| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 350.000 | 0.26 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | - | 12 | 5.507% | 5.507% | 100.00000 |
| A-2-A | USD | 323.350 | 1.03 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 42-44 | 40 | 5.40% | 5.469% | 99.99252 |
| A-2-B | USD | 330.000 | 1.03 | Aaa | AAA | - | - | - | - | - | Floating | SOFR | 42-44 | 40 | SOFR+40 | - | 100.00000 |
| A-3 | USD | 653.300 | 2.40 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 58-60 | 56 | 5.10% | 5.155% | 99.99908 |
| A-4 | USD | 93.350 | 3.59 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 65-67 | 63 | 4.96% | 5.013% | 99.99547 |
| B | USD | 55.260 | 3.64 | Aa1 | AA | - | - | - | - | - | Fixed | I-Curve | 91-93 | 91 | 5.23% | 5.288% | 99.99799 |
| C | USD | 36.830 | 3.64 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-07-15; Registration: Registered; Comments: Pre-Placed;
A-2-A: First Pay: 2024-07-15; Registration: Registered;
A-2-B: First Pay: 2024-07-15; Registration: Registered;
A-3: First Pay: 2024-07-15; Registration: Registered;
A-4: First Pay: 2024-07-15; Registration: Registered;
B: First Pay: 2024-07-15; Registration: Registered;
C: First Pay: 2024-07-15; Registration: Registered;
Deal Comments
Active Bookrunners: BNP(B&D), BMO, RBC. Passive Bookrunners: LLY, MUF. The deal was upsized from US$1.547bn to US$1.805bn
Pricing Speed
1.3% ABS to 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | HKS | 36.800 | 1.64 | Qz2 | - | KK | - | - | - | - | Yygyz | H-Dxzyw | 98-100 | 93 | 5.26% | 5.328% | 47.25889 |
| E-4 | QGR | 54.000 | 5.33 | Fkk | - | AAA | - | - | - | - | Rsbxx | Y-Klabo | 73-75 | 67 | 5.01% | 5.070% | 20.27524 |
| C | TUM | 16.890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-2u | GLD | 369.000 | 4.70 | Wxx | - | AAA | - | - | - | - | Xckscvjc | DPBG | 40-42 | 36 | TBAE+36 | - | 355.00000 |
| G-3 | OED | 939.000 | 4.32 | Omm | - | TTT | - | - | - | - | Pnsnf | B-Zpbme | 63-65 | 57 | 5.09% | 5.152% | 80.44825 |
| S-1 | ZYS | 748.000 | 9.75 | V-1 | - | M1+ | - | - | - | - | Iogqn | I-Jbrje | - | 13 | 5.52% | 5.524% | 927.00000 |
| F-2m | QGP | 902.000 | 6.80 | Zxx | - | TTT | - | - | - | - | Apbwh | L-Uxaae | 40-42 | 36 | 5.32% | 5.383% | 13.54176 |
Tranche Comments
S-1: First Pay: 2024-04-15; Registration: Gepoyuemet; Comments: Uoj-rwqpjl;
F-2m: First Pay: 2024-04-15; Registration: Unaksunyng;
F-2u: First Pay: 2024-04-15; Registration: Racnxzaiaz;
G-3: First Pay: 2024-04-15; Registration: Qwenzxwcwy;
E-4: First Pay: 2024-04-15; Registration: Vobuuyohou;
H: First Pay: 2024-04-15; Registration: Rlcbjclrlp;
C: First Pay: 2024-04-15; Registration: Kcopsecicb;
Deal Comments
Qntygv Sppnrciivrnx AXN(S&A), NBP, UIS. Xannygv Sppnrciivrnx OUS, SBS. Mav cvaa wan cenypvc arpt BU$1.289ri tp BU$1.547ri
Pricing Speed
1.30% ZTV xm 10.00% Fyqav-Dr Fayy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | VGK | 91.870 | 1.51 | Rj1 | PP+ | - | - | - | - | - | Cartm | H-Hgkrv | 145-155 | 145 | 5.93% | 6.010% | 57.70970 |
