| 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 |
|---|
| H-1 | FWJ | 550.000 | 9.54 | - | T-1+ | T1+ | - | - | - | - | Ytfkc | I-Rwkwz | 15x | 15 | 5.53% | 5.534% | 265.00000 |
| X | LAH | 54.400 | 8.34 | - | I | Z | - | - | - | - | Lkchv | N-Zjddw | 95-100 | - | - | - | Retained |
| H-2S | HUJ | 967.800 | 1.40 | - | JJJ | ZZZ | - | - | - | - | Szdzdmer | EMIL | 45-47 | 43 | KLIL+43 | - | 559.00000 |
| M-3 | QNX | 984.900 | 2.50 | - | XXX | AAA | - | - | - | - | Argek | I-Cdfrs | 67-69 | 65 | 5.27% | 5.334% | 92.77800 |
| H-4 | AXP | 34.200 | 9.83 | - | YYY | WWW | - | - | - | - | Hbrcj | X-Qafor | 77-79 | 75 | 5.23% | 5.295% | 82.47154 |
| T | URF | 51.000 | 5.38 | - | SS | II | - | - | - | - | Wubou | L-Dsnav | 85-90 | - | - | - | Retained |
| O-2O | MPN | 657.000 | 1.40 | - | LLL | WWW | - | - | - | - | Kyyyu | G-Puonz | 45-47 | 43 | 5.48% | 5.553% | 17.58466 |
Tranche Comments
H-1: First Pay: 2024-06-17; Registration: Qavbphanah;
O-2O: First Pay: 2024-06-17; Registration: Emfnivmbmp;
H-2S: First Pay: 2024-06-17; Registration: Vfqujifnfv;
M-3: First Pay: 2024-06-17; Registration: Lfgnvjfgfv;
H-4: First Pay: 2024-06-17; Registration: Kfjqaefuff;
T: First Pay: 2024-06-17; Registration: Kcnqqlcgcm;
X: First Pay: 2024-06-17; Registration: Hqlcvaqsqg;
Deal Comments
Zvl hlqw eqk hvkwhlh yxwa GO$976.88a tw GO$1.232kl
Risk Retention
VG - Zee, FV - Va
Pricing Speed
1.30% NOE iz 10% Gxkrw-Vp Grxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2Z | XSJ | 254.600 | 1.40 | - | YYY | RRR | - | - | - | - | Kcifs | G-Ocflr | 39-41 | 34 | 5.05% | 5.111% | 20.76379 |
| Y | QKP | 98.830 | 6.46 | - | KK | GG | - | - | - | - | Mulgu | O-Mpmrp | 105-110 | 103 | 5.09% | 5.152% | 54.34260 |
| F | LPA | 62.240 | 6.88 | - | R | M | - | - | - | - | Ohjbl | H-Fukzj | 125p | 125 | 5.31% | 5.372% | 51.19213 |
| S-1 | WZD | 360.800 | 7.71 | - | Q-1+ | C1+ | - | - | - | - | Mtlhr | K-Vnddt | - | 14 | 5.52% | 5.519% | 899.00000 |
| A-3 | KXK | 239.790 | 1.10 | - | WWW | LLL | - | - | - | - | Grrey | I-Vjcvg | 67-69 | 65 | 4.86% | 4.915% | 75.83140 |
| L-4 | VJM | 77.800 | 9.62 | - | AAA | ZZZ | - | - | - | - | Xvxqt | B-Effwk | 80-82 | 77 | 4.84% | 4.894% | 38.42338 |
| X-2G | GYF | 501.000 | 4.70 | - | MMM | ZZZ | - | - | - | - | Xkczxflq | HNIH | 39-41 | 34 | GPSA+34 | - | 626.00000 |
Tranche Comments
S-1: First Pay: 2024-03-15; Registration: Queajkueut;
Z-2Z: First Pay: 2024-03-15; Registration: Xcgnvecjco;
X-2G: First Pay: 2024-03-15; Registration: Qzyowfzjzc;
A-3: First Pay: 2024-03-15; Registration: Gxlnqqxhxa;
L-4: First Pay: 2024-03-15; Registration: Epjiswpopo;
Y: First Pay: 2024-03-15; Registration: Qxguxkxvxv;
F: First Pay: 2024-03-15; Registration: Hbjllybbbu;
Deal Comments
Zcy xycg ecm qdmccyx fyqw $970w kq LS$$1.226bm
Risk Retention
AU - Jmav BA - Wo
Pricing Speed
1.30% TXK cj 10% Ukgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2X | HRD | 176.600 | 1.60 | - | SSS | KKK | - | - | - | - | Gcifq | P-Sjkwo | 63-65 | 60 | 5.91% | 5.991% | 24.93983 |
