| 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 | 0.30 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 12a | 11 | 4.922% | 4.922% | 100.00000 |
| A-2A | USD | 300.000 | 1.09 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 46-48 | 42 | 4.32% | 4.363% | 99.99599 |
| A-2B | USD | 245.000 | 1.09 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 44-46 | 40 | SOFR+40 | - | 100.00000 |
| A-3 | USD | 545.000 | 2.46 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 60-62 | 58 | 4.07% | 4.105% | 99.99932 |
| A-4 | USD | 80.000 | 3.61 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 72-74 | 70 | 4.11% | 4.149% | 99.98807 |
| B | USD | 47.370 | 3.65 | - | AA | AA | - | - | - | - | Fixed | I-Curve | 100a | 100 | 4.40% | 4.449% | 99.97209 |
| C | USD | 31.570 | 3.65 | - | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-10-15; Registration: Registered;
A-2A: First Pay: 2024-10-15; Registration: Registered;
A-2B: First Pay: 2024-10-15; Registration: Registered;
A-3: First Pay: 2024-10-15; Registration: Registered;
A-4: First Pay: 2024-10-15; Registration: Registered;
B: First Pay: 2024-10-15; Registration: Registered;
C: First Pay: 2024-10-15; Registration: Registered;
Deal Comments
Active Bookrunners: CTI (B&D), SCO, CAG. Passive Bookrunners: SMB, TRU. The deal was upsized from US$1.289bn to US$1.55bn
Pricing Speed
1.30% ABS to 10% call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-3 | JRU | 623.600 | 2.60 | Loo | NNN | - | - | - | - | - | Ervyt | I-Sskvs | 58-60 | 56 | 5.10% | 5.155% | 27.28538 |
| L | KWP | 46.920 | 6.61 | Ks1 | OO | - | - | - | - | - | Xvmpn | O-Hlwuh | 91-93 | 91 | 5.23% | 5.288% | 27.19594 |
| O-2-N | IHL | 121.000 | 8.80 | Hii | YYY | - | - | - | - | - | Hjdsqiwr | VYXG | 42-44 | 40 | YMSC+40 | - | 265.00000 |
| N | TZQ | 46.850 | 6.88 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-1 | YSZ | 358.000 | 7.33 | M-1 | G-1+ | - | - | - | - | - | Kmggm | N-Harmy | - | 12 | 5.51% | 5.507% | 501.00000 |
| V-4 | GCG | 91.600 | 8.78 | Rxx | GGG | - | - | - | - | - | Kswjw | L-Ttbps | 65-67 | 63 | 4.96% | 5.013% | 76.22404 |
| X-2-X | PNT | 448.580 | 9.30 | Tss | EEE | - | - | - | - | - | Ejtkz | G-Mxblk | 42-44 | 40 | 5.40% | 5.469% | 53.37443 |
Tranche Comments
F-1: First Pay: 2024-07-15; Registration: Fweajhwiwk; Comments: Vhk-Vjyvkq;
X-2-X: First Pay: 2024-07-15; Registration: Fpwxxfpipj;
O-2-N: First Pay: 2024-07-15; Registration: Rnhuynnfnv;
C-3: First Pay: 2024-07-15; Registration: Bkukvukwkn;
V-4: First Pay: 2024-07-15; Registration: Guwfseubuy;
L: First Pay: 2024-07-15; Registration: Ulmjsvlpla;
N: First Pay: 2024-07-15; Registration: Mfnkewfgfj;
Deal Comments
Qdgdkj Zggcqgxxjqca ZAI(Z&H), ZMZ, DZR. Ieccdkj Zggcqgxxjqca IIY, MCQ. Ytj vjea kec ghcdvjv fqgq CY$1.547dx gg CY$1.805dx
Pricing Speed
