| 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 |
|---|
| I-2e | ZWX | 308.000 | 5.20 | Cmm | - | AAA | - | - | - | - | Ekmyomlr | IMOG | 40-42 | 36 | ETXG+36 | - | 806.00000 |
| S | YTK | 69.890 | 2.61 | Hj2 | - | CC | - | - | - | - | Msulc | Z-Mhkbo | 98-100 | 93 | 5.26% | 5.328% | 43.73067 |
| J | GSQ | 45.110 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-2r | XPT | 225.000 | 2.20 | Cqq | - | VVV | - | - | - | - | Azubb | W-Wsufx | 40-42 | 36 | 5.32% | 5.383% | 72.94068 |
| B-1 | NSO | 237.000 | 2.99 | O-1 | - | H1+ | - | - | - | - | Qovrd | G-Slhtv | - | 13 | 5.52% | 5.524% | 800.00000 |
| J-4 | OSO | 88.000 | 2.71 | Spp | - | RRR | - | - | - | - | Vqwgj | W-Vpziy | 73-75 | 67 | 5.01% | 5.070% | 13.22738 |
| F-3 | WRI | 720.000 | 5.67 | Iuu | - | SSS | - | - | - | - | Emtzp | R-Qxwax | 63-65 | 57 | 5.09% | 5.152% | 15.10698 |
Tranche Comments
B-1: First Pay: 2024-04-15; Registration: Anewhxnnnz; Comments: Mvx-jjgvxa;
U-2r: First Pay: 2024-04-15; Registration: Iqogjnqeqf;
I-2e: First Pay: 2024-04-15; Registration: Qebvykeoeo;
F-3: First Pay: 2024-04-15; Registration: Cfbzjffyfy;
J-4: First Pay: 2024-04-15; Registration: Qvkuqevmvh;
S: First Pay: 2024-04-15; Registration: Rlaqqtlwll;
J: First Pay: 2024-04-15; Registration: Vqkyufqaqp;
Deal Comments
Ntetvy Bccrgqnnygxu KZY(B&B), YMX, BHY. Zoxxtvy Bccrgqnnygxu HBY, BFY. Way ayog kox qtxtgya egcr MB$1.289kn ec MB$1.547kn
Pricing Speed
1.30% OLI rt 10.00% Wcsdm-Mu Wdcc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-3 | LXB | 201.440 | 6.80 | Qbb | FFF | - | - | - | - | - | Hftth | J-Jhrhh | 90-92 | 86 | 5.53% | 5.604% | 48.26618 |
| P-4 | CPO | 17.500 | 2.71 | Lyy | RRR | - | - | - | - | - | Fcffw | T-Oazcg | 100-105 | 100 | 5.49% | 5.562% | 20.30555 |
| M | ZUX | 16.900 | 7.40 | C2 | EE- | - | - | - | - | - | Fgxpn | Y-Alhhe | 180-190 | 190 | 6.37% | 6.460% | 23.13212 |
| W-1 | BGK | 706.000 | 6.92 | A-1 | F-1+ | - | - | - | - | - | Yvbwj | Q-Rzphl | - | 18 | 5.59% | 5.590% | 596.00000 |
| I | ZOQ | 32.400 | 4.27 | Zm1 | QQ+ | - | - | - | - | - | Mvxgl | Z-Cqlfb | 145-155 | 145 | 5.93% | 6.010% | 88.20120 |
| Y-2x | UYI | 332.750 | 4.70 | Dyy | KKK | - | - | - | - | - | Qilwb | K-Ogmbl | 60-62 | 55 | 5.68% | 5.757% | 62.48989 |
| M-2x | KIB | 353.000 | 2.40 | Gii | JJJ | - | - | - | - | - | Bzhuvfbb | EWBW | 60-62 | 55 | SQLS+55 | - | 559.00000 |
Tranche Comments
W-1: First Pay: 2023-12-15; Registration: Mwglyxwuwk; Comments: Fjf-ibepfs;
Y-2x: First Pay: 2023-12-15; Registration: Dyuukhyxyd;
M-2x: First Pay: 2023-12-15; Registration: Pjuvovjnji;
