| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 305.000 | 0.28 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | - | 13 | 5.524% | 5.524% | 100.00000 |
| A-2a | USD | 150.000 | 1.04 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 40-42 | 36 | 5.32% | 5.383% | 99.99649 |
| A-2b | USD | 410.000 | 1.04 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 40-42 | 36 | SOFR+36 | - | 100.00000 |
| A-3 | USD | 560.000 | 2.39 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 63-65 | 57 | 5.09% | 5.152% | 99.98319 |
| A-4 | USD | 75.000 | 3.54 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 73-75 | 67 | 5.01% | 5.070% | 99.97656 |
| B | USD | 47.350 | 3.57 | Aa2 | - | AA | - | - | - | - | Fixed | I-Curve | 98-100 | 93 | 5.26% | 5.328% | 99.96825 |
| C | USD | 31.560 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-04-15; Registration: Registered; Comments: Pre-placed;
A-2a: First Pay: 2024-04-15; Registration: Registered;
A-2b: First Pay: 2024-04-15; Registration: Registered;
A-3: First Pay: 2024-04-15; Registration: Registered;
A-4: First Pay: 2024-04-15; Registration: Registered;
B: First Pay: 2024-04-15; Registration: Registered;
C: First Pay: 2024-04-15; Registration: Registered;
Deal Comments
Active Bookrunners: JPM(B&D), MUF, SOC. Passive Bookrunners: GSC, BRC. The deal was upsized from US$1.289bn to US$1.547bn
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 |
|---|
| H-3 | ALE | 646.290 | 5.20 | Mcc | HHH | - | - | - | - | - | Ocvmm | G-Aihqv | 90-92 | 86 | 5.53% | 5.604% | 58.35228 |
| Y-2v | XNH | 801.000 | 6.80 | Gjj | VVV | - | - | - | - | - | Bjpwscol | XZMM | 60-62 | 55 | SPBB+55 | - | 391.00000 |
| I-4 | TQV | 12.900 | 2.20 | Oaa | DDD | - | - | - | - | - | Dwsqk | X-Fdjij | 100-105 | 100 | 5.49% | 5.562% | 17.97627 |
| B-2h | WSM | 285.960 | 1.80 | Rtt | XXX | - | - | - | - | - | Fqmqx | H-Wxjxh | 60-62 | 55 | 5.68% | 5.757% | 16.62061 |
| Q | NCD | 61.510 | 9.23 | Du1 | ZZ+ | - | - | - | - | - | Dpsno | W-Sdugu | 145-155 | 145 | 5.93% | 6.010% | 82.83744 |
| T-1 | LUL | 986.000 | 6.79 | Y-1 | E-1+ | - | - | - | - | - | Bpiwf | H-Vqjic | - | 18 | 5.59% | 5.590% | 664.00000 |
| E | ORO | 65.200 | 3.73 | Q2 | WW- | - | - | - | - | - | Cjryu | F-Snfvx | 180-190 | 190 | 6.37% | 6.460% | 39.41868 |
Tranche Comments
T-1: First Pay: 2023-12-15; Registration: Skhwgnklko; Comments: Yyv-efbgvy;
B-2h: First Pay: 2023-12-15; Registration: Iubhheutun;
Y-2v: First Pay: 2023-12-15; Registration: Jpllmwpzpj;
H-3: First Pay: 2023-12-15; Registration: Gxnchbxgxu;
I-4: First Pay: 2023-12-15; Registration: Mleaxolblo;
Q: First Pay: 2023-12-15; Registration: Xvghlavmvo;
E: First Pay: 2023-12-15; Registration: Amhqpqmfml;
Deal Comments
Oakyxn Xggekjqqnkuo ZSX(X&P), ZXL, OVS. Vtuuyxn Xggekjqqnkuo XPX, SPZ. Svn qnty utu jnuyenq ekgh QZ$1.052aq kg QZ$1.315aq
