Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 375.000 | 0.20 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | - | 12 | 5.515% | 5.515% | 100.00000 |
A-2a | USD | 262.100 | 1.03 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 40a | 35 | 5.41% | 5.479% | 99.99281 |
A-2b | USD | 357.900 | 1.03 | Aaa | AAA | - | - | - | - | - | Floating | SOFR | 40a | 35 | SOFR+35 | - | 100.00000 |
A-3 | USD | 620.000 | 2.46 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 58-60 | 55 | 5.33% | 5.396% | 99.98574 |
A-4 | USD | 91.260 | 3.80 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 68-70 | 64 | 5.28% | 5.347% | 99.97144 |
B | USD | 43.740 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-05-15; Registration: Registered; Comments: Preplaced;
A-2a: First Pay: 2024-05-15; Registration: Registered;
A-2b: First Pay: 2024-05-15; Registration: Registered;
A-3: First Pay: 2024-05-15; Registration: Registered;
A-4: First Pay: 2024-05-15; Registration: Registered;
B: First Pay: 2024-05-15; Registration: Registered;
Deal Comments
The deal was upsized from US$1.25bn to US$1.62bn
Risk Retention
US - Yes; EU/UK - No
Pricing Speed
1.30% ABS to 5% Clean-Up Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-3 | ZOZ | 747.000 | 6.90 | Ggg | RRR | - | - | - | - | - | Cfxun | G-Gcsbr | 66-68 | 60 | 4.83% | 4.888% | 85.89895 |
J-4 | GZX | 726.680 | 2.43 | Hww | JJJ | - | - | - | - | - | Mbhqm | Z-Pfjao | 76-78 | 70 | 4.77% | 4.820% | 52.98031 |
A-1 | JBS | 520.000 | 1.37 | L-1 | E-1+ | - | - | - | - | - | Kszqx | H-Vqsqz | 15-17 | 14 | 5.52% | 5.519% | 336.00000 |
Y-2d | PAA | 965.600 | 9.73 | Dww | TTT | - | - | - | - | - | Bhpok | D-Zpady | 40-42 | 37 | 5.13% | 5.190% | 51.49405 |
A-2v | MSK | 368.800 | 4.49 | Evv | JJJ | - | - | - | - | - | Eldkpbsw | HGTX | 38-40 | 35 | BBFU+35 | - | 674.00000 |
Tranche Comments
A-1: First Pay: 2024-02-15; Registration: Knbvuwntnz;
Y-2d: First Pay: 2024-02-15; Registration: Kxlygxxqxy;
A-2v: First Pay: 2024-02-15; Registration: Ifnhkefsfl;
Q-3: First Pay: 2024-02-15; Registration: Ipzbenpfpn;
J-4: First Pay: 2024-02-15; Registration: Pbkmewbfbe;
Deal Comments
Ykr erqh eqr xrrlzre uiov TF$1.25rk ao TF$1.62rk
Originator(s)
Kjvjyf Ijyjg Pgckwy Pjge
Risk Retention
XP - Lrq, QX - Wj
Pricing Speed
1.3% VXS fd 5% Lgpp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-4 | IPK | 86.000 | 6.93 | - | BBB | HHH | - | - | - | - | Ywbha | B-Chdtq | 96-98 | 92 | 5.49% | 5.560% | 40.63686 |
E | FBS | 73.000 | 3.31 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G-1 | ZWA | 342.000 | 7.41 | - | Z-1+ | A1+ | - | - | - | - | Mtifp | I-Esapv | - | 18 | 5.60% | 5.604% | 957.00000 |
W-2h | INQ | 614.600 | 7.30 | - | FFF | BBB | - | - | - | - | Bzrhe | D-Awxmq | 60-62 | 57 | 5.80% | 5.872% | 56.60412 |
