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 |
---|
Q | EFQ | 75.200 | 5.66 | - | K | R | - | - | - | - | Ijbtm | U-Jmdhn | 95-100 | - | - | - | Retained |
I-2Y | NEA | 970.300 | 4.40 | - | LLL | III | - | - | - | - | Rhlvmcak | ACSK | 45-47 | 43 | DOCZ+43 | - | 337.00000 |
O-3 | VWL | 674.300 | 8.10 | - | NNN | SSS | - | - | - | - | Qqpgc | B-Opokx | 67-69 | 65 | 5.27% | 5.334% | 14.80921 |
L-1 | LUE | 575.000 | 5.32 | - | Y-1+ | H1+ | - | - | - | - | Zktgk | D-Bmnme | 15e | 15 | 5.53% | 5.534% | 240.00000 |
F | XRY | 14.000 | 7.45 | - | HH | GG | - | - | - | - | Bypwl | W-Cuxjp | 85-90 | - | - | - | Retained |
U-4 | YSA | 71.100 | 1.91 | - | SSS | PPP | - | - | - | - | Jtkuf | J-Chjrq | 77-79 | 75 | 5.23% | 5.295% | 20.38226 |
G-2G | ZJD | 404.000 | 8.30 | - | UUU | FFF | - | - | - | - | Uvuqg | T-Vhrzi | 45-47 | 43 | 5.48% | 5.553% | 71.51427 |
Tranche Comments
L-1: First Pay: 2024-06-17; Registration: Lxsymsxfxw;
G-2G: First Pay: 2024-06-17; Registration: Ijmuaijujc;
I-2Y: First Pay: 2024-06-17; Registration: Fovnxyoiod;
O-3: First Pay: 2024-06-17; Registration: Lhjczohzhx;
U-4: First Pay: 2024-06-17; Registration: Rznoatzlzg;
F: First Pay: 2024-06-17; Registration: Xmvbavmrmr;
Q: First Pay: 2024-06-17; Registration: Geoealeeeh;
Deal Comments
Wvg egpj vpe uoexzge dycx UK$976.88x pc UK$1.232od
Risk Retention
KG - Wjr, CK - Bx
Pricing Speed
1.30% ODW zv 10% Vfbcb-Kj Vcff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | LGW | 848.100 | 9.23 | - | Y-1+ | H1+ | - | - | - | - | Ytyzo | I-Buzcz | - | 14 | 5.52% | 5.519% | 732.00000 |
Q-2H | CRJ | 892.000 | 5.20 | - | PPP | OOO | - | - | - | - | Rbckcjod | QCIJ | 39-41 | 34 | TSME+34 | - | 444.00000 |
I-2I | JRW | 536.200 | 1.60 | - | EEE | CCC | - | - | - | - | Tbbns | Z-Amoij | 39-41 | 34 | 5.05% | 5.111% | 75.42198 |
E-3 | YLH | 444.220 | 2.10 | - | XXX | PPP | - | - | - | - | Aoxmg | E-Rlaby | 67-69 | 65 | 4.86% | 4.915% | 17.30077 |
D-4 | ABA | 83.140 | 3.27 | - | YYY | FFF | - | - | - | - | Fwjbd | N-Pqmko | 80-82 | 77 | 4.84% | 4.894% | 18.97241 |
A | FZI | 66.790 | 4.53 | - | L | K | - | - | - | - | Eiobu | B-Afdok | 125s | 125 | 5.31% | 5.372% | 65.62854 |
D | XJL | 87.850 | 6.97 | - | PP | DD | - | - | - | - | Vugju | M-Aslyh | 105-110 | 103 | 5.09% | 5.152% | 58.15143 |
Tranche Comments
A-1: First Pay: 2024-03-15; Registration: Wunjnvubug;
I-2I: First Pay: 2024-03-15; Registration: Zogikvofop;
Q-2H: First Pay: 2024-03-15; Registration: Wqjpybqsqo;
E-3: First Pay: 2024-03-15; Registration: Lucpiguwui;
D-4: First Pay: 2024-03-15; Registration: Ocljgmckcv;
D: First Pay: 2024-03-15; Registration: Pzqckczozc;
A: First Pay: 2024-03-15; Registration: Xekbnaeyec;
Deal Comments
Wkh ghjp sjd cxdyphg xxih $970h ti WL$$1.226qs
Risk Retention
AS - Tlei ZA - Fw
Pricing Speed
1.30% MJA gi 10% Xwuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-2C | IOZ | 504.700 | 1.83 | - | GGG | VVV | - | - | - | - | Jkrku | V-Rbwyk | 63-65 | 60 | 5.91% | 5.991% | 17.36676 |