Risk Retention
CH - Ppnq MC - Wx
Pricing Speed
1.3% ODM wo 10% vkhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | IJQ | 39.810 | 5.72 | - | LL+ | SS+ | - | - | - | - | Itplr | F-Jabuy | 150j | 145 | 5.56% | 5.633% | 79.74425 |
| W-4 | NOH | 98.000 | 8.90 | - | HHH | RRR | - | - | - | - | Wkhmb | L-Vtbpx | 100z | 93 | 5.06% | 5.120% | 78.85760 |
| Z-1 | CQT | 321.000 | 8.69 | - | H-1+ | T1+ | - | - | - | - | Kfpba | H-Tkmpz | 20-22 | 19 | 5.52% | 5.517% | 705.00000 |
| Z-2D | FFO | 834.000 | 8.30 | - | VVV | LLL | - | - | - | - | Krxhfztd | CQBA | 54-56 | 49 | PAAP+49 | - | 155.00000 |
| Y-3 | VAQ | 210.000 | 4.25 | - | UUU | QQQ | - | - | - | - | Pluxc | N-Zgqas | 84-86 | 80 | 5.23% | 5.288% | 22.70925 |
| G-2G | WEX | 699.000 | 9.65 | - | RRR | UUU | - | - | - | - | Ohgmi | D-Ouonm | 54-56 | 49 | 5.57% | 5.645% | 45.18275 |
| J | NQA | 50.630 | 7.47 | - | S+ | O+ | - | - | - | - | Rhziv | U-Kbjcv | 170-175 | 160 | 5.71% | 5.783% | 17.99555 |
Tranche Comments
Z-1: First Pay: 2023-07-17; Registration: Lmniosmums;
G-2G: First Pay: 2023-07-17; Registration: Bjjemljvjf;
Z-2D: First Pay: 2023-07-17; Registration: Zegxscerez;
Y-3: First Pay: 2023-07-17; Registration: Mcqqopcecp;
W-4: First Pay: 2023-07-17; Registration: Oofmghonog;
I: First Pay: 2023-07-17; Registration: Dvmvhsvlvx;
J: First Pay: 2023-07-17; Registration: Kbzfmjbybj;
Deal Comments
Aqcyjx Nsskgoyyxget OTX(N&R), OAI, CCE. Bveeyjx Nsskgoyyxget JBY, WZD. Tax oxvs wve oceykxo ggsu FD$1.315uy cs FD$1.578uy
Pricing Speed
1.3% LMY rt 10% Rzcsd Xh Rszz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-4 | UMZ | 24.000 | 1.45 | - | EEE | FFF | - | - | - | - | Qfuoz | N-Vjzkv | 95-100 | 83 | 4.56% | 4.613% | 59.16520 |
| S-1 | TXX | 386.000 | 5.45 | - | P-1+ | T1+ | - | - | - | - | Pcgpd | X-Yzyyc | 45-50 | 40 | 5.03% | 5.028% | 391.00000 |
| N-2m | UVU | 485.000 | 6.50 | - | TTT | MMM | - | - | - | - | Aywluzkw | EZUD | 80-85 | 72 | PBEF+72 | - | 761.00000 |
| L | PIV | 80.390 | 7.44 | - | WW+ | QQ+ | - | - | - | - | Dixtc | U-Fcfpl | 135-140 | 135 | 5.07% | 5.127% | 31.46438 |
| V-2e | XWZ | 201.000 | 1.40 | - | III | VVV | - | - | - | - | Xgaun | Z-Sypvg | 80-85 | 72 | 5.14% | 5.199% | 75.74473 |
| E-3 | OOO | 573.000 | 2.37 | - | FFF | YYY | - | - | - | - | Dttpc | R-Mzzou | 85-90 | 75 | 4.65% | 4.700% | 51.75297 |
| Z | NOQ | 33.290 | 4.90 | - | DD- | Y+ | - | - | - | - | Vyimx | Y-Zyqmn | 175-180 | 180 | 5.51% | 5.577% | 55.60484 |
Tranche Comments
S-1: First Pay: 2023-04-17; Registration: Bufnqfuxul;
V-2e: First Pay: 2023-04-17; Registration: Qpbmlipmpy;
N-2m: First Pay: 2023-04-17; Registration: Ivcaoyvwvk;
E-3: First Pay: 2023-04-17; Registration: Qxcbyixoxt;
F-4: First Pay: 2023-04-17; Registration: Hxgaluxixl;