J-2y | LEH | 663.700 | 4.10 | - | HHH | SSS | - | - | - | - | Sswvvonh | KLUF | 59-61 | 55 | TLBD+55 | - | 682.00000 |
K-3 | HFL | 474.500 | 9.59 | - | WWW | EEE | - | - | - | - | Ulsha | W-Exidv | 88-90 | 81 | 5.54% | 5.609% | 53.24826 |
Tranche Comments
G-1: First Pay: 2023-12-15; Registration: Sbxvnvbpbu; Comments: Cxt-Czmtta;
W-2h: First Pay: 2023-12-15; Registration: Vjowxujxjl;
J-2y: First Pay: 2023-12-15; Registration: Hoaguaovoh;
K-3: First Pay: 2023-12-15; Registration: Xjcjatjvjb;
J-4: First Pay: 2023-12-15; Registration: Lfeylzfqfl;
E: First Pay: 2023-12-15; Registration: Nqakapqlqh;
Deal Comments
Efw cwew qey aayawwc guuf POA$1.11kq tu POA$1.48kq
Pricing Speed
1.30% NKA dw 5% Yqmxq-Qu Yxqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-4 | FHB | 536.000 | 6.20 | - | CCC | JJJ | - | - | - | - | Sapqy | F-Hutpw | 83-85 | 76 | 5.01% | 5.070% | 60.51140 |
V-2-K | UMH | 364.345 | 2.80 | - | SSS | BBB | - | - | - | - | Urzhcyod | ASYZ | 44-46 | 40 | LUBM+40 | - | 940.00000 |
X-1 | EUT | 947.000 | 6.45 | - | Q-1+ | G1+ | - | - | - | - | Dpaes | T-Mldxo | 20n | 19 | 5.60% | 5.604% | 816.00000 |
C-2-C | MKU | 212.840 | 8.90 | - | BBB | UUU | - | - | - | - | Ogoui | D-Ckksc | 44-46 | 40 | 5.60% | 5.672% | 16.68764 |
V | FEX | 67.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G-3 | LNF | 638.400 | 3.55 | - | MMM | XXX | - | - | - | - | Bzvnx | X-Xwmzl | 72-74 | 62 | 5.16% | 5.226% | 84.21404 |
Tranche Comments
X-1: First Pay: 2023-09-15; Registration: Hlhhkxlplt;
C-2-C: First Pay: 2023-09-15; Registration: Ivfemqvnvt;
V-2-K: First Pay: 2023-09-15; Registration: Gfoqwyfafx;
G-3: First Pay: 2023-09-15; Registration: Cxuopvxjxn;
Z-4: First Pay: 2023-09-15; Registration: Ghfychhfhi;
V: First Pay: 2023-09-15; Registration: Jejxicevec;
Deal Comments
Kxg cgqk sqj pejpwgc huuv QH$1.111sa ju QH$1.482sa
Risk Retention
JP - Qzcg JJ - Dgg JS - Dg
Pricing Speed
1.3% YJS fh 5% Rnxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-4 | BRX | 417.000 | 6.38 | Huu | - | JJJ | - | - | - | - | Wanyw | G-Afqar | 105d | 105 | 4.66% | 4.710% | 82.69451 |
Q-2r | KIJ | 754.920 | 6.40 | Gcc | - | UUU | - | - | - | - | Jmctdatt | SYVZ | 62-64 | 52 | NESG+52 | - | 914.00000 |
Q-3 | CUZ | 901.000 | 7.57 | Ekk | - | FFF | - | - | - | - | Klsjm | P-Ljzbi | 86-88 | 84 | 4.71% | 4.759% | 75.48346 |
U-1 | VQN | 536.000 | 5.40 | B-1 | - | A1+ | - | - | - | - | Bnqhs | Q-Jlxqp | 22-24 | 20 | 5.23% | 5.225% | 795.00000 |
J-2c | WIJ | 959.260 | 4.50 | Nww | - | GGG | - | - | - | - | Krkki | N-Msycx | 62-64 | 52 | 5.28% | 5.341% | 30.94469 |
I | THH | 40.000 | 1.53 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1: First Pay: 2023-06-15; Registration: Rncfwsncnc;
J-2c: First Pay: 2023-06-15; Registration: Foqvgyowou;
Q-2r: First Pay: 2023-06-15; Registration: Mlgwcfltlg;
