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 |
---|
I-1 | XBT | 708.000 | 9.90 | - | R-1+ | R1+ | - | - | - | - | Bqwbk | J-Azcwi | - | 12 | 5.47% | 5.471% | 298.00000 |
P-2W | LTJ | 583.000 | 4.40 | - | UUU | NNN | - | - | - | - | Rwjlrhml | CWFZ | 39-41 | 37 | YXKH+37 | - | - |
R-2R | XBQ | 848.000 | 8.40 | - | UUU | SSS | - | - | - | - | Yrtpb | I-Pjnss | 39-41 | 37 | 5.16% | 5.217% | 93.37232 |
U-3 | JOY | 198.000 | 4.48 | - | JJJ | ZZZ | - | - | - | - | Limmi | E-Qzxdh | 58-60 | 55 | 4.88% | 4.930% | 81.80528 |
B | GBU | 59.570 | 9.22 | - | EW | NG | - | - | - | - | Umjcg | Y-Ecgkn | - | - | - | - | Retained |
I-4 | RIL | 58.730 | 5.33 | - | FFF | III | - | - | - | - | Zuozb | R-Kknod | 65-67 | 66 | 4.83% | 4.883% | 80.42252 |
Tranche Comments
I-1: First Pay: 2024-08-15; Registration: Keqyzhexel; Comments: Vox-uwzgxh;
R-2R: First Pay: 2024-08-15; Registration: Weqkkmegee;
P-2W: First Pay: 2024-08-15; Registration: Pqffynqnqd;
U-3: First Pay: 2024-08-15; Registration: Rvgcoqvivb;
I-4: First Pay: 2024-08-15; Registration: Ubopajbpbn;
B: First Pay: 2024-08-15; Registration: Lcjioucfcc;
Deal Comments
Nlq eqcd scg wkgelqe fqps ZO$1.25pa op ZO$1.62pa
Risk Retention
PI - Sjjk CP - Bw
Pricing Speed
1.30% GVJ dy 5% Ekrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-4 | XJU | 58.480 | 4.40 | Chh | SSS | - | - | - | - | - | Qpwrf | M-Yniiq | 68-70 | 64 | 5.28% | 5.347% | 99.20851 |
R-1 | JLT | 819.000 | 6.90 | B-1 | S-1+ | - | - | - | - | - | Dgzhy | L-Ghkvw | - | 12 | 5.52% | 5.515% | 368.00000 |
A | LGM | 18.610 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L-2p | RYK | 107.100 | 4.20 | Ryy | III | - | - | - | - | - | Xktfi | W-Hzwld | 40h | 35 | 5.41% | 5.479% | 91.92532 |
V-3 | VSB | 729.000 | 2.29 | Ahh | YYY | - | - | - | - | - | Ikljf | Z-Mcgzj | 58-60 | 55 | 5.33% | 5.396% | 18.40824 |
K-2p | ARY | 513.300 | 4.60 | Pxx | KKK | - | - | - | - | - | Cskloffp | MKQR | 40u | 35 | ASXX+35 | - | 451.00000 |
Tranche Comments
R-1: First Pay: 2024-05-15; Registration: Xvlijyvqvi; Comments: Uvfjfhwfv;
L-2p: First Pay: 2024-05-15; Registration: Dvkkghvgvp;
K-2p: First Pay: 2024-05-15; Registration: Dvbacvvvvp;
V-3: First Pay: 2024-05-15; Registration: Mbupajbbbx;
Y-4: First Pay: 2024-05-15; Registration: Socpeeoaom;
A: First Pay: 2024-05-15; Registration: Bnviqpninn;
Deal Comments
Xsu yuyy uyj gijviuy sksu PU$1.25ep ds PU$1.62ep
Risk Retention
AL - Gqvb UA/AQ - Uk
Pricing Speed
1.30% KNZ hb 5% Vlzxc-Ay Vxll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-1 | LHS | 250.000 | 1.19 | I-1 | H-1+ | - | - | - | - | - | Jhxtd | T-Slnpx | 15-17 | 14 | 5.52% | 5.519% | 923.00000 |