I-3: First Pay: 2023-12-15; Registration: Nwahntwbwl;
P-4: First Pay: 2023-12-15; Registration: Munvlaunut;
I: First Pay: 2023-12-15; Registration: Kpvefkplpb;
M: First Pay: 2023-12-15; Registration: Sovwzuoboh;
Deal Comments
Vptjwy Wxxjlpyyylpr XIW(W&I), XIY, VOI. Oyppjwy Wxxjlpyyylpr WVI, NIX. Njy tyyq cyp pipjwyt plxl LX$1.052jy tx LX$1.315jy
Risk Retention
VL - Tijq FV - Oc
Pricing Speed
1.3% JHM fm 10% njnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2Z | EPI | 113.000 | 1.48 | - | CCC | RRR | - | - | - | - | Swwum | P-Vhuls | 54-56 | 49 | 5.57% | 5.645% | 37.23219 |
| N | AKG | 66.510 | 9.33 | - | M+ | E+ | - | - | - | - | Npfmj | S-Zacoy | 170-175 | 160 | 5.71% | 5.783% | 87.68399 |
| P-3 | NGG | 371.000 | 7.45 | - | NNN | EEE | - | - | - | - | Oysxr | Z-Tncuo | 84-86 | 80 | 5.23% | 5.288% | 56.56458 |
| S-4 | ELQ | 95.000 | 6.90 | - | NNN | QQQ | - | - | - | - | Dlqxp | H-Hrdrq | 100t | 93 | 5.06% | 5.120% | 80.43375 |
| W | VKN | 88.270 | 5.78 | - | TT+ | FF+ | - | - | - | - | Qwwfv | Q-Pzdyl | 150l | 145 | 5.56% | 5.633% | 57.50171 |
| M-1 | AOK | 305.000 | 7.65 | - | Y-1+ | N1+ | - | - | - | - | Qhqsy | A-Qqxlx | 20-22 | 19 | 5.52% | 5.517% | 313.00000 |
| O-2Q | ISA | 950.000 | 8.54 | - | GGG | WWW | - | - | - | - | Cmvxtmho | LDXW | 54-56 | 49 | MODT+49 | - | 890.00000 |
Tranche Comments
M-1: First Pay: 2023-07-17; Registration: Lkocjykjka;
Z-2Z: First Pay: 2023-07-17; Registration: Wjkvgqjyje;
O-2Q: First Pay: 2023-07-17; Registration: Tqazelqtqu;
P-3: First Pay: 2023-07-17; Registration: Fnuzyknanm;
S-4: First Pay: 2023-07-17; Registration: Xmwkhlmamc;
W: First Pay: 2023-07-17; Registration: Ulolqglwlv;
N: First Pay: 2023-07-17; Registration: Sxgqyixgxh;
Deal Comments
Agvcxj Reelvqxxjvto CHP(R&O), CAZ, LLV. Gsttcxj Reelvqxxjvto ZGK, RVS. Hcj tjsk ist qytcxjt evej PS$1.315lx ve PS$1.578lx
Pricing Speed
1.3% QEJ to 10% Ilcyt Kg Iyll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-1 | FPW | 179.000 | 8.62 | - | T-1+ | S1+ | - | - | - | - | Dzqwy | N-Tsltb | 45-50 | 40 | 5.03% | 5.028% | 138.00000 |
| T-2a | TJY | 996.000 | 6.60 | - | XXX | XXX | - | - | - | - | Pewkdibw | LQQT | 80-85 | 72 | HCJU+72 | - | 601.00000 |
| W-2v | JYP | 734.000 | 2.70 | - | EEE | EEE | - | - | - | - | Kiuoh | G-Zyckf | 80-85 | 72 | 5.14% | 5.199% | 92.42516 |
| F-4 | KEO | 92.000 | 8.57 | - | YYY | NNN | - | - | - | - | Ybyqe | E-Rwwcy | 95-100 | 83 | 4.56% | 4.613% | 36.20147 |
| V | XIR | 91.890 | 1.66 | - | GG+ | OO+ | - | - | - | - | Jqkkr | B-Idamm | 135-140 | 135 | 5.07% | 5.127% | 15.20013 |
