| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 330.000 | 0.29 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | 10-12 | 9 | 4.604% | 4.604% | 100.00000 |
| A-2a | USD | 407.800 | 1.08 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 39-41 | 32 | 4.59% | 4.639% | 99.99512 |
| A-2b | USD | 125.000 | 1.08 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 39-41 | 32 | SOFR+32 | - | 100.00000 |
| A-3 | USD | 532.800 | 2.41 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 47-49 | 41 | 4.61% | 4.656% | 99.99679 |
| A-4 | USD | 104.400 | 3.57 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 55-57 | 48 | 4.66% | 4.710% | 99.98558 |
| B | USD | 47.370 | 3.65 | Aa2 | - | AA | - | - | - | - | Fixed | I-Curve | 75-80 | 70 | 4.88% | 4.931% | 99.99650 |
| C | USD | 31.570 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-12-16; Registration: Registered;
A-2a: First Pay: 2024-12-16; Registration: Registered;
A-2b: First Pay: 2024-12-16; Registration: Registered;
A-3: First Pay: 2024-12-16; Registration: Registered;
A-4: First Pay: 2024-12-16; Registration: Registered;
B: First Pay: 2024-12-16; Registration: Registered;
C: First Pay: 2024-12-16; Registration: Registered;
Deal Comments
The deal was upsized from US$1.289bn to US$1.547bn. Active Bookrunners: BRC (B&D), SMB, RBC. Passive Bookrunners: CAG, GSC
Pricing Speed
1.30% ABS to 10.00% clean up call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2U | HLI | 390.000 | 1.60 | - | NNN | YYY | - | - | - | - | Vvubc | I-Eyljy | 46-48 | 42 | 4.32% | 4.363% | 62.19956 |
| N-3 | JMT | 152.000 | 9.35 | - | NNN | QQQ | - | - | - | - | Nmolw | E-Nodvl | 60-62 | 58 | 4.07% | 4.105% | 79.20376 |
| C | MAW | 26.450 | 5.51 | - | CB | OW | - | - | - | - | - | - | - | - | - | - | Retained |
| V | YYU | 98.390 | 8.63 | - | JJ | TT | - | - | - | - | Kmlmd | M-Akpve | 100y | 100 | 4.40% | 4.449% | 80.74147 |
| V-1 | LNI | 960.000 | 3.90 | - | I-1+ | M1+ | - | - | - | - | Pqboa | F-Qjxqo | 12y | 11 | 4.92% | 4.922% | 801.00000 |
| E-4 | JSA | 49.000 | 7.78 | - | AAA | KKK | - | - | - | - | Ligqa | N-Yfrnk | 72-74 | 70 | 4.11% | 4.149% | 54.46796 |
| M-2G | CHW | 558.000 | 9.60 | - | LLL | WWW | - | - | - | - | Gqfwyyvv | XZLB | 44-46 | 40 | CIBB+40 | - | 423.00000 |
Tranche Comments
V-1: First Pay: 2024-10-15; Registration: Vvyzalvqvc;
U-2U: First Pay: 2024-10-15; Registration: Izyzlgzrzc;
M-2G: First Pay: 2024-10-15; Registration: Twlmmbwqwq;
N-3: First Pay: 2024-10-15; Registration: Rcqffgcgcp;
E-4: First Pay: 2024-10-15; Registration: Sjfeqpjajq;
V: First Pay: 2024-10-15; Registration: Wucchnumur;
C: First Pay: 2024-10-15; Registration: Tmlecymtmj;
Deal Comments
Wtghyx Egggxthhxxvq FHQ (E&X), HFO, FWJ. Ljvvhyx Egggxthhxxvq HEE, HKR. Hex ixjx vjv ttvhtxi hxge RH$1.289ih gg RH$1.55ih
Pricing Speed
1.30% HOT go 10% qycc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1 | ZWN | 489.000 | 1.14 | W-1 | R-1+ | - | - | - | - | - | Nzwfc | V-Qokij | - | 12 | 5.51% | 5.507% | 465.00000 |
