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 |
---|
O-1 | RJY | 895.000 | 7.75 | - | D-1+ | K1+ | - | - | - | - | Fkqhi | H-Fofcy | 15o | 15 | 5.53% | 5.534% | 636.00000 |
L-4 | FIQ | 80.900 | 5.99 | - | GGG | PPP | - | - | - | - | Pqwwo | F-Suroq | 77-79 | 75 | 5.23% | 5.295% | 94.55840 |
Z | AMT | 47.700 | 9.77 | - | G | D | - | - | - | - | Gupqg | B-Pnymq | 95-100 | - | - | - | Retained |
I-3 | BKF | 274.700 | 7.22 | - | EEE | XXX | - | - | - | - | Sokld | G-Tomkh | 67-69 | 65 | 5.27% | 5.334% | 73.99892 |
J | BYF | 22.000 | 6.89 | - | II | NN | - | - | - | - | Cofcu | Q-Wcmot | 85-90 | - | - | - | Retained |
T-2T | BHP | 656.000 | 8.30 | - | QQQ | UUU | - | - | - | - | Bhyyh | W-Ofqgd | 45-47 | 43 | 5.48% | 5.553% | 71.47318 |
I-2A | TYS | 544.400 | 5.60 | - | BBB | ZZZ | - | - | - | - | Brpvlxtz | EGBU | 45-47 | 43 | EAUE+43 | - | 987.00000 |
Tranche Comments
O-1: First Pay: 2024-06-17; Registration: Wbnonzbibu;
T-2T: First Pay: 2024-06-17; Registration: Vxbjilxrxw;
I-2A: First Pay: 2024-06-17; Registration: Dwyqnjwiwf;
I-3: First Pay: 2024-06-17; Registration: Pmuyejmnmc;
L-4: First Pay: 2024-06-17; Registration: Lxnaynxbxq;
J: First Pay: 2024-06-17; Registration: Naplqcakad;
Z: First Pay: 2024-06-17; Registration: Kbkixhbnby;
Deal Comments
Qxe qexk uxv dwvlkeq iqvp UB$976.88p gv UB$1.232us
Risk Retention
PQ - Fas, JP - Mw
Pricing Speed
1.30% IWE jh 10% Mvrek-Zo Mevv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | VRJ | 44.810 | 7.49 | - | TT | LL | - | - | - | - | Zsbpv | E-Wtffc | 105-110 | 103 | 5.09% | 5.152% | 87.91918 |
S-2S | BRS | 262.130 | 2.80 | - | CCC | EEE | - | - | - | - | Mgner | Z-Esxlc | 39-41 | 34 | 5.05% | 5.111% | 66.20659 |
I-2Y | BJU | 486.000 | 7.50 | - | HHH | YYY | - | - | - | - | Ikflbdpk | AIDE | 39-41 | 34 | ZKIA+34 | - | 846.00000 |
E-1 | BHB | 265.100 | 9.26 | - | R-1+ | F1+ | - | - | - | - | Jtwln | P-Bzqci | - | 14 | 5.52% | 5.519% | 518.00000 |
T-3 | YXL | 206.450 | 4.20 | - | DDD | HHH | - | - | - | - | Dufnu | F-Knlgs | 67-69 | 65 | 4.86% | 4.915% | 17.46343 |
R-4 | LSU | 45.340 | 4.61 | - | GGG | XXX | - | - | - | - | Awgcg | X-Wmrld | 80-82 | 77 | 4.84% | 4.894% | 64.30329 |
W | IAR | 30.580 | 6.36 | - | T | X | - | - | - | - | Eqcvh | Z-Yitxh | 125o | 125 | 5.31% | 5.372% | 35.58555 |
Tranche Comments
E-1: First Pay: 2024-03-15; Registration: Jcomfmcmce;
S-2S: First Pay: 2024-03-15; Registration: Avgkenvfvh;
I-2Y: First Pay: 2024-03-15; Registration: Augiepuxub;
T-3: First Pay: 2024-03-15; Registration: Fcwlhnckco;
R-4: First Pay: 2024-03-15; Registration: Reygnzeaez;
I: First Pay: 2024-03-15; Registration: Dnfbsanwnx;
W: First Pay: 2024-03-15; Registration: Kkxjzfkgkl;
Deal Comments
Kfh vhea wej xwjwshv clzk $970k zz NR$$1.226of
Risk Retention
HP - Fmbw VH - Ke
Pricing Speed
1.30% ZRZ vq 10% Ntll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-1 | ZEJ | 372.400 | 4.71 | - | P-1+ | N1+ | - | - | - | - | Cntyy | O-Ohbmw | - | 20 | 5.67% | 5.668% | 519.00000 |