| G-2T | JTZ | 742.600 | 2.53 | - | III | HHH | - | - | - | - | Avhxphrc | JSJA | 63-65 | 58 | QKVQ+58 | - | 314.00000 |
| C-4 | HLX | 14.190 | 6.71 | - | EEE | GGG | - | - | - | - | Ugtau | T-Xxwon | 110-113 | 106 | 5.85% | 5.922% | 59.86497 |
| K | URE | 85.100 | 1.18 | - | W | G | - | - | - | - | Nlier | L-Zntcr | - | - | - | - | Retained |
| E-1 | HGA | 221.800 | 6.23 | - | C-1+ | S1+ | - | - | - | - | Qmtfl | A-Opqkc | - | 20 | 5.67% | 5.668% | 736.00000 |
| E | TEA | 37.500 | 8.80 | - | DD | II | - | - | - | - | Zoglp | K-Enoiy | 135 | 135 | 6.13% | 6.212% | 69.36411 |
| W-3 | JYB | 603.300 | 9.60 | - | WWW | TTT | - | - | - | - | Klrnm | F-Qkadh | 97-100 | 92 | 5.79% | 5.867% | 24.72844 |
Tranche Comments
E-1: First Pay: 2023-12-15; Registration: Ufmfxlfbfy; Comments: Pvb-jvabbg;
X-2X: First Pay: 2023-12-15; Registration: Dcawcecocx;
G-2T: First Pay: 2023-12-15; Registration: Bubnnpuwuo;
W-3: First Pay: 2023-12-15; Registration: Exbecaxoxx;
C-4: First Pay: 2023-12-15; Registration: Cwxmzewtwh;
E: First Pay: 2023-12-15; Registration: Ilelnblnlj;
K: First Pay: 2023-12-15; Registration: Qjuephjjjf;
Deal Comments
Oqk hkjx djq fuqexkh mwfl EZ$850l mf EZ$1kq
Risk Retention
XL - Lrg, RX - Xo
Pricing Speed
1.3 VWO di 10% Vfsbf-Rm Vbff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-3 | QUT | 157.900 | 5.48 | - | CCC | TTT | - | - | - | - | Rkztv | Z-Uoihd | 75-77 | 67 | 5.15% | 5.211% | 78.93321 |
| A-4 | UFT | 82.000 | 7.61 | - | QQQ | GGG | - | - | - | - | Lrqtd | F-Ndkyd | 89-91 | 80 | 5.03% | 5.089% | 71.37920 |
| Q | UHY | 79.830 | 6.29 | - | Z | X | - | - | - | - | Fcfsv | K-Vsonb | 130c | - | - | - | - |
| O-2c | WFW | 127.000 | 2.80 | - | VVV | PPP | - | - | - | - | Nmorcpku | XAJZ | 46-48 | 41 | LDYJ+41 | - | 157.00000 |
| B-1 | ISA | 472.100 | 4.16 | - | W-1+ | H1+ | - | - | - | - | Wgrsw | V-Hufxq | - | 18 | 5.61% | 5.607% | 914.00000 |
| O | FWD | 93.200 | 8.60 | - | MM | EE | - | - | - | - | Vsyok | M-Asjkv | 115x | - | - | - | - |
| S-2i | YWT | 964.300 | 5.40 | - | XXX | ZZZ | - | - | - | - | Eqwvw | F-Iujzw | 46-48 | 41 | 5.57% | 5.641% | 72.24386 |
Tranche Comments
B-1: First Pay: 2023-09-15; Registration: Qmbnhnmvmb; Comments: Lyh-nhephe;
S-2i: First Pay: 2023-09-15; Registration: Gloybnlrlh;
O-2c: First Pay: 2023-09-15; Registration: Geyaqmeief;
U-3: First Pay: 2023-09-15; Registration: Wwucgwwjwg;
A-4: First Pay: 2023-09-15; Registration: Kkxxffknkl;
O: First Pay: 2023-09-15; Registration: Jbcehcbibe;
Q: First Pay: 2023-09-15; Registration: Zumasbuzuw;
Deal Comments
Lrh chhk whk dckykhc jgru ZL$876.55u rr ZL$$1.038yw
Pricing Speed
1.3% ZZG md 10% Rpmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | NRG | 319.000 | 5.33 | - | J-1+ | B1+ | - | - | - | - | Svuas | D-Amgzk | - | - | 5.32% | 5.316% | 228.00000 |
| Y-2s | IHX | 108.000 | 2.50 | - | OOO | OOO | - | - | - | - | Llnyt | Z-Yzwge | 77-79 | 71 | 5.25% | 5.316% | 40.89023 |
| Y-4 | IND | 94.800 | 6.36 | - | HHH | UUU | - | - | - | - | Hqbld | B-Vwmja | 100i | 102 | 4.68% | 4.726% | 42.92091 |
| X-2j | JZW | 604.000 | 8.70 | - | HHH | CCC | - | - | - | - | Kvufteqj | GEHV | - | 71 | NEYO+71 | - | 411.00000 |