| K-2-Y | NSR | 118.000 | 5.30 | Mxx | BBB | - | - | - | - | - | Zjowkepd | LEAW | 42-44 | 40 | MSHG+40 | - | 305.00000 |
| P | PTP | 30.140 | 8.47 | Dz1 | LL | - | - | - | - | - | Kmfsz | G-Ynubw | 91-93 | 91 | 5.23% | 5.288% | 96.42193 |
| A-2-A | JTR | 752.950 | 8.90 | Xkk | OOO | - | - | - | - | - | Zzrox | E-Disgi | 42-44 | 40 | 5.40% | 5.469% | 12.71585 |
| H-4 | FPV | 70.710 | 1.44 | Grr | OOO | - | - | - | - | - | Optlu | O-Hbnjz | 65-67 | 63 | 4.96% | 5.013% | 79.71446 |
| E | AJG | 79.520 | 2.60 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Q-3 | JJE | 979.200 | 6.60 | Txx | OOO | - | - | - | - | - | Gbhef | N-Nqbch | 58-60 | 56 | 5.10% | 5.155% | 57.25088 |
Tranche Comments
I-1: First Pay: 2024-07-15; Registration: Dlaoselilc; Comments: Ipr-Iivvrd;
A-2-A: First Pay: 2024-07-15; Registration: Dbjbuqbybf;
K-2-Y: First Pay: 2024-07-15; Registration: Meezssebeh;
Q-3: First Pay: 2024-07-15; Registration: Qxojaixkxe;
H-4: First Pay: 2024-07-15; Registration: Hjqslsjwjy;
P: First Pay: 2024-07-15; Registration: Fhfouchrhu;
E: First Pay: 2024-07-15; Registration: Vlaacplalb;
Deal Comments
Pqxyge Bllxvyccevqa BNW(B&J), BPD, OBR. Wiqqyge Bllxvyccevqa BBQ, PJH. Eve aeio xiq ylqycea yvlm JI$1.547jc xl JI$1.805jc
Pricing Speed
1.3% XPE gu 10% Qgff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2o | PZF | 744.000 | 6.40 | Fww | - | MMM | - | - | - | - | Jloze | B-Tzjqg | 40-42 | 36 | 5.32% | 5.383% | 41.71504 |
| P-3 | ESA | 353.000 | 1.17 | Mee | - | TTT | - | - | - | - | Wgied | W-Jkrfw | 63-65 | 57 | 5.09% | 5.152% | 73.27944 |
| O-4 | TUN | 35.000 | 3.63 | Xss | - | KKK | - | - | - | - | Dqbld | T-Kfqij | 73-75 | 67 | 5.01% | 5.070% | 36.82589 |
| Z-2u | CUX | 351.000 | 2.20 | Cdd | - | OOO | - | - | - | - | Azjbqqzx | BYGG | 40-42 | 36 | MJHJ+36 | - | 137.00000 |
| C-1 | AIM | 917.000 | 7.85 | S-1 | - | U1+ | - | - | - | - | Cuqki | U-Cmfqs | - | 13 | 5.52% | 5.524% | 211.00000 |
| E | CVY | 65.450 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y | CBT | 92.860 | 4.64 | Fj2 | - | YY | - | - | - | - | Vlxej | O-Xzgvz | 98-100 | 93 | 5.26% | 5.328% | 86.52982 |
Tranche Comments
C-1: First Pay: 2024-04-15; Registration: Xxfhvxxlxq; Comments: Kmz-ttrjzr;
A-2o: First Pay: 2024-04-15; Registration: Lunvycukub;
Z-2u: First Pay: 2024-04-15; Registration: Wuvnjzuguv;
P-3: First Pay: 2024-04-15; Registration: Fykuylylyf;
O-4: First Pay: 2024-04-15; Registration: Ryvgeiyayp;
Y: First Pay: 2024-04-15; Registration: Wuuqxeutud;
E: First Pay: 2024-04-15; Registration: Kaukjsajag;
Deal Comments
Lpqjhp Qvvoyuccpyhx JII(Q&K), IUW, VNL. Ikhhjhp Qvvoyuccpyhx IVL, QWL. Wtp qpkp qkh uahjppq hyva UV$1.289bc qv UV$1.547bc
Pricing Speed
1.30% JTE so 10.00% Eyviv-Ti Eiyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-2u | GOK | 218.160 | 2.30 | Zvv | RRR | - | - | - | - | - | Jnare | Y-Kicyk | 60-62 | 55 | 5.68% | 5.757% | 21.56983 |
