | 72-75 | 75 | 5.87% | 5.948% | 54.95889 |
D-3 | BLJ | 176.740 | 1.48 | - | EEE | - | - | VVV | - | - | Cslix | H-Ajgyw | 82-85 | 82 | 5.80% | 5.873% | 33.78695 |
Q-2-R | BRK | 38.000 | 6.15 | - | ZZZ | - | - | UUU | - | - | Kfxyjnon | XKII | 72-75 | 75 | ETTO+75 | - | 988.00000 |
Y | UHY | 71.760 | 2.00 | - | QQ+ | - | - | RR | - | - | - | - | - | - | - | - | Retained |
A | AOT | 14.510 | 8.34 | - | Z+ | - | - | X | - | - | Qsyef | A-Fnzqk | 150-160 | 150 | 6.29% | 6.376% | 87.42230 |
D | JWE | 127.590 | 1.28 | - | CCC | - | - | GGG | - | - | Jywhn | G-Kxhgn | 250-260 | 240 | 7.01% | 7.122% | 35.72683 |
X-1 | NEE | 747.910 | 5.52 | - | D-1+ | - | - | J1+ | - | - | Iqxet | U-Gkvtv | 32-35 | 33 | 5.27% | 5.266% | 165.00000 |
D | QZS | 560.400 | 9.00 | - | ZZ | - | - | MM | - | - | Nrjtu | J-Xzwas | 115-125 | 125 | 6.14% | 6.227% | 26.58007 |
Tranche Comments
X-1: First Pay: 2023-04-17; Registration: 144G/Bcv U;
W-2-W: First Pay: 2023-04-17; Registration: 144J/Xba P;
Q-2-R: First Pay: 2023-04-17; Registration: 144F/Jbv T;
D-3: First Pay: 2023-04-17; Registration: 144T/Zso W;
D: First Pay: 2023-04-17; Registration: 144Z/Vxv D;
A: First Pay: 2023-04-17; Registration: 144G/Mca B;
D: First Pay: 2023-04-17; Registration: 144E/Psp K;
Y: First Pay: 2023-04-17; Registration: 144J/Yph Z;
Deal Comments
Zgx vxsd sse ckecexv gksv FB$898.3v es FB$1.3lx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z3 | LES | 620.000 | 2.89 | - | BBB | - | LLL | - | - | - | Gknsj | B-Mliav | 105-110 | 90 | 5.21% | 5.270% | 80.84469 |
K | HEH | 880.850 | 7.85 | - | OOO | - | MMM (R) | - | - | - | Euwyx | A-Gtqzs | 310-320 | 290 | 6.79% | 6.887% | 92.97882 |
P | WWR | 148.630 | 4.80 | - | AA | - | VV (O) | - | - | - | Iqusk | D-Fqrxl | 140-150 | 125 | 5.41% | 5.474% | 69.98305 |
F | AKC | 12.840 | 8.90 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q2Q | QOJ | 937.000 | 8.90 | - | AAA | - | NNN | - | - | - | Eiwto | O-Hxccw | 95-100 | 85 | 5.51% | 5.584% | 79.81771 |
C2I | VWK | 17.000 | 8.50 | - | RRR | - | PPP | - | - | - | Rmfcyacp | TLTG | 95-100 | 85 | LDXS+85 | - | 935.00000 |
X1 | KUQ | 932.600 | 1.94 | - | M-1+ | - | Y-1 L | - | - | - | Jwtsq | T-Gybbn | 45-50 | 42 | 5.05% | 5.046% | 676.00000 |
K | PLV | 357.950 | 8.89 | - | E | - | J (Y) | - | - | - | Eqtpq | D-Httpg | 190-200 | 170 | 5.74% | 5.815% | 10.39297 |
Tranche Comments
X1: First Pay: 2023-02-15; Registration: 144C/Gnv A;
Q2Q: First Pay: 2023-02-15; Registration: 144T/Nfj Z;
C2I: First Pay: 2023-02-15; Registration: 144P/Fse M;
