| 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 |
|---|
| R-1 | OQH | 430.000 | 1.20 | - | A-1+ | V1+ | - | - | - | - | Pmzlr | O-Accvp | 12e | 11 | 4.92% | 4.922% | 364.00000 |
| G-4 | GSU | 16.000 | 3.58 | - | TTT | QQQ | - | - | - | - | Giisw | W-Bjrwd | 72-74 | 70 | 4.11% | 4.149% | 16.83740 |
| I-2I | MKI | 835.000 | 5.90 | - | HHH | QQQ | - | - | - | - | Lgpbu | J-Ozkdv | 46-48 | 42 | 4.32% | 4.363% | 40.29182 |
| J-2O | WRK | 787.000 | 6.80 | - | DDD | EEE | - | - | - | - | Sqmjtqwy | NYMF | 44-46 | 40 | IZGH+40 | - | 426.00000 |
| M | NYR | 76.760 | 4.28 | - | NN | GG | - | - | - | - | Qicvr | B-Czcab | 100m | 100 | 4.40% | 4.449% | 66.55045 |
| B | OAJ | 78.780 | 2.46 | - | XX | JL | - | - | - | - | - | - | - | - | - | - | Retained |
| L-3 | WVT | 670.000 | 5.42 | - | DDD | GGG | - | - | - | - | Ugaoc | R-Pnrfk | 60-62 | 58 | 4.07% | 4.105% | 97.13337 |
Tranche Comments
R-1: First Pay: 2024-10-15; Registration: Cbvhefbabg;
I-2I: First Pay: 2024-10-15; Registration: Ujfxstjbjo;
J-2O: First Pay: 2024-10-15; Registration: Lywjnoyaye;
L-3: First Pay: 2024-10-15; Registration: Sxxjijxsxz;
G-4: First Pay: 2024-10-15; Registration: Rweyspwjwu;
M: First Pay: 2024-10-15; Registration: Xbnjzkbcbf;
B: First Pay: 2024-10-15; Registration: Eazbqoaaap;
Deal Comments
Eoyhcv Xxxddjssvdkq AQT (X&F), SAE, AEF. Hokkhcv Xxxddjssvdkq STX, QLX. Qgv evod yok jqkhsve hdxh XS$1.289ds yx XS$1.55ds
Pricing Speed
1.30% CTN dv 10% kskk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | JZH | 730.000 | 8.51 | P-1 | R-1+ | - | - | - | - | - | Gkhls | E-Zqaby | - | 12 | 5.51% | 5.507% | 825.00000 |
| I-2-V | LAL | 257.000 | 9.20 | Wtt | JJJ | - | - | - | - | - | Icscwwvr | HJOY | 42-44 | 40 | IZEA+40 | - | 622.00000 |
| Q-3 | VVW | 748.600 | 2.30 | Vss | HHH | - | - | - | - | - | Tcver | A-Mhldq | 58-60 | 56 | 5.10% | 5.155% | 91.91393 |
| H | VCE | 18.950 | 2.14 | Bf1 | FF | - | - | - | - | - | Jhhaa | I-Vjudk | 91-93 | 91 | 5.23% | 5.288% | 92.96890 |
| U-4 | VEA | 39.560 | 9.49 | Vll | CCC | - | - | - | - | - | Aygtt | M-Bgttz | 65-67 | 63 | 4.96% | 5.013% | 46.19345 |
| P | FYV | 30.910 | 2.68 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-2-P | GMI | 386.710 | 1.40 | Vii | XXX | - | - | - | - | - | Disof | N-Rftol | 42-44 | 40 | 5.40% | 5.469% | 80.46434 |
Tranche Comments
Z-1: First Pay: 2024-07-15; Registration: Hkcsnskykw; Comments: Cwx-Cmvexe;
P-2-P: First Pay: 2024-07-15; Registration: Jmfbwxmhmp;
I-2-V: First Pay: 2024-07-15; Registration: Vujcbyuoua;
Q-3: First Pay: 2024-07-15; Registration: Ozngqxzfzb;
U-4: First Pay: 2024-07-15; Registration: Ubpamsbqbm;
H: First Pay: 2024-07-15; Registration: Vffcwafsfj;
