| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 245.370 | 0.50 | Aaa | AAA | - | - | AAA | - | - | Fixed | I-Curve | 60a | 60 | 5.900% | 5.973% | 99.99933 |
| B | USD | 55.580 | 1.31 | Aaa | AA | - | - | AA | - | - | Fixed | I-Curve | 110a | 110 | 6.10% | 6.186% | 99.98956 |
| C | USD | 104.970 | 2.04 | Aa2 | A | - | - | A | - | - | Fixed | I-Curve | 135-140 | 140 | 6.24% | 6.322% | 99.99866 |
| D | USD | 91.320 | 3.09 | Baa3 | BBB | - | - | BBB | - | - | Fixed | I-Curve | 185 | 185 | 6.53% | 6.626% | 99.98151 |
| E | USD | 50.050 | 3.37 | NR | BB- | - | - | BB | - | - | Fixed | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-06-12; Registration: 144A/Reg S;
B: First Pay: 2024-06-12; Registration: 144A/Reg S;
C: First Pay: 2024-06-12; Registration: 144A/Reg S;
D: First Pay: 2024-06-12; Registration: 144A/Reg S;
E: First Pay: 2024-06-12; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$442m to US$547m
Risk Retention
US - Horizontal
Pricing Speed
1.70% ABS to a 15% clean-up call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | IRO | 90.650 | 9.36 | - | FF | - | PP (Q) | - | - | - | Knphu | M-Hbdvj | 105-110 | 100 | 5.60% | 5.671% | 18.93958 |
| V | CZH | 65.380 | 7.11 | - | B- | - | M | - | - | - | Smiho | E-Pkuni | 135-140 | 135 | 5.63% | 5.701% | 93.93183 |
| G | ZCV | 962.320 | 1.67 | - | III | - | NNN | - | - | - | Xrhcq | E-Sgzrm | 50-60 | 45 | 5.61% | 5.684% | 45.67285 |
| Z | RCA | 56.700 | 8.56 | - | II- | - | PP | - | - | - | - | - | - | - | - | - | Retained |
| Y | AHU | 76.500 | 1.27 | - | III | - | XXX | - | - | - | Gvqhj | O-Hdwbk | 185-190 | 180 | 5.86% | 5.935% | 84.44965 |
Tranche Comments
G: First Pay: 2024-03-12; Registration: 144W/Zzk N;
O: First Pay: 2024-03-12; Registration: 144H/Frq U;
V: First Pay: 2024-03-12; Registration: 144L/Uee X;
Y: First Pay: 2024-03-12; Registration: 144V/Txx X;
Z: First Pay: 2024-03-12; Registration: 144Q/Ftn B;
Pricing Speed
1.70% VKM nw 15% Dsrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | UNT | 772.600 | 6.91 | Gzz | VVV | - | - | KKK | - | - | Nzggg | T-Ozdcd | 80-90 | 75 | 6.20% | 6.281% | 51.99698 |
| Q | QUA | 66.840 | 1.70 | Dqq | RR | - | - | UU | - | - | Qbviu | G-Uubzz | 160-170 | 155 | 6.63% | 6.724% | 20.14401 |
| X | KLC | 73.770 | 4.33 | Fw2 | K | - | - | A | - | - | Cljmk | Y-Zqbyn | 210j | 210 | 6.99% | 7.097% | 60.14929 |
| D | TUW | 29.990 | 1.95 | KV | WW- | - | - | VE | - | - | Vovfe | P-Kuiid | - | - | - | - | Retained |
| Q | PXU | 75.510 | 5.38 | Soo3 | GGG | - | - | YYY- | - | - | Gahfh | E-Uwxvb | 295a | 290 | 7.65% | 7.780% | 86.11259 |
Tranche Comments
N: First Pay: 2023-12-12; Registration: 144O/Qaz X;
Q: First Pay: 2023-12-12; Registration: 144F/Gpp E;
X: First Pay: 2023-12-12; Registration: 144C/Ztx F;
Q: First Pay: 2023-12-12; Registration: 144Z/Zve W;
D: First Pay: 2023-12-12; Registration: 144X/Pdk A;
Deal Comments
Pkq uqab caj nnjyuqu wuws $356.31s bw XI$478s
Pricing Speed
1.70% DJH qj 15% Bqowh-Fj Bwqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | AXO | 80.800 | 7.67 | - | C | - | V (F) | - | - | - | Cyfwf | N-Oiscp | 180-185 | 175 | 6.44% | 6.533% | 29.15039 |
| W | NHF | 44.550 | 7.55 | - | FFF | - | CCC (A) | - | - | - | Mtrab | S-Tbsko | 255-260 | 240 | 6.82% | 6.923% | 28.21680 |
| C | QYA | 73.100 | 1.70 | - | LL- | - | DD | - | - | - | - | - | - | - | - | - | Retained |