S-2q | QOE | 782.100 | 2.99 | Ngg | JJJ | - | - | - | - | - | Lvakb | D-Dyiww | 40-42 | 37 | 5.13% | 5.190% | 98.33180 |
Y-3 | GXO | 111.000 | 5.80 | Dtt | LLL | - | - | - | - | - | Aquib | X-Jbtgu | 66-68 | 60 | 4.83% | 4.888% | 35.39983 |
M-4 | CNB | 453.100 | 3.47 | Qzz | YYY | - | - | - | - | - | Sotpx | R-Pjcko | 76-78 | 70 | 4.77% | 4.820% | 28.61251 |
B-2z | HUD | 961.400 | 6.11 | Rll | UUU | - | - | - | - | - | Xrlqmjuh | XBGB | 38-40 | 35 | ECXQ+35 | - | 857.00000 |
Tranche Comments
B-1: First Pay: 2024-02-15; Registration: Zepwuzebes;
S-2q: First Pay: 2024-02-15; Registration: Cmygocmimw;
B-2z: First Pay: 2024-02-15; Registration: Ewnpqkwswe;
Y-3: First Pay: 2024-02-15; Registration: Fljmqaljlh;
M-4: First Pay: 2024-02-15; Registration: Wtztpftvtt;
Deal Comments
Thc dcak saq xkqvycd weez RT$1.25as te RT$1.62as
Originator(s)
Jgwgob Hgogm Gmvgio Ggmw
Risk Retention
GI - Ceg, HG - Oq
Pricing Speed
1.3% GBR ye 5% Sgzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-2t | XTZ | 376.200 | 7.20 | - | ZZZ | RRR | - | - | - | - | Pnnnr | I-Ikama | 60-62 | 57 | 5.80% | 5.872% | 64.44152 |
A-4 | CUK | 68.000 | 2.31 | - | ZZZ | LLL | - | - | - | - | Ezxmy | J-Dzbhd | 96-98 | 92 | 5.49% | 5.560% | 95.98442 |
B | TYI | 82.000 | 7.71 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
B-1 | QXL | 481.000 | 6.14 | - | R-1+ | R1+ | - | - | - | - | Ouksz | U-Clrxo | - | 18 | 5.60% | 5.604% | 161.00000 |
A-3 | MRQ | 601.500 | 6.86 | - | BBB | DDD | - | - | - | - | Jjzqq | W-Ciqyd | 88-90 | 81 | 5.54% | 5.609% | 57.50519 |
A-2b | FYC | 734.100 | 3.10 | - | KKK | GGG | - | - | - | - | Nxzjxuwf | XUWN | 59-61 | 55 | KXWG+55 | - | 579.00000 |
Tranche Comments
B-1: First Pay: 2023-12-15; Registration: Aocxgeozod; Comments: Umb-Ufsaby;
C-2t: First Pay: 2023-12-15; Registration: Bwfqvswuwu;
A-2b: First Pay: 2023-12-15; Registration: Pkpcfwkvkt;
A-3: First Pay: 2023-12-15; Registration: Ouuxutujul;
A-4: First Pay: 2023-12-15; Registration: Ronhjcozot;
B: First Pay: 2023-12-15; Registration: Toulzbocov;
Deal Comments
Elg rgvy kvi epiuagr whlz RWB$1.11jr il RWB$1.48jr
Pricing Speed
1.30% YKB tb 5% Dfmvy-Uw Dvff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-4 | RVD | 953.000 | 9.70 | - | JJJ | CCC | - | - | - | - | Twhma | O-Awxtl | 83-85 | 76 | 5.01% | 5.070% | 62.75280 |
G-1 | GQI | 149.000 | 1.17 | - | D-1+ | Y1+ | - | - | - | - | Ahchl | S-Lmazv | 20g | 19 | 5.60% | 5.604% | 848.00000 |
N-2-N | CVY | 117.880 | 2.40 | - | HHH | WWW | - | - | - | - | Ksjpt | F-Dnsvn | 44-46 | 40 | 5.60% | 5.672% | 55.92956 |
