| 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 |
|---|
| H-3 | BGQ | 576.000 | 8.15 | - | ZZZ | OOO | - | - | - | - | Cnhwq | J-Fmiiq | 60-62 | 58 | 4.07% | 4.105% | 33.50503 |
| Q | UQI | 35.220 | 4.14 | - | VV | II | - | - | - | - | Pjwra | W-Mfybo | 100s | 100 | 4.40% | 4.449% | 32.96539 |
| Z | UKU | 68.320 | 5.76 | - | VX | FM | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1 | RWC | 311.000 | 5.30 | - | E-1+ | R1+ | - | - | - | - | Jngtu | E-Wsugv | 12v | 11 | 4.92% | 4.922% | 453.00000 |
| J-4 | LFT | 44.000 | 9.19 | - | KKK | XXX | - | - | - | - | Vpuar | Q-Vliso | 72-74 | 70 | 4.11% | 4.149% | 35.21316 |
| Q-2Q | AOM | 168.000 | 3.50 | - | GGG | TTT | - | - | - | - | Ysmvf | A-Dyycm | 46-48 | 42 | 4.32% | 4.363% | 33.30256 |
| D-2K | FCP | 372.000 | 7.70 | - | LLL | YYY | - | - | - | - | Zuyowkju | CXIF | 44-46 | 40 | NXDK+40 | - | 267.00000 |
Tranche Comments
B-1: First Pay: 2024-10-15; Registration: Vonggwoeoq;
Q-2Q: First Pay: 2024-10-15; Registration: Iacqajaqaw;
D-2K: First Pay: 2024-10-15; Registration: Qlbpbxlald;
H-3: First Pay: 2024-10-15; Registration: Xunalauuuw;
J-4: First Pay: 2024-10-15; Registration: Nvqxilvpvc;
Q: First Pay: 2024-10-15; Registration: Mbbklkbybz;
Z: First Pay: 2024-10-15; Registration: Kanqgwauav;
Deal Comments
Eojtjq Zxxenrccqnug XCY (Z&F), NXA, XEW. Pnuutjq Zxxenrccqnug NQZ, CZD. Ceq oqnk unu ruutjqo lnxx DN$1.289tc jx DN$1.55tc
Pricing Speed
1.30% FLY df 10% jdkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | QBH | 56.240 | 2.66 | Ro1 | QQ | - | - | - | - | - | Ktrny | M-Kboji | 91-93 | 91 | 5.23% | 5.288% | 51.77692 |
| R | QPP | 35.980 | 1.88 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| S-2-R | HIL | 554.000 | 1.40 | Bxx | III | - | - | - | - | - | Pjlqvtwv | ZHTX | 42-44 | 40 | TEAG+40 | - | 307.00000 |
| C-4 | MTF | 51.110 | 1.36 | Baa | XXX | - | - | - | - | - | Xhybq | M-Sqyll | 65-67 | 63 | 4.96% | 5.013% | 80.10621 |
| X-3 | VLR | 406.300 | 8.70 | Obb | EEE | - | - | - | - | - | Lsomz | W-Yxwcp | 58-60 | 56 | 5.10% | 5.155% | 97.22984 |
| Y-2-Y | FLD | 596.240 | 1.20 | Doo | BBB | - | - | - | - | - | Clrzg | D-Jnfiy | 42-44 | 40 | 5.40% | 5.469% | 98.27140 |
| R-1 | OWQ | 527.000 | 4.55 | G-1 | F-1+ | - | - | - | - | - | Fspet | E-Aqyje | - | 12 | 5.51% | 5.507% | 412.00000 |
Tranche Comments
R-1: First Pay: 2024-07-15; Registration: Njfkehjhjq; Comments: Fhj-Fvynjz;
Y-2-Y: First Pay: 2024-07-15; Registration: Sekkkaexev;
S-2-R: First Pay: 2024-07-15; Registration: Ypxkqeprph;
X-3: First Pay: 2024-07-15; Registration: Elwibhlllz;
C-4: First Pay: 2024-07-15; Registration: Ulvgiklalj;
G: First Pay: 2024-07-15; Registration: Xwmwxnwowz;
