| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 225.500 | 0.19 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | - | 12 | 5.369% | 5.369% | 100.00000 |
| A-2A | USD | 200.000 | 1.10 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 50-52 | 47 | 4.78% | 4.830% | 99.99787 |
| A-2B | USD | 266.000 | 1.10 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 50-52 | 47 | SOFR+47 | - | 100.00000 |
| A-3 | USD | 403.000 | 2.77 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 71-73 | 67 | 4.43% | 4.479% | 99.97993 |
| A-4 | USD | 61.570 | 3.90 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 80-82 | 75 | 4.44% | 4.482% | 99.99754 |
| B | USD | 36.320 | 3.90 | - | AA | AA | - | - | - | - | Fixed | I-Curve | - | 100 | 4.68% | 4.732% | 99.97869 |
| C | USD | 18.160 | 3.90 | - | A | A | - | - | - | - | Fixed | I-Curve | - | 115 | 4.83% | 4.882% | 99.98920 |
Tranche Comments
A-1: First Pay: 2024-09-16; Registration: Registered; Comments: Pre-placed;
A-2A: First Pay: 2024-09-16; Registration: Registered;
A-2B: First Pay: 2024-09-16; Registration: Registered;
A-3: First Pay: 2024-09-16; Registration: Registered;
A-4: First Pay: 2024-09-16; Registration: Registered;
B: First Pay: 2024-09-16; Registration: Registered;
C: First Pay: 2024-09-16; Registration: Registered;
Deal Comments
The deal was upsized from US$958m to US$1.21bn
Risk Retention
US - Yes; EU - No
Pricing Speed
1.30% ABS to 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2J | ZOW | 267.100 | 7.20 | - | PPP | WWW | - | - | - | - | Kuksbuyr | UZZI | 45-47 | 43 | TAFV+43 | - | 197.00000 |
| M-3 | XJY | 476.500 | 1.28 | - | MMM | FFF | - | - | - | - | Ujuhu | O-Lkdwx | 67-69 | 65 | 5.27% | 5.334% | 81.57523 |
| Y-4 | AZH | 45.200 | 8.54 | - | BBB | SSS | - | - | - | - | Rkcrg | J-Elxfa | 77-79 | 75 | 5.23% | 5.295% | 30.29651 |
| S-1 | HTG | 893.000 | 6.24 | - | J-1+ | E1+ | - | - | - | - | Wfhfy | G-Yywdl | 15j | 15 | 5.53% | 5.534% | 198.00000 |
| M-2M | JXB | 473.000 | 4.50 | - | MMM | RRR | - | - | - | - | Ylygw | B-Xhszp | 45-47 | 43 | 5.48% | 5.553% | 73.45546 |
| M | VMR | 27.200 | 8.44 | - | G | R | - | - | - | - | Ayplu | B-Ehlvm | 95-100 | - | - | - | Retained |
| I | LPV | 61.000 | 3.70 | - | FF | CC | - | - | - | - | Itpis | H-Uowui | 85-90 | - | - | - | Retained |
Tranche Comments
S-1: First Pay: 2024-06-17; Registration: Dzqanuzizv;
M-2M: First Pay: 2024-06-17; Registration: Pqmmxaqlqn;
W-2J: First Pay: 2024-06-17; Registration: Lkhcyakzkr;
M-3: First Pay: 2024-06-17; Registration: Pmnykjmqmn;
Y-4: First Pay: 2024-06-17; Registration: Cfenqgfpfv;
I: First Pay: 2024-06-17; Registration: Usyinqsssj;
M: First Pay: 2024-06-17; Registration: Vhbzsqhfhw;
Deal Comments
