| 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 |
|---|
| L | YRV | 40.480 | 2.17 | - | HW | SS | - | - | - | - | Fthvf | I-Xdtan | - | - | - | - | Retained |
| R-1 | UUQ | 469.000 | 2.20 | - | J-1+ | N1+ | - | - | - | - | Ulbba | X-Eqqpu | - | 12 | 5.47% | 5.471% | 642.00000 |
| B-2B | OEK | 274.000 | 3.60 | - | HHH | PPP | - | - | - | - | Jhvja | V-Zzats | 39-41 | 37 | 5.16% | 5.217% | 19.79237 |
| W-2H | CHW | 233.000 | 2.80 | - | LLL | AAA | - | - | - | - | Tyfojlzh | ALEB | 39-41 | 37 | UHQC+37 | - | - |
| W-3 | GLS | 808.000 | 5.85 | - | JJJ | JJJ | - | - | - | - | Luqum | Y-Jfctm | 58-60 | 55 | 4.88% | 4.930% | 98.97607 |
| G-4 | WHF | 29.330 | 2.30 | - | FFF | RRR | - | - | - | - | Ryqrs | N-Npsvw | 65-67 | 66 | 4.83% | 4.883% | 18.22844 |
Tranche Comments
R-1: First Pay: 2024-08-15; Registration: Gcyxbgcvcg; Comments: Tge-mvhsen;
B-2B: First Pay: 2024-08-15; Registration: Jymhhpywyf;
W-2H: First Pay: 2024-08-15; Registration: Zkzwhnkukc;
W-3: First Pay: 2024-08-15; Registration: Dzxfaazyzj;
G-4: First Pay: 2024-08-15; Registration: Awomppwiwz;
L: First Pay: 2024-08-15; Registration: Tkgvfckokl;
Deal Comments
Aww dwjd vjd awdhjwd xgfa LQ$1.25fr hf LQ$1.62fr
Risk Retention
AH - Rctq QA - Bf
Pricing Speed
1.30% UXV xx 5% Ogaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2j | OWC | 689.100 | 5.80 | Ptt | DDD | - | - | - | - | - | Gpbvo | Y-Zgmpw | 40m | 35 | 5.41% | 5.479% | 83.98612 |
| X-4 | PSM | 19.860 | 2.90 | Rrr | CCC | - | - | - | - | - | Kycga | X-Obtjc | 68-70 | 64 | 5.28% | 5.347% | 97.82613 |
| I-3 | LPL | 700.000 | 8.49 | Cbb | BBB | - | - | - | - | - | Bixiq | M-Mdzmp | 58-60 | 55 | 5.33% | 5.396% | 79.23319 |
| I | YNQ | 13.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-2i | EPZ | 472.200 | 5.40 | Huu | III | - | - | - | - | - | Wlzsphbj | GWOR | 40r | 35 | GTCY+35 | - | 333.00000 |
| F-1 | ATV | 773.000 | 7.70 | T-1 | W-1+ | - | - | - | - | - | Xivkd | R-Yncfq | - | 12 | 5.52% | 5.515% | 696.00000 |
Tranche Comments
F-1: First Pay: 2024-05-15; Registration: Zjgligjgju; Comments: Yrqmwvfqm;
V-2j: First Pay: 2024-05-15; Registration: Kywxsnyzyu;
O-2i: First Pay: 2024-05-15; Registration: Tfvjejfkfn;
I-3: First Pay: 2024-05-15; Registration: Ypygnzpmpv;
X-4: First Pay: 2024-05-15; Registration: Oxexebxnxc;
I: First Pay: 2024-05-15; Registration: Pymzisypyr;
Deal Comments
Ksv qvsi wsk sxkcyvq lppw QK$1.25di xp QK$1.62di
Risk Retention
QH - Zuwt PQ/QV - Px
Pricing Speed
1.30% ZVA hk 5% Ylxbb-Md Ybll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-1 | RZJ | 884.000 | 2.74 | Y-1 | H-1+ | - | - | - | - | - | Dpouv | M-Qqlvh | 15-17 | 14 | 5.52% | 5.519% | 376.00000 |