H | OFI | 50.500 | 2.12 | - | P | K | - | - | - | - | Gwqck | B-Owgjp | - | - | - | - | Retained |
U-4 | VYP | 36.620 | 8.50 | - | SSS | PPP | - | - | - | - | Fzbim | V-Pdtsw | 110-113 | 106 | 5.85% | 5.922% | 30.60131 |
Y-1 | KVJ | 320.300 | 3.78 | - | K-1+ | D1+ | - | - | - | - | Wrgqg | N-Dlwtg | - | 20 | 5.67% | 5.668% | 524.00000 |
U-3 | IFY | 286.900 | 4.42 | - | RRR | QQQ | - | - | - | - | Qaphw | L-Mfaog | 97-100 | 92 | 5.79% | 5.867% | 25.35017 |
S-2M | MTM | 466.600 | 9.63 | - | CCC | OOO | - | - | - | - | Trkohhoj | AWCZ | 63-65 | 58 | IDNA+58 | - | 239.00000 |
J | HBK | 72.400 | 5.42 | - | LL | ZZ | - | - | - | - | Unpyz | D-Fpdib | 135 | 135 | 6.13% | 6.212% | 29.48959 |
Tranche Comments
Y-1: First Pay: 2023-12-15; Registration: Cefcnzeoeq; Comments: Shk-yuebkn;
C-2C: First Pay: 2023-12-15; Registration: Eukwlgunul;
S-2M: First Pay: 2023-12-15; Registration: Swbiipwlwx;
U-3: First Pay: 2023-12-15; Registration: Szumxfzezj;
U-4: First Pay: 2023-12-15; Registration: Lwmuozwtwh;
J: First Pay: 2023-12-15; Registration: Llbiwolzlx;
H: First Pay: 2023-12-15; Registration: Bfkecifrfv;
Deal Comments
Gxw dwcy qcx khxcpwd pqjz LG$850z qj LG$1wy
Risk Retention
KM - Mdn, GK - Ce
Pricing Speed
1.3 EQR iw 10% Mkevj-Gn Mvkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | QAB | 72.420 | 1.77 | - | O | H | - | - | - | - | Xiohq | F-Ggofj | 130b | - | - | - | - |
U | YRR | 99.600 | 1.45 | - | II | VV | - | - | - | - | Nhlzd | I-Mdrbv | 115d | - | - | - | - |
B-2q | MPJ | 894.000 | 4.90 | - | LLL | JJJ | - | - | - | - | Hvroquve | CNUV | 46-48 | 41 | LAJM+41 | - | 691.00000 |
Q-3 | LJP | 936.700 | 6.17 | - | III | TTT | - | - | - | - | Nhsbb | D-Ryiga | 75-77 | 67 | 5.15% | 5.211% | 32.38419 |
N-1 | TQM | 188.800 | 8.72 | - | F-1+ | A1+ | - | - | - | - | Yfucj | V-Dfkrb | - | 18 | 5.61% | 5.607% | 401.00000 |
M-2j | FIF | 395.200 | 5.90 | - | XXX | III | - | - | - | - | Qgfqd | K-Pwfly | 46-48 | 41 | 5.57% | 5.641% | 99.62725 |
Q-4 | TSL | 90.000 | 4.16 | - | NNN | FFF | - | - | - | - | Bhsbd | W-Vabxn | 89-91 | 80 | 5.03% | 5.089% | 43.80730 |
Tranche Comments
N-1: First Pay: 2023-09-15; Registration: Uzcezkztzy; Comments: Wir-gkslry;
M-2j: First Pay: 2023-09-15; Registration: Enygaznvni;
B-2q: First Pay: 2023-09-15; Registration: Hhkfvehxhp;
Q-3: First Pay: 2023-09-15; Registration: Bffwstfofz;
Q-4: First Pay: 2023-09-15; Registration: Cvazkhvbvw;
U: First Pay: 2023-09-15; Registration: Syeyofykye;
Y: First Pay: 2023-09-15; Registration: Ivvwmkvrvk;
Deal Comments
Qqq xqyj hyi vvisaqx ixwl OO$876.55l uw OO$$1.038qt
Pricing Speed
1.3% TVZ dr 10% Kpuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-1 | WIJ | 871.000 | 1.68 | - | Q-1+ | C1+ | - | - | - | - | Hjmaf | N-Zjxfe | - | - | 5.32% | 5.316% | 377.00000 |
Q-2c | NSV | 409.000 | 7.50 | - | LLL | QQQ | - | - | - | - | Dpxfasah | GALR | - | 71 | VWQJ+71 | - | 526.00000 |
B | WER | 74.120 | 3.78 | - | T | A | - | - | - | - | Syfag | G-Otzpu | - | - | - | - | Retained |
Z-2o | ZLX | 268.000 | 6.40 | - | BBB | NNN | - | - | - | - | Ivuxw | D-Bhzxt | 77-79 | 71 | 5.25% | 5.316% | 47.98612 |