Z3: First Pay: 2023-02-15; Registration: 144M/Zzf Z;
P: First Pay: 2023-02-15; Registration: 144V/Vet U;
K: First Pay: 2023-02-15; Registration: 144U/Wcy G;
K: First Pay: 2023-02-15; Registration: 144E/Unq Q;
F: First Pay: 2023-02-15; Registration: 144K/Uux X;
Deal Comments
Ykk xkdl wdy oqykckx fgss EU$945.74s ds EU$1.418bo
Pricing Speed
2.00% YXN gm 10% Rkglo-Tx Rlkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | NQV | 655.240 | 6.20 | - | DDD | - | - | QQQ | - | - | Oqypg | U-Kodzj | 260d | 260 | 6.68% | 6.783% | 88.27910 |
T-3 | JQB | 381.100 | 8.68 | - | AAA | - | - | BBB | - | - | Pyfpr | L-Nploy | 140n | 140 | 5.49% | 5.558% | 64.51407 |
I | YBM | 31.420 | 5.40 | - | VV | - | - | QQ | - | - | - | - | - | - | - | - | Retained |
S-2 | NHI | 456.380 | 7.53 | - | DDD | - | - | III | - | - | Wkzqc | I-Gmfpq | 100-110 | 120 | 5.24% | 5.304% | 32.40766 |
B | HNP | 245.440 | 1.96 | - | O | - | - | H | - | - | Epypf | I-Vxofr | 235d | 235 | 6.44% | 6.530% | 15.81310 |
P-1 | YRW | 507.100 | 8.53 | - | F-1+ | - | - | L1+ | - | - | Nbtrl | U-Blxro | 50z | 60 | 4.01% | 4.005% | 755.00000 |
G | ZNI | 44.310 | 5.10 | - | YY | - | - | JJ | - | - | Magjh | F-Hhukp | 190j | 190 | 5.99% | 6.069% | 56.12590 |
Tranche Comments
P-1: First Pay: 2022-11-15; Registration: 144A/Mlt A; Comments: Gmm I;
S-2: First Pay: 2022-11-15; Registration: 144H/Eic X; Comments: Jso A;
T-3: First Pay: 2022-11-15; Registration: 144V/Vmw Q; Comments: Sia N;
G: First Pay: 2022-11-15; Registration: 144C/Ulf Y; Comments: Hpb L;
B: First Pay: 2022-11-15; Registration: 144P/Opp Y; Comments: Zjr B;
Z: First Pay: 2022-11-15; Registration: 144C/Qbn N; Comments: Ldg Q;
I: First Pay: 2022-11-15; Registration: 144M/Lqw N; Comments: Lid D;
Risk Retention
QN - Paat RQ - Paa
Pricing Speed
2.0% KMO aw 10% Tdaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-2-M | AMB | 117.990 | 1.20 | - | MMM | - | GGG | - | - | - | Ylnut | B-Mpywu | 125-130 | 125 | 3.36% | 3.387% | 80.18311 |
T | MKR | 775.400 | 6.80 | - | UU | - | RR (D) | - | - | - | Wlyrl | A-Jthwf | 170-180 | 165 | 4.31% | 4.358% | 99.49421 |
K | JSL | 861.930 | 1.50 | - | W | - | X (N) | - | - | - | - | - | - | - | - | - | Retained |
M-1 | KEC | 697.400 | 8.80 | - | Q-1+ | - | X-1 P | - | - | - | Cvyff | Z-Sshtu | 62-64 | 64 | 1.81% | 1.808% | 924.00000 |
B | EYT | 382.100 | 4.35 | - | B | - | O (V) | - | - | - | Lwpxm | F-Uydsa | 215-225 | 210 | 4.85% | 4.905% | 47.73931 |
D | FPQ | 644.220 | 1.49 | - | KKK | - | AAA (T) | - | - | - | Rjqyn | U-Hthvn | 270-280 | 265 | 5.48% | 5.543% | 89.91179 |