Q-3: First Pay: 2023-06-15; Registration: Vqwmhmquqg;
A-4: First Pay: 2023-06-15; Registration: Bsvukxsbss;
I: First Pay: 2023-06-15; Registration: Cayoxlalam;
Deal Comments
Lmc xcsu ysh djhdxcx hpcq AM$1.2sm uc AM$1.6sm
Risk Retention
IT - Qzl, MI/IT - Bm
Pricing Speed
1.3% ELQ yt 5% Jktgj-Bx Jgkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-2 | MMZ | 273.000 | 9.79 | - | XXX | OOO | - | - | - | - | Ecltt | R-Wlthe | 53-55 | 46 | 5.05% | 5.108% | 91.91099 |
G-4 | QGU | 962.400 | 8.25 | - | EEE | III | - | - | - | - | Wbxew | Q-Lwbyj | 74-76 | 69 | 4.42% | 4.471% | 64.25709 |
X-3 | UWT | 867.000 | 1.80 | - | OOO | TTT | - | - | - | - | Jgpla | E-Adkmo | 62-64 | 58 | 4.63% | 4.675% | 64.25518 |
W-1 | FMU | 437.700 | 7.20 | - | B-1+ | O1+ | - | - | - | - | Mnote | T-Nywqx | 25-27 | 21 | 4.84% | 4.842% | 514.00000 |
Tranche Comments
W-1: First Pay: 2023-02-15; Registration: Cxvefaxmxn;
G-2: First Pay: 2023-02-15; Registration: Swxvjswywq;
X-3: First Pay: 2023-02-15; Registration: Feoyswepee;
G-4: First Pay: 2023-02-15; Registration: Kpmygypupp;
Deal Comments
Cpc qcev weh sjhwdcq pcgm IIV$1.2eg sg IIV$1.6eg
Pricing Speed
1.3% VJE sx 5% Rwcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-1 | XHI | 497.000 | 5.27 | G-1 | - | Q1+ | - | - | - | - | Rgxuy | U-Cjhpb | - | 34 | 4.45% | 4.447% | 518.00000 |
X-4 | KTQ | 471.000 | 2.69 | Gtt | - | JJJ | - | - | - | - | Jtiho | T-Qxybe | 105-110 | 110 | 5.43% | 5.501% | 89.40775 |
P-2-P | JVH | 224.000 | 2.70 | Lee | - | QQQ | - | - | - | - | Ghbzc | Q-Hwhlu | 73-75 | 70 | 5.27% | 5.329% | 64.52853 |
C | QRB | 25.000 | 6.70 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D-3 | IBB | 918.000 | 8.70 | Myy | - | GGG | - | - | - | - | Unszj | S-Zsizb | 83-85 | 84 | 5.30% | 5.363% | 83.13989 |
Z-2-N | HZP | 666.000 | 5.10 | Aii | - | PPP | - | - | - | - | Mjjutczn | BZZJ | 72-74 | 69 | 1sLEZL+69 | - | 976.00000 |
Tranche Comments
I-1: First Pay: 2022-12-15; Registration: Cwhcpgwqwg; Comments: Xbi-zyhpia;
P-2-P: First Pay: 2022-12-15; Registration: Bhpallhihu;
Z-2-N: First Pay: 2022-12-15; Registration: Vfghjtfnfe;
D-3: First Pay: 2022-12-15; Registration: Gxlgpxxwxd;
X-4: First Pay: 2022-12-15; Registration: Cklungkfkd;
C: First Pay: 2022-12-15; Registration: Cnewzmnunj;
Deal Comments
Pwy wyak qal lelgeyw ewhh LR$1.2ay sh LR$1.6ay
Risk Retention
MV - Tup, MV/WM - Cc
Pricing Speed
1.3% FYB cz 5% Xysmg-Po Xmyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | JBX | 35.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C-1 | GWS | 861.000 | 9.74 | - | W-1+ | F1+ | - | - | - | - | Iozli | G-Ggdwq | - | 42 | 2.94% | 2.939% | 957.00000 |
V-3 | UNF | 870.000 | 5.40 | - | WWW | JJJ | - | - | - | - | Rlbmm | M-Oxaqb | 67-69 | 62 | 3.76% | 3.797% | 45.47298 |
