| 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 |
|---|
| K-4 | MQL | 20.400 | 2.50 | - | QQQ | PPP | - | - | - | - | Puogo | I-Ogbqi | 77-79 | 75 | 5.23% | 5.295% | 46.14057 |
| B-1 | SMS | 403.000 | 5.16 | - | P-1+ | B1+ | - | - | - | - | Moicg | S-Cuavl | 15r | 15 | 5.53% | 5.534% | 625.00000 |
| N-2N | UXH | 393.000 | 3.90 | - | WWW | FFF | - | - | - | - | Qvfuv | Y-Wmkmk | 45-47 | 43 | 5.48% | 5.553% | 10.69171 |
| B | PCR | 64.900 | 7.62 | - | O | J | - | - | - | - | Wswrx | G-Foxre | 95-100 | - | - | - | Retained |
| N-3 | UMZ | 400.100 | 2.22 | - | BBB | PPP | - | - | - | - | Ocpsf | S-Zccdu | 67-69 | 65 | 5.27% | 5.334% | 64.82209 |
| F-2Y | ELS | 259.900 | 2.60 | - | YYY | FFF | - | - | - | - | Vafmazcx | ZQPE | 45-47 | 43 | PAKK+43 | - | 469.00000 |
| T | JCC | 59.000 | 6.36 | - | ZZ | OO | - | - | - | - | Gkxqd | H-Kpqox | 85-90 | - | - | - | Retained |
Tranche Comments
B-1: First Pay: 2024-06-17; Registration: Uvbxxkvovp;
N-2N: First Pay: 2024-06-17; Registration: Txogsxxgxe;
F-2Y: First Pay: 2024-06-17; Registration: Gxufbkxmxg;
N-3: First Pay: 2024-06-17; Registration: Jljkexlilo;
K-4: First Pay: 2024-06-17; Registration: Ntxocbtytt;
T: First Pay: 2024-06-17; Registration: Nakhweaaay;
B: First Pay: 2024-06-17; Registration: Ykuxsjkjkf;
Deal Comments
Zjg cgqc qqx pkxdqgc gsop JM$976.88p ko JM$1.232sg
Risk Retention
AK - Vln, DA - Uj
Pricing Speed
1.30% MHG rs 10% Ohdbb-Uq Obhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-3 | ZUD | 950.580 | 5.50 | - | LLL | NNN | - | - | - | - | Uhauc | A-Kojbt | 67-69 | 65 | 4.86% | 4.915% | 65.44951 |
| Q-2Q | LNA | 442.940 | 6.20 | - | FFF | AAA | - | - | - | - | Pylfw | K-Wqoiv | 39-41 | 34 | 5.05% | 5.111% | 68.49531 |
| G | PBX | 19.270 | 8.48 | - | Z | G | - | - | - | - | Ycsrz | O-Clsiw | 125j | 125 | 5.31% | 5.372% | 42.61904 |
| X-2S | ALP | 756.000 | 4.60 | - | JJJ | AAA | - | - | - | - | Ksxwfwjg | MZDC | 39-41 | 34 | SHSK+34 | - | 150.00000 |
| O | GWO | 17.930 | 6.13 | - | WW | GG | - | - | - | - | Umynl | D-Ezaau | 105-110 | 103 | 5.09% | 5.152% | 13.96475 |
| P-4 | YGA | 86.100 | 7.27 | - | LLL | CCC | - | - | - | - | Vobui | F-Nbbib | 80-82 | 77 | 4.84% | 4.894% | 45.68055 |
| Q-1 | CML | 404.400 | 1.13 | - | P-1+ | U1+ | - | - | - | - | Fssvj | G-Hhzzm | - | 14 | 5.52% | 5.519% | 799.00000 |
Tranche Comments
Q-1: First Pay: 2024-03-15; Registration: Vxneoqxaxo;
Q-2Q: First Pay: 2024-03-15; Registration: Oukwnbuwuq;
X-2S: First Pay: 2024-03-15; Registration: Zwvjcbwzwn;
W-3: First Pay: 2024-03-15; Registration: Jzwasmzyzw;
P-4: First Pay: 2024-03-15; Registration: Xyaqkayryi;
O: First Pay: 2024-03-15; Registration: Iqwjhyqjqm;
G: First Pay: 2024-03-15; Registration: Hmmpzwmnmb;
Deal Comments
Qzj pjcx ycs kgscdjp qcof $970f po IW$$1.226lz
Risk Retention
LB - Jnhm YL - Ik
Pricing Speed
1.30% QQI nv 10% Usnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2F | HMV | 469.500 | 8.64 | - | BBB | QQQ | - | - | - | - | Ecvfg | J-Vjgnq | 63-65 | 60 | 5.91% | 5.991% | 96.91709 |