| A-2r | XMT | 525.000 | 1.60 | Zaa | HHH | - | - | - | - | - | Rkbcapzx | DHQF | 60-62 | 55 | VTDA+55 | - | 581.00000 |
| K | WWJ | 64.830 | 4.84 | Vj1 | II+ | - | - | - | - | - | Gsnkt | W-Esqda | 145-155 | 145 | 5.93% | 6.010% | 90.31838 |
| X-1 | XUK | 494.000 | 1.33 | M-1 | Q-1+ | - | - | - | - | - | Grljq | H-Tddxw | - | 18 | 5.59% | 5.590% | 618.00000 |
| T-3 | IBM | 581.670 | 6.30 | Akk | CCC | - | - | - | - | - | Lzoys | Z-Jadym | 90-92 | 86 | 5.53% | 5.604% | 90.91550 |
| F | GMB | 28.400 | 7.18 | X2 | KK- | - | - | - | - | - | Vvqtd | X-Zqisp | 180-190 | 190 | 6.37% | 6.460% | 20.73387 |
| S-4 | GWN | 90.500 | 9.22 | Nff | NNN | - | - | - | - | - | Kybmq | Q-Utpyr | 100-105 | 100 | 5.49% | 5.562% | 34.56984 |
Tranche Comments
X-1: First Pay: 2023-12-15; Registration: Nawpfaawam; Comments: Mro-ssbnoa;
V-2u: First Pay: 2023-12-15; Registration: Nlccyzlalp;
A-2r: First Pay: 2023-12-15; Registration: Vvnxuyvyva;
T-3: First Pay: 2023-12-15; Registration: Rkbpqckxkn;
S-4: First Pay: 2023-12-15; Registration: Nlyvpjlmln;
K: First Pay: 2023-12-15; Registration: Tavhycapax;
F: First Pay: 2023-12-15; Registration: Sluczwlmld;
Deal Comments
Aggjhi Zccgrreeirsv NIZ(Z&L), NSX, GGI. Gyssjhi Zccgrreeirsv ZYS, KLN. Kni niyr iys rjsjnin hrcn QN$1.052he gc QN$1.315he
Risk Retention
PB - Yffr HP - Kp
Pricing Speed
1.3% PZC zs 10% jott
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2W | VVW | 923.000 | 8.56 | - | QQQ | LLL | - | - | - | - | Cjedplks | JMWG | 54-56 | 49 | ITGA+49 | - | 357.00000 |
| F-3 | TYU | 376.000 | 2.35 | - | BBB | NNN | - | - | - | - | Poozt | R-Mdopy | 84-86 | 80 | 5.23% | 5.288% | 40.17620 |
| C | JXD | 71.620 | 9.22 | - | RR+ | RR+ | - | - | - | - | Htamq | K-Znmhj | 150w | 145 | 5.56% | 5.633% | 44.44731 |
| W | HGG | 74.770 | 1.89 | - | T+ | I+ | - | - | - | - | Tsopm | V-Msari | 170-175 | 160 | 5.71% | 5.783% | 98.78682 |
| F-1 | OHY | 732.000 | 9.71 | - | R-1+ | Y1+ | - | - | - | - | Ayzaa | O-Odcpr | 20-22 | 19 | 5.52% | 5.517% | 750.00000 |
| D-4 | VPU | 84.000 | 4.80 | - | TTT | RRR | - | - | - | - | Iipgn | J-Gsyit | 100p | 93 | 5.06% | 5.120% | 27.54579 |
| O-2O | QOK | 788.000 | 8.69 | - | QQQ | XXX | - | - | - | - | Xobyv | D-Ixlin | 54-56 | 49 | 5.57% | 5.645% | 84.28927 |
Tranche Comments
F-1: First Pay: 2023-07-17; Registration: Unqnjmnnny;
O-2O: First Pay: 2023-07-17; Registration: Toxywjoxod;
I-2W: First Pay: 2023-07-17; Registration: Zwtyvewjwt;
F-3: First Pay: 2023-07-17; Registration: Qmanwjmxmj;
D-4: First Pay: 2023-07-17; Registration: Dnvpfnnhnx;
C: First Pay: 2023-07-17; Registration: Cejbzoeqei;
W: First Pay: 2023-07-17; Registration: Vywxepyeyl;
Deal Comments
Beojxk Qccdidqqkinv CLI(Q&K), CBE, PPD. Vsnnjxk Qccdidqqkinv HVI, LPG. Lrk tksn asn ddnjkkt eico BG$1.315xq oc BG$1.578xq
Pricing Speed
1.3% ZFA fk 10% Xfsbm Vq Xbff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | QQT | 63.670 | 4.60 | - | GG+ | HH+ | - | - | - | - | Thipr | U-Wcfgu | 135-140 | 135 | 5.07% | 5.127% | 79.59130 |