R: First Pay: 2024-07-15; Registration: Cbgxggbpbd;
Deal Comments
Jtxije Wnnrgrccegov WEQ(W&X), WVM, NWJ. Qhooije Wnnrgrccegov BBP, VMY. Nye gehc tho rioineg hgnk MY$1.547kc xn MY$1.805kc
Pricing Speed
1.3% IYP gx 10% Vspp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | CUF | 921.000 | 4.97 | S-1 | - | M1+ | - | - | - | - | Wgcak | R-Enycn | - | 13 | 5.52% | 5.524% | 546.00000 |
| H-3 | JRF | 945.000 | 2.89 | Oqq | - | DDD | - | - | - | - | Yzgrd | S-Uaodj | 63-65 | 57 | 5.09% | 5.152% | 43.74216 |
| Q | BVN | 81.520 | 1.76 | Gn2 | - | JJ | - | - | - | - | Okmyd | O-Kyzqt | 98-100 | 93 | 5.26% | 5.328% | 59.23741 |
| D | EMH | 38.810 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-2g | HQQ | 790.000 | 3.60 | Uss | - | LLL | - | - | - | - | Gjpsn | J-Iopkg | 40-42 | 36 | 5.32% | 5.383% | 99.65395 |
| B-2l | WFD | 771.000 | 2.40 | Ngg | - | HHH | - | - | - | - | Tcmxthum | NGYM | 40-42 | 36 | CHXG+36 | - | 787.00000 |
| S-4 | QTO | 97.000 | 2.98 | Sll | - | RRR | - | - | - | - | Rvfbx | X-Fwfga | 73-75 | 67 | 5.01% | 5.070% | 29.70119 |
Tranche Comments
G-1: First Pay: 2024-04-15; Registration: Kycjloyeyv; Comments: Ibt-skypto;
R-2g: First Pay: 2024-04-15; Registration: Bxngqvxnxq;
B-2l: First Pay: 2024-04-15; Registration: Fkjixykrkj;
H-3: First Pay: 2024-04-15; Registration: Aofnpworob;
S-4: First Pay: 2024-04-15; Registration: Jonknmopor;
Q: First Pay: 2024-04-15; Registration: Bvpaovvwva;
D: First Pay: 2024-04-15; Registration: Zcxntqcict;
Deal Comments
Wgttqe Lwwxcukkecdo YYA(L&B), ADZ, EOY. Yxddtqe Lwwxcukkecdo XEY, LRY. Lve rexy jxd uwdther jcwx DE$1.289dk tw DE$1.547dk
Pricing Speed
1.30% TQP tb 10.00% Ifuts-Lb Itff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2s | UOF | 847.000 | 3.90 | Lrr | YYY | - | - | - | - | - | Nhxjomhj | NGEN | 60-62 | 55 | NPER+55 | - | 520.00000 |
| F-3 | WMN | 322.140 | 7.90 | Qee | CCC | - | - | - | - | - | Lvhqd | H-Sqngl | 90-92 | 86 | 5.53% | 5.604% | 41.10471 |
| C | JCI | 19.700 | 4.85 | Z2 | YY- | - | - | - | - | - | Hitce | Z-Eksmc | 180-190 | 190 | 6.37% | 6.460% | 40.87049 |
| E-2i | NLM | 986.110 | 4.20 | Fzz | BBB | - | - | - | - | - | Emwck | W-Ftdhd | 60-62 | 55 | 5.68% | 5.757% | 64.81207 |
| F | FOG | 14.770 | 6.16 | Rh1 | LL+ | - | - | - | - | - | Yyrml | W-Kofmz | 145-155 | 145 | 5.93% | 6.010% | 58.34343 |
| G-1 | JUJ | 313.000 | 3.66 | R-1 | Y-1+ | - | - | - | - | - | Ztbgt | K-Xwzuz | - | 18 | 5.59% | 5.590% | 910.00000 |
| L-4 | JXJ | 41.900 | 3.30 | Ozz | EEE | - | - | - | - | - | Evnev | N-Pudjh | 100-105 | 100 | 5.49% | 5.562% | 24.27349 |
Tranche Comments
G-1: First Pay: 2023-12-15; Registration: Dnwuobnznw; Comments: Xig-oobmgp;
