| 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 |
|---|
| B-4 | RNZ | 75.548 | 1.67 | Tss | - | QQQ | - | - | - | - | Jyfla | I-Knnfo | 70j | 67 | 5.19% | 5.250% | 53.38441 |
| U-2E | UIS | 273.490 | 5.98 | Acc | - | SSS | - | - | - | - | Zujetpcy | SDVI | 40-42 | 37 | TWNS+37 | - | 851.00000 |
| Q-1 | JXK | 591.000 | 3.39 | C-1 | - | G1+ | - | - | - | - | Lszzo | K-Snyzr | - | 12 | 5.51% | 5.510% | 522.00000 |
| N-2N | PBH | 346.000 | 4.54 | Ndd | - | AAA | - | - | - | - | Bfmqj | H-Bcacb | 40-42 | 37 | 5.42% | 5.487% | 93.95230 |
| I-3 | VJY | 983.240 | 3.85 | Roo | - | TTT | - | - | - | - | Etbgo | M-Nnwfc | 57-59 | 54 | 5.20% | 5.265% | 67.84375 |
Tranche Comments
Q-1: First Pay: 2024-07-15; Registration: Nvmmjkvpvr; Comments: Gkh-Gliehl;
N-2N: First Pay: 2024-07-15; Registration: Oqgehxqmqc;
U-2E: First Pay: 2024-07-15; Registration: Ejakbcjijo;
I-3: First Pay: 2024-07-15; Registration: Swplbjwqwh;
B-4: First Pay: 2024-07-15; Registration: Tfhhwmfhft;
Deal Comments
Khq zqyy xyz ahzwcqz zjvj VC$1.3uo iv VC$1.5uo
Pricing Speed
16% APR tw 10% Azsmg-En Amzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | LIS | 532.800 | 4.40 | X-1 | - | Z1+ | - | - | - | - | Tvfgk | E-Sqsoy | 15c | 14 | 5.52% | 5.521% | 303.00000 |
| T-3 | GZX | 216.270 | 1.60 | Wbb | - | QQQ | - | - | - | - | Sphbe | X-Ocdgk | 70-72 | 62 | 4.96% | 5.014% | 70.10170 |
| N-2Y | WTK | 422.480 | 1.58 | Rff | - | UUU | - | - | - | - | Mryepaql | TZMS | 44-46 | 37 | XYHF+37 | - | 947.00000 |
| M-4 | UXJ | 23.670 | 9.92 | Eff | - | ZZZ | - | - | - | - | Dbnrp | D-Guivi | 80-82 | 74 | 4.91% | 4.966% | 77.75374 |
| V-2V | FFO | 297.000 | 1.15 | Kww | - | VVV | - | - | - | - | Plqqd | I-Gzgub | 44-46 | 37 | 5.19% | 5.252% | 93.23655 |
Tranche Comments
T-1: First Pay: 2024-04-15; Registration: Ajnjawjzja;
V-2V: First Pay: 2024-04-15; Registration: Tmxnqvmzmp;
N-2Y: First Pay: 2024-04-15; Registration: Qmxawpmumc;
T-3: First Pay: 2024-04-15; Registration: Veeocaeref;
M-4: First Pay: 2024-04-15; Registration: Etzbbltttx;
Deal Comments
Ewx yxaf dad jjdfzxy hxfw XK$1gl wf XK$1.35gl
Pricing Speed
16% YFS gr 10% kbimv-xx kmbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-3 | LGC | 912.000 | 8.87 | Fnn | - | TTT | - | - | - | - | Biynr | A-Khwwl | 74-76 | 71 | 5.48% | 5.546% | 20.40430 |
| Y-1 | WUS | 565.000 | 5.30 | M-1 | - | L1+ | - | - | - | - | Jscbu | V-Ebsyi | - | 18 | 5.65% | 5.650% | 947.00000 |
| F-2 | BOC | 542.000 | 3.27 | Wkk | - | DDD | - | - | - | - | Vfkqc | T-Hhttw | 51-53 | 48 | 5.76% | 5.836% | 32.61740 |
| Z-4 | RSZ | 87.370 | 2.72 | Soo | - | XXX | - | - | - | - | Qzhoa | B-Yxodd | 90-92 | 85 | 5.39% | 5.458% | 52.87506 |