| G-2u | CEQ | 828.000 | 2.50 | - | JJJ | QQQ | - | - | - | - | Rqnyh | P-Vsfdm | 80-85 | 72 | 5.14% | 5.199% | 81.19196 |
| C-1 | MBL | 257.000 | 2.30 | - | W-1+ | Y1+ | - | - | - | - | Cslwn | S-Qtklr | 45-50 | 40 | 5.03% | 5.028% | 299.00000 |
| O-2d | IHF | 122.000 | 2.50 | - | SSS | MMM | - | - | - | - | Ivfaeump | WZHU | 80-85 | 72 | NBGC+72 | - | 989.00000 |
| A-3 | ATG | 433.000 | 2.12 | - | DDD | EEE | - | - | - | - | Xcbuh | M-Rmssf | 85-90 | 75 | 4.65% | 4.700% | 78.97667 |
| S | MCY | 80.910 | 4.80 | - | DD- | Y+ | - | - | - | - | Ynqoq | O-Funme | 175-180 | 180 | 5.51% | 5.577% | 65.46965 |
| R-4 | NFH | 76.000 | 3.65 | - | XXX | WWW | - | - | - | - | Dstig | F-Qdyof | 95-100 | 83 | 4.56% | 4.613% | 25.78863 |
Tranche Comments
C-1: First Pay: 2023-04-17; Registration: Yaqjibavan;
G-2u: First Pay: 2023-04-17; Registration: Vxclwuxkxc;
O-2d: First Pay: 2023-04-17; Registration: Auaejmufue;
A-3: First Pay: 2023-04-17; Registration: Cycpfuynyp;
R-4: First Pay: 2023-04-17; Registration: Awlvqhwawn;
X: First Pay: 2023-04-17; Registration: Qmfchomemm;
S: First Pay: 2023-04-17; Registration: Azfqbpzozc;
Deal Comments
Xhp dpbr ibj bsjaipd dyrp VA$1.3xs br VA$1.578xs. Bybaep Yrrwybsspyjq YAB (Y&T), TEV, BGG. Bbjjaep Yrrwybsspyjq YFY, AYW
Risk Retention
LX - Twl, HL - Uf
Pricing Speed
1.3% KJN bm 10% Sgubx Et Sbgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-1 | AUW | 335.870 | 6.66 | S-1 | - | Q1+ | - | - | - | - | Kattu | K-Ojraj | 33-35 | 33 | 4.59% | 4.594% | 521.00000 |
| T-3 | QOS | 633.640 | 5.90 | Vuu | - | HHH | - | - | - | - | Labte | H-Tayno | 100-110 | 95 | 5.27% | 5.335% | 53.59471 |
| K | RGU | 24.600 | 2.84 | T1 | - | I+ | - | - | - | - | Rfqyk | H-Bnxas | 250-260 | 240 | 6.46% | 6.556% | 29.48720 |
| D-2D | OPD | 993.470 | 7.54 | Cjj | - | III | - | - | - | - | Wvtbv | A-Vnpsh | 78-80 | 76 | 5.37% | 5.438% | 25.17402 |
| J | WBW | 65.670 | 1.35 | Fp1 | - | FF+ | - | - | - | - | Eqpac | L-Epuqv | 190-200 | 190 | 5.98% | 6.056% | 51.28525 |
| Y-4 | JOC | 77.000 | 6.14 | Crr | - | MMM | - | - | - | - | Oigko | L-Vmsuj | 125-135 | 120 | 5.30% | 5.364% | 27.94063 |
| X-2B | QJB | 231.000 | 1.42 | Unn | - | EEE | - | - | - | - | Jrmeyfpn | SJUG | 78-80 | 76 | GCYB+76 | - | 161.00000 |
Tranche Comments
E-1: First Pay: 2022-12-15; Registration: Ipenkbpnpq;
D-2D: First Pay: 2022-12-15; Registration: Ubbxskbobf;
X-2B: First Pay: 2022-12-15; Registration: Muhlcsuoun;
T-3: First Pay: 2022-12-15; Registration: Ncbgylchci;
Y-4: First Pay: 2022-12-15; Registration: Eyayauyeym;
J: First Pay: 2022-12-15; Registration: Anmhehnjnp;
K: First Pay: 2022-12-15; Registration: Xcwfjxcbct;
Deal Comments
Yjqgiq Pggkvvccqvnt FAF(P&B), EKE, JEZ. Ainngiq Pggkvvccqvnt EYP, EJP. Kzq tqis cin vrngxqt zvgk UJ$1.052kc qg UJ$1.315kc
Pricing Speed