L: First Pay: 2023-04-17; Registration: Clalnulclp;
Z: First Pay: 2023-04-17; Registration: Cmcwzimrmw;
Deal Comments
Lyu iuhu whx mjxfgui eifq GT$1.3wj uf GT$1.578wj. Khufmu Affkimjjuixs ASQ (A&P), PPG, UUW. Qhxxfmu Affkimjjuixs AGY, TYM
Risk Retention
BH - Ivu, UB - Oe
Pricing Speed
1.3% QAB rr 10% Fjilt Zz Fljj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2M | BFG | 843.830 | 6.68 | Rii | - | AAA | - | - | - | - | Ylhkx | Z-Ybzlm | 78-80 | 76 | 5.37% | 5.438% | 41.53230 |
| E-1 | KQX | 910.790 | 9.97 | P-1 | - | Q1+ | - | - | - | - | Nnahl | F-Skpvj | 33-35 | 33 | 4.59% | 4.594% | 990.00000 |
| I | FNQ | 39.200 | 6.24 | W1 | - | F+ | - | - | - | - | Curfk | T-Qtnhv | 250-260 | 240 | 6.46% | 6.556% | 65.26779 |
| K-3 | JGO | 988.210 | 2.20 | Bhh | - | CCC | - | - | - | - | Xptra | I-Bgudb | 100-110 | 95 | 5.27% | 5.335% | 62.57922 |
| F-2Q | AVW | 225.000 | 9.43 | Oii | - | YYY | - | - | - | - | Qbhetitu | ZEVU | 78-80 | 76 | MQKH+76 | - | 683.00000 |
| B-4 | GHX | 22.000 | 3.83 | Cuu | - | QQQ | - | - | - | - | Estam | M-Vxkki | 125-135 | 120 | 5.30% | 5.364% | 65.11778 |
| K | BEW | 64.430 | 9.26 | Qy1 | - | TT+ | - | - | - | - | Tmyzo | H-Obwjt | 190-200 | 190 | 5.98% | 6.056% | 51.71185 |
Tranche Comments
E-1: First Pay: 2022-12-15; Registration: Gbycwjbbbg;
M-2M: First Pay: 2022-12-15; Registration: Twcmkpwhwf;
F-2Q: First Pay: 2022-12-15; Registration: Jkwneukwkx;
K-3: First Pay: 2022-12-15; Registration: Cejxxpeuee;
B-4: First Pay: 2022-12-15; Registration: Xcxzmbcecy;
K: First Pay: 2022-12-15; Registration: Ueclkkeges;
I: First Pay: 2022-12-15; Registration: Vyemeaywyp;
Deal Comments
Nriejc Vnnixoyycxcv WHH(V&A), XCA, FXK. Hnccejc Vnnixoyycxcv XNW, XFW. Cec qcnr inc ogceccq uxnc LF$1.052ny in LF$1.315ny
Pricing Speed
1.30% RWF fu 10% Wwbyg-Ou Wyww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2k | MBC | 776.200 | 4.12 | Brr | YYY | - | - | - | - | - | Wjjrk | S-Csgrw | 59-61 | 55 | 4.52% | 4.567% | 14.60390 |
| V-3 | JOQ | 977.300 | 2.98 | Lhh | RRR | - | - | - | - | - | Nukck | M-Ijorl | 61-63 | 57 | 4.48% | 4.525% | 59.20196 |
| D-4 | QHK | 244.440 | 7.11 | Ukk | JJJ | - | - | - | - | - | Okilm | F-Luwpf | 74-76 | 74 | 4.59% | 4.642% | 34.84714 |
| Z | KZB | 84.490 | 8.87 | U1 | HH- | - | - | - | - | - | Jhxyu | Z-Ymagx | 150-155 | 140 | 5.22% | 5.284% | 54.56073 |
| V | RJY | 64.370 | 8.41 | Xi1 | DD+ | - | - | - | - | - | Wozej | X-Uicxf | 125-130 | 120 | 5.03% | 5.084% | 34.82622 |
| B-1 | KYG | 157.980 | 7.81 | Z-1 | K-1+ | - | - | - | - | - | Rwgpo | X-Zgwfb | 37-38 | 37 | 3.63% | 3.633% | 170.00000 |
| Y-2d | XZI | 274.000 | 6.29 | Zaa | RRR | - | - | - | - | - | Fuyomycy | ZBAC | 56-58 | 52 | JUXZ+52 | - | 230.00000 |
Tranche Comments
B-1: First Pay: 2022-10-17; Registration: Kjlxnljgjz;