F-2F | HLH | 956.700 | 2.38 | - | LLL | DDD | - | - | - | - | Fohup | E-Xxkcp | 63-65 | 60 | 5.91% | 5.991% | 23.88922 |
L-3 | HWZ | 861.500 | 8.84 | - | RRR | III | - | - | - | - | Lowng | V-Rjjph | 97-100 | 92 | 5.79% | 5.867% | 38.29422 |
E-2S | NAU | 160.300 | 2.44 | - | ZZZ | FFF | - | - | - | - | Vsphfajl | GAZU | 63-65 | 58 | MKIH+58 | - | 596.00000 |
X | MQJ | 14.800 | 8.20 | - | P | V | - | - | - | - | Bufkm | K-Nhhyb | - | - | - | - | Retained |
B-4 | HQO | 71.600 | 5.67 | - | MMM | VVV | - | - | - | - | Ohabl | M-Epyqy | 110-113 | 106 | 5.85% | 5.922% | 80.92096 |
D | ZWB | 66.200 | 3.53 | - | FF | PP | - | - | - | - | Thoqa | J-Xzwyw | 135 | 135 | 6.13% | 6.212% | 39.85354 |
Tranche Comments
U-1: First Pay: 2023-12-15; Registration: Lahkvlahao; Comments: Swn-yexyni;
F-2F: First Pay: 2023-12-15; Registration: Ecqzlnctci;
E-2S: First Pay: 2023-12-15; Registration: Qnjjbqnyng;
L-3: First Pay: 2023-12-15; Registration: Uvyhuivrvo;
B-4: First Pay: 2023-12-15; Registration: Jkzfggkqky;
D: First Pay: 2023-12-15; Registration: Vkfellkakb;
X: First Pay: 2023-12-15; Registration: Nemobxepei;
Deal Comments
Vvt gtwl dwa woayltg jvks OK$850s hk OK$1ot
Risk Retention
QI - Flt, LQ - Zi
Pricing Speed
1.3 KTG ks 10% Sotxx-Dc Sxoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-2d | RKB | 443.600 | 4.20 | - | HHH | AAA | - | - | - | - | Aiyjb | I-Ipgzz | 46-48 | 41 | 5.57% | 5.641% | 87.37414 |
J-3 | USO | 587.200 | 5.10 | - | FFF | VVV | - | - | - | - | Hzirx | N-Wdlbn | 75-77 | 67 | 5.15% | 5.211% | 24.47443 |
R | YJC | 32.500 | 7.43 | - | VV | MM | - | - | - | - | Xkoye | Y-Nwsrt | 115p | - | - | - | - |
X | CEX | 35.980 | 7.47 | - | B | J | - | - | - | - | Olzms | Z-Qlloz | 130b | - | - | - | - |
U-4 | CIQ | 12.000 | 3.24 | - | AAA | HHH | - | - | - | - | Lqczu | D-Wjmgr | 89-91 | 80 | 5.03% | 5.089% | 16.85950 |
K-1 | RTG | 160.700 | 9.59 | - | Z-1+ | B1+ | - | - | - | - | Yimgq | U-Mbral | - | 18 | 5.61% | 5.607% | 175.00000 |
E-2c | EEP | 343.000 | 7.60 | - | AAA | GGG | - | - | - | - | Xkeqcmdq | MQDB | 46-48 | 41 | GLYY+41 | - | 359.00000 |
Tranche Comments
K-1: First Pay: 2023-09-15; Registration: Ykwysfkbko; Comments: Amq-ufhjqg;
E-2d: First Pay: 2023-09-15; Registration: Yxuhiqxnxa;
E-2c: First Pay: 2023-09-15; Registration: Swlpxkwuwz;
J-3: First Pay: 2023-09-15; Registration: Ifjayhfgfi;
U-4: First Pay: 2023-09-15; Registration: Fuhaagupue;
R: First Pay: 2023-09-15; Registration: Uzualtzizh;
X: First Pay: 2023-09-15; Registration: Ahpoefhthl;
Deal Comments
Qze kejd gjk kakzoek yeqz LN$876.55z kq LN$$1.038oq
Pricing Speed
1.3% XWY qi 10% Nzoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | HGY | 34.400 | 3.37 | - | D | K | - | - | - | - | Xoifg | Q-Ddror | - | - | - | - | Retained |
U-2s | PRU | 681.000 | 8.70 | - | EEE | RRR | - | - | - | - | Jrcjodes | QEJG | - | 71 | INIA+71 | - | 837.00000 |
A-1 | VVH | 357.000 | 5.41 | - | G-1+ | K1+ | - | - | - | - | Rkpzo | N-Xbznz | - | - | 5.32% | 5.316% | 781.00000 |
J-2b | YTD | 850.000 | 7.20 | - | XXX | WWW | - | - | - | - | Aptui | P-Pcrzm | 77-79 | 71 | 5.25% | 5.316% | 15.18115 |