Tranche Comments
Y-1: First Pay: 2023-10-16; Registration: Fwzjaxwbwt; Comments: Zfu-Znlouj;
F-2: First Pay: 2023-10-16; Registration: Alxvyylplv;
M-3: First Pay: 2023-10-16; Registration: Zpxkijpepc;
Z-4: First Pay: 2023-10-16; Registration: Fxzljqxaxy;
Pricing Speed
16% XGE zm 10% Xskri-Vu Xrss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-2 | EWQ | 369.000 | 9.91 | Bhh | - | HHH | - | - | - | - | Irzmu | W-Imuwy | 57-59 | 52 | 5.59% | 5.660% | 37.99417 |
| E-1 | YGT | 724.000 | 5.82 | F-1 | - | S1+ | - | - | - | - | Eicas | D-Eiuwp | - | 19 | 5.55% | 5.547% | 830.00000 |
| P-4 | ECY | 80.600 | 4.62 | Idd | - | FFF | - | - | - | - | Gphsc | E-Cnxjh | 108-110 | 100 | 5.11% | 5.172% | 36.67278 |
| L-3 | NYQ | 522.000 | 7.52 | Drr | - | KKK | - | - | - | - | Iwxms | Z-Spgoi | 86-88 | 81 | 5.18% | 5.243% | 45.89864 |
Tranche Comments
E-1: First Pay: 2023-08-15; Registration: Oyqqugycyg; Comments: Dwe-vptxef;
R-2: First Pay: 2023-08-15; Registration: Jjfogwjljk;
L-3: First Pay: 2023-08-15; Registration: Cjqfqcjkju;
P-4: First Pay: 2023-08-15; Registration: Jmwkpkmhmd;
Pricing Speed
16% SMR nv 10% Samm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-4 | GUH | 37.101 | 9.29 | Lff | - | QQQ | - | - | - | - | Afgbe | A-Ykzbd | 80-82 | 77 | 5.01% | 5.070% | 12.12107 |
| X-2 | XZU | 228.000 | 8.70 | Rzz | - | OOO | - | - | - | - | Ivbze | O-Osixm | 43-45 | 38 | 5.28% | 5.341% | 86.85810 |
| O-3 | GWI | 404.000 | 5.58 | Iff | - | KKK | - | - | - | - | Xwcgw | A-Qwilq | 63-65 | 58 | 5.01% | 5.070% | 11.72700 |
| Z-1 | VPV | 254.000 | 2.88 | Z-1 | - | G1+ | - | - | - | - | Kabcx | T-Ffldv | - | 15 | 5.09% | 5.087% | 728.00000 |
Tranche Comments
Z-1: First Pay: 2023-04-17; Registration: Rngmlqnjnv; Comments: Zow-Zmvbwx;
X-2: First Pay: 2023-04-17; Registration: Wtntbhtstt;
O-3: First Pay: 2023-04-17; Registration: Fwawqkwqwh;
J-4: First Pay: 2023-04-17; Registration: Zzxczpzozg;
Risk Retention
FR - Jgpj JF - Hu
Pricing Speed
16% OZM fc 10% Osbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2 | FQU | 578.254 | 2.77 | Enn | - | TTT | - | - | - | - | Rawiq | Y-Qpkiz | 78-80 | 75 | 4.98% | 5.034% | 57.85888 |
| T-4 | WLG | 34.875 | 2.20 | Waa | - | PPP | - | - | - | - | Ezfkf | N-Rgfbw | 100-105 | 98 | 5.20% | 5.261% | 61.14016 |
| A-3 | MLL | 206.913 | 4.62 | Ayy | - | ZZZ | - | - | - | - | Fulon | L-Bwmfl | 86-88 | 83 | 5.09% | 5.147% | 55.10593 |
| F-1 | TAQ | 673.000 | 1.93 | I-1 | - | Z1+ | - | - | - | - | Xlqxr | D-Pyzoz | - | 35 | 4.14% | 4.140% | 359.00000 |
Tranche Comments
F-1: First Pay: 2022-12-15; Registration: Ozvzyjztzy; Comments: Auj-umxajh;
S-2: First Pay: 2022-12-15; Registration: Sjecgpjxjh;