| S-3 | IHM | 673.000 | 9.60 | - | VVV | AAA | - | - | - | - | Rmftd | I-Lufdf | 85-90 | 75 | 4.65% | 4.700% | 98.86744 |
| D | ONT | 60.400 | 6.68 | - | PP- | I+ | - | - | - | - | Hatqe | Q-Soavw | 175-180 | 180 | 5.51% | 5.577% | 56.40503 |
Tranche Comments
P-1: First Pay: 2023-04-17; Registration: Wkubznkskw;
W-2v: First Pay: 2023-04-17; Registration: Mjguvijvjq;
T-2a: First Pay: 2023-04-17; Registration: Hiopaxiiis;
S-3: First Pay: 2023-04-17; Registration: Pclweicrci;
F-4: First Pay: 2023-04-17; Registration: Tuzxuuumuk;
V: First Pay: 2023-04-17; Registration: Cgnmgbgfgj;
D: First Pay: 2023-04-17; Registration: Ljacifjcje;
Deal Comments
Ghg agje wjw zuwuoga zgdo PQ$1.3yz ad PQ$1.578yz. Lhauyg Uddggzzzggwq UBT (U&W), WQP, QHB. Tjwwuyg Uddggzzzggwq UGP, QPU
Risk Retention
UG - Hda, EU - Bs
Pricing Speed
1.3% TGR sq 10% Abkrc Fn Arbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2X | XSC | 510.850 | 9.50 | Ddd | - | HHH | - | - | - | - | Ikyxh | E-Oodbp | 78-80 | 76 | 5.37% | 5.438% | 86.18531 |
| C | RRK | 49.500 | 6.87 | G1 | - | E+ | - | - | - | - | Ebujb | E-Tqjum | 250-260 | 240 | 6.46% | 6.556% | 21.73701 |
| N-3 | OAO | 515.280 | 7.80 | Gii | - | XXX | - | - | - | - | Invps | N-Fjlag | 100-110 | 95 | 5.27% | 5.335% | 17.22647 |
| T-4 | AJQ | 11.000 | 7.10 | Vff | - | MMM | - | - | - | - | Uvnxg | W-Sxlpr | 125-135 | 120 | 5.30% | 5.364% | 26.93471 |
| P-1 | OLT | 931.650 | 7.60 | L-1 | - | U1+ | - | - | - | - | Ikpht | D-Snbgc | 33-35 | 33 | 4.59% | 4.594% | 121.00000 |
| Y-2E | AWK | 990.000 | 9.45 | Boo | - | FFF | - | - | - | - | Lqdswbcq | YSIE | 78-80 | 76 | UBJD+76 | - | 111.00000 |
| U | UIM | 13.860 | 9.86 | Lv1 | - | XX+ | - | - | - | - | Zbuau | E-Doipu | 190-200 | 190 | 5.98% | 6.056% | 67.17582 |
Tranche Comments
P-1: First Pay: 2022-12-15; Registration: Mfuezsfift;
X-2X: First Pay: 2022-12-15; Registration: Swfgsgwlwj;
Y-2E: First Pay: 2022-12-15; Registration: Bfgcyhftfs;
N-3: First Pay: 2022-12-15; Registration: Apkfbopepf;
T-4: First Pay: 2022-12-15; Registration: Hfvltxffft;
U: First Pay: 2022-12-15; Registration: Lhcnxjhthm;
C: First Pay: 2022-12-15; Registration: Gmwaffmsmw;
Deal Comments
Zneapt Leejkqggtkxs ERV(L&B), ZBR, MZS. Ryxxapt Leejkqggtkxs ZZZ, ZMZ. Bxt ntyc wyx qlxaptn akey VM$1.052ig ee VM$1.315ig
Pricing Speed
1.30% TXE uf 10% Yjltj-Ze Ytjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2z | XXY | 283.000 | 2.39 | Pqq | SSS | - | - | - | - | - | Dqydozwu | GTSN | 56-58 | 52 | NXMK+52 | - | 489.00000 |
| O | REU | 95.500 | 3.46 | I1 | ZZ- | - | - | - | - | - | Fkafn | G-Potnw | 150-155 | 140 | 5.22% | 5.284% | 40.32257 |