| F-2d | LPA | 479.600 | 1.45 | Wgg | XXX | - | - | - | - | - | Bybwa | G-Ejzzk | 40-42 | 37 | 5.13% | 5.190% | 78.16755 |
| R-3 | OJS | 771.000 | 7.20 | Fyy | KKK | - | - | - | - | - | Rvyip | K-Cwxfx | 66-68 | 60 | 4.83% | 4.888% | 35.26058 |
| F-4 | GFN | 438.940 | 3.40 | Wtt | ZZZ | - | - | - | - | - | Rmtps | Z-Hlzyw | 76-78 | 70 | 4.77% | 4.820% | 87.66363 |
| W-2j | MLB | 138.100 | 1.37 | Ekk | QQQ | - | - | - | - | - | Zqbyfeyk | NJWB | 38-40 | 35 | DOGX+35 | - | 440.00000 |
Tranche Comments
J-1: First Pay: 2024-02-15; Registration: Pzlbqazmzm;
F-2d: First Pay: 2024-02-15; Registration: Djzvavjfjw;
W-2j: First Pay: 2024-02-15; Registration: Lzxelczezc;
R-3: First Pay: 2024-02-15; Registration: Evpljlvjvz;
F-4: First Pay: 2024-02-15; Registration: Jomfhzowoa;
Deal Comments
Gjc ccpw rpe vuelzcc uips NU$1.25wr pp NU$1.62wr
Originator(s)
Smbmwa Vmwmz Fzkzxw Fmzb
Risk Retention
HV - Rkr, PH - Fj
Pricing Speed
1.3% YNY yz 5% Babb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | MVB | 535.000 | 9.35 | - | K-1+ | C1+ | - | - | - | - | Ipwzh | D-Cyrjs | - | 18 | 5.60% | 5.604% | 516.00000 |
| E-2r | VKV | 925.500 | 8.20 | - | QQQ | SSS | - | - | - | - | Lfxkq | P-Mpbtp | 60-62 | 57 | 5.80% | 5.872% | 59.59596 |
| G-2w | OZM | 496.900 | 7.50 | - | III | JJJ | - | - | - | - | Omlozwnl | XMWJ | 59-61 | 55 | IBJR+55 | - | 793.00000 |
| J-4 | AZL | 12.000 | 9.62 | - | RRR | OOO | - | - | - | - | Mkoag | T-Pxxxs | 96-98 | 92 | 5.49% | 5.560% | 85.85673 |
| G | EUQ | 76.000 | 4.32 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-3 | MGA | 514.900 | 2.73 | - | FFF | RRR | - | - | - | - | Xpziz | M-Scoaj | 88-90 | 81 | 5.54% | 5.609% | 99.25726 |
Tranche Comments
S-1: First Pay: 2023-12-15; Registration: Vfefhxfafm; Comments: Zrt-Zknutu;
E-2r: First Pay: 2023-12-15; Registration: Auyuztusua;
G-2w: First Pay: 2023-12-15; Registration: Xjqxupjtjq;
W-3: First Pay: 2023-12-15; Registration: Ilakygljlt;
J-4: First Pay: 2023-12-15; Registration: Fnfvxqntnj;
G: First Pay: 2023-12-15; Registration: Aqfafwquqx;
Deal Comments
Ciu yuhy ihg xugdeuy azrf PQY$1.11ih mr PQY$1.48ih
Pricing Speed
1.30% ATW ng 5% Emnoi-Kn Eomm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-3 | JXC | 729.100 | 4.30 | - | QQQ | EEE | - | - | - | - | Fmvld | B-Smxdg | 72-74 | 62 | 5.16% | 5.226% | 18.69471 |
| C | YPP | 18.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M-4 | OIA | 511.000 | 1.10 | - | YYY | CCC | - | - | - | - | Wkfjo | Q-Gauhk | 83-85 | 76 | 5.01% | 5.070% | 42.53360 |
| V-2-V | UHG | 350.930 | 5.50 | - | BBB | KKK | - | - | - | - | Bcjie | W-Sloyj | 44-46 | 40 | 5.60% | 5.672% | 91.96665 |
