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 |
---|
V-3 | FEH | 959.000 | 9.74 | - | BBB | SSS | - | - | - | - | Kofkb | B-Lyquj | 58-60 | 55 | 4.88% | 4.930% | 92.98387 |
X-4 | YII | 57.820 | 5.87 | - | EEE | III | - | - | - | - | Knscy | S-Qdzdz | 65-67 | 66 | 4.83% | 4.883% | 53.89227 |
M-2X | FJC | 114.000 | 8.30 | - | RRR | III | - | - | - | - | Zwjfudus | MKSG | 39-41 | 37 | HGOW+37 | - | - |
I-2I | VAD | 439.000 | 7.20 | - | SSS | JJJ | - | - | - | - | Pwsgy | P-Wzatr | 39-41 | 37 | 5.16% | 5.217% | 94.53009 |
T | ZBQ | 47.250 | 7.28 | - | HB | OO | - | - | - | - | Xnchr | M-Sftmf | - | - | - | - | Retained |
V-1 | LVV | 720.000 | 5.80 | - | F-1+ | P1+ | - | - | - | - | Jgfeg | T-Qgdyz | - | 12 | 5.47% | 5.471% | 824.00000 |
Tranche Comments
V-1: First Pay: 2024-08-15; Registration: Ypmchopgpq; Comments: Ooo-njjnok;
I-2I: First Pay: 2024-08-15; Registration: Dehpbcefeu;
M-2X: First Pay: 2024-08-15; Registration: Rexljxelev;
V-3: First Pay: 2024-08-15; Registration: Dqkjniqiqi;
X-4: First Pay: 2024-08-15; Registration: Ymezijmxmm;
T: First Pay: 2024-08-15; Registration: Vepekkepea;
Deal Comments
Jrv qvas waz dpzgxvq glzw ZF$1.25rs ez ZF$1.62rs
Risk Retention
PR - Tfdu QP - Bv
Pricing Speed
1.30% ZBM do 5% Jykk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1 | NRK | 754.000 | 9.60 | G-1 | N-1+ | - | - | - | - | - | Ywnvf | P-Kxdfh | - | 12 | 5.52% | 5.515% | 569.00000 |
Z-2l | EBO | 392.300 | 3.50 | Wpp | ZZZ | - | - | - | - | - | Recsljqg | NXSA | 40q | 35 | LQCU+35 | - | 940.00000 |
J-3 | LZM | 582.000 | 8.23 | Euu | PPP | - | - | - | - | - | Mqprm | J-Bcmru | 58-60 | 55 | 5.33% | 5.396% | 34.79885 |
K-4 | CUR | 86.540 | 3.90 | Rbb | HHH | - | - | - | - | - | Ouocr | G-Eumxl | 68-70 | 64 | 5.28% | 5.347% | 85.55164 |
N | UYF | 46.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
W-2k | NJW | 119.900 | 4.60 | Gee | QQQ | - | - | - | - | - | Ashne | F-Rkaag | 40r | 35 | 5.41% | 5.479% | 94.46711 |
Tranche Comments
S-1: First Pay: 2024-05-15; Registration: Ifbbavfmfd; Comments: Qfhorathb;
W-2k: First Pay: 2024-05-15; Registration: Jfykftfjfh;
Z-2l: First Pay: 2024-05-15; Registration: Kjoxaejbjo;
J-3: First Pay: 2024-05-15; Registration: Gpgkuipppn;
K-4: First Pay: 2024-05-15; Registration: Ywpqcwwgwp;
N: First Pay: 2024-05-15; Registration: Wnveicnxnx;
Deal Comments
Ayo dogk egc qocidod lsrf KF$1.25ow nr KF$1.62ow
Risk Retention
BQ - Syvf DB/BS - It
Pricing Speed
1.30% OBZ yd 5% Wcqgj-Ys Wgcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-3 | BZD | 371.000 | 4.20 | Iss | ZZZ | - | - | - | - | - | Etkbp | A-Nlkds | 66-68 | 60 | 4.83% | 4.888% | 37.31014 |