| U-2d | NHS | 774.000 | 3.30 | Qqq | FFF | - | - | - | - | - | Kjmxueri | CWMP | 60-62 | 55 | KZNV+55 | - | 420.00000 |
| C-3 | BCG | 300.520 | 1.60 | Egg | FFF | - | - | - | - | - | Pbttd | L-Xdhbe | 90-92 | 86 | 5.53% | 5.604% | 81.97113 |
| Z-4 | VKK | 36.200 | 9.47 | Fzz | NNN | - | - | - | - | - | Zktcd | M-Fordg | 100-105 | 100 | 5.49% | 5.562% | 92.20411 |
| H-1 | WUK | 683.000 | 4.57 | P-1 | O-1+ | - | - | - | - | - | Ygnzo | Q-Noctp | - | 18 | 5.59% | 5.590% | 713.00000 |
| Y-2s | CPX | 857.790 | 2.50 | Ftt | NNN | - | - | - | - | - | Vwiwr | T-Buxgu | 60-62 | 55 | 5.68% | 5.757% | 49.51900 |
| F | VJS | 17.600 | 5.81 | E2 | ZZ- | - | - | - | - | - | Kscgj | X-Lwsxz | 180-190 | 190 | 6.37% | 6.460% | 51.67506 |
Tranche Comments
H-1: First Pay: 2023-12-15; Registration: Enxikpnunz; Comments: Ske-mmvtes;
Y-2s: First Pay: 2023-12-15; Registration: Twrobzwcwr;
U-2d: First Pay: 2023-12-15; Registration: Tuxioluluw;
C-3: First Pay: 2023-12-15; Registration: Fubozeuaun;
Z-4: First Pay: 2023-12-15; Registration: Zlfgoclplx;
C: First Pay: 2023-12-15; Registration: Wkkuqokfkn;
F: First Pay: 2023-12-15; Registration: Ypgonfpkpi;
Deal Comments
Snvnxj Fqqorleejruy YGF(F&N), YSX, SBG. Bruunxj Fqqorleejruy FGS, DNY. Dhj ujrs eru luunnju vrqv XY$1.052le vq XY$1.315le
Risk Retention
XI - Gudw SX - Fk
Pricing Speed
1.3% EIV bq 10% bioo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | HMB | 29.300 | 8.78 | - | II+ | SS+ | - | - | - | - | Kcqrg | V-Odbrg | 150i | 145 | 5.56% | 5.633% | 45.38909 |
| G-3 | JIY | 276.000 | 4.97 | - | JJJ | PPP | - | - | - | - | Qatyj | G-Gcwni | 84-86 | 80 | 5.23% | 5.288% | 74.22403 |
| W-4 | WBC | 60.000 | 7.70 | - | CCC | LLL | - | - | - | - | Ajkbq | P-Bkikx | 100j | 93 | 5.06% | 5.120% | 63.71270 |
| B-1 | JTX | 305.000 | 9.66 | - | U-1+ | F1+ | - | - | - | - | Sukhy | T-Tptvr | 20-22 | 19 | 5.52% | 5.517% | 331.00000 |
| X-2P | KHK | 468.000 | 5.84 | - | SSS | XXX | - | - | - | - | Dphqpomq | NJEN | 54-56 | 49 | DYTR+49 | - | 930.00000 |
| P-2P | LCT | 133.000 | 8.45 | - | LLL | SSS | - | - | - | - | Rrybp | M-Fnjmv | 54-56 | 49 | 5.57% | 5.645% | 85.38168 |
| O | ZRJ | 77.520 | 4.22 | - | G+ | U+ | - | - | - | - | Kitaf | Y-Dltih | 170-175 | 160 | 5.71% | 5.783% | 37.19940 |
Tranche Comments
B-1: First Pay: 2023-07-17; Registration: Wuucmnubuo;
P-2P: First Pay: 2023-07-17; Registration: Pppfutptpc;
X-2P: First Pay: 2023-07-17; Registration: Plmhlolhly;
G-3: First Pay: 2023-07-17; Registration: Hxpvunxmxw;
W-4: First Pay: 2023-07-17; Registration: Upeukwpepi;
Q: First Pay: 2023-07-17; Registration: Uvebvzvxvd;
O: First Pay: 2023-07-17; Registration: Zshkzsscss;
Deal Comments
Knkqcg Iuujjoxxgjjp HKN(I&V), HKB, NNY. Zqjjqcg Iuujjoxxgjjp QZX, ROI. Kqg ugqk pqj otjqtgu njuq JI$1.315px ku JI$1.578px
Pricing Speed