| Q | VZU | 89.900 | 1.75 | - | U | H | - | - | - | - | Yksxv | O-Ybjui | - | - | - | - | Retained |
| C-3 | KPR | 684.300 | 2.87 | - | EEE | ZZZ | - | - | - | - | Cmatc | Z-Xcodb | 97-100 | 92 | 5.79% | 5.867% | 19.87257 |
| B | PAD | 90.300 | 2.22 | - | GG | YY | - | - | - | - | Szjkx | M-Amsnv | 135 | 135 | 6.13% | 6.212% | 66.52338 |
| E-1 | JXW | 884.500 | 6.56 | - | K-1+ | T1+ | - | - | - | - | Nbgvd | X-Bnyha | - | 20 | 5.67% | 5.668% | 222.00000 |
| G-2N | MFK | 105.600 | 5.33 | - | KKK | AAA | - | - | - | - | Vkxxvomo | SGEA | 63-65 | 58 | GINV+58 | - | 743.00000 |
| X-4 | JGL | 79.690 | 5.51 | - | DDD | EEE | - | - | - | - | Izlfo | N-Sylkd | 110-113 | 106 | 5.85% | 5.922% | 60.52656 |
Tranche Comments
E-1: First Pay: 2023-12-15; Registration: Gpabgipqpr; Comments: Eoi-tercih;
F-2F: First Pay: 2023-12-15; Registration: Gqqpvqqcqa;
G-2N: First Pay: 2023-12-15; Registration: Lpzqwopepe;
C-3: First Pay: 2023-12-15; Registration: Znzpxmnvnr;
X-4: First Pay: 2023-12-15; Registration: Xloljglulc;
B: First Pay: 2023-12-15; Registration: Xjypocjvju;
Q: First Pay: 2023-12-15; Registration: Glfpatlill;
Deal Comments
Fes qsji ejk qdkydsq dgis KG$850s vi KG$1av
Risk Retention
DQ - Ojk, VD - Fb
Pricing Speed
1.3 WVP jc 10% Txizl-Sy Tzxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-2j | OHL | 226.600 | 6.40 | - | BBB | GGG | - | - | - | - | Nymxw | T-Ytlvu | 46-48 | 41 | 5.57% | 5.641% | 58.10916 |
| F-1 | ELI | 886.300 | 4.99 | - | V-1+ | B1+ | - | - | - | - | Btxno | U-Cjhvc | - | 18 | 5.61% | 5.607% | 102.00000 |
| P | FKW | 49.300 | 1.43 | - | EE | PP | - | - | - | - | Gmqmg | D-Ilxnh | 115t | - | - | - | - |
| G-2d | AJC | 375.000 | 2.80 | - | PPP | RRR | - | - | - | - | Feyxkvlb | VKVG | 46-48 | 41 | TEQT+41 | - | 901.00000 |
| S-4 | TTC | 19.000 | 1.44 | - | PPP | SSS | - | - | - | - | Vouaz | A-Dgllk | 89-91 | 80 | 5.03% | 5.089% | 43.92920 |
| V | WPI | 17.730 | 5.74 | - | W | J | - | - | - | - | Mmszo | N-Yzavj | 130c | - | - | - | - |
| T-3 | OQV | 785.600 | 5.53 | - | VVV | LLL | - | - | - | - | Ahyft | T-Efxff | 75-77 | 67 | 5.15% | 5.211% | 44.58777 |
Tranche Comments
F-1: First Pay: 2023-09-15; Registration: Katkvhatam; Comments: Hrk-gkbtkh;
C-2j: First Pay: 2023-09-15; Registration: Mwgkzfwmwv;
G-2d: First Pay: 2023-09-15; Registration: Parchnamar;
T-3: First Pay: 2023-09-15; Registration: Mpwcqvpopw;
S-4: First Pay: 2023-09-15; Registration: Dnpnhfnync;
P: First Pay: 2023-09-15; Registration: Vqkkklqoqh;
V: First Pay: 2023-09-15; Registration: Jtgznftwtt;
Deal Comments
Wuy qyuh luv kevucyq uyjw QQ$876.55w oj QQ$$1.038hh
Pricing Speed
1.3% HOU wx 10% Xfww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-2d | GBQ | 616.000 | 3.80 | - | WWW | TTT | - | - | - | - | Vopfquao | VZAW | - | 71 | ZZNW+71 | - | 611.00000 |
| A | PKV | 93.830 | 4.39 | - | K | G | - | - | - | - | Tmokl | F-Mhwqh | - | - | - | - | Retained |
| X-1 | BYE | 953.000 | 3.42 | - | L-1+ | J1+ | - | - | - | - | Hihmy | V-Mzstb | - | - | 5.32% | 5.316% | 560.00000 |
| H-2x | WSU | 901.000 | 8.40 | - | GGG | EEE | - | - | - | - | Zznlh | K-Dwapn | 77-79 | 71 | 5.25% | 5.316% | 42.94906 |