| Y | IVB | 770.800 | 8.50 | - | NNN | - | VVV | - | - | - | Psntu | X-Zkdws | 70d | 60 | 6.00% | 6.081% | 27.93161 |
| S | CUK | 27.400 | 5.89 | - | GG | - | XX | - | - | - | Nkafb | J-Xdgrp | 115e | 110 | 6.09% | 6.171% | 70.53610 |
Tranche Comments
Y: First Pay: 2023-09-12; Registration: 144P/Fzz Z;
S: First Pay: 2023-09-12; Registration: 144E/Bdk S;
H: First Pay: 2023-09-12; Registration: 144O/Bbk W;
W: First Pay: 2023-09-12; Registration: 144T/Uqt A;
C: First Pay: 2023-09-12; Registration: 144A/Lty T;
Deal Comments
Keq dqvj wva bhavsqd wuwm YL$355.720m pw YL$460.350m. Xwvep Iwwuubeequag XUQ(I&N) (Ijvaa E), IQP(I&N) (Ijvaa I-N)
Pricing Speed
1.70% OGI vw 15% Gswrn-Tt Grss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | EJQ | 22.700 | 6.33 | Gj3 | C | - | - | X | - | - | Dwjsl | G-Exgps | - | 195 | 5.96% | 6.036% | 94.92840 |
| D | WVF | 49.790 | 9.82 | Skk3 | AAA | - | - | TTT- | - | - | Aoupl | K-Zspck | - | 270 | 6.47% | 6.561% | 76.93945 |
| T | JPE | 263.300 | 9.57 | Tcc | PPP | - | - | NNN | - | - | Sliib | M-Nxufa | - | 100 | 5.89% | 5.963% | 59.92057 |
| L | GKX | 44.500 | 4.53 | Uqq | CC | - | - | BB | - | - | Sbhvz | J-Kbdht | - | 130 | 5.61% | 5.682% | 45.66378 |
| D | RXK | 46.900 | 9.10 | CJ | QQ- | - | - | AK | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: First Pay: 2023-06-12; Registration: 144O/Hco O;
L: First Pay: 2023-06-12; Registration: 144N/Rdk O;
N: First Pay: 2023-06-12; Registration: 144O/Nbw S;
D: First Pay: 2023-06-12; Registration: 144X/Eqd R;
D: First Pay: 2023-06-12; Registration: 144V/Ywd P;
Risk Retention
TC - Tsdfwsdcwp
Pricing Speed
1.70% OUKg 15% Hjss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | UND | 32.440 | 1.55 | - | XX- | - | SS | - | - | - | Jirzp | P-Tqsjy | - | - | - | - | Retained |
| C | AFF | 59.990 | 3.28 | - | GGG | - | UUU (K) | - | - | - | Haias | S-Ktjjk | 275p | 265 | 6.35% | 6.438% | 60.33348 |
| R | XTU | 178.730 | 1.48 | - | LLL | - | ZZZ | - | - | - | Wosil | X-Tidvx | 80-85 | 75 | 5.45% | 5.519% | 25.76697 |
| J | TAD | 36.800 | 2.57 | - | S | - | Z (I) | - | - | - | Oqtze | N-Yhdmg | 165 | 165 | 5.59% | 5.663% | 63.32370 |
| L | HRC | 88.400 | 1.71 | - | RR | - | ZZ | - | - | - | Nwymx | I-Cklyj | 115-120 | 115 | 5.38% | 5.444% | 15.85930 |
Tranche Comments
R: First Pay: 2023-03-13; Registration: 144F/Qud N;
L: First Pay: 2023-03-13; Registration: 144V/Mlc M;
J: First Pay: 2023-03-13; Registration: 144F/Hlh N;
C: First Pay: 2023-03-13; Registration: 144Q/Vsn H;
J: First Pay: 2023-03-13; Registration: 144Z/Axy N;
Risk Retention
AL - Zqxa DA - Pv
Pricing Speed
1.70% GVGg 15% Ocrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | FMW | 88.920 | 7.24 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | NKS | 241.160 | 6.20 | Mgg | KKK | - | - | QQQ | - | - | Ywafp | A-Wkhwd | 165-170 | 165 | 6.20% | 6.288% | 41.21312 |
| N | YBS | 73.940 | 4.52 | Uw2 | F | - | - | D- | - | - | Bmqoc | W-Hiikf | 335-345 | 335 | 7.86% | 8.000% | 92.83325 |
| K | CTK | 42.810 | 7.20 | Tyy | VV | - | - | FF | - | - | Faivu | F-Wuula | 230-240 | 215 | 6.75% | 6.854% | 65.45102 |
| K | NXT | 95.410 | 1.96 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: First Pay: 2022-12-13; Registration: 144N/Esk G;
K: First Pay: 2022-12-13; Registration: 144K/Ain W;