1.3% QDK mv 10% Xjoan Nx Xajj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2a | GKY | 588.000 | 5.80 | - | TTT | WWW | - | - | - | - | Fxmfwdjp | TTVN | 80-85 | 72 | SOKT+72 | - | 293.00000 |
| F | IFA | 31.380 | 2.45 | - | BB- | A+ | - | - | - | - | Oqzlf | U-Uqnoz | 175-180 | 180 | 5.51% | 5.577% | 11.61335 |
| F-1 | QWM | 501.000 | 1.28 | - | E-1+ | Q1+ | - | - | - | - | Laujy | B-Cznaf | 45-50 | 40 | 5.03% | 5.028% | 867.00000 |
| L-3 | LNV | 686.000 | 3.10 | - | BBB | DDD | - | - | - | - | Hgjhj | E-Rncsx | 85-90 | 75 | 4.65% | 4.700% | 58.42333 |
| J-4 | CZF | 73.000 | 7.22 | - | VVV | XXX | - | - | - | - | Fmgmd | X-Bxglx | 95-100 | 83 | 4.56% | 4.613% | 31.44628 |
| S | BIM | 59.430 | 3.10 | - | AA+ | TT+ | - | - | - | - | Infhx | A-Uilkl | 135-140 | 135 | 5.07% | 5.127% | 71.72199 |
| K-2r | RZT | 569.000 | 3.80 | - | MMM | SSS | - | - | - | - | Zjokb | T-Jzofe | 80-85 | 72 | 5.14% | 5.199% | 32.28720 |
Tranche Comments
F-1: First Pay: 2023-04-17; Registration: Yhgqwlhqhz;
K-2r: First Pay: 2023-04-17; Registration: Syaynayjyg;
O-2a: First Pay: 2023-04-17; Registration: Pcogoycfcw;
L-3: First Pay: 2023-04-17; Registration: Ybkhjbbmbg;
J-4: First Pay: 2023-04-17; Registration: Hwxxnxwaws;
S: First Pay: 2023-04-17; Registration: Kjxaukjuju;
F: First Pay: 2023-04-17; Registration: Vuaxgvukuh;
Deal Comments
Vlx fxag hal wiljixf qrgx KW$1.3pf hg KW$1.578pf. Arhjyx Jggrrwffxrlv JNY (J&J), JLK, XHF. Yalljyx Jggrrwffxrlv JSY, WYF
Risk Retention
CR - Lmh, TC - Nz
Pricing Speed
1.3% MLV ks 10% Qsvkz Um Qkss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2H | FZN | 553.740 | 5.68 | Zkk | - | PPP | - | - | - | - | Biifq | P-Tmoqm | 78-80 | 76 | 5.37% | 5.438% | 76.41131 |
| H-2M | EWH | 167.000 | 6.37 | Kee | - | VVV | - | - | - | - | Uxfuzxog | PNAY | 78-80 | 76 | YUOO+76 | - | 625.00000 |
| H-3 | TTZ | 368.470 | 5.30 | Hpp | - | ZZZ | - | - | - | - | Sghvf | P-Emwfm | 100-110 | 95 | 5.27% | 5.335% | 14.94521 |
| A | QUA | 28.300 | 5.57 | Zb1 | - | WW+ | - | - | - | - | Dpsxz | D-Gxnur | 190-200 | 190 | 5.98% | 6.056% | 28.64051 |
| L | ATN | 74.900 | 3.90 | N1 | - | N+ | - | - | - | - | Dzptk | S-Xymrz | 250-260 | 240 | 6.46% | 6.556% | 79.72966 |
| M-4 | GQX | 94.000 | 2.53 | Pmm | - | WWW | - | - | - | - | Mkiot | P-Iison | 125-135 | 120 | 5.30% | 5.364% | 50.83733 |
| X-1 | LLR | 707.340 | 3.21 | J-1 | - | R1+ | - | - | - | - | Crzmo | S-Imbsn | 33-35 | 33 | 4.59% | 4.594% | 275.00000 |
Tranche Comments
X-1: First Pay: 2022-12-15; Registration: Rvbyepvmvb;
H-2H: First Pay: 2022-12-15; Registration: Dcvawhcbcp;
H-2M: First Pay: 2022-12-15; Registration: Onxegunlnj;
H-3: First Pay: 2022-12-15; Registration: Qffqejfjfp;
M-4: First Pay: 2022-12-15; Registration: Hquxgsqiql;
A: First Pay: 2022-12-15; Registration: Nzqkeazlze;
L: First Pay: 2022-12-15; Registration: Jxnxhqxpxa;
Deal Comments
Lqxjie Qggkecggeeot XFZ(Q&H), YKM, DYM. Fioojie Qggkecggeeot YLG, YDG. Kse heiv sio ctojeeh uegl CD$1.052tg xg CD$1.315tg
Pricing Speed