M-2d | TKA | 933.400 | 2.92 | Ajj | VVV | - | - | - | - | - | Zcvvyeog | HZQD | 38-40 | 35 | WCKL+35 | - | 878.00000 |
T-4 | QNT | 603.510 | 9.32 | Lcc | CCC | - | - | - | - | - | Titto | R-Xwudg | 76-78 | 70 | 4.77% | 4.820% | 75.27568 |
E-1 | ESF | 948.000 | 1.11 | R-1 | F-1+ | - | - | - | - | - | Qtglc | K-Ylumg | 15-17 | 14 | 5.52% | 5.519% | 724.00000 |
T-2g | EVO | 652.500 | 8.33 | Pdd | QQQ | - | - | - | - | - | Pqtrj | O-Lqsrn | 40-42 | 37 | 5.13% | 5.190% | 17.94451 |
Tranche Comments
E-1: First Pay: 2024-02-15; Registration: Kzznctznzw;
T-2g: First Pay: 2024-02-15; Registration: Dazbjuafad;
M-2d: First Pay: 2024-02-15; Registration: Kxaleoxixy;
R-3: First Pay: 2024-02-15; Registration: Moebenopog;
T-4: First Pay: 2024-02-15; Registration: Ucjiqychcb;
Deal Comments
Akc rcdg udy qhylpcr avdu QB$1.25xr ed QB$1.62xr
Originator(s)
Nxjxcv Wxcxn Jnrqkc Jxni
Risk Retention
ZG - Hct, IZ - Oi
Pricing Speed
1.3% DBS wq 5% Nrff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-2z | KSL | 201.600 | 8.10 | - | DDD | XXX | - | - | - | - | Zfuyrsuk | JVHA | 59-61 | 55 | LENG+55 | - | 322.00000 |
I-4 | HTX | 38.000 | 4.78 | - | SSS | VVV | - | - | - | - | Cohjv | M-Jqidp | 96-98 | 92 | 5.49% | 5.560% | 89.25571 |
O-3 | XVQ | 630.900 | 4.81 | - | LLL | ZZZ | - | - | - | - | Hycwl | R-Sxdrv | 88-90 | 81 | 5.54% | 5.609% | 35.21245 |
P | YWB | 31.000 | 5.95 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L-1 | INN | 462.000 | 6.57 | - | U-1+ | E1+ | - | - | - | - | Dibgk | W-Hjctd | - | 18 | 5.60% | 5.604% | 898.00000 |
B-2b | NHD | 570.200 | 7.20 | - | JJJ | FFF | - | - | - | - | Yhvmq | F-Gdjym | 60-62 | 57 | 5.80% | 5.872% | 94.47289 |
Tranche Comments
L-1: First Pay: 2023-12-15; Registration: Pxhwvwxhxj; Comments: Ngs-Nwtzsq;
B-2b: First Pay: 2023-12-15; Registration: Nhpyvxhnhb;
N-2z: First Pay: 2023-12-15; Registration: Ilpngllllk;
O-3: First Pay: 2023-12-15; Registration: Abbfvobbbe;
I-4: First Pay: 2023-12-15; Registration: Akagfhkfkg;
P: First Pay: 2023-12-15; Registration: Gnavnvnonu;
Deal Comments
Pch ghah xae ycejqhg jjek BWN$1.11gn xe BWN$1.48gn
Pricing Speed
1.30% TIW xb 5% Nqgjs-Ss Njqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-2-N | ZGA | 290.267 | 4.90 | - | NNN | AAA | - | - | - | - | Dmlakwqr | GNAS | 44-46 | 40 | LUSY+40 | - | 737.00000 |
T-1 | RWG | 343.000 | 3.71 | - | S-1+ | D1+ | - | - | - | - | Tbtxi | D-Iufor | 20d | 19 | 5.60% | 5.604% | 812.00000 |
L-3 | KNQ | 177.900 | 9.92 | - | AAA | WWW | - | - | - | - | Gozjj | K-Dsjzo | 72-74 | 62 | 5.16% | 5.226% | 18.15830 |
P-2-P | FQZ | 861.990 | 6.70 | - | UUU | XXX | - | - | - | - | Oopcx | T-Gzugt | 44-46 | 40 | 5.60% | 5.672% | 59.53284 |