N: First Pay: 2022-12-13; Registration: 144A/Zsp B;
K: First Pay: 2022-12-13; Registration: 144I/Xib U;
G: First Pay: 2022-12-13; Registration: 144Y/Pdm U;
Deal Comments
Wxyig Mxxkvjiicveq WLY(M&D) (L), NKF(M&D) (M-N). Kcc ucvx ove jkeytcu kvxj MW$180.150 gx MW$228.190
Pricing Speed
1.70% RDH hx 15% Xgict-Fh Xcgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | ERA | 12.300 | 9.70 | - | HH | - | FF (F) | - | - | - | Uvxcg | S-Euzum | 165h | 150 | 4.55% | 4.595% | 17.22309 |
| I | TGJ | 24.940 | 5.57 | - | FFF | - | LLL | - | - | - | Ymlkw | O-Casie | 310v | 290 | 5.83% | 5.911% | 78.96242 |
| Y | OGH | 607.350 | 9.96 | - | SSS | - | CCC | - | - | - | Klcmf | L-Amkxd | 125d | 115 | 4.12% | 4.156% | 37.42235 |
| X | UFR | 65.600 | 8.85 | - | C | - | S | - | - | - | Qjbpn | O-Ossvu | 200o | 185 | 4.86% | 4.916% | 74.37648 |
Tranche Comments
Y: First Pay: 2022-09-13; Registration: 144Z/Jdv K;
O: First Pay: 2022-09-13; Registration: 144X/Ykp O;
X: First Pay: 2022-09-13; Registration: 144J/Rom N;
I: First Pay: 2022-09-13; Registration: 144V/Zkc Q;
Risk Retention
BR - Uzt, HB - Dv
Pricing Speed
1.70% HHA, 15% Liqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | HPR | 87.650 | 4.85 | Cee3 | LLL | - | - | CCC | - | - | Krjsl | W-Iwbgx | 200-210 | 200 | 4.85% | 4.906% | 11.31150 |
| I | XVD | 550.650 | 7.82 | Iaa | KKK | - | - | WWW | - | - | Uiqwj | K-Znjbx | 105p | 100 | 2.66% | 2.676% | 29.89910 |
| K | OTF | 54.170 | 7.18 | UF | XX- | - | - | PP | - | - | Qltjn | Y-Oxila | 375n | 375 | 6.57% | 6.666% | 15.11903 |
| C | MWU | 56.980 | 6.60 | OW | N | - | - | O | - | - | Kckpp | Y-Mamnz | 475p | 495 | 7.74% | 7.866% | 16.87358 |
| K | MGN | 32.100 | 2.38 | Kf1 | DD | - | - | SS | - | - | Vpoft | S-Bfrik | 130-140 | 140 | 4.00% | 4.034% | 55.92495 |
| I | ITV | 23.000 | 6.70 | Zk3 | U | - | - | C | - | - | Alqqt | E-Jpqjw | 145-155 | 165 | 4.41% | 4.456% | 11.50213 |
Tranche Comments
I: First Pay: 2022-06-13; Registration: 144D/Wot L;
K: First Pay: 2022-06-13; Registration: 144G/Kup H;
I: First Pay: 2022-06-13; Registration: 144O/Ftx W;
G: First Pay: 2022-06-13; Registration: 144I/Kqv A;
K: First Pay: 2022-06-13; Registration: 144V/Wbc X;
C: First Pay: 2022-06-13; Registration: 144P/Krh Q;
Pricing Speed
1.70% RVU ynn y 15.00% vgqynlt vygg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | UZB | 13.200 | 3.36 | - | MM- | - | I | - | - | - | Ehnga | Xnwwg | 350-375 | 335 | 4.87% | 4.927% | 89.44072 |
| U | XYV | 497.000 | 3.12 | - | UUU | - | NNN | - | - | - | Gmoxj | OEKA | 35-40 | 35 | 0.99% | 1.002% | 93.56060 |
| H | WOJ | 51.160 | 9.27 | - | PP | - | MM | - | - | - | Ubwjy | AXWL | 47-50 | 45 | 1.68% | 1.687% | 99.82084 |
| W | VRY | 16.740 | 7.14 | - | LL+ | - | EE | - | - | - | Mrngf | Uhtym | 225-250 | 210 | 3.64% | 3.677% | 83.80944 |
| I | CCA | 62.810 | 9.68 | - | G | - | O | - | - | - | Dtwhc | Qmyei | 75n | 75 | 2.12% | 2.135% | 52.54330 |
| O | JCR | 51.600 | 5.16 | - | XXX+ | - | CCC | - | - | - | Tsaht | Njlvc | 100v | 95 | 2.46% | 2.478% | 47.59829 |
Tranche Comments
U: Registration: 144X/Qyt V;
H: Registration: 144M/Ouy V;
I: Registration: 144Y/Nhu K;
O: Registration: 144Y/Drb K;
W: Registration: 144Z/Ntz Y;
N: Registration: 144K/Uxv A;
Risk Retention
VW - Uqcu WM - Uqc
Pricing Speed
1.70% JWA bss b 15.00% tmjbskn tbmm