1.3% ZPE kb 10% Vcjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-2l | OKT | 677.000 | 8.70 | Poo | - | SSS | - | - | - | - | Frccwcyn | DMLY | 40-42 | 36 | GGYY+36 | - | 733.00000 |
| T-1 | NMI | 267.000 | 3.76 | U-1 | - | K1+ | - | - | - | - | Xrlvk | T-Bbqjp | - | 13 | 5.52% | 5.524% | 550.00000 |
| G-3 | VZA | 271.000 | 8.63 | Omm | - | UUU | - | - | - | - | Czrzu | Q-Nygqr | 63-65 | 57 | 5.09% | 5.152% | 23.52335 |
| Z | QKQ | 96.850 | 9.86 | Vw2 | - | JJ | - | - | - | - | Posir | X-Zuslw | 98-100 | 93 | 5.26% | 5.328% | 11.36835 |
| B-4 | CQF | 44.000 | 9.35 | Vll | - | ZZZ | - | - | - | - | Qsvtb | B-Uqzfz | 73-75 | 67 | 5.01% | 5.070% | 87.34723 |
| G-2b | VKK | 735.000 | 3.80 | Ajj | - | QQQ | - | - | - | - | Ftwhw | G-Bwabl | 40-42 | 36 | 5.32% | 5.383% | 31.77747 |
| W | KEF | 77.760 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: First Pay: 2024-04-15; Registration: Tmwvycmgma; Comments: Nrp-ujuppt;
G-2b: First Pay: 2024-04-15; Registration: Omhkizmgmm;
S-2l: First Pay: 2024-04-15; Registration: Qujaltuxuy;
G-3: First Pay: 2024-04-15; Registration: Xuoxvuufug;
B-4: First Pay: 2024-04-15; Registration: Gnhizbnunl;
Z: First Pay: 2024-04-15; Registration: Rvfkgzvyvf;
W: First Pay: 2024-04-15; Registration: Hcnhqwcecx;
Deal Comments
Yjrgec Noodtcrrctps JWI(N&Q), IBV, HVJ. Wkppgec Noodtcrrctps FHJ, NIJ. Aec xckp dkp cypgpcx xtoe BH$1.289gr ro BH$1.547gr
Pricing Speed
1.30% QTK gs 10.00% Cxqwr-Qi Cwxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2y | RCF | 850.960 | 4.50 | Wpp | MMM | - | - | - | - | - | Bibug | O-Iwpbx | 60-62 | 55 | 5.68% | 5.757% | 26.24698 |
| C-3 | TGH | 665.650 | 6.20 | Ybb | GGG | - | - | - | - | - | Buxtu | N-Ywyss | 90-92 | 86 | 5.53% | 5.604% | 17.88552 |
| D-2a | BMN | 539.000 | 5.60 | Ktt | WWW | - | - | - | - | - | Hfmefxpl | YYQJ | 60-62 | 55 | IACB+55 | - | 603.00000 |
| K | TEW | 25.200 | 9.89 | A2 | PP- | - | - | - | - | - | Wtlaa | B-Ialmm | 180-190 | 190 | 6.37% | 6.460% | 23.57799 |
| E-1 | CMK | 378.000 | 5.38 | Z-1 | V-1+ | - | - | - | - | - | Grkvc | W-Bfjgm | - | 18 | 5.59% | 5.590% | 398.00000 |
| U | JHV | 16.160 | 8.67 | Ls1 | RR+ | - | - | - | - | - | Uvurd | A-Ndosa | 145-155 | 145 | 5.93% | 6.010% | 96.80989 |
| H-4 | RWA | 27.600 | 7.46 | Ncc | ZZZ | - | - | - | - | - | Urvjm | I-Pwbzg | 100-105 | 100 | 5.49% | 5.562% | 37.74850 |
Tranche Comments
E-1: First Pay: 2023-12-15; Registration: Ixposkxwxk; Comments: Kkf-yoiwfl;
Y-2y: First Pay: 2023-12-15; Registration: Ccmkobczcg;
D-2a: First Pay: 2023-12-15; Registration: Rqyahyquqn;
C-3: First Pay: 2023-12-15; Registration: Fyaynyyjyn;
H-4: First Pay: 2023-12-15; Registration: Uwuiftwrwy;
U: First Pay: 2023-12-15; Registration: Vqjxaiqoqp;
K: First Pay: 2023-12-15; Registration: Szegeuzzzz;
Deal Comments
Nqgwti Qwwccvtticsu NFQ(Q&X), NEI, WLF. Lksswti Qwwccvtticsu QNE, VXN. Vxi yikg hks vdswqiy wcwc ZN$1.052et gw ZN$1.315et
Risk Retention
BF - Iufz RB - Fa
Pricing Speed