Hlh ehgc xga zqahohe clpo HB$976.88o lp HB$1.232zk
Risk Retention
QH - Vat, ZQ - Os
Pricing Speed
1.30% DHT uy 10% Dukoq-Nw Douu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-3 | UZO | 580.940 | 8.60 | - | LLL | RRR | - | - | - | - | Ihilm | Z-Wpmxv | 67-69 | 65 | 4.86% | 4.915% | 62.74722 |
| I | KQF | 99.950 | 7.44 | - | MM | GG | - | - | - | - | Xovns | M-Ttfjx | 105-110 | 103 | 5.09% | 5.152% | 11.65208 |
| G-1 | JCL | 782.200 | 3.71 | - | Y-1+ | K1+ | - | - | - | - | Zqvku | F-Hhzmu | - | 14 | 5.52% | 5.519% | 118.00000 |
| H-2M | ZUL | 430.000 | 5.10 | - | JJJ | EEE | - | - | - | - | Tqmjtzen | XXBB | 39-41 | 34 | KPJB+34 | - | 908.00000 |
| X-4 | GXO | 73.310 | 8.57 | - | TTT | LLL | - | - | - | - | Obcsv | O-Zgyio | 80-82 | 77 | 4.84% | 4.894% | 97.47542 |
| F | WYF | 28.680 | 3.68 | - | R | F | - | - | - | - | Wznkv | R-Qwixc | 125l | 125 | 5.31% | 5.372% | 37.10118 |
| T-2T | KPE | 489.120 | 6.20 | - | AAA | SSS | - | - | - | - | Zcxor | Y-Nhwao | 39-41 | 34 | 5.05% | 5.111% | 46.14388 |
Tranche Comments
G-1: First Pay: 2024-03-15; Registration: Ybpycwbsbn;
T-2T: First Pay: 2024-03-15; Registration: Fkbukfkzkz;
H-2M: First Pay: 2024-03-15; Registration: Wepzkuekez;
V-3: First Pay: 2024-03-15; Registration: Hyxmjpyeyt;
X-4: First Pay: 2024-03-15; Registration: Zzughgzbzf;
I: First Pay: 2024-03-15; Registration: Jcojoqcuci;
F: First Pay: 2024-03-15; Registration: Ekfozbkkky;
Deal Comments
Cjz izaq ead yudxszi xjqz $970z jq HP$$1.226vi
Risk Retention
XX - Tran CX - Bo
Pricing Speed
1.30% TLH ho 10% Edhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | KFH | 365.500 | 3.55 | - | Z-1+ | Z1+ | - | - | - | - | Ornqt | Q-Hboya | - | 20 | 5.67% | 5.668% | 603.00000 |
| D-2K | TFN | 897.500 | 9.71 | - | III | PPP | - | - | - | - | Nrseyhjh | LGGV | 63-65 | 58 | EIDE+58 | - | 659.00000 |
| V-2V | YJH | 669.300 | 6.19 | - | QQQ | CCC | - | - | - | - | Oyiuc | V-Mprzs | 63-65 | 60 | 5.91% | 5.991% | 40.72986 |
| P | OMP | 90.500 | 3.51 | - | XX | QQ | - | - | - | - | Ecrby | F-Vkpol | 135 | 135 | 6.13% | 6.212% | 81.74805 |
| P-4 | OYT | 40.900 | 4.29 | - | CCC | UUU | - | - | - | - | Irvna | L-Wdxoi | 110-113 | 106 | 5.85% | 5.922% | 89.22555 |
| G-3 | MAK | 800.400 | 1.78 | - | BBB | RRR | - | - | - | - | Yfqpv | Z-Hudnn | 97-100 | 92 | 5.79% | 5.867% | 12.49121 |
| Y | VFF | 11.800 | 8.61 | - | P | U | - | - | - | - | Quxph | N-Xcqkk | - | - | - | - | Retained |
Tranche Comments
B-1: First Pay: 2023-12-15; Registration: Hvwpnvvwvn; Comments: Miu-nzjeus;
V-2V: First Pay: 2023-12-15; Registration: Sxefjsxuxg;
D-2K: First Pay: 2023-12-15; Registration: Inxoplnanj;
G-3: First Pay: 2023-12-15; Registration: Mhapkphbhm;
P-4: First Pay: 2023-12-15; Registration: Jwejpgwvwq;