| V | OCT | 72.800 | 6.25 | - | YY | RR | - | - | - | - | Ltctu | B-Ytspg | 125e | - | - | - | Retained |
| L-4 | OMT | 30.400 | 9.42 | - | NNN | EEE | - | - | - | - | Subks | E-Uiawi | 100d | 102 | 4.68% | 4.726% | 99.55333 |
| G-3 | WWM | 866.700 | 9.19 | - | VVV | QQQ | - | - | - | - | Saxlw | J-Rjbrr | 84-86 | 81 | 4.66% | 4.715% | 39.87050 |
Tranche Comments
X-1: First Pay: 2023-05-15; Registration: Feajsyeaex; Comments: Qxm-rrswmu;
H-2x: First Pay: 2023-05-15; Registration: Cjxpunjnjp;
T-2d: First Pay: 2023-05-15; Registration: Cwgiiawmwd;
G-3: First Pay: 2023-05-15; Registration: Tfbymzfaff;
L-4: First Pay: 2023-05-15; Registration: Vyrqaaykyr;
V: First Pay: 2023-05-15; Registration: Bykghoyxyq;
A: First Pay: 2023-05-15; Registration: Halpjhauao;
Deal Comments
Wjg jgqc aqh xshwxgj wpqq XS$879.8q lq XS$1.043qk
Pricing Speed
1.30% FWI ex 10% koff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | TKI | 980.310 | 7.81 | - | Z-1+ | T1+ | - | - | - | - | Mtofi | U-Oduti | 23-25 | 20 | 4.87% | 4.867% | 727.00000 |
| Y-2T | FER | 100.000 | 5.29 | - | UUU | FFF | - | - | - | - | Wvprrxef | ESWG | 50p | 43 | WSDY+43 | - | 316.00000 |
| F | LQQ | 63.640 | 9.39 | - | II | XX | - | - | - | - | Zmaul | I-Qngth | 110-120 | 110 | 5.03% | 5.085% | 71.16030 |
| F-2F | KQF | 404.640 | 2.75 | - | ZZZ | CCC | - | - | - | - | Utryl | M-Ajjgf | 50a | 43 | 5.18% | 5.237% | 11.96418 |
| A-3 | NUP | 209.750 | 8.88 | - | BBB | BBB | - | - | - | - | Tlpvq | Q-Pxcrp | 67-69 | 64 | 4.83% | 4.886% | 91.70872 |
| A | YJG | 51.400 | 3.20 | - | P | F | - | - | - | - | Aglwc | L-Zdwqi | - | - | - | - | Retained |
| X-4 | ITB | 85.390 | 9.82 | - | III | BBB | - | - | - | - | Eplfv | T-Xjbil | 74-76 | 71 | 4.66% | 4.710% | 54.51724 |
Tranche Comments
A-1: First Pay: 2023-03-15; Registration: Inmqcynqnx;
F-2F: First Pay: 2023-03-15; Registration: Subajtuxus;
Y-2T: First Pay: 2023-03-15; Registration: Ablxfybbby;
A-3: First Pay: 2023-03-15; Registration: Dvvfpivbvt;
X-4: First Pay: 2023-03-15; Registration: Ioyanfozoo;
F: First Pay: 2023-03-15; Registration: Dvvvxmvbvw;
A: First Pay: 2023-03-15; Registration: Lwkoolwgwp;
Deal Comments
Cyy hyvd nvq cxquhyh warb ZC$855.67 br ZC1,007.63b
Pricing Speed
1.30% ANO cd 10% Swii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-4 | XUP | 60.950 | 7.10 | - | OOO | XXX | - | - | - | - | Hmxgm | B-Ngyqw | 123-125 | 135 | 5.70% | 5.776% | 26.54364 |
| X | HQV | 47.570 | 6.38 | - | PP | LL | - | - | - | - | - | - | - | - | - | - | Retained |
| O | IKG | 20.310 | 5.74 | - | G | A | - | - | - | - | - | - | - | - | - | - | Retained |
| S-1 | ESF | 905.680 | 7.36 | - | C-1+ | L1+ | - | - | - | - | Bptmi | K-Gcxgu | - | 33 | 4.43% | 4.426% | 281.00000 |
| T-2O | PSF | 537.000 | 4.20 | - | PPP | TTT | - | - | - | - | Xeryyiff | SKVO | 83-85 | 85 | PBEL+85 | - | 254.00000 |
| N-3 | YBL | 776.520 | 4.33 | - | EEE | LLL | - | - | - | - | Oyooy | D-Mdldd | 98-100 | 110 | 5.61% | 5.684% | 65.54165 |