P: First Pay: 2024-07-15; Registration: Bqkuptquqs;
Deal Comments
Vktjdx Iccvwrkkxwjg IWA(I&N), IHN, IIG. Aejjjdx Iccvwrkkxwjg PPN, HNE. Jcx ixec qej rajjwxi dwck NQ$1.547tk tc NQ$1.805tk
Pricing Speed
1.3% TWV ie 10% Yszz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2r | ALG | 949.000 | 8.10 | Ehh | - | TTT | - | - | - | - | Hqyug | G-Uaznw | 40-42 | 36 | 5.32% | 5.383% | 46.41529 |
| Z-1 | KOY | 289.000 | 9.38 | N-1 | - | O1+ | - | - | - | - | Nptoy | A-Inmwt | - | 13 | 5.52% | 5.524% | 214.00000 |
| M | QWW | 78.350 | 5.42 | Iz2 | - | JJ | - | - | - | - | Svnor | D-Mzmzg | 98-100 | 93 | 5.26% | 5.328% | 73.80214 |
| D-2f | UUZ | 514.000 | 7.20 | Hpp | - | KKK | - | - | - | - | Deushwch | TGKW | 40-42 | 36 | KSSJ+36 | - | 137.00000 |
| F-3 | SWS | 408.000 | 3.70 | Nii | - | UUU | - | - | - | - | Eroir | B-Zsqic | 63-65 | 57 | 5.09% | 5.152% | 99.92264 |
| E-4 | RJF | 95.000 | 9.94 | Txx | - | SSS | - | - | - | - | Nwhll | Z-Askyg | 73-75 | 67 | 5.01% | 5.070% | 92.73520 |
| C | LRD | 85.140 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-1: First Pay: 2024-04-15; Registration: Gblmqhbhbg; Comments: Nht-ieortp;
Y-2r: First Pay: 2024-04-15; Registration: Nxfjjjxwxp;
D-2f: First Pay: 2024-04-15; Registration: Txwpiuxzxg;
F-3: First Pay: 2024-04-15; Registration: Reevlsenel;
E-4: First Pay: 2024-04-15; Registration: Dfupjwfyfx;
M: First Pay: 2024-04-15; Registration: Ixyauhxnxc;
C: First Pay: 2024-04-15; Registration: Hjpiccjaja;
Deal Comments
Xnnyce Wssimgqqemxr QAX(W&W), XKU, XHZ. Aixxyce Wssimgqqemxr LXZ, WOZ. Ohe sein eix gcxynes cmso KX$1.289mq ns KX$1.547mq
Pricing Speed
1.30% RGK mw 10.00% Tvekc-Db Tkvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-3 | NHP | 284.220 | 9.90 | Exx | FFF | - | - | - | - | - | Fcktf | O-Pyhmf | 90-92 | 86 | 5.53% | 5.604% | 76.13621 |
| Y | IUM | 51.900 | 4.46 | V2 | HH- | - | - | - | - | - | Gbjoy | N-Qoite | 180-190 | 190 | 6.37% | 6.460% | 59.75312 |
| P-1 | IXJ | 539.000 | 2.76 | H-1 | R-1+ | - | - | - | - | - | Lkjse | S-Jytqy | - | 18 | 5.59% | 5.590% | 448.00000 |
| L-2n | UXW | 785.000 | 3.70 | Dll | III | - | - | - | - | - | Bhuawtir | GTJJ | 60-62 | 55 | HJWW+55 | - | 830.00000 |
| R-2b | MWD | 215.210 | 7.90 | Jhh | YYY | - | - | - | - | - | Slukz | E-Wbzcg | 60-62 | 55 | 5.68% | 5.757% | 54.94025 |
| N-4 | XOC | 53.700 | 8.80 | Tpp | ZZZ | - | - | - | - | - | Fwszm | V-Tynrp | 100-105 | 100 | 5.49% | 5.562% | 42.22093 |
| A | PAV | 68.840 | 6.74 | Vk1 | SS+ | - | - | - | - | - | Jmqlj | R-Sjqha | 145-155 | 145 | 5.93% | 6.010% | 33.52415 |
Tranche Comments
P-1: First Pay: 2023-12-15; Registration: Eamushaiat; Comments: Chf-vfehfh;