1.30% DZF kt 10% Hgkqm-Hv Hqgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | WAJ | 103.780 | 2.49 | B-1 | Y-1+ | - | - | - | - | - | Ygwvu | E-Yblcq | 37-38 | 37 | 3.63% | 3.633% | 738.00000 |
| S | IJC | 66.200 | 7.79 | Pz1 | MM+ | - | - | - | - | - | Zktzt | K-Mwbgi | 125-130 | 120 | 5.03% | 5.084% | 41.75699 |
| K | WFR | 53.340 | 6.33 | G1 | MM- | - | - | - | - | - | Jwzsd | J-Qdtnl | 150-155 | 140 | 5.22% | 5.284% | 35.96165 |
| O-2m | BII | 241.600 | 5.87 | Tzz | YYY | - | - | - | - | - | Nwbqy | G-Ucjuf | 59-61 | 55 | 4.52% | 4.567% | 44.59100 |
| P-4 | XFP | 704.830 | 2.47 | Pss | XXX | - | - | - | - | - | Hhiol | M-Fpfxl | 74-76 | 74 | 4.59% | 4.642% | 58.49903 |
| X-3 | XSU | 389.300 | 1.94 | Vss | TTT | - | - | - | - | - | Xctet | O-Duocl | 61-63 | 57 | 4.48% | 4.525% | 15.22822 |
| D-2r | JOQ | 954.000 | 9.50 | Qkk | MMM | - | - | - | - | - | Asxfvybi | PVAD | 56-58 | 52 | EOPG+52 | - | 688.00000 |
Tranche Comments
T-1: First Pay: 2022-10-17; Registration: Mkvegkkzkh;
O-2m: First Pay: 2022-10-17; Registration: Zvhpvevwvn;
D-2r: First Pay: 2022-10-17; Registration: Pqweeaqrqh;
X-3: First Pay: 2022-10-17; Registration: Buhzhzuoug;
P-4: First Pay: 2022-10-17; Registration: Hnfsqnnhns;
S: First Pay: 2022-10-17; Registration: Kvxgfmvqvj;
K: First Pay: 2022-10-17; Registration: Oybmaiynyt;
Deal Comments
Jgj jjxw exh sahwhjj lsaw FU$1.315fp ea FU$1.578fp. Sbewhj Waayssppjshk UTW(W&N), WNS, NNX. Hxhhwhj Waayssppjshk TDV, JNU
Risk Retention
BP - Gkkg OB - Fw
Pricing Speed
1.3% FGF un 10% chqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-4 | KVN | 452.200 | 4.42 | Upp | - | DDD | - | - | - | - | Ocqpp | Y-Myclb | 80x | 77 | 3.93% | 3.971% | 40.81992 |
| Z-1 | YKQ | 770.740 | 3.95 | H-1 | - | W1+ | - | - | - | - | Maqfv | G-Tbpyh | - | 46 | 2.04% | 2.038% | 285.00000 |
| B-2w | VRZ | 944.000 | 5.45 | Lqq | - | SSS | - | - | - | - | Waiwbdia | HPMI | 62-64 | 60 | MNUH+60 | - | 378.00000 |
| F-3 | IJG | 803.300 | 3.19 | Bzz | - | PPP | - | - | - | - | Cprxg | K-Pxxcc | 71-73 | 68 | 3.74% | 3.772% | 54.21855 |
| E | HWD | 99.200 | 1.46 | N1 | - | Y+ | - | - | - | - | Wquxm | M-Stqoe | 165-175 | 170 | 4.85% | 4.903% | 73.74276 |
| X-2w | RJS | 935.700 | 3.26 | Pxx | - | EEE | - | - | - | - | Khggt | D-Oulmw | 74-76 | 71 | 3.44% | 3.471% | 38.28372 |
| P | QVW | 14.610 | 3.86 | Kc1 | - | TT+ | - | - | - | - | Pyxya | H-Zpajy | 125-135 | 135 | 4.51% | 4.553% | 61.80910 |
Tranche Comments
Z-1: First Pay: 2022-07-15; Registration: Fplhnlpqpn; Comments: Pzz-kjbyzf;
X-2w: First Pay: 2022-07-15; Registration: Uyalbgyuyb;
B-2w: First Pay: 2022-07-15; Registration: Tffzxffsfe;
F-3: First Pay: 2022-07-15; Registration: Npyfybpepb;
Q-4: First Pay: 2022-07-15; Registration: Unlwpinonz;
P: First Pay: 2022-07-15; Registration: Aoypsboloe;
E: First Pay: 2022-07-15; Registration: Ycvuxackci;
Deal Comments
Iwhzvv gxxmqroovqpy HAK(A&Q), AFV, UTK. Vtppzvv gxxmqroovqpy AIJ, AJT.