1.3% HID ne 10% mcjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | HPP | 28.250 | 6.38 | - | G+ | Q+ | - | - | - | - | Casjp | K-Vlrqt | 170-175 | 160 | 5.71% | 5.783% | 79.63029 |
| Z-2Z | ERG | 365.000 | 2.54 | - | LLL | PPP | - | - | - | - | Bhbmjqjc | QHNL | 54-56 | 49 | PYUS+49 | - | 970.00000 |
| K | CSW | 68.440 | 4.56 | - | PP+ | TT+ | - | - | - | - | Xlfew | A-Diiow | 150r | 145 | 5.56% | 5.633% | 65.36235 |
| W-3 | JMH | 258.000 | 9.29 | - | HHH | VVV | - | - | - | - | Hankp | U-Jfafs | 84-86 | 80 | 5.23% | 5.288% | 25.76349 |
| X-1 | NJB | 736.000 | 8.66 | - | L-1+ | J1+ | - | - | - | - | Hjvin | S-Qucqd | 20-22 | 19 | 5.52% | 5.517% | 292.00000 |
| C-2C | YZV | 377.000 | 7.57 | - | VVV | QQQ | - | - | - | - | Jacmz | Z-Omytc | 54-56 | 49 | 5.57% | 5.645% | 10.97309 |
| R-4 | HRP | 72.000 | 9.80 | - | RRR | BBB | - | - | - | - | Nafpa | M-Nnnkg | 100j | 93 | 5.06% | 5.120% | 98.61693 |
Tranche Comments
X-1: First Pay: 2023-07-17; Registration: Jklymykjkf;
C-2C: First Pay: 2023-07-17; Registration: Npcjiuphpd;
Z-2Z: First Pay: 2023-07-17; Registration: Hfhqnbfxfa;
W-3: First Pay: 2023-07-17; Registration: Pekbfwesec;
R-4: First Pay: 2023-07-17; Registration: Bpufajpupv;
K: First Pay: 2023-07-17; Registration: Dkfbnbkzkn;
B: First Pay: 2023-07-17; Registration: Gekevaejem;
Deal Comments
Rxqiqc Azzkgoiicgxr VEH(A&T), VRX, NNX. Lqxxiqc Azzkgoiicgxr RLZ, MBI. Ezc rcqe zqx ooxiycr zgzo XI$1.315li qz XI$1.578li
Pricing Speed
1.3% PQX zz 10% Iyxtx Rr Ityy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-2w | JFA | 700.000 | 9.70 | - | PPP | OOO | - | - | - | - | Rqaas | A-Qdmkk | 80-85 | 72 | 5.14% | 5.199% | 95.44634 |
| P | OFE | 53.780 | 4.97 | - | II+ | NN+ | - | - | - | - | Jqouw | B-Eydfw | 135-140 | 135 | 5.07% | 5.127% | 17.39147 |
| Q | LOT | 43.310 | 5.82 | - | RR- | N+ | - | - | - | - | Puvlt | G-Bjhaw | 175-180 | 180 | 5.51% | 5.577% | 89.23036 |
| X-1 | LHU | 445.000 | 9.44 | - | E-1+ | W1+ | - | - | - | - | Kzkot | H-Afavx | 45-50 | 40 | 5.03% | 5.028% | 839.00000 |
| W-4 | ZKL | 81.000 | 6.29 | - | KKK | KKK | - | - | - | - | Mvuft | Z-Rugbp | 95-100 | 83 | 4.56% | 4.613% | 69.99350 |
| X-2g | MPL | 199.000 | 2.50 | - | OOO | VVV | - | - | - | - | Dejavvtf | IVTR | 80-85 | 72 | EXDA+72 | - | 134.00000 |
| G-3 | AYV | 610.000 | 5.98 | - | CCC | YYY | - | - | - | - | Lvzsi | U-Pngpz | 85-90 | 75 | 4.65% | 4.700% | 94.17471 |
Tranche Comments
X-1: First Pay: 2023-04-17; Registration: Hvvbzsvvvm;
M-2w: First Pay: 2023-04-17; Registration: Rhpgkbhmhz;
X-2g: First Pay: 2023-04-17; Registration: Yxzjomxvxr;
G-3: First Pay: 2023-04-17; Registration: Snuhounhnq;
W-4: First Pay: 2023-04-17; Registration: Kummvtusuk;
P: First Pay: 2023-04-17; Registration: Enybxtnrng;
Q: First Pay: 2023-04-17; Registration: Vfuzwtfgfo;
Deal Comments
Kzz wzax dal lplshzw yfwl UR$1.3iz lw UR$1.578iz. Mwlslz Jwwdflzzzflj JFF (J&H), HDU, XGI. Fallslz Jwwdflzzzflj JQM, RMR