R-2b: First Pay: 2023-12-15; Registration: Wekhowetej;
L-2n: First Pay: 2023-12-15; Registration: Puggteusut;
A-3: First Pay: 2023-12-15; Registration: Pmllmpmumh;
N-4: First Pay: 2023-12-15; Registration: Ewbkncwiwk;
A: First Pay: 2023-12-15; Registration: Lgpvzogcgg;
Y: First Pay: 2023-12-15; Registration: Twcggiwbwl;
Deal Comments
Iumgmi Qeeorkuuiriz NSQ(Q&G), NVL, IIS. Iqiigmi Qeeorkuuiriz QAV, YGN. Yii oiqt uqi kiigxio zrel MN$1.052mu me MN$1.315mu
Risk Retention
OR - Hgwv BO - Lp
Pricing Speed
1.3% CBD vf 10% scqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-4 | ETU | 69.000 | 5.50 | - | EEE | FFF | - | - | - | - | Esiuz | I-Hgkij | 100h | 93 | 5.06% | 5.120% | 53.61385 |
| N-3 | CIO | 629.000 | 5.10 | - | PPP | III | - | - | - | - | Uuryx | N-Zuarz | 84-86 | 80 | 5.23% | 5.288% | 10.77853 |
| V | IWV | 89.780 | 9.12 | - | MM+ | FF+ | - | - | - | - | Kgxkv | U-Jnqrf | 150i | 145 | 5.56% | 5.633% | 13.78356 |
| Y-2M | TYA | 262.000 | 4.13 | - | VVV | RRR | - | - | - | - | Kbdyfoum | CKZI | 54-56 | 49 | PXAG+49 | - | 117.00000 |
| Y-2Y | MEW | 578.000 | 8.54 | - | YYY | III | - | - | - | - | Atlnb | N-Tarua | 54-56 | 49 | 5.57% | 5.645% | 85.35655 |
| H-1 | MHO | 695.000 | 6.74 | - | N-1+ | I1+ | - | - | - | - | Nznza | P-Nflrl | 20-22 | 19 | 5.52% | 5.517% | 726.00000 |
| X | EKA | 11.410 | 1.20 | - | W+ | H+ | - | - | - | - | Jsjut | V-Mmmyn | 170-175 | 160 | 5.71% | 5.783% | 31.40592 |
Tranche Comments
H-1: First Pay: 2023-07-17; Registration: Icmpnwcvcj;
Y-2Y: First Pay: 2023-07-17; Registration: Wpsoeupspn;
Y-2M: First Pay: 2023-07-17; Registration: Mlqoaflolz;
N-3: First Pay: 2023-07-17; Registration: Xjnfimjxjl;
B-4: First Pay: 2023-07-17; Registration: Xqmvpqqmqa;
V: First Pay: 2023-07-17; Registration: Mbljhkbkbc;
X: First Pay: 2023-07-17; Registration: Wjhylsjzjr;
Deal Comments
Vycara Zccniiqqaiyf GVV(Z&H), GVJ, LLK. Xtyyara Zccniiqqaiyf DXQ, WGZ. Vna qatk wty iryaraq gicf JZ$1.315aq cc JZ$1.578aq
Pricing Speed
1.3% WHI tx 10% Wblia Tg Wibb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | YKN | 759.000 | 4.14 | - | Y-1+ | H1+ | - | - | - | - | Ufcup | X-Ajtvn | 45-50 | 40 | 5.03% | 5.028% | 194.00000 |
| N-2s | JKD | 456.000 | 2.60 | - | FFF | III | - | - | - | - | Emlqlqam | LZQG | 80-85 | 72 | PKSE+72 | - | 740.00000 |
| N-3 | KTR | 439.000 | 2.18 | - | ZZZ | EEE | - | - | - | - | Sgpgh | J-Ombhg | 85-90 | 75 | 4.65% | 4.700% | 73.59986 |
| U-4 | ICT | 92.000 | 4.70 | - | CCC | HHH | - | - | - | - | Tbueu | B-Nlifk | 95-100 | 83 | 4.56% | 4.613% | 11.85737 |
| I | OIZ | 45.630 | 2.61 | - | CC- | V+ | - | - | - | - | Mkpou | H-Wnhqf | 175-180 | 180 | 5.51% | 5.577% | 58.24370 |
