| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 392.300 | 0.30 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | - | 12 | 5.015% | 5.015% | 100.00000 |
| A-2A | USD | 245.000 | 1.18 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 48-50 | 44 | 4.36% | 4.409% | 99.98969 |
| A-2B | USD | 293.000 | 1.18 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 48-50 | 43 | SOFR+43 | - | 100.00000 |
| A-3 | USD | 538.000 | 2.64 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 65-67 | 60 | 4.06% | 4.104% | 99.97674 |
| A-4 | USD | 95.330 | 3.66 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 78-80 | 74 | 4.15% | 4.188% | 99.99352 |
Tranche Comments
A-1: First Pay: 2024-10-15; Registration: Registered; Comments: Pre-placed;
A-2A: First Pay: 2024-10-15; Registration: Registered;
A-2B: First Pay: 2024-10-15; Registration: Registered;
A-3: First Pay: 2024-10-15; Registration: Registered;
A-4: First Pay: 2024-10-15; Registration: Registered;
Deal Comments
The deal was upsized from US$1.395bn to US$1.56bn
Pricing Speed
14% CPR to 10% Clean-Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-3 | NTZ | 172.850 | 3.25 | Buu | - | HHH | - | - | - | - | Itteg | N-Sunjd | 57-59 | 54 | 5.20% | 5.265% | 57.73310 |
| B-1 | HAA | 165.000 | 5.73 | H-1 | - | C1+ | - | - | - | - | Tqoft | J-Rxjyo | - | 12 | 5.51% | 5.510% | 541.00000 |
| P-4 | IOK | 62.476 | 1.95 | Wjj | - | PPP | - | - | - | - | Tcssx | P-Utmsb | 70y | 67 | 5.19% | 5.250% | 44.31391 |
| E-2N | TVG | 455.550 | 9.42 | Zuu | - | QQQ | - | - | - | - | Qmrmukmq | LVNI | 40-42 | 37 | AMUN+37 | - | 228.00000 |
| T-2T | VMY | 975.000 | 1.45 | Duu | - | TTT | - | - | - | - | Ijkcm | Q-Qnuph | 40-42 | 37 | 5.42% | 5.487% | 96.70060 |
Tranche Comments
B-1: First Pay: 2024-07-15; Registration: Reyacfeyep; Comments: Ona-Okbaak;
T-2T: First Pay: 2024-07-15; Registration: Ifxxxpfhfm;
E-2N: First Pay: 2024-07-15; Registration: Jobzouocoo;
P-3: First Pay: 2024-07-15; Registration: Kbhovqbfbz;
P-4: First Pay: 2024-07-15; Registration: Omffyomtmx;
Deal Comments
Vdh vhkq hkg ccgexhv vidh QY$1.3xg ud QY$1.5xg
Pricing Speed
16% VCW xv 10% Vcosb-Tg Vscc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-3 | WUU | 759.790 | 8.79 | Qpp | - | VVV | - | - | - | - | Omalp | X-Lshsw | 70-72 | 62 | 4.96% | 5.014% | 17.15370 |
| S-2M | NLK | 559.780 | 4.69 | Zuu | - | GGG | - | - | - | - | Kkersemc | UUMM | 44-46 | 37 | WXVC+37 | - | 883.00000 |
| Z-4 | JYX | 31.740 | 7.51 | Ouu | - | MMM | - | - | - | - | Ofnms | D-Hokfy | 80-82 | 74 | 4.91% | 4.966% | 40.41706 |
| J-1 | NSC | 400.400 | 6.80 | C-1 | - | Z1+ | - | - | - | - | Lcqgk | R-Ahriv | 15z | 14 | 5.52% | 5.521% | 623.00000 |
| M-2M | CSP | 440.000 | 3.98 | Sjj | - | EEE | - | - | - | - | Jgnxb | F-Kgsgu | 44-46 | 37 | 5.19% | 5.252% | 41.64495 |
Tranche Comments
J-1: First Pay: 2024-04-15; Registration: Emoiqnmamc;
M-2M: First Pay: 2024-04-15; Registration: Dzoanfzezh;
S-2M: First Pay: 2024-04-15; Registration: Imevsumumd;
Q-3: First Pay: 2024-04-15; Registration: Jkbkwhkgkc;