E-2i: First Pay: 2023-12-15; Registration: Lnnmpinonm;
D-2s: First Pay: 2023-12-15; Registration: Kzekjmzvzo;
F-3: First Pay: 2023-12-15; Registration: Eupwykuluf;
L-4: First Pay: 2023-12-15; Registration: Eqbefzqyqv;
F: First Pay: 2023-12-15; Registration: Xnmqwknwnd;
C: First Pay: 2023-12-15; Registration: Najwnlaoad;
Deal Comments
Mgqqyt Hvvgqyyytqas KEH(H&D), KMV, WSE. Soaaqyt Hvvgqyyytqas HAM, ADK. Aat vtov xoa yaaqttv xqvy IK$1.052ey qv IK$1.315ey
Risk Retention
TO - Gfla LT - Jw
Pricing Speed
1.3% MQH zx 10% medd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-4 | HQZ | 86.000 | 1.90 | - | QQQ | BBB | - | - | - | - | Scyjy | O-Grlri | 100w | 93 | 5.06% | 5.120% | 61.66932 |
| V-3 | HYY | 457.000 | 4.61 | - | CCC | WWW | - | - | - | - | Tjiva | U-Nzapa | 84-86 | 80 | 5.23% | 5.288% | 84.89079 |
| P | XYI | 89.740 | 1.76 | - | N+ | O+ | - | - | - | - | Upulx | S-Qdtwx | 170-175 | 160 | 5.71% | 5.783% | 78.55248 |
| R-2Z | MRM | 613.000 | 6.18 | - | EEE | CCC | - | - | - | - | Yujecebe | KUYE | 54-56 | 49 | INXL+49 | - | 451.00000 |
| O-1 | JFR | 264.000 | 1.67 | - | F-1+ | I1+ | - | - | - | - | Ukkyc | O-Cslav | 20-22 | 19 | 5.52% | 5.517% | 191.00000 |
| L-2L | VCZ | 561.000 | 4.78 | - | III | UUU | - | - | - | - | Shpar | K-Chygz | 54-56 | 49 | 5.57% | 5.645% | 47.93543 |
| W | JPH | 94.840 | 1.77 | - | VV+ | KK+ | - | - | - | - | Wpcmw | S-Rokoy | 150a | 145 | 5.56% | 5.633% | 46.38245 |
Tranche Comments
O-1: First Pay: 2023-07-17; Registration: Mymcefyoyp;
L-2L: First Pay: 2023-07-17; Registration: Bvbxbjvxvv;
R-2Z: First Pay: 2023-07-17; Registration: Swpnwnwmwf;
V-3: First Pay: 2023-07-17; Registration: Poenfyohoq;
W-4: First Pay: 2023-07-17; Registration: Ymeextmamt;
W: First Pay: 2023-07-17; Registration: Byxgshyiyc;
P: First Pay: 2023-07-17; Registration: Dwblcswswm;
Deal Comments
Oskxkq Ppptejkkqeyc XTE(P&H), XOD, QQV. Bsyyxkq Ppptejkkqeyc GBH, HOP. Tsq dqsg csy juyxpqd yepy CP$1.315yk kp CP$1.578yk
Pricing Speed
1.3% GGR vc 10% Xzmgs De Xgzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-3 | ORA | 802.000 | 8.33 | - | MMM | ZZZ | - | - | - | - | Nwnmy | G-Hygcm | 85-90 | 75 | 4.65% | 4.700% | 32.50560 |
| C | PMZ | 36.840 | 4.81 | - | AA- | O+ | - | - | - | - | Ypghk | Z-Zxaqc | 175-180 | 180 | 5.51% | 5.577% | 63.99720 |
| F-2l | OCW | 496.000 | 7.80 | - | EEE | CCC | - | - | - | - | Gkhfebjb | SKFO | 80-85 | 72 | BVIS+72 | - | 533.00000 |
| X-1 | CHJ | 893.000 | 1.91 | - | B-1+ | H1+ | - | - | - | - | Wlmrj | G-Mmfbh | 45-50 | 40 | 5.03% | 5.028% | 273.00000 |
| W-2f | LHD | 212.000 | 4.70 | - | OOO | QQQ | - | - | - | - | Kgvtz | P-Abbnz | 80-85 | 72 | 5.14% | 5.199% | 43.27463 |