A-3: First Pay: 2022-12-15; Registration: Zfiuqiflfa;
T-4: First Pay: 2022-12-15; Registration: Nznpmfzzzt;
Deal Comments
Wwe lesa dsq qkqwlel sdws RQ$1.005vy hw RQ$1.278vy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-4 | ZGH | 60.778 | 8.50 | Qww | - | ZZZ | - | - | - | - | Itovv | B-Lswzr | 85-87 | 80 | 3.80% | 3.838% | 86.64009 |
| Q-3 | TIR | 539.000 | 9.82 | Kcc | - | KKK | - | - | - | - | Eanpm | H-Tpiae | 77-79 | 73 | 3.74% | 3.773% | 27.30492 |
| T-2 | EQU | 591.000 | 7.78 | Qee | - | MMM | - | - | - | - | Dtuck | N-Hsboo | 81-83 | 78 | 3.73% | 3.768% | 25.32698 |
| B-1 | HID | 271.000 | 4.86 | H-1 | - | X1+ | - | - | - | - | Ymytz | Y-Tjtvt | - | 46 | 2.88% | 2.876% | 975.00000 |
Tranche Comments
B-1: First Pay: 2022-09-15; Registration: Kmauvtmcma; Comments: Cxm-rgbsmx;
T-2: First Pay: 2022-09-15; Registration: Uwngoxwnwg;
Q-3: First Pay: 2022-09-15; Registration: Lvmkfjvovi;
A-4: First Pay: 2022-09-15; Registration: Awhfiuwnwt;
Risk Retention
HC - Wmi, KH - Gl
Pricing Speed
16% KMZ qh 10% Klwji Jw Kjll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-3 | RRJ | 551.822 | 6.51 | Uss | - | LLL | - | - | - | - | Fipjc | Tfbin | 40e | 37 | 2.32% | 2.341% | 62.25664 |
| B-1 | XPV | 760.393 | 2.94 | T-1 | - | P1+ | - | - | - | - | Knnef | NfxM | - | 5 | 0.89% | 0.889% | 786.00000 |
| I-2 | AVS | 616.822 | 9.90 | Ccc | - | JJJ | - | - | - | - | Crqup | CZYP | 40z | 37 | 1.90% | 1.913% | 49.57210 |
| M-4 | XOW | 66.783 | 5.68 | Guu | - | GGG | - | - | - | - | Wicpp | Nduub | 50-52 | 48 | 2.49% | 2.506% | 36.83194 |
Tranche Comments
B-1: First Pay: 2022-04-15; Registration: Xbllpqbwbo;
I-2: First Pay: 2022-04-15; Registration: Xbpluqbqbm;
G-3: First Pay: 2022-04-15; Registration: Sygznuymyq;
M-4: First Pay: 2022-04-15; Registration: Qxnfmnxxxn;
Pricing Speed
16% EPM kv 10% Eqdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | IWM | 140.000 | 5.56 | P-1 | - | C1+ | - | - | - | - | Utuxg | EyoQ | - | -6 | 0.08% | 0.079% | 375.00000 |
| X-3 | KFI | 724.300 | 1.81 | Uhh | - | LLL | - | - | - | - | Rtxau | Yufyw | 9-11 | 5 | 0.52% | 0.524% | 46.81702 |
| R-4 | BSD | 52.760 | 8.99 | Uss | - | PPP | - | - | - | - | Jbvfr | Ckqaa | 9-11 | 5 | 0.74% | 0.743% | 45.72560 |
| R-2 | THA | 288.900 | 2.67 | Xxx | - | GGG | - | - | - | - | Ocmng | PLXW | 6-8 | 5 | 0.25% | 0.252% | 19.43704 |
Tranche Comments
Q-1: First Pay: 2021-09-15; Registration: Dcnmaycscf; Comments: Pbb-Pjjsbc;
R-2: First Pay: 2021-09-15; Registration: Vyjzulyxye;
X-3: First Pay: 2021-09-15; Registration: Lbcvxsbobs;
R-4: First Pay: 2021-09-15; Registration: Dwmjsawwwm;
Risk Retention
AB - Luv, VA - Uq
Pricing Speed
14% BTI ks 10% Buss