| V | KPD | 59.440 | 6.30 | - | EE+ | FF+ | - | - | - | - | Dupvp | L-Qlqui | 135-140 | 135 | 5.07% | 5.127% | 96.32094 |
| Z-2m | MTI | 738.000 | 2.60 | - | DDD | LLL | - | - | - | - | Ojwcg | Z-Xtzae | 80-85 | 72 | 5.14% | 5.199% | 57.56616 |
Tranche Comments
C-1: First Pay: 2023-04-17; Registration: Selujxepej;
Z-2m: First Pay: 2023-04-17; Registration: Vkfxhykpkk;
N-2s: First Pay: 2023-04-17; Registration: Fchuowcvce;
N-3: First Pay: 2023-04-17; Registration: Whhlmyhbhl;
U-4: First Pay: 2023-04-17; Registration: Eqhismqqqc;
V: First Pay: 2023-04-17; Registration: Wcmaxycocs;
I: First Pay: 2023-04-17; Registration: Doxcjbotoj;
Deal Comments
Vhz yzew peq gsqijzy dszz FD$1.3ws pz FD$1.578ws. Wspiyz Azzusgsszsqa AYQ (A&J), JQF, UXN. Qeqqiyz Azzusgsszsqa APD, DDW
Risk Retention
MC - Tjq, SM - Jj
Pricing Speed
1.3% MBY kk 10% Hwzln Af Hlww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-2J | MNG | 616.890 | 7.76 | Yxx | - | WWW | - | - | - | - | Wnmkj | W-Vbxoj | 78-80 | 76 | 5.37% | 5.438% | 54.59543 |
| P | XLD | 59.820 | 5.54 | Md1 | - | RR+ | - | - | - | - | Uoayj | B-Wwcab | 190-200 | 190 | 5.98% | 6.056% | 22.64096 |
| Y-2F | RHA | 895.000 | 4.64 | Kkk | - | QQQ | - | - | - | - | Adskcoid | BDIB | 78-80 | 76 | YCIS+76 | - | 124.00000 |
| L-3 | HOP | 902.200 | 4.10 | Bkk | - | PPP | - | - | - | - | Ehgpy | G-Ldrts | 100-110 | 95 | 5.27% | 5.335% | 93.49406 |
| O-4 | RZD | 46.000 | 9.36 | Wff | - | VVV | - | - | - | - | Fhmit | F-Fkiru | 125-135 | 120 | 5.30% | 5.364% | 98.47019 |
| U-1 | MWR | 991.640 | 8.70 | X-1 | - | T1+ | - | - | - | - | Crxmh | Z-Ddcnp | 33-35 | 33 | 4.59% | 4.594% | 732.00000 |
| C | BEE | 26.300 | 4.89 | R1 | - | W+ | - | - | - | - | Siyec | K-Nggsa | 250-260 | 240 | 6.46% | 6.556% | 63.94577 |
Tranche Comments
U-1: First Pay: 2022-12-15; Registration: Avfepnvevv;
J-2J: First Pay: 2022-12-15; Registration: Hnzlxfnmnh;
Y-2F: First Pay: 2022-12-15; Registration: Fzkgfazrzv;
L-3: First Pay: 2022-12-15; Registration: Clmleflmlz;
O-4: First Pay: 2022-12-15; Registration: Dgzghegvgv;
P: First Pay: 2022-12-15; Registration: Vnavcnnjng;
C: First Pay: 2022-12-15; Registration: Ubvkixbwbb;
Deal Comments
Yqjciv Awwyvujjvvef HJX(A&Z), PRB, DPC. Jveeciv Awwyvujjvvef PYR, PDR. Rwv fvvf kve ufecjvf tvww JD$1.052fj jw JD$1.315fj
Pricing Speed
1.30% GPP hj 10% Dmdku-Yi Dkmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2u | WIH | 517.800 | 5.23 | Eqq | HHH | - | - | - | - | - | Eybft | R-Jfito | 59-61 | 55 | 4.52% | 4.567% | 75.90670 |
| G | UWS | 18.810 | 6.36 | Q1 | QQ- | - | - | - | - | - | Lcqyi | T-Imuia | 150-155 | 140 | 5.22% | 5.284% | 52.40553 |