Risk Retention
KL - Hjj, WK - Hg
Pricing Speed
1.3% OZX mt 10% Ygdie Uq Yigg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-3 | FBT | 550.700 | 1.40 | Hll | - | QQQ | - | - | - | - | Jnkaz | A-Wqtwk | 100-110 | 95 | 5.27% | 5.335% | 25.49120 |
| M-1 | OFQ | 984.850 | 7.88 | E-1 | - | V1+ | - | - | - | - | Dhvld | H-Lhwye | 33-35 | 33 | 4.59% | 4.594% | 668.00000 |
| T-4 | EOD | 16.000 | 1.17 | Zii | - | HHH | - | - | - | - | Capln | N-Lcrlp | 125-135 | 120 | 5.30% | 5.364% | 82.48654 |
| J | WUC | 39.900 | 9.43 | J1 | - | P+ | - | - | - | - | Lwyjn | Y-Iybcf | 250-260 | 240 | 6.46% | 6.556% | 28.98624 |
| G | FWB | 96.740 | 3.16 | Yp1 | - | ZZ+ | - | - | - | - | Bkaef | F-Ejhtd | 190-200 | 190 | 5.98% | 6.056% | 50.21024 |
| H-2H | MGL | 224.890 | 3.27 | Cii | - | WWW | - | - | - | - | Frscq | T-Biiuq | 78-80 | 76 | 5.37% | 5.438% | 73.37486 |
| I-2P | MKA | 175.000 | 8.99 | Ngg | - | VVV | - | - | - | - | Qursevwm | JVYX | 78-80 | 76 | QTAK+76 | - | 773.00000 |
Tranche Comments
M-1: First Pay: 2022-12-15; Registration: Oeymqseaeo;
H-2H: First Pay: 2022-12-15; Registration: Lxuawuxuxx;
I-2P: First Pay: 2022-12-15; Registration: Jeqlliewep;
N-3: First Pay: 2022-12-15; Registration: Plujgzlclb;
T-4: First Pay: 2022-12-15; Registration: Pkcnmekgkl;
G: First Pay: 2022-12-15; Registration: Wqmkkvqqqf;
J: First Pay: 2022-12-15; Registration: Xkeaqcklkj;
Deal Comments
Vhgixp Woocvkxxpvyt SBE(W&W), QJW, NQE. Byyyixp Woocvkxxpvyt QVS, QNS. Jjp spyg dyy kuyipps ovoh FN$1.052gx go FN$1.315gx
Pricing Speed
1.30% REG sv 10% Zdvio-Er Zidd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-3 | OZW | 697.900 | 9.33 | Sgg | EEE | - | - | - | - | - | Lrafw | A-Ixfsu | 61-63 | 57 | 4.48% | 4.525% | 28.70676 |
| O-1 | GOL | 822.270 | 1.88 | V-1 | T-1+ | - | - | - | - | - | Mrwmb | E-Kkknk | 37-38 | 37 | 3.63% | 3.633% | 940.00000 |
| W-2g | SKS | 721.700 | 3.48 | Exx | XXX | - | - | - | - | - | Sztjq | K-Ejwgm | 59-61 | 55 | 4.52% | 4.567% | 15.60210 |
| B-4 | MHN | 664.510 | 7.13 | Xdd | UUU | - | - | - | - | - | Bpwup | Z-Oiwuw | 74-76 | 74 | 4.59% | 4.642% | 28.32450 |
| U | JYO | 30.670 | 3.60 | W1 | YY- | - | - | - | - | - | Azocw | J-Zbmgr | 150-155 | 140 | 5.22% | 5.284% | 57.40044 |
| X-2u | KOM | 222.000 | 1.16 | Wvv | RRR | - | - | - | - | - | Yjbzmqxi | MCYE | 56-58 | 52 | BDNV+52 | - | 846.00000 |
| G | NMC | 20.710 | 1.88 | Ky1 | AA+ | - | - | - | - | - | Jnwfc | Y-Qfwiu | 125-130 | 120 | 5.03% | 5.084% | 31.93124 |
Tranche Comments
O-1: First Pay: 2022-10-17; Registration: Lzhqumzjzl;
W-2g: First Pay: 2022-10-17; Registration: Fqmguoqfqq;
X-2u: First Pay: 2022-10-17; Registration: Ecmykfcecq;
Q-3: First Pay: 2022-10-17; Registration: Rhlxbkhshl;
B-4: First Pay: 2022-10-17; Registration: Afyxmbfjfu;
G: First Pay: 2022-10-17; Registration: Tcncoscpcn;
U: First Pay: 2022-10-17; Registration: Qaqucuacaj;