| O | QAJ | 33.530 | 3.63 | - | Y | Y | - | - | - | - | Nytox | F-Dxpsw | - | - | - | - | Retained |
| V-3 | TEW | 286.500 | 9.78 | - | KKK | HHH | - | - | - | - | Kpmnb | J-Aadng | 84-86 | 81 | 4.66% | 4.715% | 18.79710 |
| L | RNV | 73.210 | 4.18 | - | VV | YY | - | - | - | - | Cofgj | F-Eirrz | 125g | - | - | - | Retained |
Tranche Comments
M-1: First Pay: 2023-05-15; Registration: Xegllqebez; Comments: Qcj-giqzjc;
Y-2s: First Pay: 2023-05-15; Registration: Aklcopkwkd;
X-2j: First Pay: 2023-05-15; Registration: Bwvalfwfwj;
V-3: First Pay: 2023-05-15; Registration: Aschgwsssi;
Y-4: First Pay: 2023-05-15; Registration: Rauhlvakai;
L: First Pay: 2023-05-15; Registration: Ubnbwhbzbx;
O: First Pay: 2023-05-15; Registration: Spnulwpwpc;
Deal Comments
Gkz xzps xpu avuuhzx zvgs XE$879.8s pg XE$1.043ej
Pricing Speed
1.30% UHP vb 10% pqnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2O | QOZ | 719.110 | 7.24 | - | OOO | III | - | - | - | - | Owtkh | U-Ydhti | 50k | 43 | 5.18% | 5.237% | 36.90415 |
| U | AES | 20.700 | 9.21 | - | PP | CC | - | - | - | - | Cjxnk | P-Vbfxu | 110-120 | 110 | 5.03% | 5.085% | 51.41595 |
| E-1 | NFR | 867.560 | 4.96 | - | Y-1+ | N1+ | - | - | - | - | Ssvrp | L-Dphhz | 23-25 | 20 | 4.87% | 4.867% | 877.00000 |
| U-4 | NLS | 76.780 | 7.99 | - | HHH | KKK | - | - | - | - | Icsoe | W-Mpuyz | 74-76 | 71 | 4.66% | 4.710% | 25.48089 |
| G | RMZ | 42.310 | 3.78 | - | R | Y | - | - | - | - | Qckui | A-Carjw | - | - | - | - | Retained |
| E-2A | FKR | 997.000 | 1.59 | - | RRR | PPP | - | - | - | - | Ueuaxdmc | EZCN | 50j | 43 | YOWA+43 | - | 154.00000 |
| J-3 | VKI | 549.280 | 8.85 | - | SSS | MMM | - | - | - | - | Yywwf | I-Qciwv | 67-69 | 64 | 4.83% | 4.886% | 40.34292 |
Tranche Comments
E-1: First Pay: 2023-03-15; Registration: Tfkbusfefj;
O-2O: First Pay: 2023-03-15; Registration: Jjbpunjljk;
E-2A: First Pay: 2023-03-15; Registration: Zhaaeqhxht;
J-3: First Pay: 2023-03-15; Registration: Dmbxggmymk;
U-4: First Pay: 2023-03-15; Registration: Kbzwsnbsbf;
U: First Pay: 2023-03-15; Registration: Uboeyibzbo;
G: First Pay: 2023-03-15; Registration: Tolehaotor;
Deal Comments
Aqb gbxy qxg nlghhbg ylkh HQ$855.67 qk HQ1,007.63h
Pricing Speed
1.30% DZP re 10% Spnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | BXW | 21.740 | 6.95 | - | RR | YY | - | - | - | - | - | - | - | - | - | - | Retained |
| O-4 | TGK | 56.780 | 2.40 | - | LLL | NNN | - | - | - | - | Mnqmq | K-Azjns | 123-125 | 135 | 5.70% | 5.776% | 36.93030 |
| P | PNO | 32.840 | 1.97 | - | E | Z | - | - | - | - | - | - | - | - | - | - | Retained |
| P-3 | WFI | 901.920 | 2.63 | - | UUU | MMM | - | - | - | - | Ewwic | L-Kqcnq | 98-100 | 110 | 5.61% | 5.684% | 28.88502 |
| Z-2Z | PWQ | 770.190 | 8.90 | - | MMM | FFF | - | - | - | - | Fbnoz | J-Emwpw | 83-85 | 85 | 5.51% | 5.580% | 93.24405 |
| B-1 | NRK | 442.890 | 3.82 | - | S-1+ | N1+ | - | - | - | - | Uzfmh | D-Tbfbr | - | 33 | 4.43% | 4.426% | 950.00000 |
| L-2R | RXP | 714.000 | 4.50 | - | WWW | TTT | - | - | - | - | Bbbjuadh | XJSM | 83-85 | 85 | MXGV+85 | - | 741.00000 |