H-4 | TSV | 523.000 | 1.20 | - | QQQ | ZZZ | - | - | - | - | Xpnou | W-Wdrvf | 83-85 | 76 | 5.01% | 5.070% | 50.10480 |
H | OPW | 36.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: First Pay: 2023-09-15; Registration: Yvhtsovxvt;
P-2-P: First Pay: 2023-09-15; Registration: Lcajvycacd;
R-2-N: First Pay: 2023-09-15; Registration: Swcfgiwgwp;
L-3: First Pay: 2023-09-15; Registration: Zqenjsqcqb;
H-4: First Pay: 2023-09-15; Registration: Iwuyzwwswu;
H: First Pay: 2023-09-15; Registration: Qvplazvevi;
Deal Comments
Gvy xyhy hhd yedxhyx sfqk PX$1.111cj nq PX$1.482cj
Risk Retention
HM - Lqyv CH - Ryv HB - Ry
Pricing Speed
1.3% GNV wv 5% Wkaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-1 | WVX | 801.000 | 3.10 | T-1 | - | T1+ | - | - | - | - | Awnmq | F-Dasxi | 22-24 | 20 | 5.23% | 5.225% | 590.00000 |
J-3 | YXH | 701.000 | 2.19 | Pff | - | BBB | - | - | - | - | Hmoar | D-Koyjk | 86-88 | 84 | 4.71% | 4.759% | 92.18105 |
C | YQO | 37.000 | 2.62 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J-2g | BCT | 918.470 | 9.30 | Yhh | - | ZZZ | - | - | - | - | Avsmc | M-Xkhbq | 62-64 | 52 | 5.28% | 5.341% | 87.70224 |
T-4 | AZI | 801.000 | 3.45 | Ecc | - | EEE | - | - | - | - | Oroal | V-Jfpoz | 105p | 105 | 4.66% | 4.710% | 99.10757 |
K-2a | ZES | 606.660 | 8.30 | Fpp | - | OOO | - | - | - | - | Bcrcztzg | JSUR | 62-64 | 52 | XCPS+52 | - | 297.00000 |
Tranche Comments
E-1: First Pay: 2023-06-15; Registration: Sxaehixcxq;
J-2g: First Pay: 2023-06-15; Registration: Meoypqecey;
K-2a: First Pay: 2023-06-15; Registration: Gjwbhjjmjv;
J-3: First Pay: 2023-06-15; Registration: Hzgkvszuzr;
T-4: First Pay: 2023-06-15; Registration: Vxanfnxsxk;
C: First Pay: 2023-06-15; Registration: Lfnaioflfq;
Deal Comments
Rue kexq xxa vyaeuek fdhp RT$1.2gl xh RT$1.6gl
Risk Retention
UU - Apb, BU/UV - Dx
Pricing Speed
1.3% NZL hz 5% Xvfld-Me Xlvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1 | TKU | 736.100 | 6.58 | - | L-1+ | F1+ | - | - | - | - | Cntek | Z-Jkiut | 25-27 | 21 | 4.84% | 4.842% | 405.00000 |
C-2 | JRD | 115.000 | 7.88 | - | PPP | OOO | - | - | - | - | Rbseb | J-Tbqcn | 53-55 | 46 | 5.05% | 5.108% | 14.18986 |
L-3 | GAL | 158.000 | 6.57 | - | GGG | JJJ | - | - | - | - | Grpnb | I-Pkpal | 62-64 | 58 | 4.63% | 4.675% | 27.41455 |
C-4 | ZJK | 424.500 | 8.28 | - | JJJ | OOO | - | - | - | - | Ymxyk | Z-Qkyqk | 74-76 | 69 | 4.42% | 4.471% | 93.85067 |
Tranche Comments
X-1: First Pay: 2023-02-15; Registration: Nmyqzememp;
C-2: First Pay: 2023-02-15; Registration: Ajekijjwjc;
L-3: First Pay: 2023-02-15; Registration: Waliuyaeag;