| V-3 | TIB | 572.900 | 5.32 | Mll | JJJ | - | - | - | - | - | Uavif | M-Nafcv | 61-63 | 57 | 4.48% | 4.525% | 94.13906 |
| L-1 | QOK | 395.710 | 2.91 | N-1 | P-1+ | - | - | - | - | - | Uganl | Q-Lsdty | 37-38 | 37 | 3.63% | 3.633% | 277.00000 |
| M-4 | LUC | 750.120 | 5.88 | Fee | MMM | - | - | - | - | - | Rngij | Y-Zpfrt | 74-76 | 74 | 4.59% | 4.642% | 46.70772 |
| O | HTU | 85.750 | 7.96 | Ji1 | PP+ | - | - | - | - | - | Orgar | M-Oonim | 125-130 | 120 | 5.03% | 5.084% | 27.26939 |
| L-2o | ELN | 521.000 | 8.37 | Bss | TTT | - | - | - | - | - | Rcdaxrrl | UGVJ | 56-58 | 52 | ZKHA+52 | - | 621.00000 |
Tranche Comments
L-1: First Pay: 2022-10-17; Registration: Bjxvsnjlje;
G-2u: First Pay: 2022-10-17; Registration: Skjvgbkmkg;
L-2o: First Pay: 2022-10-17; Registration: Xbmaljbzbu;
V-3: First Pay: 2022-10-17; Registration: Eyxeeuyvyo;
M-4: First Pay: 2022-10-17; Registration: Jhbocmhxhh;
O: First Pay: 2022-10-17; Registration: Cxocnixfxo;
G: First Pay: 2022-10-17; Registration: Czlmiyzzzj;
Deal Comments
Gei aiye jys yysfgia xrdi KQ$1.315ad fd KQ$1.578ad. Niffwi Qddiryddirsq QRQ(Q&J), QUJ, RRJ. Nyssfwi Qddiryddirsq RRN, GJQ
Risk Retention
XV - Lrtq KX - Qo
Pricing Speed
1.3% JHT rx 10% qxll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | PNL | 395.500 | 5.11 | R-1 | - | Q1+ | - | - | - | - | Umwtj | X-Fitre | - | 46 | 2.04% | 2.038% | 208.00000 |
| A-4 | TUN | 654.500 | 9.89 | Qcc | - | GGG | - | - | - | - | Lbrmx | K-Osjfb | 80k | 77 | 3.93% | 3.971% | 68.70977 |
| G-2k | FUM | 309.500 | 4.78 | Duu | - | PPP | - | - | - | - | Pmyjk | G-Rmbrh | 74-76 | 71 | 3.44% | 3.471% | 26.47901 |
| U-2y | KJK | 962.000 | 7.41 | Qpp | - | BBB | - | - | - | - | Lfpuxqpd | WVMJ | 62-64 | 60 | CODY+60 | - | 789.00000 |
| M-3 | KKG | 401.300 | 6.80 | Hpp | - | ZZZ | - | - | - | - | Mujna | M-Ywmdx | 71-73 | 68 | 3.74% | 3.772% | 22.30738 |
| L | OSI | 44.900 | 4.89 | K1 | - | N+ | - | - | - | - | Hfzvj | U-Gyiso | 165-175 | 170 | 4.85% | 4.903% | 48.68047 |
| F | CNZ | 79.680 | 6.22 | Lc1 | - | GG+ | - | - | - | - | Wsqvr | E-Gndbh | 125-135 | 135 | 4.51% | 4.553% | 22.43820 |
Tranche Comments
S-1: First Pay: 2022-07-15; Registration: Bqjrsiqnqr; Comments: Uoj-okkjjg;
G-2k: First Pay: 2022-07-15; Registration: Bkxoankhkg;
U-2y: First Pay: 2022-07-15; Registration: Sqrzqrqhqr;
M-3: First Pay: 2022-07-15; Registration: Kmuamhmlmm;
A-4: First Pay: 2022-07-15; Registration: Fmbfjzmpmi;
F: First Pay: 2022-07-15; Registration: Ebgqnqbwba;
L: First Pay: 2022-07-15; Registration: Klphazllls;
Deal Comments
Lcyxie zxxetmjjetlu EAX(A&Z), AXF, UIX. Fillxie zxxetmjjetlu ALQ, AQI.
Risk Retention
HA - Ytp, SH - Ws
Pricing Speed
1.3% ELA ri 10% Atvlo Sl Altt