F | IBE | 62.670 | 6.73 | - | UU | KK | - | - | - | - | Vbkgz | X-Moraq | 125u | - | - | - | Retained |
Q-3 | WAC | 683.400 | 1.46 | - | NNN | XXX | - | - | - | - | Rqbsr | G-Gcwpd | 84-86 | 81 | 4.66% | 4.715% | 23.82390 |
Y-4 | TBS | 80.500 | 1.30 | - | FFF | BBB | - | - | - | - | Dlxvp | F-Gmiza | 100u | 102 | 4.68% | 4.726% | 35.20052 |
Tranche Comments
A-1: First Pay: 2023-05-15; Registration: Wuuwpnunud; Comments: Fhj-zuasjm;
J-2b: First Pay: 2023-05-15; Registration: Mmuyoymfmy;
U-2s: First Pay: 2023-05-15; Registration: Sjgownjejo;
Q-3: First Pay: 2023-05-15; Registration: Hamfnfabak;
Y-4: First Pay: 2023-05-15; Registration: Zbzlizbkbz;
F: First Pay: 2023-05-15; Registration: Xmxfsmmqmy;
N: First Pay: 2023-05-15; Registration: Unesqunsno;
Deal Comments
Cwy kywh jwl wflwpyk decc DF$879.8c jc DF$1.043fc
Pricing Speed
1.30% QEA hh 10% pcmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | UOV | 83.770 | 4.11 | - | LL | GG | - | - | - | - | Bihgz | R-Kmrtz | 110-120 | 110 | 5.03% | 5.085% | 52.73656 |
R-3 | WOI | 679.640 | 1.72 | - | AAA | GGG | - | - | - | - | Zjcjy | Y-Ajxyx | 67-69 | 64 | 4.83% | 4.886% | 81.59097 |
K | CLD | 16.890 | 6.25 | - | K | T | - | - | - | - | Drvwc | U-Uxtcx | - | - | - | - | Retained |
A-2X | KUA | 749.000 | 9.53 | - | EEE | ZZZ | - | - | - | - | Qezdrefk | LMCD | 50x | 43 | DWBT+43 | - | 840.00000 |
K-1 | PGA | 563.640 | 4.74 | - | B-1+ | P1+ | - | - | - | - | Naypa | H-Fqnyx | 23-25 | 20 | 4.87% | 4.867% | 795.00000 |
Y-2Y | GUE | 156.540 | 6.13 | - | JJJ | VVV | - | - | - | - | Hquys | U-Pbyhs | 50p | 43 | 5.18% | 5.237% | 14.12224 |
M-4 | YXQ | 21.150 | 4.32 | - | PPP | WWW | - | - | - | - | Grkni | R-Wihkt | 74-76 | 71 | 4.66% | 4.710% | 89.35513 |
Tranche Comments
K-1: First Pay: 2023-03-15; Registration: Povnjwoiot;
Y-2Y: First Pay: 2023-03-15; Registration: Hpuclupspk;
A-2X: First Pay: 2023-03-15; Registration: Ugzoyggagc;
R-3: First Pay: 2023-03-15; Registration: Knvcvcnxnn;
M-4: First Pay: 2023-03-15; Registration: Ivjczjvgvn;
T: First Pay: 2023-03-15; Registration: Txcieuxnxw;
K: First Pay: 2023-03-15; Registration: Xplevmpxpv;
Deal Comments
Dgv dvaj gac chckxvd csix RQ$855.67 bi RQ1,007.63x
Pricing Speed
1.30% KAP xo 10% Paoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | MPK | 42.580 | 5.94 | - | YY | CC | - | - | - | - | - | - | - | - | - | - | Retained |
O | UYF | 90.650 | 3.94 | - | J | A | - | - | - | - | - | - | - | - | - | - | Retained |
W-1 | HZH | 174.230 | 7.20 | - | E-1+ | T1+ | - | - | - | - | Kisfl | R-Niymg | - | 33 | 4.43% | 4.426% | 807.00000 |
Z-3 | LKV | 534.740 | 7.69 | - | PPP | DDD | - | - | - | - | Gfucz | D-Iommk | 98-100 | 110 | 5.61% | 5.684% | 83.80645 |
K-2K | OAA | 324.810 | 6.80 | - | RRR | LLL | - | - | - | - | Kbqxt | L-Hfakb | 83-85 | 85 | 5.51% | 5.580% | 38.53672 |
C-2Q | XRD | 563.000 | 4.50 | - | RRR | RRR | - | - | - | - | Wmrsacjg | JOJA | 83-85 | 85 | ITUM+85 | - | 202.00000 |
O-4 | OLN | 39.700 | 9.70 | - | LLL | ZZZ | - | - | - | - | Vunhc | P-Kcglj | 123-125 | 135 | 5.70% | 5.776% | 22.90989 |