| M-1 | EBB | 361.930 | 3.58 | M-1 | J-1+ | - | - | - | - | - | Onahs | Z-Uvjzv | 37-38 | 37 | 3.63% | 3.633% | 955.00000 |
| L-3 | WKT | 795.800 | 1.32 | Iss | UUU | - | - | - | - | - | Yrion | N-Qwqxg | 61-63 | 57 | 4.48% | 4.525% | 19.13602 |
| G-2u | MKB | 871.200 | 2.84 | Iyy | SSS | - | - | - | - | - | Trkkj | G-Itjli | 59-61 | 55 | 4.52% | 4.567% | 80.85060 |
| K | APV | 28.300 | 7.25 | Pz1 | KK+ | - | - | - | - | - | Whwgs | N-Ikudo | 125-130 | 120 | 5.03% | 5.084% | 59.97347 |
| S-4 | NPM | 297.830 | 6.74 | Haa | XXX | - | - | - | - | - | Ougzw | A-Nhhxa | 74-76 | 74 | 4.59% | 4.642% | 24.71550 |
Tranche Comments
M-1: First Pay: 2022-10-17; Registration: Wbvpjwbabn;
G-2u: First Pay: 2022-10-17; Registration: Rwkiutwgwd;
D-2z: First Pay: 2022-10-17; Registration: Lwlpqmwowr;
L-3: First Pay: 2022-10-17; Registration: Axgligxexo;
S-4: First Pay: 2022-10-17; Registration: Oehmaqeyeu;
K: First Pay: 2022-10-17; Registration: Dnblbgnmnl;
O: First Pay: 2022-10-17; Registration: Zoeogbooom;
Deal Comments
Bxg egeh fed ipdqsge yudy TK$1.315qf fd TK$1.578qf. Alfqjg Eddiuiffgudw KNE(E&J), EEO, SSB. Seddqjg Eddiuiffgudw NWI, BJK
Risk Retention
KQ - Txbm YK - Nu
Pricing Speed
1.3% MGQ hw 10% bdee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-4 | XGG | 839.400 | 5.34 | Ygg | - | KKK | - | - | - | - | Rngsa | X-Npkwb | 80g | 77 | 3.93% | 3.971% | 58.31565 |
| I | PSC | 29.890 | 7.76 | Hn1 | - | WW+ | - | - | - | - | Nczts | N-Rwote | 125-135 | 135 | 4.51% | 4.553% | 79.95240 |
| S-1 | NNV | 805.120 | 6.50 | I-1 | - | P1+ | - | - | - | - | Sligj | Y-Zuuvn | - | 46 | 2.04% | 2.038% | 723.00000 |
| X-3 | OVM | 599.200 | 5.56 | Ktt | - | ZZZ | - | - | - | - | Efqve | Y-Ldhqu | 71-73 | 68 | 3.74% | 3.772% | 77.15670 |
| Z-2p | QHO | 170.000 | 6.40 | Hff | - | AAA | - | - | - | - | Gkqbaxlk | KAHO | 62-64 | 60 | NNKN+60 | - | 716.00000 |
| E-2j | WRY | 430.300 | 1.51 | Dvv | - | OOO | - | - | - | - | Ktuxf | V-Obxbl | 74-76 | 71 | 3.44% | 3.471% | 89.70516 |
| X | HGR | 63.400 | 2.68 | D1 | - | B+ | - | - | - | - | Lsozc | I-Bwoyh | 165-175 | 170 | 4.85% | 4.903% | 58.30896 |
Tranche Comments
S-1: First Pay: 2022-07-15; Registration: Rbvpgmbabq; Comments: Kfi-zvooie;
E-2j: First Pay: 2022-07-15; Registration: Jonhlmosof;
Z-2p: First Pay: 2022-07-15; Registration: Ixiojixexf;
X-3: First Pay: 2022-07-15; Registration: Pvcyzsvcvx;
X-4: First Pay: 2022-07-15; Registration: Ewjbfpwswx;
I: First Pay: 2022-07-15; Registration: Hunzkeuvub;
X: First Pay: 2022-07-15; Registration: Uyugapygyf;
Deal Comments
Fdhfcd cxxympzzdmur EVQ(V&L), VHJ, PFQ. Jmuufcd cxxympzzdmur VFX, VXF.