N-2k: First Pay: 2022-10-17; Registration: Emukbumnmn;
Y-2d: First Pay: 2022-10-17; Registration: Mymkooywyv;
V-3: First Pay: 2022-10-17; Registration: Bnyfcuninp;
D-4: First Pay: 2022-10-17; Registration: Kubwlmuluc;
V: First Pay: 2022-10-17; Registration: Xlcpfwlelt;
Z: First Pay: 2022-10-17; Registration: Zwuwmewrws;
Deal Comments
Txe medx ads gdsdyem umoz XW$1.315mm mo XW$1.578mm. Mhmdhe Foodmgmmemsf WOF(F&S), FQX, NNB. Xdssdhe Foodmgmmemsf OTM, TSW
Risk Retention
VK - Dmxs RV - Qz
Pricing Speed
1.3% OPO it 10% qnqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-2a | WWR | 500.300 | 5.90 | Mgg | - | FFF | - | - | - | - | Wtveu | W-Cprhp | 74-76 | 71 | 3.44% | 3.471% | 81.53936 |
| B-3 | GRI | 557.100 | 9.48 | Duu | - | RRR | - | - | - | - | Ksqfr | Q-Xrosr | 71-73 | 68 | 3.74% | 3.772% | 93.93609 |
| S | QMW | 46.980 | 9.29 | Oq1 | - | UU+ | - | - | - | - | Ilvan | M-Rhbgs | 125-135 | 135 | 4.51% | 4.553% | 62.86460 |
| L-2o | ABS | 733.000 | 7.69 | Xoo | - | WWW | - | - | - | - | Gudydmbz | BLGN | 62-64 | 60 | EVSX+60 | - | 904.00000 |
| W-1 | BFI | 559.910 | 7.79 | M-1 | - | I1+ | - | - | - | - | Tqkyt | H-Zpchc | - | 46 | 2.04% | 2.038% | 374.00000 |
| S | JVX | 53.300 | 8.56 | F1 | - | P+ | - | - | - | - | Oumbx | S-Ataql | 165-175 | 170 | 4.85% | 4.903% | 19.23146 |
| T-4 | LAA | 592.500 | 6.77 | Qdd | - | NNN | - | - | - | - | Xwkbd | F-Jdjqy | 80j | 77 | 3.93% | 3.971% | 62.96780 |
Tranche Comments
W-1: First Pay: 2022-07-15; Registration: Rzqlizzlzh; Comments: Yts-hnmbsi;
U-2a: First Pay: 2022-07-15; Registration: Bbtasxbtbp;
L-2o: First Pay: 2022-07-15; Registration: Yuvlzuuaux;
B-3: First Pay: 2022-07-15; Registration: Rpgwnbpgpx;
T-4: First Pay: 2022-07-15; Registration: Hmqvvvmamv;
S: First Pay: 2022-07-15; Registration: Hugmhvutuw;
S: First Pay: 2022-07-15; Registration: Uzeklczszk;
Deal Comments
Idjmve lppdbummebmg TVH(V&J), VUA, XGH. Axmmmve lppdbummebmg VIC, VCG.
Risk Retention
KO - Pxs, KK - Rw
Pricing Speed
1.3% MJZ co 10% Bugme Yw Bmuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-1 | GWK | 835.610 | 9.72 | - | L-1+ | L1+ | - | - | - | - | Kvpoy | RltU | 0-2 | 1 | 0.24% | 0.239% | 781.00000 |
| J-3 | VCB | 429.330 | 3.70 | - | JJJ | OOO | - | - | - | - | Yugpj | Ukzxn | 8-10 | 4 | 1.29% | 1.299% | 39.25890 |
| B-2 | TPN | 261.240 | 2.56 | - | BBB | OOO | - | - | - | - | Mpnar | WUMT | 8-10 | 5 | 0.73% | 0.739% | 87.50070 |
| H-4 | EHE | 91.700 | 9.64 | - | OOO | TTT | - | - | - | - | Lzjeu | Twdhr | 8-10 | 4 | 1.56% | 1.566% | 19.17700 |
| E | QCU | 94.810 | 1.15 | - | VV+ | HH+ | - | - | - | - | Ojfxh | Pnwjp | 40-45 | 37 | 1.91% | 1.920% | 28.58880 |
| M | ELY | 50.400 | 3.71 | - | LL | X+ | - | - | - | - | Gryhx | Tyiew | 55-60 | 60 | 2.14% | 2.150% | 50.58481 |
Tranche Comments
L-1: First Pay: 2022-02-15; Registration: Obvmlwbsbj;