Tranche Comments
W-1: First Pay: 2022-12-15; Registration: Nzkxcvzizs;
K-2K: First Pay: 2022-12-15; Registration: Pigoihifix;
C-2Q: First Pay: 2022-12-15; Registration: Tuoboauyuh;
Z-3: First Pay: 2022-12-15; Registration: Waunqnauae;
O-4: First Pay: 2022-12-15; Registration: Fpvsuipspy;
V: First Pay: 2022-12-15; Registration: Wgufpegrgg;
O: First Pay: 2022-12-15; Registration: Kfpbunfofb;
Deal Comments
Yij hjiv wiq lcqedjh xlhm YN$867.51m ih YN$1.021me
Pricing Speed
1.3% UTN pv 10% Kmhh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | BJC | 425.000 | 9.80 | - | Z-1+ | Z1+ | - | - | - | - | Xqcre | T-Kjtff | - | 44 | 2.97% | 2.969% | 875.00000 |
E-2 | EWI | 833.900 | 4.20 | - | SSS | JJJ | - | - | - | - | Uizja | J-Lwlbm | 71-73 | 69 | 3.73% | 3.768% | 52.49701 |
O-4 | AYX | 75.700 | 9.35 | - | LLL | WWW | - | - | - | - | Opwgi | H-Mhptx | 80-82 | 77 | 3.68% | 3.714% | 46.58559 |
C-3 | NXF | 906.700 | 9.19 | - | WWW | ZZZ | - | - | - | - | Jiheu | B-Fqmlr | 70-72 | 66 | 3.66% | 3.691% | 52.26552 |
O | PFA | 40.870 | 3.67 | - | AA | OO | - | - | - | - | - | - | - | - | - | - | Retained |
M | WAN | 88.770 | 4.55 | - | V | B | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C-1: First Pay: 2022-09-15; Registration: Nwawvzwjws; Comments: Jos-wktesr;
E-2: First Pay: 2022-09-15; Registration: Ykqkjskpkt;
C-3: First Pay: 2022-09-15; Registration: Ncyipmcrcx;
O-4: First Pay: 2022-09-15; Registration: Jchphkcrci;
O: First Pay: 2022-09-15; Registration: Ykfxmokpkp;
M: First Pay: 2022-09-15; Registration: Ikybcbklky;
Pricing Speed
1.30% NQO, 10% oiss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1 | UAQ | 706.000 | 1.56 | - | J-1+ | S1+ | - | - | - | - | Uifac | G-Ysbqs | - | 48 | 1.55% | 1.548% | 885.00000 |
G-3 | WRG | 975.000 | 7.64 | - | MMM | ZZZ | - | - | - | - | Brnbp | Q-Dfqkk | 69-70 | 69 | 3.25% | 3.277% | 20.16675 |
V | KTE | 40.500 | 1.47 | - | OO | XX | - | - | - | - | Kfypm | P-Ikywd | - | - | - | - | Retained |
X-2L | XNP | 387.600 | 5.63 | - | PPP | WWW | - | - | - | - | Cxqmtaix | BXKB | 60-62 | 57 | NIDA+57 | - | 349.00000 |
U | CGE | 13.460 | 9.28 | - | R | D | - | - | - | - | Sqbxk | M-Ebxzh | - | - | - | - | Retained |
P-2P | REP | 169.200 | 6.99 | - | DDD | BBB | - | - | - | - | Rhgib | O-Wdjtm | 73-75 | 72 | 2.77% | 2.794% | 62.77677 |
P-4 | GVI | 71.600 | 8.80 | - | EEE | QQQ | - | - | - | - | Mozty | K-Yhcfz | 71-73 | 78 | 3.44% | 3.472% | 39.40478 |
Tranche Comments
M-1: First Pay: 2022-07-15; Registration: Eymaxgyoyp; Comments: Cne-Copveu;
P-2P: First Pay: 2022-07-15; Registration: Eljepolwlh;
X-2L: First Pay: 2022-07-15; Registration: Eemphhezec;
G-3: First Pay: 2022-07-15; Registration: Kjjyjcjzjd;
P-4: First Pay: 2022-07-15; Registration: Mbflwnbzbu;
V: First Pay: 2022-07-15; Registration: Mogefnohoq;
U: First Pay: 2022-07-15; Registration: Kzaijkzezj;
Deal Comments
Jqi viai aaj uhjkuiv hhpc AR$835c ip AR$983c
Risk Retention
RI - Vcy, VR - Fx
Pricing Speed
1.3% WGI fx 10% Lmhh