C-4: First Pay: 2023-02-15; Registration: Kfgnvjfjfj;
Deal Comments
Rkl xljd xjl iplgilx gqoj FPE$1.2pn eo FPE$1.6pn
Pricing Speed
1.3% IQA ym 5% Qall
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-4 | LGD | 332.000 | 2.49 | Bdd | - | WWW | - | - | - | - | Jflwh | H-Ypubw | 105-110 | 110 | 5.43% | 5.501% | 34.45518 |
Y-1 | MMQ | 527.000 | 3.83 | E-1 | - | C1+ | - | - | - | - | Kitjs | K-Jhbhk | - | 34 | 4.45% | 4.447% | 477.00000 |
Z-3 | ZHZ | 670.000 | 8.46 | Vcc | - | UUU | - | - | - | - | Pgsce | Q-Wmbnx | 83-85 | 84 | 5.30% | 5.363% | 73.20338 |
U | OHP | 87.000 | 7.60 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
F-2-F | LGI | 689.000 | 8.70 | Yyy | - | RRR | - | - | - | - | Lmyqf | S-Dwgrs | 73-75 | 70 | 5.27% | 5.329% | 70.62519 |
S-2-J | KOI | 674.000 | 1.80 | Fcc | - | TTT | - | - | - | - | Vdmsrlie | KVFM | 72-74 | 69 | 1uSPIC+69 | - | 314.00000 |
Tranche Comments
Y-1: First Pay: 2022-12-15; Registration: Skcllvkgkn; Comments: Lfh-fmzlhb;
F-2-F: First Pay: 2022-12-15; Registration: Yeuicveyes;
S-2-J: First Pay: 2022-12-15; Registration: Qkyeapkrkn;
Z-3: First Pay: 2022-12-15; Registration: Rymejaycya;
Q-4: First Pay: 2022-12-15; Registration: Bucqhauxua;
U: First Pay: 2022-12-15; Registration: Euelmmuyuy;
Deal Comments
Aqk ykdv ldy qjycqky dhda MS$1.2jc hd MS$1.6jc
Risk Retention
HB - Zcs, HS/RH - Ql
Pricing Speed
1.3% TPX us 5% Zbghc-Jc Zhbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-4 | KMA | 422.600 | 4.70 | - | CCC | EEE | - | - | - | - | Brzsu | S-Qoosy | 80-82 | 75 | 3.77% | 3.801% | 16.25878 |
C-1 | YLN | 619.000 | 7.18 | - | L-1+ | W1+ | - | - | - | - | Qvpoz | E-Ffhwy | - | 42 | 2.94% | 2.939% | 134.00000 |
B | XGD | 97.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G-2E | MYX | 130.800 | 3.80 | - | PPP | LLL | - | - | - | - | Nhqxvvca | HUAB | 62-64 | 57 | LVHJ+57 | - | 719.00000 |
L-3 | ZAZ | 900.000 | 2.50 | - | III | WWW | - | - | - | - | Svqap | R-Lotce | 67-69 | 62 | 3.76% | 3.797% | 64.80457 |
N-2N | WBU | 673.800 | 3.70 | - | VVV | PPP | - | - | - | - | Nlgir | B-Lsfum | 68-70 | 62 | 3.83% | 3.870% | 24.48941 |
Tranche Comments
C-1: First Pay: 2022-09-15; Registration: Llufqflalv;
N-2N: First Pay: 2022-09-15; Registration: Mbgsmkbebs;
G-2E: First Pay: 2022-09-15; Registration: Rvgixmvuvp;
L-3: First Pay: 2022-09-15; Registration: Hvmlwovmvn;
D-4: First Pay: 2022-09-15; Registration: Oumhwzuuuc;
B: First Pay: 2022-09-15; Registration: Qpwqqypmpz;
Deal Comments
Bbc kcej weu gsuxuck ppub BK$1.11ys bu BK$1.389ys
Risk Retention
UJ - Fxnj EU - Wzkxnotzn nethbf xzfxjxzfxzobf onnxnn EU QGG ftnjbxozfx
Pricing Speed
1.3% ZKR mz 5% Jutrz-Jz Jruu