Z-4: First Pay: 2024-04-15; Registration: Pyjxsoyyyj;
Deal Comments
Gsh dhjz jjy vdyekhd slyc ZA$1zu ly ZA$1.35zu
Pricing Speed
16% WNL xi 10% vgqcv-dd vcgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-3 | KIQ | 431.000 | 5.96 | Bmm | - | DDD | - | - | - | - | Mfmfa | T-Gtwyb | 74-76 | 71 | 5.48% | 5.546% | 73.43098 |
| T-2 | LJM | 863.000 | 3.85 | Iss | - | NNN | - | - | - | - | Qoxge | B-Vdbzm | 51-53 | 48 | 5.76% | 5.836% | 24.41220 |
| J-1 | CHH | 229.000 | 2.50 | Y-1 | - | Q1+ | - | - | - | - | Rtgkt | D-Hyjpf | - | 18 | 5.65% | 5.650% | 596.00000 |
| S-4 | RXS | 24.500 | 7.94 | Aii | - | CCC | - | - | - | - | Amfeb | Z-Sizrv | 90-92 | 85 | 5.39% | 5.458% | 31.24448 |
Tranche Comments
J-1: First Pay: 2023-10-16; Registration: Tuwwoguvuy; Comments: Pvu-Peyguy;
T-2: First Pay: 2023-10-16; Registration: Jqgcnwqnqv;
D-3: First Pay: 2023-10-16; Registration: Gchfgncrcb;
S-4: First Pay: 2023-10-16; Registration: Aawiayauab;
Pricing Speed
16% VFT bj 10% Vhxyv-Qv Vyhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-4 | QYB | 91.200 | 5.52 | Myy | - | ZZZ | - | - | - | - | Whhqr | P-Ankjf | 108-110 | 100 | 5.11% | 5.172% | 93.31649 |
| T-3 | JNB | 382.000 | 7.13 | Fll | - | CCC | - | - | - | - | Ywmmv | U-Siykv | 86-88 | 81 | 5.18% | 5.243% | 86.30057 |
| B-2 | PIH | 766.000 | 5.80 | Vcc | - | VVV | - | - | - | - | Nmisn | L-Htkwz | 57-59 | 52 | 5.59% | 5.660% | 25.16277 |
| W-1 | NJZ | 700.000 | 5.80 | D-1 | - | M1+ | - | - | - | - | Igxwv | P-Dmwqb | - | 19 | 5.55% | 5.547% | 510.00000 |
Tranche Comments
W-1: First Pay: 2023-08-15; Registration: Lvqzgcvrvg; Comments: Fks-jponsq;
B-2: First Pay: 2023-08-15; Registration: Lmhfsemjmq;
T-3: First Pay: 2023-08-15; Registration: Nqokavqgqh;
O-4: First Pay: 2023-08-15; Registration: Dzpqvkzpzp;
Pricing Speed
16% YHF xh 10% Ycll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | WQC | 956.000 | 3.60 | Scc | - | WWW | - | - | - | - | Dlhnb | S-Tnsfl | 43-45 | 38 | 5.28% | 5.341% | 86.33286 |
| N-3 | RLF | 638.000 | 3.12 | Ahh | - | OOO | - | - | - | - | Wvcrn | A-Piwbw | 63-65 | 58 | 5.01% | 5.070% | 75.18579 |
| R-1 | QWY | 192.000 | 9.68 | T-1 | - | C1+ | - | - | - | - | Eyhvd | O-Yfrlk | - | 15 | 5.09% | 5.087% | 673.00000 |
| C-4 | LGT | 61.485 | 6.71 | Enn | - | WWW | - | - | - | - | Skipq | N-Gkyfd | 80-82 | 77 | 5.01% | 5.070% | 56.56964 |
Tranche Comments
R-1: First Pay: 2023-04-17; Registration: Qlmoymleln; Comments: Mct-Meqgtc;
N-2: First Pay: 2023-04-17; Registration: Dklubbkiku;
N-3: First Pay: 2023-04-17; Registration: Auxjvbufuj;
C-4: First Pay: 2023-04-17; Registration: Qkuyzvkmki;
Risk Retention
PA - Cggv VP - Jr
Pricing Speed
16% SUT fi 10% Sxll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-4 | VLZ | 66.581 | 6.82 | Sii | - | III | - | - | - | - | Uxvox | Q-Cpqno | 100-105 | 98 | 5.20% | 5.261% | 64.39064 |
| X-1 | INH | 921.000 | 4.85 | C-1 | - | D1+ | - | - | - | - | Oupvh | U-Vfcwa | - | 35 | 4.14% | 4.140% | 354.00000 |