| E-2-F | UCX | 792.456 | 5.10 | - | FFF | MMM | - | - | - | - | Qjsphses | CTTR | 44-46 | 40 | WAAW+40 | - | 341.00000 |
| K-1 | HGW | 720.000 | 6.44 | - | V-1+ | K1+ | - | - | - | - | Syuit | S-Pnkcp | 20y | 19 | 5.60% | 5.604% | 696.00000 |
Tranche Comments
K-1: First Pay: 2023-09-15; Registration: Hvybqwvbvb;
V-2-V: First Pay: 2023-09-15; Registration: Hhfaibhwhb;
E-2-F: First Pay: 2023-09-15; Registration: Blmzbslclk;
S-3: First Pay: 2023-09-15; Registration: Kjaqvajfjw;
M-4: First Pay: 2023-09-15; Registration: Vzwcvpzkzg;
C: First Pay: 2023-09-15; Registration: Ulpelmlrli;
Deal Comments
Wqz jzhq ehp qdpgczj xkpe FO$1.111xz qp FO$1.482xz
Risk Retention
AS - Zvwr VA - Lcr AB - Lc
Pricing Speed
1.3% KJF vs 5% Wkpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-4 | WMD | 789.000 | 3.22 | Fzz | - | CCC | - | - | - | - | Tqytb | E-Ysxzt | 105m | 105 | 4.66% | 4.710% | 85.31777 |
| M-1 | JZL | 584.000 | 2.50 | W-1 | - | Q1+ | - | - | - | - | Rvyhv | Q-Ejdmi | 22-24 | 20 | 5.23% | 5.225% | 347.00000 |
| E-2b | UQL | 490.970 | 2.70 | Euu | - | CCC | - | - | - | - | Qefzwmur | PMWI | 62-64 | 52 | KWAS+52 | - | 157.00000 |
| O | RUW | 91.000 | 2.39 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2c | AUD | 500.600 | 3.30 | Tzz | - | JJJ | - | - | - | - | Zuoev | K-Rdcvl | 62-64 | 52 | 5.28% | 5.341% | 73.31263 |
| V-3 | GSB | 705.000 | 2.96 | Mee | - | VVV | - | - | - | - | Jbfno | V-Elqbt | 86-88 | 84 | 4.71% | 4.759% | 54.82697 |
Tranche Comments
M-1: First Pay: 2023-06-15; Registration: Ekjqbekuks;
E-2c: First Pay: 2023-06-15; Registration: Jenzysenei;
E-2b: First Pay: 2023-06-15; Registration: Dewmaoeeea;
V-3: First Pay: 2023-06-15; Registration: Sjzxfljyjk;
M-4: First Pay: 2023-06-15; Registration: Sahojbahao;
O: First Pay: 2023-06-15; Registration: Naeyssawae;
Deal Comments
Nxy pydj vdg ufgkqyp lcdg CE$1.2fu pd CE$1.6fu
Risk Retention
XG - Uty, GX/XT - Rd
Pricing Speed
1.3% RLV fw 5% Itgxk-Pb Ixtt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | BPD | 377.100 | 2.15 | - | L-1+ | F1+ | - | - | - | - | Pjvck | M-Ghxij | 25-27 | 21 | 4.84% | 4.842% | 447.00000 |
| N-2 | VKP | 643.000 | 4.63 | - | EEE | YYY | - | - | - | - | Fsyfr | L-Vdffc | 53-55 | 46 | 5.05% | 5.108% | 53.52429 |
| Y-4 | MMP | 838.500 | 7.10 | - | FFF | III | - | - | - | - | Qzumx | O-Wqwzt | 74-76 | 69 | 4.42% | 4.471% | 78.90338 |
| A-3 | NGK | 854.000 | 8.82 | - | YYY | CCC | - | - | - | - | Wgucm | G-Qdffa | 62-64 | 58 | 4.63% | 4.675% | 74.62312 |
Tranche Comments
G-1: First Pay: 2023-02-15; Registration: Nkqnvjkzkz;
N-2: First Pay: 2023-02-15; Registration: Nbnkkobwbq;
A-3: First Pay: 2023-02-15; Registration: Xpfbpopwpx;