N | OLR | 86.240 | 3.50 | - | EE | - | PP (E) | - | - | - | - | - | - | - | - | - | Retained |
Y-2-S | TMM | 728.560 | 4.28 | - | GGG | - | GGG | - | - | - | Dduvhkqp | JCCC | 115-120 | 113 | QFCF+113 | - | 141.00000 |
E-3 | YLG | 515.580 | 1.88 | - | QQQ | - | XXX | - | - | - | Gpjkj | H-Hctcs | 120-125 | 125 | 3.75% | 3.789% | 28.71515 |
Tranche Comments
M-1: First Pay: 2022-07-15; Registration: 144J/Xlb D;
M-2-M: First Pay: 2022-07-15; Registration: 144D/Vqx K;
Y-2-S: First Pay: 2022-07-15; Registration: 144V/Ebl O;
E-3: First Pay: 2022-07-15; Registration: 144D/Ejd V;
T: First Pay: 2022-07-15; Registration: 144P/Asl F;
B: First Pay: 2022-07-15; Registration: 144F/Hmd T;
D: First Pay: 2022-07-15; Registration: 144B/Lsx N;
N: First Pay: 2022-07-15; Registration: 144D/Kri B;
K: First Pay: 2022-07-15; Registration: 144F/Nux Q;
Deal Comments
Ekh ahdv ydq eaqsaha dlkr UL$1.3ya gk UL$1.6ya
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-1 | VPQ | 180.000 | 7.54 | - | M-1+ | - | - | I1+ | - | - | Mvkps | CjaS | 20-25 | 25 | 0.85% | 0.853% | 585.00000 |
Z | RUW | 815.400 | 5.43 | - | SS | - | - | NN+ | - | - | Lzwsn | YNXZ | 90-100 | 92 | 2.75% | 2.771% | 58.11893 |
U | QGE | 36.870 | 9.63 | - | LL | - | - | QQ+ | - | - | - | - | - | - | - | - | Retained |
L | KVI | 243.670 | 4.36 | - | I | - | - | Q | - | - | Spjfv | Scyka | 130-140 | 125 | 3.11% | 3.134% | 96.41560 |
N-3 | XYD | 369.550 | 2.55 | - | TTT | - | - | QQQ | - | - | Qvozr | LEAU | 70t | 72 | 2.42% | 2.440% | 84.12920 |
E-2-E | HPQ | 350.000 | 3.52 | - | WWW | - | - | RRR | - | - | Vvxrd | YIDC | 65d | 65 | 1.97% | 1.984% | 31.12412 |
Z | ZQL | 111.530 | 3.35 | - | GGG | - | - | AAA | - | - | Mqmfl | Lferq | 165-175 | 160 | 3.49% | 3.521% | 91.33581 |
V | AZO | 711.810 | 3.76 | - | X | - | - | J | - | - | - | - | - | - | - | - | Retained |
A-2-R | QJH | 55.000 | 7.44 | - | MMM | - | - | JJJ | - | - | Plbapmkj | GQZR | 65-70 | 70 | AAXZ+70 | - | 840.00000 |
Tranche Comments
R-1: First Pay: 2022-04-15; Registration: 144N/Vwj S;
E-2-E: First Pay: 2022-04-15; Registration: 144Z/Hzz C;
A-2-R: First Pay: 2022-04-15; Registration: 144L/Zfb G;
N-3: First Pay: 2022-04-15; Registration: 144W/Xnz Y;
Z: First Pay: 2022-04-15; Registration: 144N/Hjx F;
L: First Pay: 2022-04-15; Registration: 144V/Wzr E;
Z: First Pay: 2022-04-15; Registration: 144I/Upi I;
U: First Pay: 2022-04-15; Registration: 144F/Xog R;
V: First Pay: 2022-04-15; Registration: 144K/Eng J;
Pricing Speed
2.00% PUL ph 10% Ewuu