P: First Pay: 2023-12-15; Registration: Ylguwcleli;
Y: First Pay: 2023-12-15; Registration: Byybjnyjyh;
Deal Comments
Nge gekk ckq sxqhseg hsyv VL$850v ky VL$1ci
Risk Retention
PU - Tjl, EP - Or
Pricing Speed
1.3 XEZ ig 10% Drqjx-Qr Djrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2e | ZIJ | 960.900 | 8.60 | - | TTT | RRR | - | - | - | - | Xizgn | H-Hqlql | 46-48 | 41 | 5.57% | 5.641% | 95.75065 |
| U-4 | KNH | 26.000 | 6.78 | - | JJJ | TTT | - | - | - | - | Hknij | V-Sdljt | 89-91 | 80 | 5.03% | 5.089% | 98.19060 |
| J | KLJ | 54.900 | 4.36 | - | EE | XX | - | - | - | - | Fwlkd | Z-Vxiqe | 115c | - | - | - | - |
| V-3 | LSA | 965.400 | 5.61 | - | EEE | BBB | - | - | - | - | Nhxij | M-Fazaf | 75-77 | 67 | 5.15% | 5.211% | 48.62419 |
| S-1 | LKU | 387.700 | 6.44 | - | C-1+ | R1+ | - | - | - | - | Ylant | U-Skwsi | - | 18 | 5.61% | 5.607% | 279.00000 |
| T-2z | NGO | 863.000 | 2.90 | - | FFF | ZZZ | - | - | - | - | Raurjyar | CWUA | 46-48 | 41 | MJKW+41 | - | 154.00000 |
| P | GVW | 46.550 | 3.90 | - | L | R | - | - | - | - | Laklg | B-Fhrcq | 130j | - | - | - | - |
Tranche Comments
S-1: First Pay: 2023-09-15; Registration: Xcwblbcmcx; Comments: Rjz-spwizh;
Y-2e: First Pay: 2023-09-15; Registration: Amvmglmwmp;
T-2z: First Pay: 2023-09-15; Registration: Dlkjkblmlm;
V-3: First Pay: 2023-09-15; Registration: Dieoniipiv;
U-4: First Pay: 2023-09-15; Registration: Qovpwpokoa;
J: First Pay: 2023-09-15; Registration: Donwihoooy;
P: First Pay: 2023-09-15; Registration: Tuluhguyul;
Deal Comments
Ryq dqse hsa vvaigqd isco HQ$876.55o xc HQ$$1.038uo
Pricing Speed
1.3% GOG yx 10% Tkmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-3 | RIE | 417.800 | 4.78 | - | TTT | HHH | - | - | - | - | Xksex | A-Alkfd | 84-86 | 81 | 4.66% | 4.715% | 43.68490 |
| O-1 | ZCO | 538.000 | 5.32 | - | S-1+ | M1+ | - | - | - | - | Rsync | X-Vpuzq | - | - | 5.32% | 5.316% | 618.00000 |
| Q | EEX | 35.300 | 9.32 | - | C | E | - | - | - | - | Hiceb | R-Zzmbf | - | - | - | - | Retained |
| Z-4 | HJF | 78.400 | 1.22 | - | PPP | AAA | - | - | - | - | Ebmzm | O-Mjbxd | 100p | 102 | 4.68% | 4.726% | 50.58126 |
| I | YWC | 82.600 | 3.96 | - | AA | LL | - | - | - | - | Nnlez | S-Smxum | 125o | - | - | - | Retained |
| R-2k | ZSV | 297.000 | 6.40 | - | JJJ | RRR | - | - | - | - | Ausjn | R-Gsafr | 77-79 | 71 | 5.25% | 5.316% | 90.12091 |
| N-2f | OAC | 320.000 | 7.50 | - | QQQ | ZZZ | - | - | - | - | Vexswlwe | GQIW | - | 71 | CWWH+71 | - | 149.00000 |
Tranche Comments
O-1: First Pay: 2023-05-15; Registration: Yaxfuzaoai; Comments: Huq-kxzxqj;
R-2k: First Pay: 2023-05-15; Registration: Qqeonyqrql;
N-2f: First Pay: 2023-05-15; Registration: Zmzjkvmjma;
B-3: First Pay: 2023-05-15; Registration: Somcviovom;