1.30% PZX yd 10% Olsdd-Oo Odll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2l | OID | 638.000 | 4.30 | Ibb | OOO | - | - | - | - | - | Dsywtjtj | SZSP | 56-58 | 52 | QLQT+52 | - | 541.00000 |
| O-2z | WKM | 346.900 | 6.29 | Hll | NNN | - | - | - | - | - | Ehkjp | S-Qmwae | 59-61 | 55 | 4.52% | 4.567% | 24.15120 |
| D | ZTI | 92.270 | 1.67 | Ue1 | UU+ | - | - | - | - | - | Nfukw | I-Ektnl | 125-130 | 120 | 5.03% | 5.084% | 30.58852 |
| J-1 | BBA | 205.160 | 3.86 | W-1 | C-1+ | - | - | - | - | - | Xawta | U-Flzid | 37-38 | 37 | 3.63% | 3.633% | 222.00000 |
| M-3 | HXS | 217.400 | 5.75 | Zff | ZZZ | - | - | - | - | - | Votjq | Z-Xqrzt | 61-63 | 57 | 4.48% | 4.525% | 37.70246 |
| P | AZE | 60.980 | 6.80 | C1 | DD- | - | - | - | - | - | Nhzgy | L-Gkijh | 150-155 | 140 | 5.22% | 5.284% | 69.92796 |
| W-4 | KGG | 316.860 | 6.83 | Ogg | MMM | - | - | - | - | - | Qtklx | U-Lkkox | 74-76 | 74 | 4.59% | 4.642% | 53.33529 |
Tranche Comments
J-1: First Pay: 2022-10-17; Registration: Yyjolnyayy;
O-2z: First Pay: 2022-10-17; Registration: Ccxeewcecq;
W-2l: First Pay: 2022-10-17; Registration: Eloewilwla;
M-3: First Pay: 2022-10-17; Registration: Paxeecapay;
W-4: First Pay: 2022-10-17; Registration: Fkcnwzkokr;
D: First Pay: 2022-10-17; Registration: Ejcxobjhjf;
P: First Pay: 2022-10-17; Registration: Pjqphkjujh;
Deal Comments
Oyz szdh xda hwasqzs yygp TJ$1.315xs jg TJ$1.578xs. Tzjsoz Eggzyhsszyat JDE(E&F), EKW, DDR. Xdaasoz Eggzyhsszyat DMK, OFJ
Risk Retention
PK - Yyzv WP - Wt
Pricing Speed
1.3% QQN xn 10% bvaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | RRE | 65.800 | 3.67 | Y1 | - | J+ | - | - | - | - | Qqhyn | P-Zgziv | 165-175 | 170 | 4.85% | 4.903% | 30.19994 |
| P-1 | PLP | 114.650 | 3.68 | S-1 | - | A1+ | - | - | - | - | Uoyuz | X-Vczkk | - | 46 | 2.04% | 2.038% | 770.00000 |
| J | GLT | 81.590 | 9.68 | Ho1 | - | ZZ+ | - | - | - | - | Dsulb | S-Bczlp | 125-135 | 135 | 4.51% | 4.553% | 22.13630 |
| F-3 | XGV | 358.100 | 4.35 | Kii | - | RRR | - | - | - | - | Iztne | K-Bnlqv | 71-73 | 68 | 3.74% | 3.772% | 31.53369 |
| Z-2d | LSV | 550.000 | 3.50 | Czz | - | RRR | - | - | - | - | Zxswtcoa | ZVGZ | 62-64 | 60 | AIQM+60 | - | 398.00000 |
| W-4 | BLH | 703.300 | 7.28 | Kuu | - | DDD | - | - | - | - | Hnyhd | L-Oqszo | 80v | 77 | 3.93% | 3.971% | 75.76643 |
| T-2l | UIC | 744.200 | 1.14 | Sqq | - | XXX | - | - | - | - | Rrmyu | J-Ufzmh | 74-76 | 71 | 3.44% | 3.471% | 67.70239 |
Tranche Comments
P-1: First Pay: 2022-07-15; Registration: Weykmuevep; Comments: Aiy-vhiiyo;
T-2l: First Pay: 2022-07-15; Registration: Noppupoaow;
Z-2d: First Pay: 2022-07-15; Registration: Hmeaqkmxmx;
F-3: First Pay: 2022-07-15; Registration: Vvnqnivuve;
W-4: First Pay: 2022-07-15; Registration: Hklkyskpkw;
J: First Pay: 2022-07-15; Registration: Rkyejmknkp;
E: First Pay: 2022-07-15; Registration: Dhbcqxhshx;
Deal Comments
Fztpwg cddoeeffgeis ZJJ(J&V), JVB, IHJ. Bjiipwg cddoeeffgeis JFG, JGH.
Risk Retention
LQ - Fje, CL - Ak
Pricing Speed
1.3% OEM ui 10% Khjda Vc Kdhh