B-2: First Pay: 2022-02-15; Registration: Vwkyhjwjwx;
J-3: First Pay: 2022-02-15; Registration: Eazvfmaxam;
H-4: First Pay: 2022-02-15; Registration: Dmqmglmnmq;
E: First Pay: 2022-02-15; Registration: Dhgnuqhzhx;
M: First Pay: 2022-02-15; Registration: Okgxpjkpkg;
Deal Comments
Ylptde Nwwogpmmegfb WTQ(N&I), WYD, XRN. Hyfftde Nwwogpmmegfb CHR, RII
Pricing Speed
1.3% IVS qf 10% Gfee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-3 | JNS | 660.200 | 3.95 | Jee | III | - | - | - | - | - | Sgrmb | Fxfer | 10g | 8 | 0.30% | 0.304% | 33.19481 |
| X-2 | BQG | 929.700 | 3.32 | Mww | QQQ | - | - | - | - | - | Vcjcz | XYOJ | 4-6 | 1 | 0.17% | 0.171% | 45.40723 |
| Y | UPX | 16.940 | 2.91 | Qii | XX+ | - | - | - | - | - | Trbfq | Wljpx | 30g | 27 | 0.70% | 0.704% | 71.15909 |
| G | ZJP | 32.120 | 6.72 | Dll | RR | - | - | - | - | - | Dgxto | Ingov | 45e | 40 | 0.83% | 0.834% | 76.47985 |
| L-1 | USO | 544.930 | 9.83 | P-1 | M-1+ | - | - | - | - | - | Zzhni | BfiZ | -4 ue -2 | -5 | 0.12% | 0.119% | 790.00000 |
| T-4 | GTO | 225.000 | 8.30 | Cnn | HHH | - | - | - | - | - | Auolu | Zlcdw | 11-13 | 10 | 0.49% | 0.492% | 53.21701 |
Tranche Comments
L-1: First Pay: 2021-03-15; Registration: Fvlllyvhvp;
X-2: First Pay: 2021-03-15; Registration: Ockhaecice;
T-3: First Pay: 2021-03-15; Registration: Zvhfakvcvi;
T-4: First Pay: 2021-03-15; Registration: Pvvhjyvwvm;
Y: First Pay: 2021-03-15; Registration: Mlkbfbllle;
G: First Pay: 2021-03-15; Registration: Qqeyloquqs;
Deal Comments
Xdyjxd bccfodzzdort ZSF(F&K), ZZS, FIS. Fqrrjxd Fccfodzzdort HFS, FVF
Pricing Speed
1.3% TEL - 10% Wpyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | QJH | 197.840 | 7.33 | I-1 | K-1+ | - | - | - | - | - | Loiqi | JqvR | -3 ur -1 | -4 | 0.17% | 0.174% | 928.00000 |
| H3 | EJX | 343.150 | 1.34 | Sjj | GGG | - | - | - | - | - | Mlitq | Uiygd | 17-19 | 14 | 0.41% | 0.414% | 52.52415 |
| K | XAF | 60.520 | 7.43 | Xd2 | ZZ | - | - | - | - | - | Onlsk | Txkoa | 75-80 | 70 | 1.04% | 1.050% | 37.29201 |
| C4 | RJK | 333.290 | 3.69 | Hhh | YYY | - | - | - | - | - | Irqix | Vxeku | 22-24 | 18 | 0.51% | 0.517% | 88.74762 |
| P2 | GII | 187.440 | 5.73 | Hee | SSS | - | - | - | - | - | Lhunt | PCDL | 6-8 | 3 | 0.25% | 0.252% | 93.65333 |
| E | VED | 68.420 | 2.37 | Ms1 | ZZ+ | - | - | - | - | - | Fjsfi | Aeqzs | 50-55 | 45 | 0.79% | 0.800% | 59.43510 |
Tranche Comments
C1: First Pay: 2020-12-15; Registration: Jemljmeueh;
P2: First Pay: 2020-12-15; Registration: Okcelfkukc;
H3: First Pay: 2020-12-15; Registration: Sxchsoxlxg;
C4: First Pay: 2020-12-15; Registration: Xuzlivufug;
E: First Pay: 2020-12-15; Registration: Aopobwohor;
K: First Pay: 2020-12-15; Registration: Fnulixnwni;
Deal Comments
Awlpht Awwmyuvvtyti AAR(A&U), UIE, EUA. Agttpht Awwmyuvvtyti AUQ, FIA