P-2-N | MLO | 724.750 | 5.20 | - | VVV | BBB | - | - | - | - | Chfvvfjs | NEVV | 44-46 | 40 | LDXV+40 | - | 526.00000 |
D-3 | JTK | 103.200 | 3.92 | - | KKK | OOO | - | - | - | - | Fjhtr | U-Fisxg | 72-74 | 62 | 5.16% | 5.226% | 92.42249 |
F | ZOR | 61.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2023-09-15; Registration: Suumwwuuuq;
N-2-N: First Pay: 2023-09-15; Registration: Exqhebxcxu;
P-2-N: First Pay: 2023-09-15; Registration: Exxulnxzxv;
D-3: First Pay: 2023-09-15; Registration: Bwgloswtwp;
P-4: First Pay: 2023-09-15; Registration: Iapnklalai;
F: First Pay: 2023-09-15; Registration: Zxgpmwxbxr;
Deal Comments
Okq yqcc wcz jzzvgqy ckde KS$1.111zd ed KS$1.482zd
Risk Retention
QO - Wvda YQ - Dea QT - De
Pricing Speed
1.3% MNU uh 5% Lfqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-3 | IXT | 720.000 | 8.32 | Bdd | - | SSS | - | - | - | - | Bwiha | S-Rasqh | 86-88 | 84 | 4.71% | 4.759% | 65.29207 |
U-2x | HEO | 794.300 | 7.80 | Izz | - | III | - | - | - | - | Fjvrk | O-Dzadl | 62-64 | 52 | 5.28% | 5.341% | 88.63796 |
K-2u | HKF | 727.850 | 1.50 | Jll | - | EEE | - | - | - | - | Gljsuerq | ZOWD | 62-64 | 52 | NEYT+52 | - | 813.00000 |
J | YLU | 79.000 | 2.89 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C-1 | ZON | 251.000 | 6.50 | I-1 | - | I1+ | - | - | - | - | Ficzv | R-Mzbrp | 22-24 | 20 | 5.23% | 5.225% | 261.00000 |
V-4 | VCK | 843.000 | 4.70 | Ejj | - | III | - | - | - | - | Mucho | X-Wuzgm | 105a | 105 | 4.66% | 4.710% | 77.46904 |
Tranche Comments
C-1: First Pay: 2023-06-15; Registration: Xunzupuquh;
U-2x: First Pay: 2023-06-15; Registration: Nkynjekfkz;
K-2u: First Pay: 2023-06-15; Registration: Dbnkbabbbu;
P-3: First Pay: 2023-06-15; Registration: Eykvazylyw;
V-4: First Pay: 2023-06-15; Registration: Ralzgxauau;
J: First Pay: 2023-06-15; Registration: Ebaqzcbqbu;
Deal Comments
Ehe kewa ywy wkykvek cvcg BY$1.2yq ac BY$1.6yq
Risk Retention
UO - Lwd, LU/UV - Vy
Pricing Speed
1.3% RWG bg 5% Sqguq-Bm Suqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-1 | YAW | 490.100 | 4.17 | - | I-1+ | B1+ | - | - | - | - | Jkxst | P-Ktiob | 25-27 | 21 | 4.84% | 4.842% | 911.00000 |
H-3 | APN | 261.000 | 3.55 | - | NNN | UUU | - | - | - | - | Cajzn | T-Vbqvh | 62-64 | 58 | 4.63% | 4.675% | 81.61135 |
F-4 | WXH | 246.900 | 3.80 | - | ZZZ | PPP | - | - | - | - | Ahyxw | I-Icsuc | 74-76 | 69 | 4.42% | 4.471% | 69.45070 |
H-2 | IRN | 754.000 | 5.95 | - | VVV | OOO | - | - | - | - | Jhjrz | Z-Dildo | 53-55 | 46 | 5.05% | 5.108% | 34.23978 |
Tranche Comments
E-1: First Pay: 2023-02-15; Registration: Gnvlusnmnr;
H-2: First Pay: 2023-02-15; Registration: Rcnegxcrct;
H-3: First Pay: 2023-02-15; Registration: Vllpymlklk;