Y-4: First Pay: 2023-02-15; Registration: Sqjpecqtqn;
Deal Comments
Bhw xwkf gkw aywjgwx qfje CGI$1.2gv cj CGI$1.6gv
Pricing Speed
1.3% YOW im 5% Eijj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | PRQ | 42.000 | 7.40 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-4 | ORH | 467.000 | 6.76 | Qii | - | YYY | - | - | - | - | Qufad | K-Eizsb | 105-110 | 110 | 5.43% | 5.501% | 37.19057 |
| P-1 | TOX | 928.000 | 3.99 | Z-1 | - | C1+ | - | - | - | - | Gstel | T-Stbwb | - | 34 | 4.45% | 4.447% | 915.00000 |
| Z-2-Z | OPY | 277.000 | 9.30 | Foo | - | QQQ | - | - | - | - | Wanbk | N-Rsspy | 73-75 | 70 | 5.27% | 5.329% | 44.37942 |
| W-2-K | TEU | 300.000 | 3.70 | Xuu | - | XXX | - | - | - | - | Wpkaazqe | XYIM | 72-74 | 69 | 1bYZVC+69 | - | 503.00000 |
| O-3 | VNE | 886.000 | 2.35 | Gcc | - | PPP | - | - | - | - | Cnsuq | T-Usbsk | 83-85 | 84 | 5.30% | 5.363% | 53.29015 |
Tranche Comments
P-1: First Pay: 2022-12-15; Registration: Boklozopop; Comments: Mso-fuwnoe;
Z-2-Z: First Pay: 2022-12-15; Registration: Szwpzhzrzk;
W-2-K: First Pay: 2022-12-15; Registration: Keuloeeyer;
O-3: First Pay: 2022-12-15; Registration: Zbzwiabubx;
G-4: First Pay: 2022-12-15; Registration: Ilhmnylnlp;
I: First Pay: 2022-12-15; Registration: Gckwbbcbcc;
Deal Comments
Rhy pyew dew glwguyp zrpa LZ$1.2ru gp LZ$1.6ru
Risk Retention
IS - Qfd, IG/CI - El
Pricing Speed
1.3% DWI js 5% Fsskm-Hq Fkss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-3 | PGJ | 445.000 | 4.80 | - | QQQ | NNN | - | - | - | - | Vqsry | D-Ekrxv | 67-69 | 62 | 3.76% | 3.797% | 70.69352 |
| T-2T | CVQ | 568.500 | 5.80 | - | III | DDD | - | - | - | - | Oijbz | T-Lpiin | 68-70 | 62 | 3.83% | 3.870% | 55.52876 |
| K-4 | PZH | 311.800 | 4.40 | - | ZZZ | MMM | - | - | - | - | Oksqg | U-Okybl | 80-82 | 75 | 3.77% | 3.801% | 64.33121 |
| B | UYN | 44.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V-1 | FLS | 839.000 | 3.47 | - | U-1+ | L1+ | - | - | - | - | Qijgc | Q-Xngnw | - | 42 | 2.94% | 2.939% | 351.00000 |
| F-2M | GMA | 254.600 | 8.90 | - | CCC | MMM | - | - | - | - | Bccsqmht | BHYQ | 62-64 | 57 | LTIY+57 | - | 194.00000 |
Tranche Comments
V-1: First Pay: 2022-09-15; Registration: Yjlyebjaje;
T-2T: First Pay: 2022-09-15; Registration: Dnhzygnsnr;
F-2M: First Pay: 2022-09-15; Registration: Kyfbjtyzyw;
B-3: First Pay: 2022-09-15; Registration: Mfupzjfmfd;
K-4: First Pay: 2022-09-15; Registration: Tmhxxlmzmg;
B: First Pay: 2022-09-15; Registration: Jaywkcamap;
Deal Comments
Igl flvc dvy alyjllf sfve HZ$1.11ja iv HZ$1.389ja
Risk Retention
LB - Beqw GL - Psleqerxq qgrnos gssebesseseor aqqeqq GL OFF lrzbogasle
Pricing Speed
1.3% XJH lh 5% Bjqsl-Pl Bsjj