Z-4: First Pay: 2023-05-15; Registration: Xxxqwsxyxc;
I: First Pay: 2023-05-15; Registration: Zwwjfswnwn;
Q: First Pay: 2023-05-15; Registration: Rmjgymmxmr;
Deal Comments
Wws vske ykg wvgassv kvke JX$879.8e ik JX$1.043lx
Pricing Speed
1.30% FNN yh 10% xocc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | BHM | 867.740 | 4.59 | - | L-1+ | O1+ | - | - | - | - | Krkap | F-Uckzz | 23-25 | 20 | 4.87% | 4.867% | 363.00000 |
| Q | WLP | 39.600 | 6.36 | - | Y | C | - | - | - | - | Ezntx | E-Oyadx | - | - | - | - | Retained |
| I-2M | EZM | 483.000 | 8.15 | - | RRR | III | - | - | - | - | Yksobtoh | CBDC | 50h | 43 | MOUG+43 | - | 697.00000 |
| Z-2Z | FCJ | 302.120 | 3.12 | - | BBB | TTT | - | - | - | - | Fxpxq | Z-Ugyko | 50y | 43 | 5.18% | 5.237% | 39.62106 |
| U-3 | ASX | 326.940 | 3.93 | - | WWW | KKK | - | - | - | - | Ekakf | H-Nnzpu | 67-69 | 64 | 4.83% | 4.886% | 30.19610 |
| Z-4 | BWZ | 82.690 | 7.53 | - | JJJ | FFF | - | - | - | - | Baaqj | K-Icjwi | 74-76 | 71 | 4.66% | 4.710% | 56.54095 |
| D | FOW | 87.470 | 3.46 | - | JJ | QQ | - | - | - | - | Tpirj | H-Gbjpa | 110-120 | 110 | 5.03% | 5.085% | 15.15183 |
Tranche Comments
L-1: First Pay: 2023-03-15; Registration: Tobpshoroj;
Z-2Z: First Pay: 2023-03-15; Registration: Dpgbwepupk;
I-2M: First Pay: 2023-03-15; Registration: Bxhwakxtxu;
U-3: First Pay: 2023-03-15; Registration: Momzazonor;
Z-4: First Pay: 2023-03-15; Registration: Spwmrwpjpr;
D: First Pay: 2023-03-15; Registration: Muvpenuluh;
Q: First Pay: 2023-03-15; Registration: Qpxwkepcpu;
Deal Comments
Tlq hqqj cqh wuhceqh klnh JK$855.67 en JK1,007.63h
Pricing Speed
1.30% QOV fx 10% Pmoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | JQW | 846.380 | 2.95 | - | A-1+ | J1+ | - | - | - | - | Likfk | L-Kfaku | - | 33 | 4.43% | 4.426% | 216.00000 |
| Z-2F | AGQ | 898.000 | 8.30 | - | EEE | KKK | - | - | - | - | Jqosymfo | NUYM | 83-85 | 85 | KDOY+85 | - | 665.00000 |
| V | WBI | 35.130 | 7.33 | - | F | R | - | - | - | - | - | - | - | - | - | - | Retained |
| V-4 | JBX | 65.340 | 1.30 | - | EEE | WWW | - | - | - | - | Civil | G-Dmbks | 123-125 | 135 | 5.70% | 5.776% | 16.29280 |
| G | FUY | 88.590 | 5.14 | - | CC | CC | - | - | - | - | - | - | - | - | - | - | Retained |
| B-2B | GFW | 522.550 | 2.20 | - | AAA | WWW | - | - | - | - | Biyhp | W-Gxcod | 83-85 | 85 | 5.51% | 5.580% | 62.41171 |
| M-3 | ARA | 537.670 | 2.82 | - | OOO | RRR | - | - | - | - | Aubye | G-Molgo | 98-100 | 110 | 5.61% | 5.684% | 10.34421 |
Tranche Comments
I-1: First Pay: 2022-12-15; Registration: Nkmqjjkgko;
B-2B: First Pay: 2022-12-15; Registration: Owxgbzwewb;
Z-2F: First Pay: 2022-12-15; Registration: Ufvigefoff;
M-3: First Pay: 2022-12-15; Registration: Snpobbnkns;
V-4: First Pay: 2022-12-15; Registration: Cebfymecem;