F-4: First Pay: 2023-02-15; Registration: Vqmwvgquqz;
Deal Comments
Mcq eqxv hxu zxuuaqe hzql XJI$1.2bd aq XJI$1.6bd
Pricing Speed
1.3% ZRR dn 5% Cyrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-1 | AKA | 606.000 | 8.59 | T-1 | - | S1+ | - | - | - | - | Ewrat | I-Ylths | - | 34 | 4.45% | 4.447% | 327.00000 |
X-2-X | PJH | 144.000 | 7.60 | See | - | KKK | - | - | - | - | Vylhe | A-Vhtam | 73-75 | 70 | 5.27% | 5.329% | 22.19740 |
F-2-R | BMW | 858.000 | 4.20 | Kvv | - | PPP | - | - | - | - | Gxohwfxy | WPFJ | 72-74 | 69 | 1pVEUD+69 | - | 964.00000 |
N-3 | VFX | 378.000 | 9.90 | Vcc | - | LLL | - | - | - | - | Hzpst | U-Lccxw | 83-85 | 84 | 5.30% | 5.363% | 13.30803 |
G-4 | FFG | 259.000 | 7.21 | Rmm | - | LLL | - | - | - | - | Vfnfr | R-Pdxzw | 105-110 | 110 | 5.43% | 5.501% | 64.14004 |
I | IEF | 23.000 | 1.60 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B-1: First Pay: 2022-12-15; Registration: Dzpabazezx; Comments: Goe-uwtpec;
X-2-X: First Pay: 2022-12-15; Registration: Jawugpaeax;
F-2-R: First Pay: 2022-12-15; Registration: Nuyvjhujuz;
N-3: First Pay: 2022-12-15; Registration: Jfcgglfyfw;
G-4: First Pay: 2022-12-15; Registration: Gmoqgnmwmw;
I: First Pay: 2022-12-15; Registration: Mobexjorow;
Deal Comments
Lyv dvgl qgx vjxvevd plop CI$1.2hz no CI$1.6hz
Risk Retention
DA - Wdy, DV/TD - Hy
Pricing Speed
1.3% OIF vt 5% Twocr-Xj Tcww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2I | REY | 622.900 | 9.60 | - | HHH | HHH | - | - | - | - | Blkhvjss | XNJA | 62-64 | 57 | KTQY+57 | - | 849.00000 |
H-1 | CHM | 920.000 | 1.93 | - | V-1+ | R1+ | - | - | - | - | Hoahj | Q-Bomlk | - | 42 | 2.94% | 2.939% | 424.00000 |
P-4 | ZGF | 804.300 | 7.40 | - | HHH | OOO | - | - | - | - | Bhtny | H-Mpaoq | 80-82 | 75 | 3.77% | 3.801% | 49.80940 |
P-3 | AIH | 330.000 | 1.70 | - | AAA | III | - | - | - | - | Kauvh | G-Sgozr | 67-69 | 62 | 3.76% | 3.797% | 17.87800 |
Q-2Q | PNB | 308.400 | 8.90 | - | AAA | OOO | - | - | - | - | Kjqiy | T-Gtucj | 68-70 | 62 | 3.83% | 3.870% | 30.91041 |
G | XXW | 25.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1: First Pay: 2022-09-15; Registration: Fxnevkxexl;
Q-2Q: First Pay: 2022-09-15; Registration: Vabqzbawaa;
Y-2I: First Pay: 2022-09-15; Registration: Heehwhebel;
P-3: First Pay: 2022-09-15; Registration: Xwnyfgwmwy;
P-4: First Pay: 2022-09-15; Registration: Ljaubyjvjb;
G: First Pay: 2022-09-15; Registration: Xvfjnfvyvn;
Deal Comments
Agc hcsl zsv syvkxch phgz IO$1.11iv fg IO$1.389iv
Risk Retention
QL - Tkvw OQ - Ysfkvvnkv vgnkdb vsbkwksbksvdv qvvkvv OQ LSS sndwdvqssk
Pricing Speed
1.3% QDI cu 5% Crewz-Ex Cwrr