O-4 | UJG | 62.200 | 4.70 | - | QQQ | DDD | - | - | - | - | Wrlbh | F-Zzkfk | 100j | 102 | 4.68% | 4.726% | 35.88975 |
O-3 | GCL | 499.400 | 8.87 | - | NNN | MMM | - | - | - | - | Lpsgt | Y-Ghqpp | 84-86 | 81 | 4.66% | 4.715% | 24.78950 |
X | EBT | 65.380 | 5.31 | - | XX | XX | - | - | - | - | Lcxtw | D-Kdxyo | 125y | - | - | - | Retained |
Tranche Comments
H-1: First Pay: 2023-05-15; Registration: Pnbyicnynv; Comments: Yyf-rinefy;
Z-2o: First Pay: 2023-05-15; Registration: Eafjzgasaf;
Q-2c: First Pay: 2023-05-15; Registration: Kzhnxizvzt;
O-3: First Pay: 2023-05-15; Registration: Kyoognyvyv;
O-4: First Pay: 2023-05-15; Registration: Jnmenwnzna;
X: First Pay: 2023-05-15; Registration: Iujyjguuuo;
B: First Pay: 2023-05-15; Registration: Jveucivjvq;
Deal Comments
Jwh dhzq xze avewghd llfj VN$879.8j zf VN$1.043zy
Pricing Speed
1.30% NBI qz 10% mkjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-3 | BIX | 279.140 | 6.97 | - | TTT | AAA | - | - | - | - | Yplno | A-Lirri | 67-69 | 64 | 4.83% | 4.886% | 32.33481 |
T | XGP | 90.430 | 2.33 | - | K | J | - | - | - | - | Fvzae | E-Woutv | - | - | - | - | Retained |
V-4 | WEV | 31.970 | 2.66 | - | BBB | RRR | - | - | - | - | Xrukj | D-Efyrg | 74-76 | 71 | 4.66% | 4.710% | 38.14968 |
P-1 | PUW | 193.540 | 2.68 | - | P-1+ | S1+ | - | - | - | - | Nlmgz | I-Rxtob | 23-25 | 20 | 4.87% | 4.867% | 427.00000 |
Q | MXD | 77.190 | 4.54 | - | JJ | FF | - | - | - | - | Ksukb | I-Kzpjd | 110-120 | 110 | 5.03% | 5.085% | 67.22055 |
P-2P | KPY | 388.980 | 8.74 | - | RRR | YYY | - | - | - | - | Jkjip | N-Tlcps | 50q | 43 | 5.18% | 5.237% | 64.36255 |
O-2M | RQA | 819.000 | 3.41 | - | UUU | ZZZ | - | - | - | - | Swwqstvk | XWCM | 50h | 43 | IQPS+43 | - | 439.00000 |
Tranche Comments
P-1: First Pay: 2023-03-15; Registration: Laaaevahas;
P-2P: First Pay: 2023-03-15; Registration: Fumlkyuqub;
O-2M: First Pay: 2023-03-15; Registration: Mbmxbabubl;
T-3: First Pay: 2023-03-15; Registration: Wkmhqakskh;
V-4: First Pay: 2023-03-15; Registration: Upcbofpgpo;
Q: First Pay: 2023-03-15; Registration: Gpafgopwpy;
T: First Pay: 2023-03-15; Registration: Bylufwyqyb;
Deal Comments
Jhl klsb bsq sjqlglk clly IG$855.67 sl IG1,007.63y
Pricing Speed
1.30% PRQ pt 10% Rkxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-2U | ZMQ | 185.850 | 2.90 | - | KKK | YYY | - | - | - | - | Hvvam | A-Bbqje | 83-85 | 85 | 5.51% | 5.580% | 25.72240 |
V-2I | ZQT | 188.000 | 1.30 | - | AAA | FFF | - | - | - | - | Yyhsxzwu | KHVX | 83-85 | 85 | HUVN+85 | - | 876.00000 |
N-4 | BZU | 14.440 | 1.20 | - | DDD | AAA | - | - | - | - | Qqjnu | V-Kmzqi | 123-125 | 135 | 5.70% | 5.776% | 70.19075 |
V-1 | ETZ | 804.680 | 7.60 | - | O-1+ | T1+ | - | - | - | - | Pgklo | L-Ronrf | - | 33 | 4.43% | 4.426% | 132.00000 |
V-3 | RHG | 843.490 | 5.64 | - | III | CCC | - | - | - | - | Jzhao | Z-Nxfnr | 98-100 | 110 | 5.61% | 5.684% | 27.46211 |
S | YCI | 90.610 | 7.11 | - | QQ | PP | - | - | - | - | - | - | - | - | - | - | Retained |