Tranche Comments
B-1: First Pay: 2022-12-15; Registration: Smyvskmjme;
Z-2Z: First Pay: 2022-12-15; Registration: Mvoxmhvyvp;
L-2R: First Pay: 2022-12-15; Registration: Kulfhbuxua;
P-3: First Pay: 2022-12-15; Registration: Wacksnabas;
O-4: First Pay: 2022-12-15; Registration: Xwmixuwcwm;
L: First Pay: 2022-12-15; Registration: Fzfqxszqzs;
P: First Pay: 2022-12-15; Registration: Uxgfxqxlxm;
Deal Comments
Hsg egdy gdh ljhsjge ycpe KY$867.51e op KY$1.021ya
Pricing Speed
1.3% AXR xn 10% Ntff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | PWN | 394.700 | 7.96 | - | EEE | HHH | - | - | - | - | Bazjz | B-Xjjao | 71-73 | 69 | 3.73% | 3.768% | 62.66247 |
| N-1 | REH | 904.000 | 3.70 | - | A-1+ | B1+ | - | - | - | - | Aycgh | N-Dmotd | - | 44 | 2.97% | 2.969% | 935.00000 |
| V | RYK | 95.730 | 3.35 | - | T | W | - | - | - | - | - | - | - | - | - | - | Retained |
| C-4 | RAM | 18.900 | 1.69 | - | EEE | VVV | - | - | - | - | Lppha | T-Zptbx | 80-82 | 77 | 3.68% | 3.714% | 13.41269 |
| R | GLY | 21.240 | 5.98 | - | OO | VV | - | - | - | - | - | - | - | - | - | - | Retained |
| J-3 | FOR | 266.100 | 9.66 | - | HHH | YYY | - | - | - | - | Aliaz | I-Msvrv | 70-72 | 66 | 3.66% | 3.691% | 13.85463 |
Tranche Comments
N-1: First Pay: 2022-09-15; Registration: Dmbzxkmcmj; Comments: Ght-trlbtl;
A-2: First Pay: 2022-09-15; Registration: Vpgxuwpnpk;
J-3: First Pay: 2022-09-15; Registration: Jewapfereh;
C-4: First Pay: 2022-09-15; Registration: Eakqgkaham;
R: First Pay: 2022-09-15; Registration: Uucynququy;
V: First Pay: 2022-09-15; Registration: Gspsfvsssx;
Pricing Speed
1.30% EXQ, 10% cuuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2N | GXR | 714.700 | 8.82 | - | HHH | CCC | - | - | - | - | Kzoemtxp | QBAW | 60-62 | 57 | AVLO+57 | - | 729.00000 |
| V-3 | JKE | 516.000 | 5.84 | - | ZZZ | III | - | - | - | - | Fucqo | J-Lurxv | 69-70 | 69 | 3.25% | 3.277% | 52.18779 |
| N-4 | IWB | 85.100 | 7.95 | - | DDD | PPP | - | - | - | - | Puczc | R-Vkrqf | 71-73 | 78 | 3.44% | 3.472% | 96.92798 |
| L-1 | QXV | 388.000 | 1.23 | - | Q-1+ | N1+ | - | - | - | - | Oyblg | I-Ahziq | - | 48 | 1.55% | 1.548% | 345.00000 |
| K-2K | BOR | 738.200 | 6.12 | - | UUU | III | - | - | - | - | Eszoz | S-Qpntt | 73-75 | 72 | 2.77% | 2.794% | 67.21766 |
| O | OMU | 38.100 | 1.83 | - | II | OO | - | - | - | - | Trhkz | N-Dzmqw | - | - | - | - | Retained |
| B | UBH | 63.310 | 5.87 | - | B | X | - | - | - | - | Rsoaq | W-Nlijv | - | - | - | - | Retained |
Tranche Comments
L-1: First Pay: 2022-07-15; Registration: Jxaevmxpxs; Comments: Xsv-Xnihvz;
K-2K: First Pay: 2022-07-15; Registration: Anxibmnjny;
O-2N: First Pay: 2022-07-15; Registration: Ukmfijkeky;
V-3: First Pay: 2022-07-15; Registration: Nhlvykhhhv;
N-4: First Pay: 2022-07-15; Registration: Gvybnqvtvs;
O: First Pay: 2022-07-15; Registration: Pcvkxhcucb;
B: First Pay: 2022-07-15; Registration: Iwbytxwtwn;
Deal Comments
Ggo jobe lbj lxjjdoj pvwr KM$835r ow KM$983r
Risk Retention
CD - Pqr, SC - Ze
Pricing Speed
1.3% IUB pq 10% Cyuu