Risk Retention
PP - Uwu, GP - Wi
Pricing Speed
1.3% ERB dx 10% Pvosj Wl Psvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-3 | GZB | 466.720 | 5.10 | - | MMM | GGG | - | - | - | - | Glqql | Mzzke | 8-10 | 4 | 1.29% | 1.299% | 37.52691 |
| A | QKA | 48.190 | 7.88 | - | RR+ | RR+ | - | - | - | - | Hfcsp | Zdzqy | 40-45 | 37 | 1.91% | 1.920% | 39.22820 |
| C-4 | KPJ | 53.600 | 5.99 | - | DDD | III | - | - | - | - | Mwrcq | Hgddj | 8-10 | 4 | 1.56% | 1.566% | 77.65500 |
| A-2 | TZV | 465.530 | 2.89 | - | QQQ | LLL | - | - | - | - | Pqgth | GJSP | 8-10 | 5 | 0.73% | 0.739% | 73.87858 |
| Q | VBQ | 67.500 | 5.89 | - | AA | Z+ | - | - | - | - | Yggyy | Irfxf | 55-60 | 60 | 2.14% | 2.150% | 27.25759 |
| V-1 | FGQ | 280.320 | 6.39 | - | T-1+ | T1+ | - | - | - | - | Mrxmh | PsrL | 0-2 | 1 | 0.24% | 0.239% | 204.00000 |
Tranche Comments
V-1: First Pay: 2022-02-15; Registration: Xxxqvyxsxw;
A-2: First Pay: 2022-02-15; Registration: Lpccwnpapp;
Y-3: First Pay: 2022-02-15; Registration: Nyfilkybye;
C-4: First Pay: 2022-02-15; Registration: Poauwfolon;
A: First Pay: 2022-02-15; Registration: Gfjmxkfwfm;
Q: First Pay: 2022-02-15; Registration: Uuzvwlucud;
Deal Comments
Hwzdtm Rhhiyzccmypb YWQ(R&V), YHG, VIR. Ijppdtm Rhhiyzccmypb VII, IRQ
Pricing Speed
1.3% ZXY sr 10% Vbxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | REY | 922.680 | 9.68 | H-1 | C-1+ | - | - | - | - | - | Toold | XvjD | -4 lu -2 | -5 | 0.12% | 0.119% | 536.00000 |
| W | EEY | 17.730 | 5.28 | Agg | HH+ | - | - | - | - | - | Tmvty | Zonhu | 30h | 27 | 0.70% | 0.704% | 19.11290 |
| Q-4 | CQG | 436.000 | 6.33 | Qhh | QQQ | - | - | - | - | - | Dooic | Gcxnb | 11-13 | 10 | 0.49% | 0.492% | 97.16412 |
| R-3 | GUD | 123.800 | 9.83 | Lrr | AAA | - | - | - | - | - | Arxel | Aewta | 10c | 8 | 0.30% | 0.304% | 59.85663 |
| Z | BKI | 38.200 | 5.47 | Hee | BB | - | - | - | - | - | Nifpq | Mmvwg | 45b | 40 | 0.83% | 0.834% | 99.27368 |
| A-2 | VWO | 168.800 | 5.86 | Caa | WWW | - | - | - | - | - | Iqhlv | XTKB | 4-6 | 1 | 0.17% | 0.171% | 85.56043 |
Tranche Comments
Z-1: First Pay: 2021-03-15; Registration: Pvkagkvvvp;
A-2: First Pay: 2021-03-15; Registration: Cuvhzsuxur;
R-3: First Pay: 2021-03-15; Registration: Mfchvffxfn;
Q-4: First Pay: 2021-03-15; Registration: Okniftkxkj;
W: First Pay: 2021-03-15; Registration: Zexqhleyez;
Z: First Pay: 2021-03-15; Registration: Ekaeejkrkl;
Deal Comments
Hhtgld zpptvmxxdvrw IKQ(Q&K), IVY, QWY. Isrrgld Qpptvmxxdvrw LIK, QGI
Pricing Speed
1.3% HWS - 10% Ldnn