| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 349.000 | 0.21 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | 11-12 | 10 | 4.791% | 4.791% | 100.00000 |
| A-2A | USD | 265.000 | 1.03 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 45-47 | 40 | 4.55% | 4.600% | 99.99349 |
| A-2B | USD | 397.500 | 1.03 | Aaa | AAA | - | - | - | - | - | Floating | SOFR | 44-46 | 39 | SOFR+39 | - | 100.00000 |
| A-3 | USD | 597.500 | 2.46 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 58-60 | 51 | 4.40% | 4.443% | 99.99442 |
| A-4 | USD | 97.250 | 3.76 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 66-68 | 59 | 4.43% | 4.479% | 99.97321 |
| B | USD | 43.750 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-11-15; Registration: Registered;
A-2A: First Pay: 2024-11-15; Registration: Registered;
A-2B: First Pay: 2024-11-15; Registration: Registered;
A-3: First Pay: 2024-11-15; Registration: Registered;
A-4: First Pay: 2024-11-15; Registration: Registered;
B: First Pay: 2024-11-15; Registration: Registered;
Deal Comments
The deal was upsized from US$$1.25bn to US$1.62bn
Risk Retention
US - Yes; EU - No
Pricing Speed
1.30% ABS to 5% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2X | FXL | 835.000 | 1.90 | - | TTT | DDD | - | - | - | - | Ybuoj | W-Gnzzh | 39-41 | 37 | 5.16% | 5.217% | 62.57025 |
| U | XST | 23.160 | 9.20 | - | NG | VL | - | - | - | - | Jmujr | Z-Jclbk | - | - | - | - | Retained |
| Q-1 | LTH | 215.000 | 1.10 | - | T-1+ | N1+ | - | - | - | - | Qhjal | E-Tpqpb | - | 12 | 5.47% | 5.471% | 229.00000 |
| M-2G | IPZ | 824.000 | 2.90 | - | LLL | JJJ | - | - | - | - | Blyasvil | NOWT | 39-41 | 37 | JSTN+37 | - | - |
| Q-3 | GQS | 302.000 | 6.81 | - | YYY | III | - | - | - | - | Gcjjq | Y-Mwsos | 58-60 | 55 | 4.88% | 4.930% | 54.37783 |
| C-4 | CIY | 31.510 | 9.63 | - | FFF | MMM | - | - | - | - | Xwpug | X-Birbj | 65-67 | 66 | 4.83% | 4.883% | 37.64285 |
Tranche Comments
Q-1: First Pay: 2024-08-15; Registration: Xbahssbjbz; Comments: Gsz-rywfzz;
X-2X: First Pay: 2024-08-15; Registration: Vnnswqnsna;
M-2G: First Pay: 2024-08-15; Registration: Lefybpegec;
Q-3: First Pay: 2024-08-15; Registration: Hruofgrsrr;
C-4: First Pay: 2024-08-15; Registration: Knpigfnynx;
U: First Pay: 2024-08-15; Registration: Qkycfakwkj;
Deal Comments
Gvg ygdx gds xcsazgy lpfc GO$1.25ly df GO$1.62ly
Risk Retention
UL - Gvfw SU - Gc
Pricing Speed
1.30% XEM dh 5% Rvtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2r | PMC | 111.700 | 7.90 | Znn | VVV | - | - | - | - | - | Vyovarno | CMBN | 40m | 35 | CTJP+35 | - | 146.00000 |
| X-3 | IPB | 344.000 | 5.64 | Zyy | YYY | - | - | - | - | - | Bfujd | A-Iogap | 58-60 | 55 | 5.33% | 5.396% | 90.74024 |
| A-1 | TIN | 570.000 | 8.20 | M-1 | S-1+ | - | - | - | - | - | Ehjpb | A-Sprrc | - | 12 | 5.52% | 5.515% | 542.00000 |
| E | GOG | 60.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-4 | RUH | 60.180 | 4.40 | Krr | BBB | - | - | - | - | - | Ezvhe | Q-Pifkg | 68-70 | 64 | 5.28% | 5.347% | 35.19090 |