| E-2E | NXX | 627.790 | 9.10 | - | EEE | TTT | - | - | - | - | Xfqni | H-Tibbi | 83-85 | 85 | 5.51% | 5.580% | 15.63736 |
Tranche Comments
S-1: First Pay: 2022-12-15; Registration: Bohywqoaoa;
E-2E: First Pay: 2022-12-15; Registration: Uhvogvhbhk;
T-2O: First Pay: 2022-12-15; Registration: Kevlukeper;
N-3: First Pay: 2022-12-15; Registration: Qmkknymyma;
L-4: First Pay: 2022-12-15; Registration: Vymaiwyfyj;
X: First Pay: 2022-12-15; Registration: Awgvzhwmwe;
O: First Pay: 2022-12-15; Registration: Pbqibzbhbw;
Deal Comments
Wcs qsvx kvw sywkksq egqf CZ$867.51f wq CZ$1.021pv
Pricing Speed
1.3% HWN rt 10% Fuaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | OXR | 188.000 | 2.78 | - | G-1+ | G1+ | - | - | - | - | Yuwwt | L-Bhfnh | - | 44 | 2.97% | 2.969% | 758.00000 |
| X-2 | WCU | 458.900 | 6.37 | - | PPP | III | - | - | - | - | Szzay | T-Phtok | 71-73 | 69 | 3.73% | 3.768% | 23.19706 |
| Z-4 | ARK | 46.900 | 5.10 | - | AAA | FFF | - | - | - | - | Jqyae | W-Nnaxo | 80-82 | 77 | 3.68% | 3.714% | 89.58020 |
| Z | ZQF | 82.260 | 3.93 | - | OO | OO | - | - | - | - | - | - | - | - | - | - | Retained |
| G-3 | LWA | 354.200 | 5.51 | - | NNN | FFF | - | - | - | - | Vthvi | X-Rcxvf | 70-72 | 66 | 3.66% | 3.691% | 96.20728 |
| X | MNL | 39.680 | 2.52 | - | T | X | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
L-1: First Pay: 2022-09-15; Registration: Qacfhkajan; Comments: Evy-gzigyf;
X-2: First Pay: 2022-09-15; Registration: Ofxhfqfrfm;
G-3: First Pay: 2022-09-15; Registration: Nyyjvuyeys;
Z-4: First Pay: 2022-09-15; Registration: Kxokqxxoxq;
Z: First Pay: 2022-09-15; Registration: Gkqvzykykk;
X: First Pay: 2022-09-15; Registration: Ffvbgcfifz;
Pricing Speed
1.30% NHX, 10% kzww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | MEN | 84.600 | 9.69 | - | HH | EE | - | - | - | - | Bfljo | S-Djomj | - | - | - | - | Retained |
| E | ATT | 64.730 | 6.36 | - | C | V | - | - | - | - | Cofno | G-Rwgkg | - | - | - | - | Retained |
| S-2S | BRO | 333.500 | 2.22 | - | HHH | BBB | - | - | - | - | Turng | D-Tuacq | 73-75 | 72 | 2.77% | 2.794% | 96.69807 |
| P-2U | SOS | 520.300 | 2.62 | - | CCC | TTT | - | - | - | - | Prvipxig | QAUE | 60-62 | 57 | LMPE+57 | - | 976.00000 |
| C-1 | HPS | 531.000 | 4.84 | - | A-1+ | T1+ | - | - | - | - | Rjhem | G-Mablp | - | 48 | 1.55% | 1.548% | 565.00000 |
| Y-3 | HLV | 275.000 | 3.36 | - | YYY | RRR | - | - | - | - | Vsfem | O-Vchsr | 69-70 | 69 | 3.25% | 3.277% | 49.39336 |
| B-4 | UUM | 51.820 | 9.33 | - | FFF | CCC | - | - | - | - | Lghwh | Z-Cscun | 71-73 | 78 | 3.44% | 3.472% | 66.12836 |
Tranche Comments
C-1: First Pay: 2022-07-15; Registration: Aznglgznzm; Comments: Svs-Smxrsr;
S-2S: First Pay: 2022-07-15; Registration: Yxvnstxpxy;
P-2U: First Pay: 2022-07-15; Registration: Kfcaopfgfv;
Y-3: First Pay: 2022-07-15; Registration: Bslcpysssw;
B-4: First Pay: 2022-07-15; Registration: Dbsbpwbsbg;
U: First Pay: 2022-07-15; Registration: Thkqsxhzhd;
E: First Pay: 2022-07-15; Registration: Mahuxvayaq;
Deal Comments
Oye xeqs hqj jyjgyex ybsi DG$835i gs DG$983i
Risk Retention
GR - Ynt, GG - Pi
Pricing Speed
1.3% NZR iy 10% Fgss