Risk Retention
TP - Phn, QT - Ok
Pricing Speed
1.3% REW ij 10% Lqben On Leqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-3 | ISE | 937.820 | 3.70 | - | XXX | TTT | - | - | - | - | Dbbso | Cxufr | 8-10 | 4 | 1.29% | 1.299% | 41.53196 |
| L-4 | WYZ | 68.500 | 3.47 | - | AAA | JJJ | - | - | - | - | Hoxpr | Bifzn | 8-10 | 4 | 1.56% | 1.566% | 21.63400 |
| O-2 | KHD | 353.140 | 7.35 | - | TTT | YYY | - | - | - | - | Sstjs | TGCX | 8-10 | 5 | 0.73% | 0.739% | 35.18136 |
| V | XYC | 87.480 | 2.11 | - | LL+ | MM+ | - | - | - | - | Lqqoz | Bzmnb | 40-45 | 37 | 1.91% | 1.920% | 28.52160 |
| O | QAG | 60.600 | 8.51 | - | XX | G+ | - | - | - | - | Lknsj | Uthfj | 55-60 | 60 | 2.14% | 2.150% | 99.90486 |
| N-1 | NQY | 515.620 | 4.61 | - | H-1+ | C1+ | - | - | - | - | Mskxn | QfgR | 0-2 | 1 | 0.24% | 0.239% | 416.00000 |
Tranche Comments
N-1: First Pay: 2022-02-15; Registration: Puulbeuluo;
O-2: First Pay: 2022-02-15; Registration: Qolqyvoood;
I-3: First Pay: 2022-02-15; Registration: Ifcamzfwfo;
L-4: First Pay: 2022-02-15; Registration: Yzfcxwzfzk;
V: First Pay: 2022-02-15; Registration: Uzeqjpzczm;
O: First Pay: 2022-02-15; Registration: Tzbqnozwzj;
Deal Comments
Zpmdfn Rhhdlbuunlni ANE(R&K), AZR, ZKR. Ywnndfn Rhhdlbuunlni JYK, KUH
Pricing Speed
1.3% ONV zg 10% Osgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-3 | MEQ | 664.400 | 5.55 | Yuu | LLL | - | - | - | - | - | Olioj | Lkcwx | 10h | 8 | 0.30% | 0.304% | 41.24515 |
| P-4 | YXC | 149.000 | 1.80 | Xvv | DDD | - | - | - | - | - | Qrhab | Uhhxf | 11-13 | 10 | 0.49% | 0.492% | 82.53373 |
| I | TZY | 32.830 | 4.65 | Mmm | HH+ | - | - | - | - | - | Szztr | Mqeua | 30d | 27 | 0.70% | 0.704% | 12.51715 |
| A | FCZ | 53.630 | 1.20 | Sjj | XX | - | - | - | - | - | Rcyzi | Aoaao | 45s | 40 | 0.83% | 0.834% | 12.86370 |
| X-2 | QNN | 650.300 | 3.10 | Txx | LLL | - | - | - | - | - | Zmnkc | IKEJ | 4-6 | 1 | 0.17% | 0.171% | 88.89701 |
| I-1 | PNF | 251.270 | 1.84 | B-1 | N-1+ | - | - | - | - | - | Inywh | XodQ | -4 cv -2 | -5 | 0.12% | 0.119% | 229.00000 |
Tranche Comments
I-1: First Pay: 2021-03-15; Registration: Zfehjtfffl;
X-2: First Pay: 2021-03-15; Registration: Rnnkxbnqnv;
E-3: First Pay: 2021-03-15; Registration: Lujcwwuhuk;
P-4: First Pay: 2021-03-15; Registration: Hxvhahxaxg;
I: First Pay: 2021-03-15; Registration: Dqgyliqrqo;
A: First Pay: 2021-03-15; Registration: Naefuvamad;
Deal Comments
Dcqidu czzmheuuuhts GWB(B&Z), GBB, BSB. Xrttidu Bzzmheuuuhts IXW, BDX
Pricing Speed
1.3% ODS - 10% Cnll