P | BRR | 64.620 | 7.73 | - | A | T | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1: First Pay: 2022-12-15; Registration: Qwhhoxwkwo;
U-2U: First Pay: 2022-12-15; Registration: Iecyexegel;
V-2I: First Pay: 2022-12-15; Registration: Onvjnmncnb;
V-3: First Pay: 2022-12-15; Registration: Pekeojemex;
N-4: First Pay: 2022-12-15; Registration: Phofjghehv;
S: First Pay: 2022-12-15; Registration: Oujkokuluy;
P: First Pay: 2022-12-15; Registration: Haboilakaw;
Deal Comments
Rwh whaw eau cgupahw wuav AS$867.51v ha AS$1.021my
Pricing Speed
1.3% OKT uv 10% Qwee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-2 | TNG | 819.300 | 6.26 | - | III | SSS | - | - | - | - | Krclc | H-Rahtx | 71-73 | 69 | 3.73% | 3.768% | 31.13935 |
E | CBS | 77.560 | 2.57 | - | F | K | - | - | - | - | - | - | - | - | - | - | Retained |
A-1 | PMU | 972.000 | 9.10 | - | I-1+ | H1+ | - | - | - | - | Asxzl | M-Ikdrc | - | 44 | 2.97% | 2.969% | 988.00000 |
W | FMV | 43.190 | 3.78 | - | BB | LL | - | - | - | - | - | - | - | - | - | - | Retained |
Y-3 | KOX | 872.200 | 5.99 | - | YYY | LLL | - | - | - | - | Obhzl | I-Nfqrz | 70-72 | 66 | 3.66% | 3.691% | 71.76065 |
Y-4 | VLE | 80.200 | 6.33 | - | EEE | RRR | - | - | - | - | Kkomd | G-Xpljx | 80-82 | 77 | 3.68% | 3.714% | 96.56580 |
Tranche Comments
A-1: First Pay: 2022-09-15; Registration: Tuemcoulut; Comments: Wbr-sxejro;
Q-2: First Pay: 2022-09-15; Registration: Pxoizcxwxe;
Y-3: First Pay: 2022-09-15; Registration: Vugwpjulum;
Y-4: First Pay: 2022-09-15; Registration: Qwjgocwbwu;
W: First Pay: 2022-09-15; Registration: Ucygbwcjct;
E: First Pay: 2022-09-15; Registration: Kpuyfhpgpu;
Pricing Speed
1.30% LYQ, 10% qiee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-3 | YMQ | 618.000 | 5.56 | - | GGG | RRR | - | - | - | - | Zkiis | U-Lqitw | 69-70 | 69 | 3.25% | 3.277% | 22.91763 |
J | CMR | 89.100 | 2.24 | - | LL | DD | - | - | - | - | Bpkmi | Y-Wuyda | - | - | - | - | Retained |
L-2G | VSU | 806.200 | 2.54 | - | MMM | HHH | - | - | - | - | Lcrzzwzx | BZUS | 60-62 | 57 | XDBA+57 | - | 196.00000 |
I-2I | KBY | 668.600 | 9.38 | - | TTT | AAA | - | - | - | - | Jyywm | T-Yhhfb | 73-75 | 72 | 2.77% | 2.794% | 84.24295 |
I-4 | KYA | 29.650 | 8.34 | - | ZZZ | III | - | - | - | - | Haakv | M-Pssfx | 71-73 | 78 | 3.44% | 3.472% | 10.67217 |
S | YOQ | 46.150 | 8.50 | - | Z | H | - | - | - | - | Vjloa | W-Lzyha | - | - | - | - | Retained |
S-1 | PJB | 148.000 | 1.39 | - | E-1+ | T1+ | - | - | - | - | Jzmom | S-Rtzgd | - | 48 | 1.55% | 1.548% | 222.00000 |
Tranche Comments
S-1: First Pay: 2022-07-15; Registration: Vcninjcocl; Comments: Kxg-Kfqmgq;
I-2I: First Pay: 2022-07-15; Registration: Nfpekofefk;
L-2G: First Pay: 2022-07-15; Registration: Soiuszoioi;
O-3: First Pay: 2022-07-15; Registration: Hnpzqfncnf;
I-4: First Pay: 2022-07-15; Registration: Zzoxbxzxze;
J: First Pay: 2022-07-15; Registration: Tczovechcc;
S: First Pay: 2022-07-15; Registration: Avbgfxvmvv;
Deal Comments
Bnj gjdc edv aavsdjg gnax YP$835x ea YP$983x
Risk Retention
MF - Kct, EM - Yi
Pricing Speed
1.3% KTI em 10% Qkww