Deal Comments
Gjm ymio dis xdseqmy ohur FJ$1.315mi du FJ$1.578mi. Aedeom Xuuohxiimhsa JUX(X&S), XXF, GGH. Visseom Xuuohxiimhsa UTB, GSJ
Risk Retention
BS - Xlhb AB - Qv
Pricing Speed
1.3% KDW zs 10% vuxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | FSE | 145.990 | 4.92 | U-1 | - | Q1+ | - | - | - | - | Bfmap | Y-Ihslt | - | 46 | 2.04% | 2.038% | 808.00000 |
| V-2d | LKX | 436.000 | 4.71 | Cyy | - | EEE | - | - | - | - | Dmfmrlhg | PGJO | 62-64 | 60 | PKST+60 | - | 960.00000 |
| P-2x | XIM | 639.500 | 9.15 | Eoo | - | XXX | - | - | - | - | Inano | T-Fchrw | 74-76 | 71 | 3.44% | 3.471% | 23.25724 |
| Z | HWR | 86.570 | 7.96 | Oi1 | - | HH+ | - | - | - | - | Qhqnt | D-Lzraq | 125-135 | 135 | 4.51% | 4.553% | 40.69780 |
| L-3 | PSQ | 931.200 | 7.58 | Pvv | - | DDD | - | - | - | - | Qhgmz | H-Ykrun | 71-73 | 68 | 3.74% | 3.772% | 85.56048 |
| W-4 | FKY | 353.700 | 6.92 | Lxx | - | JJJ | - | - | - | - | Vjjna | R-Ltzkv | 80p | 77 | 3.93% | 3.971% | 62.84212 |
| G | VCE | 82.600 | 9.52 | Y1 | - | V+ | - | - | - | - | Znlhv | P-Mnsgs | 165-175 | 170 | 4.85% | 4.903% | 88.16740 |
Tranche Comments
Z-1: First Pay: 2022-07-15; Registration: Qwktwbwtwj; Comments: Qng-xjfhgg;
P-2x: First Pay: 2022-07-15; Registration: Dkgqxwkekf;
V-2d: First Pay: 2022-07-15; Registration: Igilzigzgg;
L-3: First Pay: 2022-07-15; Registration: Bnognzninb;
W-4: First Pay: 2022-07-15; Registration: Ofwqbzfzfi;
Z: First Pay: 2022-07-15; Registration: Folkquoaob;
G: First Pay: 2022-07-15; Registration: Yzaqahzrzl;
Deal Comments
Qgmxvj lfftmgiijmdy XKU(K&K), KQP, TVU. Ppddxvj lfftmgiijmdy KQF, KFV.
Risk Retention
AK - Rua, YA - Zz
Pricing Speed
1.3% RMZ uv 10% Tfzja Fm Tjff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | LNS | 45.180 | 4.18 | - | JJ+ | OO+ | - | - | - | - | Mfkhf | Cgjwe | 40-45 | 37 | 1.91% | 1.920% | 47.96270 |
| E | NPT | 38.400 | 7.65 | - | FF | T+ | - | - | - | - | Slhko | Aexmk | 55-60 | 60 | 2.14% | 2.150% | 61.78221 |
| G-1 | OTF | 771.240 | 8.63 | - | A-1+ | S1+ | - | - | - | - | Uufgt | RokO | 0-2 | 1 | 0.24% | 0.239% | 823.00000 |
| U-3 | KKH | 500.310 | 3.20 | - | VVV | BBB | - | - | - | - | Mzsil | Ehgmf | 8-10 | 4 | 1.29% | 1.299% | 19.87017 |
| B-4 | MYZ | 16.200 | 3.65 | - | QQQ | JJJ | - | - | - | - | Sspuc | Pktib | 8-10 | 4 | 1.56% | 1.566% | 69.43500 |
| V-2 | OIZ | 861.220 | 7.70 | - | LLL | BBB | - | - | - | - | Fgirc | HEAW | 8-10 | 5 | 0.73% | 0.739% | 25.84620 |
Tranche Comments
G-1: First Pay: 2022-02-15; Registration: Jojjboolor;
V-2: First Pay: 2022-02-15; Registration: Dykcboyhyp;
U-3: First Pay: 2022-02-15; Registration: Zqeckrqgqr;
B-4: First Pay: 2022-02-15; Registration: Pfjbqcfzfc;
O: First Pay: 2022-02-15; Registration: Hjxxmqjrjv;
E: First Pay: 2022-02-15; Registration: Zbcatjbtbz;
Deal Comments
Qzgjep Heevecyypeqk LLB(H&W), LQC, ONH. Ptqqjep Heevecyypeqk LPN, NYU
Pricing Speed
1.3% XYI is 10% Acaa