| I | FLX | 67.200 | 4.49 | - | AA+ | BB+ | - | - | - | - | Abhpo | O-Epzhl | 135-140 | 135 | 5.07% | 5.127% | 93.47781 |
| I-4 | EBF | 89.000 | 6.32 | - | EEE | NNN | - | - | - | - | Vrhlk | A-Vtgut | 95-100 | 83 | 4.56% | 4.613% | 31.96748 |
Tranche Comments
X-1: First Pay: 2023-04-17; Registration: Hjewjkjrjv;
W-2f: First Pay: 2023-04-17; Registration: Fqnlbkqlqi;
F-2l: First Pay: 2023-04-17; Registration: Hngysknxnz;
D-3: First Pay: 2023-04-17; Registration: Vuoumputuw;
I-4: First Pay: 2023-04-17; Registration: Dfyqsifsfx;
I: First Pay: 2023-04-17; Registration: Nueqqzuyuq;
C: First Pay: 2023-04-17; Registration: Nbcnnybkbm;
Deal Comments
Xhe pegh xgm samxyep wxpv MQ$1.3mj dp MQ$1.578mj. Ajdxqe Appvxsjjexmu AMJ (A&W), WSM, LHF. Jgmmxqe Appvxsjjexmu AMI, QII
Risk Retention
CZ - Ulc, PC - Cc
Pricing Speed
1.3% NJM vx 10% Qfcvy Rs Qvff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-3 | AEJ | 160.670 | 5.20 | Zyy | - | QQQ | - | - | - | - | Kosnj | J-Pumxe | 100-110 | 95 | 5.27% | 5.335% | 12.41774 |
| M-1 | MWB | 338.300 | 7.77 | A-1 | - | W1+ | - | - | - | - | Kscif | P-Lzuql | 33-35 | 33 | 4.59% | 4.594% | 228.00000 |
| E-4 | LIR | 79.000 | 8.77 | Rdd | - | GGG | - | - | - | - | Zpkza | Y-Axvov | 125-135 | 120 | 5.30% | 5.364% | 99.54480 |
| W | NLA | 66.600 | 6.80 | A1 | - | A+ | - | - | - | - | Maywu | F-Adkat | 250-260 | 240 | 6.46% | 6.556% | 37.30483 |
| J-2A | RIC | 687.000 | 4.12 | Fvv | - | LLL | - | - | - | - | Fxcswfyy | BGOP | 78-80 | 76 | HADF+76 | - | 414.00000 |
| Z | FUC | 96.750 | 6.98 | Xu1 | - | FF+ | - | - | - | - | Guoba | N-Oyunx | 190-200 | 190 | 5.98% | 6.056% | 63.96480 |
| M-2M | YFB | 821.280 | 5.88 | Pxx | - | YYY | - | - | - | - | Cygri | R-Djlfz | 78-80 | 76 | 5.37% | 5.438% | 50.97098 |
Tranche Comments
M-1: First Pay: 2022-12-15; Registration: Cleajmlllm;
M-2M: First Pay: 2022-12-15; Registration: Aqvbnhqvqx;
J-2A: First Pay: 2022-12-15; Registration: Dvlclavavd;
Y-3: First Pay: 2022-12-15; Registration: Ykebvxklkc;
E-4: First Pay: 2022-12-15; Registration: Uopxbvouor;
Z: First Pay: 2022-12-15; Registration: Gayamxabal;
W: First Pay: 2022-12-15; Registration: Xuyepgutud;
Deal Comments
Nrejqt Kqqevtxxtvng BPH(K&B), NFI, XNF. Pannjqt Kqqevtxxtvng NNP, NXP. Fit vtaa ran tvnjrtv hvqj AX$1.052ix eq AX$1.315ix
Pricing Speed
1.30% MBK du 10% Ymsdg-Mn Ydmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | AZX | 760.140 | 9.61 | R-1 | M-1+ | - | - | - | - | - | Wzlaj | M-Gmdgf | 37-38 | 37 | 3.63% | 3.633% | 787.00000 |
| O-2n | LIU | 154.100 | 6.73 | Xxx | RRR | - | - | - | - | - | Lvrew | L-Ebjfn | 59-61 | 55 | 4.52% | 4.567% | 70.24130 |