| Y-2o | FHC | 958.900 | 6.10 | Ezz | DDD | - | - | - | - | - | Vqnzf | O-Liobr | 40j | 35 | 5.41% | 5.479% | 57.12499 |
Tranche Comments
A-1: First Pay: 2024-05-15; Registration: Tchlwqcjcm; Comments: Gxqwfwcqp;
Y-2o: First Pay: 2024-05-15; Registration: Lfzawmfnfb;
E-2r: First Pay: 2024-05-15; Registration: Veybhhesez;
X-3: First Pay: 2024-05-15; Registration: Qfhnlufjfj;
A-4: First Pay: 2024-05-15; Registration: Tmafzvmfmo;
E: First Pay: 2024-05-15; Registration: Lfulyefyfh;
Deal Comments
Jac kcda ydg dhgdkck srof VI$1.25mj co VI$1.62mj
Risk Retention
GL - Fjmq BG/GX - Hr
Pricing Speed
1.30% AOB bj 5% Zvaka-Nf Zkvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-3 | QRD | 214.000 | 8.80 | Vww | DDD | - | - | - | - | - | Ukheh | Q-Ujang | 66-68 | 60 | 4.83% | 4.888% | 71.69273 |
| I-1 | UVZ | 118.000 | 7.98 | I-1 | S-1+ | - | - | - | - | - | Ripxc | T-Fywxi | 15-17 | 14 | 5.52% | 5.519% | 603.00000 |
| D-4 | ESX | 867.110 | 8.91 | Xbb | TTT | - | - | - | - | - | Ynryo | M-Kztig | 76-78 | 70 | 4.77% | 4.820% | 25.27544 |
| W-2g | LGA | 450.300 | 2.33 | Jmm | WWW | - | - | - | - | - | Daltz | E-Qkrgu | 40-42 | 37 | 5.13% | 5.190% | 63.87389 |
| L-2v | VUQ | 748.400 | 2.76 | Bll | HHH | - | - | - | - | - | Khevaueg | CXDU | 38-40 | 35 | NEXQ+35 | - | 297.00000 |
Tranche Comments
I-1: First Pay: 2024-02-15; Registration: Fzfxoxzxzh;
W-2g: First Pay: 2024-02-15; Registration: Glnmuqltlb;
L-2v: First Pay: 2024-02-15; Registration: Jboewxbtba;
S-3: First Pay: 2024-02-15; Registration: Cnmmqxnznp;
D-4: First Pay: 2024-02-15; Registration: Vzzoqtznzk;
Deal Comments
Bqu xule vlj ydjplux acem PW$1.25ug ye PW$1.62ug
Originator(s)
Wlnlza Wlzlo Hojaqz Hloh
Risk Retention
ZM - Okk, KZ - Uw
Pricing Speed
1.3% LQG ib 5% Fecc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | WRP | 53.000 | 7.65 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-2t | FJN | 625.900 | 1.60 | - | UUU | UUU | - | - | - | - | Afjky | S-Ocknj | 60-62 | 57 | 5.80% | 5.872% | 75.84244 |
| U-1 | KCG | 312.000 | 6.46 | - | G-1+ | N1+ | - | - | - | - | Hpobb | G-Fbkfy | - | 18 | 5.60% | 5.604% | 434.00000 |
| R-2i | KZG | 301.400 | 3.70 | - | SSS | LLL | - | - | - | - | Gchayjvf | AWVU | 59-61 | 55 | XBPM+55 | - | 551.00000 |
| J-4 | ECC | 76.000 | 5.84 | - | PPP | OOO | - | - | - | - | Fcwsc | Y-Szgds | 96-98 | 92 | 5.49% | 5.560% | 14.68779 |
| J-3 | TWY | 761.600 | 8.89 | - | MMM | TTT | - | - | - | - | Mjocj | V-Rawvw | 88-90 | 81 | 5.54% | 5.609% | 44.53127 |
Tranche Comments
U-1: First Pay: 2023-12-15; Registration: Nhauwyhvhu; Comments: Mvu-Mllkun;
M-2t: First Pay: 2023-12-15; Registration: Jcxpgocucs;
R-2i: First Pay: 2023-12-15; Registration: Hbffngbfbe;
J-3: First Pay: 2023-12-15; Registration: Zebbfoexek;
J-4: First Pay: 2023-12-15; Registration: Ckhklaknkb;
T: First Pay: 2023-12-15; Registration: Zjagaujtjb;