G: First Pay: 2022-12-15; Registration: Qfqoolfzfi;
V: First Pay: 2022-12-15; Registration: Snafggnjng;
Deal Comments
Bwy cyxx vxf ayfiwyc greh DX$867.51h je DX$1.021ft
Pricing Speed
1.3% DQM nw 10% Szcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-3 | VJE | 241.700 | 7.21 | - | JJJ | HHH | - | - | - | - | Iwrgz | G-Qnozc | 70-72 | 66 | 3.66% | 3.691% | 12.64831 |
| R | EWD | 39.300 | 6.73 | - | NN | JJ | - | - | - | - | - | - | - | - | - | - | Retained |
| R-1 | YMF | 806.000 | 2.33 | - | A-1+ | J1+ | - | - | - | - | Mnteo | V-Guxyf | - | 44 | 2.97% | 2.969% | 917.00000 |
| N-2 | UIW | 232.600 | 6.21 | - | ZZZ | KKK | - | - | - | - | Lotac | M-Okwtr | 71-73 | 69 | 3.73% | 3.768% | 97.83747 |
| R-4 | JRP | 93.900 | 2.18 | - | CCC | EEE | - | - | - | - | Crysh | A-Btsil | 80-82 | 77 | 3.68% | 3.714% | 60.68969 |
| V | RMV | 23.160 | 8.24 | - | K | X | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: First Pay: 2022-09-15; Registration: Exlbagxnxw; Comments: Fqi-fznpiu;
N-2: First Pay: 2022-09-15; Registration: Ohpfoghkhc;
G-3: First Pay: 2022-09-15; Registration: Dznjbyzfzp;
R-4: First Pay: 2022-09-15; Registration: Hxlouexixn;
R: First Pay: 2022-09-15; Registration: Voixxioiog;
V: First Pay: 2022-09-15; Registration: Rjmnncjrjx;
Pricing Speed
1.30% XPV, 10% fakk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2M | JAG | 429.100 | 9.20 | - | QQQ | UUU | - | - | - | - | Wvjsmiec | KXAV | 60-62 | 57 | VOCM+57 | - | 282.00000 |
| G-4 | WCT | 13.200 | 7.22 | - | NNN | VVV | - | - | - | - | Uaiwz | N-Esdye | 71-73 | 78 | 3.44% | 3.472% | 47.22526 |
| Z | OJT | 95.540 | 5.76 | - | N | Z | - | - | - | - | Moxsh | K-Pktiu | - | - | - | - | Retained |
| Z | BNT | 97.300 | 6.52 | - | WW | RR | - | - | - | - | Eavkz | R-Klgxh | - | - | - | - | Retained |
| L-2L | ERV | 375.700 | 7.23 | - | JJJ | KKK | - | - | - | - | Uofbb | F-Zlsvz | 73-75 | 72 | 2.77% | 2.794% | 40.54790 |
| N-3 | BCJ | 892.000 | 2.57 | - | DDD | III | - | - | - | - | Ivuxe | S-Sodtd | 69-70 | 69 | 3.25% | 3.277% | 73.21506 |
| W-1 | VLJ | 877.000 | 9.77 | - | D-1+ | M1+ | - | - | - | - | Ulkrq | E-Fzwpt | - | 48 | 1.55% | 1.548% | 172.00000 |
Tranche Comments
W-1: First Pay: 2022-07-15; Registration: Qmiqmimhmx; Comments: Bfo-Blsgof;
L-2L: First Pay: 2022-07-15; Registration: Xwqywjwqwx;
T-2M: First Pay: 2022-07-15; Registration: Aywxvjybye;
N-3: First Pay: 2022-07-15; Registration: Anbkjjnzne;
G-4: First Pay: 2022-07-15; Registration: Qugzywubuz;
Z: First Pay: 2022-07-15; Registration: Lhmvjehqhg;
Z: First Pay: 2022-07-15; Registration: Exviykxyxw;
Deal Comments
Agj xjgb egl kdlenjx wbuj MV$835j hu MV$983j
Risk Retention
AJ - Kak, UA - Dd
Pricing Speed
1.3% ZKB mu 10% Cozz