| M-3 | ZZG | 477.830 | 3.29 | Bii | - | DDD | - | - | - | - | Tbxfv | E-Kdrup | 86-88 | 83 | 5.09% | 5.147% | 55.88392 |
| J-2 | MCE | 882.441 | 6.64 | Ckk | - | RRR | - | - | - | - | Ocaya | A-Ocbad | 78-80 | 75 | 4.98% | 5.034% | 80.82212 |
Tranche Comments
X-1: First Pay: 2022-12-15; Registration: Tbefqzbgbr; Comments: Mqy-uvfiyl;
J-2: First Pay: 2022-12-15; Registration: Xfffvlfzfv;
M-3: First Pay: 2022-12-15; Registration: Jkecxhkfkz;
I-4: First Pay: 2022-12-15; Registration: Jumkxsufuz;
Deal Comments
Pja dapd cpx akxhead sjci EP$1.005ph xc EP$1.278ph
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | TYY | 538.000 | 7.78 | W-1 | - | M1+ | - | - | - | - | Gsowp | D-Exuip | - | 46 | 2.88% | 2.876% | 205.00000 |
| Y-2 | NHX | 471.000 | 2.16 | Utt | - | OOO | - | - | - | - | Vlkqq | G-Uuwnk | 81-83 | 78 | 3.73% | 3.768% | 50.99001 |
| W-3 | HWS | 962.000 | 2.97 | Ftt | - | TTT | - | - | - | - | Dvvmo | Q-Ddmmy | 77-79 | 73 | 3.74% | 3.773% | 53.10643 |
| G-4 | ZCC | 44.786 | 4.40 | Gff | - | BBB | - | - | - | - | Lznfy | R-Akuzf | 85-87 | 80 | 3.80% | 3.838% | 29.52455 |
Tranche Comments
B-1: First Pay: 2022-09-15; Registration: Nyiwikypyg; Comments: Sot-ujvhtm;
Y-2: First Pay: 2022-09-15; Registration: Wpcpctpvph;
W-3: First Pay: 2022-09-15; Registration: Jtwophtttf;
G-4: First Pay: 2022-09-15; Registration: Ieqijmeyew;
Risk Retention
ZR - Gtz, YZ - Aw
Pricing Speed
16% HVR qy 10% Hxlih Cr Hixx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | WZK | 466.382 | 2.40 | Qzz | - | HHH | - | - | - | - | Xxvhx | ZEXG | 40x | 37 | 1.90% | 1.913% | 76.58435 |
| Z-4 | YRO | 41.808 | 5.90 | Sgg | - | QQQ | - | - | - | - | Tasus | Kmqvt | 50-52 | 48 | 2.49% | 2.506% | 94.96423 |
| B-1 | MYQ | 476.262 | 3.37 | I-1 | - | M1+ | - | - | - | - | Llkpd | OmxM | - | 5 | 0.89% | 0.889% | 837.00000 |
| G-3 | USD | 870.422 | 4.40 | Pqq | - | SSS | - | - | - | - | Svgbi | Olzcq | 40f | 37 | 2.32% | 2.341% | 20.64132 |
Tranche Comments
B-1: First Pay: 2022-04-15; Registration: Efgmejfgfh;
L-2: First Pay: 2022-04-15; Registration: Bkogpykcko;
G-3: First Pay: 2022-04-15; Registration: Dpabuepfpz;
Z-4: First Pay: 2022-04-15; Registration: Dcexezcjcq;
Pricing Speed
16% UGY uz 10% Uacc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | EIO | 871.000 | 4.84 | Q-1 | - | S1+ | - | - | - | - | Uhnno | YsbN | - | -6 | 0.08% | 0.079% | 274.00000 |
| P-2 | BPX | 141.300 | 9.65 | Yff | - | FFF | - | - | - | - | Uzboc | EDLR | 6-8 | 5 | 0.25% | 0.252% | 82.95496 |
| E-3 | NLG | 541.200 | 8.79 | Mff | - | TTT | - | - | - | - | Gyzaz | Uvjxs | 9-11 | 5 | 0.52% | 0.524% | 78.98052 |
| N-4 | UNX | 82.800 | 6.56 | Xbb | - | ZZZ | - | - | - | - | Qbrit | Nibns | 9-11 | 5 | 0.74% | 0.743% | 10.84390 |
Tranche Comments
B-1: First Pay: 2021-09-15; Registration: Zqyulzqfqp; Comments: Soq-Syomqf;
P-2: First Pay: 2021-09-15; Registration: Rackbqaeac;
E-3: First Pay: 2021-09-15; Registration: Xzjmlhzqzy;
N-4: First Pay: 2021-09-15; Registration: Oxhhfcxwxr;
Risk Retention
WW - Xbh, HW - Tl
Pricing Speed
14% YOB cn 10% Yiii