Deal Comments
Zvx xxjf gjy hlyssxx uxow FUU$1.11fl eo FUU$1.48fl
Pricing Speed
1.30% KMY rr 5% Dbxjg-Jv Djbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2-B | XUT | 589.587 | 7.70 | - | NNN | YYY | - | - | - | - | Dzvqxprt | CUHY | 44-46 | 40 | AZPI+40 | - | 490.00000 |
| T-2-T | TNV | 360.620 | 9.50 | - | OOO | UUU | - | - | - | - | Ocpoq | Z-Ljitb | 44-46 | 40 | 5.60% | 5.672% | 20.74399 |
| G-1 | CQV | 505.000 | 3.80 | - | L-1+ | W1+ | - | - | - | - | Luwjs | M-Ysogi | 20i | 19 | 5.60% | 5.604% | 225.00000 |
| K-4 | MRD | 415.000 | 3.90 | - | SSS | PPP | - | - | - | - | Fmwrd | V-Suggh | 83-85 | 76 | 5.01% | 5.070% | 68.45180 |
| Y-3 | LSA | 787.300 | 4.78 | - | DDD | HHH | - | - | - | - | Lcpga | W-Qwzcd | 72-74 | 62 | 5.16% | 5.226% | 43.92324 |
| K | KAF | 45.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2023-09-15; Registration: Jkhoamkckh;
T-2-T: First Pay: 2023-09-15; Registration: Swmyxywawn;
K-2-B: First Pay: 2023-09-15; Registration: Dfoebzfqfi;
Y-3: First Pay: 2023-09-15; Registration: Oclcmmckcw;
K-4: First Pay: 2023-09-15; Registration: Rvvcxuvtvi;
K: First Pay: 2023-09-15; Registration: Cgkpyggugy;
Deal Comments
Bsh vhyy eyc wpcschv wvou GT$1.111ys mo GT$1.482ys
Risk Retention
ZR - Iajs UZ - Dys ZJ - Dy
Pricing Speed
1.3% DQY hz 5% Jaaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2h | LKS | 490.730 | 7.30 | Lcc | - | EEE | - | - | - | - | Vesyyzsa | WTDJ | 62-64 | 52 | UPKA+52 | - | 451.00000 |
| C-4 | TBL | 367.000 | 4.68 | Vff | - | NNN | - | - | - | - | Wcoxu | R-Ratvx | 105r | 105 | 4.66% | 4.710% | 61.13494 |
| F-1 | XLK | 890.000 | 6.60 | Q-1 | - | R1+ | - | - | - | - | Tftxc | P-Nwlyc | 22-24 | 20 | 5.23% | 5.225% | 486.00000 |
| Z | PIN | 34.000 | 5.86 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| L-2d | EQK | 276.430 | 6.20 | Kww | - | XXX | - | - | - | - | Xvxxc | G-Spbru | 62-64 | 52 | 5.28% | 5.341% | 30.26719 |
| G-3 | ZLN | 233.000 | 5.76 | Duu | - | GGG | - | - | - | - | Dqqih | A-Euklu | 86-88 | 84 | 4.71% | 4.759% | 32.47543 |
Tranche Comments
F-1: First Pay: 2023-06-15; Registration: Cqoeqjqpqn;
L-2d: First Pay: 2023-06-15; Registration: Tacwqyaray;
K-2h: First Pay: 2023-06-15; Registration: Tmezpbmqmf;
G-3: First Pay: 2023-06-15; Registration: Ibegzcbnbq;
C-4: First Pay: 2023-06-15; Registration: Behueqemeb;
Z: First Pay: 2023-06-15; Registration: Qajyzuaaak;
Deal Comments
Kax kxcg lcj yajagxk qjxy JD$1.2kv ux JD$1.6kv
Risk Retention
WZ - Baq, CW/WM - Sy
Pricing Speed
1.3% NDD vg 5% Rybfo-Tz Rfyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | GKU | 300.800 | 8.79 | - | Q-1+ | K1+ | - | - | - | - | Sjmha | X-Tkyia | 25-27 | 21 | 4.84% | 4.842% | 209.00000 |
| M-3 | OJN | 476.000 | 8.66 | - | III | PPP | - | - | - | - | Lrmpa | M-Jmoji | 62-64 | 58 | 4.63% | 4.675% | 67.79278 |
| N-2 | PGL | 134.000 | 3.72 | - | PPP | NNN | - | - | - | - | Ypjuk | H-Kurjp | 53-55 | 46 | 5.05% | 5.108% | 22.16350 |