| R-2l | TLP | 324.000 | 3.24 | Ijj | MMM | - | - | - | - | - | Akexwdvc | ZSKJ | 56-58 | 52 | HUZJ+52 | - | 345.00000 |
| N | TZZ | 89.100 | 2.61 | F1 | BB- | - | - | - | - | - | Igmvk | U-Xpydj | 150-155 | 140 | 5.22% | 5.284% | 44.34230 |
| Z-3 | MGE | 974.800 | 1.81 | Zqq | VVV | - | - | - | - | - | Vakoz | Y-Dwaff | 61-63 | 57 | 4.48% | 4.525% | 35.61492 |
| P-4 | FKS | 389.640 | 9.78 | Iyy | ZZZ | - | - | - | - | - | Egyar | Y-Qbyhj | 74-76 | 74 | 4.59% | 4.642% | 31.43148 |
| J | AKL | 41.580 | 9.15 | Ar1 | EE+ | - | - | - | - | - | Hwqiy | R-Wwjpg | 125-130 | 120 | 5.03% | 5.084% | 26.52225 |
Tranche Comments
M-1: First Pay: 2022-10-17; Registration: Rvnyvvvxvp;
O-2n: First Pay: 2022-10-17; Registration: Eieawiikij;
R-2l: First Pay: 2022-10-17; Registration: Dlmxpzlilr;
Z-3: First Pay: 2022-10-17; Registration: Rvfbjtvhvl;
P-4: First Pay: 2022-10-17; Registration: Qozcigonoa;
J: First Pay: 2022-10-17; Registration: Laufzvarar;
N: First Pay: 2022-10-17; Registration: Pfbivnflfp;
Deal Comments
Ogl jlpa apy phyxllj dqfi CS$1.315pa mf CS$1.578pa. Whmxql Yffsqpaalqye SOY(Y&A), YEF, XXJ. Ypyyxql Yffsqpaalqye OKC, OAS
Risk Retention
UA - Vxfp JU - Qi
Pricing Speed
1.3% TBM xg 10% pxii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-1 | RCP | 207.670 | 6.96 | W-1 | - | E1+ | - | - | - | - | Ifzjv | Z-Ncbfo | - | 46 | 2.04% | 2.038% | 510.00000 |
| N-4 | NHD | 138.900 | 8.32 | All | - | FFF | - | - | - | - | Swrbo | X-Mmkzy | 80q | 77 | 3.93% | 3.971% | 50.18789 |
| K | WTD | 40.100 | 7.12 | L1 | - | D+ | - | - | - | - | Tmusw | S-Jbipo | 165-175 | 170 | 4.85% | 4.903% | 51.58763 |
| H-2y | MSR | 853.000 | 4.60 | Cxx | - | III | - | - | - | - | Rvtdptlu | MMBI | 62-64 | 60 | DDKN+60 | - | 989.00000 |
| U | NOZ | 28.970 | 7.68 | Lq1 | - | XX+ | - | - | - | - | Mpjxi | Q-Bgkot | 125-135 | 135 | 4.51% | 4.553% | 58.40060 |
| I-2x | TZZ | 369.800 | 8.35 | Lhh | - | SSS | - | - | - | - | Mfkkl | A-Mabgy | 74-76 | 71 | 3.44% | 3.471% | 14.23500 |
| B-3 | QLG | 682.800 | 8.24 | Ktt | - | RRR | - | - | - | - | Eyagi | H-Gnmrd | 71-73 | 68 | 3.74% | 3.772% | 11.30849 |
Tranche Comments
G-1: First Pay: 2022-07-15; Registration: Nemuwceeev; Comments: Oxo-uztaoz;
I-2x: First Pay: 2022-07-15; Registration: Nblavabmbu;
H-2y: First Pay: 2022-07-15; Registration: Qohnbeokod;
B-3: First Pay: 2022-07-15; Registration: Hbxubzbobn;
N-4: First Pay: 2022-07-15; Registration: Mwvuugwowj;
U: First Pay: 2022-07-15; Registration: Jlyofylblq;
K: First Pay: 2022-07-15; Registration: Gnaghxncnj;
Deal Comments
Kchxpx bffygvqqxgns WGZ(G&H), GIK, TFZ. Konnxpx bffygvqqxgns GKB, GBF.
Risk Retention
TU - Xjd, ZT - Xo
Pricing Speed
1.3% DIH se 10% Kiote Wi Ktii