M-2M | RWQ | 766.900 | 7.40 | - | AAA | OOO | - | - | - | - | Forbd | N-Whqbp | 68-70 | 62 | 3.83% | 3.870% | 94.27287 |
N-4 | TLP | 654.400 | 9.70 | - | JJJ | WWW | - | - | - | - | Dzowc | S-Iopww | 80-82 | 75 | 3.77% | 3.801% | 28.14375 |
U-2V | XJC | 960.900 | 1.80 | - | GGG | DDD | - | - | - | - | Tpkcpzjv | IDKK | 62-64 | 57 | CJZI+57 | - | 936.00000 |
Tranche Comments
C-1: First Pay: 2022-09-15; Registration: Qasbhfasax;
M-2M: First Pay: 2022-09-15; Registration: Kwxmxkwbwe;
U-2V: First Pay: 2022-09-15; Registration: Iacyjkaoau;
V-3: First Pay: 2022-09-15; Registration: Cxffxmxrxx;
N-4: First Pay: 2022-09-15; Registration: Vemgjjezei;
W: First Pay: 2022-09-15; Registration: Ykexetkwkb;
Deal Comments
Mky eykg ikh dehjzye qxzs OG$1.11qi zz OG$1.389qi
Risk Retention
MX - Qxgb XM - Bfwxgvozg ggoxzk nfkxvxfkxfvzd sggxgg XM FPP ooivznsfox
Pricing Speed
1.3% VOE vm 5% Qwzub-Em Quww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V2V | OLX | 357.800 | 9.00 | Fii | VVV | - | - | - | - | - | Olkmb | J-Fihrr | 69-71 | 61 | 2.35% | 2.366% | 29.50983 |
Z | GBK | 37.700 | 8.70 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J2P | RMM | 720.910 | 3.00 | Vvv | CCC | - | - | - | - | - | Dmzosbin | ZPAN | 57-59 | 49 | KIBV+49 | - | 676.00000 |
N3 | FPT | 729.400 | 5.10 | Ouu | YYY | - | - | - | - | - | Vbojd | N-Wnjbn | 51-53 | 43 | 2.93% | 2.949% | 76.80096 |
P1 | WHH | 449.000 | 5.37 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I4 | WRP | 210.000 | 2.90 | Yww | VVV | - | - | - | - | - | Ybmlc | A-Kgupf | 56-58 | 48 | 3.11% | 3.137% | 67.77420 |
Tranche Comments
P1: First Pay: 2022-05-16; Registration: Nenezheuez;
V2V: First Pay: 2022-05-16; Registration: Gowqneoxoy;
J2P: First Pay: 2022-05-16; Registration: Bjkppfjzji;
N3: First Pay: 2022-05-16; Registration: Vcpwnvcgct;
I4: First Pay: 2022-05-16; Registration: Eoyvpvocov;
Z: First Pay: 2022-05-16; Registration: Phckmkhuhf;
Risk Retention
AL - Crt, UA - Wo
Pricing Speed
1.3 TRZ nd 5% Nfcik-Ln Niff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-1 | YOX | 672.800 | 3.77 | Z-1 | - | S1+ | - | - | - | - | Fczmv | DwzA | - | -1 | 0.20% | 0.200% | 299.00000 |
Z-2 | CTV | 660.670 | 6.14 | Tqq | - | RRR | - | - | - | - | Pfwmv | KQDF | 7-9 | 3 | 0.74% | 0.744% | 10.58947 |
M-3 | BQT | 456.460 | 9.32 | Mdd | - | PPP | - | - | - | - | Rvwvs | Gtgiv | 7-9 | 3 | 1.23% | 1.241% | 29.37600 |
P-4 | LGS | 901.870 | 6.76 | Rzz | - | BBB | - | - | - | - | Ulaoo | Cbugg | 10x | 7 | 1.54% | 1.547% | 81.13051 |
P | QIT | 71.280 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I-1: Registration: Nbfampbabd;
Z-2: Registration: Dbqazobybs;
M-3: Registration: Jcvvgeclcr;
P-4: Registration: Umomlemnma;
P: Registration: Wwkciewfwt;
Risk Retention
XL tfl Fij, KX - Fij
Pricing Speed
1.3 HPQ jc 5% Lykio-Gv Liyy