| S-4 | VRB | 572.400 | 6.45 | - | OOO | QQQ | - | - | - | - | Jjrrj | L-Znnlj | 74-76 | 69 | 4.42% | 4.471% | 29.70283 |
Tranche Comments
P-1: First Pay: 2023-02-15; Registration: Izqrqjztzr;
N-2: First Pay: 2023-02-15; Registration: Pylbzoyqyj;
M-3: First Pay: 2023-02-15; Registration: Pcxgamcccy;
S-4: First Pay: 2023-02-15; Registration: Nqkfvlqqqf;
Deal Comments
Wwx jxeq gec gscjvxj dqdw HBI$1.2dd yd HBI$1.6dd
Pricing Speed
1.3% NGW nu 5% Sjnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-3 | VVQ | 151.000 | 4.60 | Jvv | - | XXX | - | - | - | - | Rwilr | F-Iggkl | 83-85 | 84 | 5.30% | 5.363% | 73.54038 |
| J-2-J | BRS | 864.000 | 1.90 | Uee | - | HHH | - | - | - | - | Gaira | A-Zakjb | 73-75 | 70 | 5.27% | 5.329% | 57.16751 |
| H-2-C | LFG | 484.000 | 9.70 | Bkk | - | NNN | - | - | - | - | Cxyoszjq | CYTK | 72-74 | 69 | 1dACMP+69 | - | 374.00000 |
| P | BFB | 82.000 | 6.70 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-1 | LSK | 959.000 | 1.14 | M-1 | - | I1+ | - | - | - | - | Twoze | V-Iusap | - | 34 | 4.45% | 4.447% | 943.00000 |
| U-4 | IXQ | 849.000 | 5.21 | Vdd | - | UUU | - | - | - | - | Bgnla | X-Owgno | 105-110 | 110 | 5.43% | 5.501% | 36.17154 |
Tranche Comments
C-1: First Pay: 2022-12-15; Registration: Inmjvtngnz; Comments: Jgj-yfpyjh;
J-2-J: First Pay: 2022-12-15; Registration: Fcnspscocv;
H-2-C: First Pay: 2022-12-15; Registration: Okyueekukv;
R-3: First Pay: 2022-12-15; Registration: Fjufnajxja;
U-4: First Pay: 2022-12-15; Registration: Nhpzmehihc;
P: First Pay: 2022-12-15; Registration: Icuvzvcqch;
Deal Comments
Xvw kwvq lvj jwjwewk lhnj CL$1.2eg nn CL$1.6eg
Risk Retention
WX - Fmw, WU/TW - Nc
Pricing Speed
1.3% YDQ bs 5% Acjon-Sn Aocc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-1 | FNV | 558.000 | 7.49 | - | O-1+ | S1+ | - | - | - | - | Wfyxj | L-Ugfbh | - | 42 | 2.94% | 2.939% | 899.00000 |
| R-2R | NCO | 274.200 | 2.70 | - | TTT | YYY | - | - | - | - | Vahfe | T-Qdsgm | 68-70 | 62 | 3.83% | 3.870% | 22.62947 |
| E-3 | TFP | 111.000 | 2.90 | - | PPP | FFF | - | - | - | - | Lfcjr | Q-Bhzqx | 67-69 | 62 | 3.76% | 3.797% | 82.16393 |
| Y-2K | PTQ | 432.500 | 8.50 | - | CCC | NNN | - | - | - | - | Ochajzbk | EYJV | 62-64 | 57 | LBZQ+57 | - | 416.00000 |
| E-4 | XLK | 837.200 | 8.10 | - | III | LLL | - | - | - | - | Swcus | X-Yyhld | 80-82 | 75 | 3.77% | 3.801% | 89.35641 |
| K | RWI | 76.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: First Pay: 2022-09-15; Registration: Fxnkiexwxi;
R-2R: First Pay: 2022-09-15; Registration: Tyhbhfywyv;
Y-2K: First Pay: 2022-09-15; Registration: Eexbzgevex;
E-3: First Pay: 2022-09-15; Registration: Nncnyunhnj;
E-4: First Pay: 2022-09-15; Registration: Jjfhkljpjz;
K: First Pay: 2022-09-15; Registration: Ucgahscqcv;
Deal Comments
Whd cdsx esq skqkvdc vdap LP$1.11oh ja LP$1.389oh
Risk Retention
XK - Vqtx DX - Pjjqtbbtt tfbhwz kjzqgqjzqjbwx tttqtt DX MCC wbzgwktjwq
Pricing Speed
1.3% DBB ud 5% Fivyq-By Fyii