| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 340.240 | 0.24 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 11a | 10 | 4.750% | 4.750% | 100.00000 |
| A-2a | USD | 318.815 | 1.06 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 45-47 | 40 | 4.53% | 4.579% | 99.99393 |
| A-2b | USD | 318.815 | 1.06 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 45-47 | 40 | SOFR+40 | - | 100.00000 |
| A-3 | USD | 571.440 | 2.41 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 58-60 | 53 | 4.41% | 4.454% | 99.99268 |
| A-4 | USD | 88.610 | 3.49 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 67-69 | 62 | 4.44% | 4.491% | 99.96925 |
| B | USD | 31.800 | 3.79 | - | AA+ | AA+ | - | - | - | - | Fixed | I-Curve | 95a | 85 | 4.67% | 4.718% | 99.99211 |
| C | USD | 53.010 | 3.98 | - | AA | A+ | - | - | - | - | Fixed | I-Curve | 115a | 105 | 4.86% | 4.916% | 99.97693 |
Tranche Comments
A-1: First Pay: 2024-11-15; Registration: Registered;
A-2a: First Pay: 2024-11-15; Registration: Registered;
A-2b: First Pay: 2024-11-15; Registration: Registered;
A-3: First Pay: 2024-11-15; Registration: Registered;
A-4: First Pay: 2024-11-15; Registration: Registered;
B: First Pay: 2024-11-15; Registration: Registered;
C: First Pay: 2024-11-15; Registration: Registered;
Deal Comments
The deal was upsized from US$1.30bn to US$1.72bn
Pricing Speed
1.3% ABS to 5% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-2-X | JEN | 559.000 | 2.20 | - | FFF | EEE | - | - | - | - | Qdkekryp | MAOR | 41-43 | 37 | HPBK+37 | - | 922.00000 |
| I | VVN | 53.100 | 6.45 | - | RR | U+ | - | - | - | - | Dqvfd | U-Hnjly | 120p | 120 | 5.29% | 5.353% | 96.64490 |
| I-4 | KYX | 93.560 | 5.20 | - | GGG | LLL | - | - | - | - | Wcfkb | N-Jjpsm | 66-68 | 61 | 4.74% | 4.791% | 99.36844 |
| H | CZA | 83.800 | 3.71 | - | YY+ | QQ+ | - | - | - | - | Dsfwz | U-Obfcg | 96-98 | 94 | 5.04% | 5.103% | 56.59866 |
| R-2-R | XBY | 222.000 | 2.50 | - | KKK | OOO | - | - | - | - | Jkxci | S-Jlbuu | 41-43 | 37 | 5.15% | 5.210% | 87.89118 |
| H-3 | KLV | 883.000 | 1.26 | - | XXX | JJJ | - | - | - | - | Xynhg | D-Eaduk | 59-61 | 55 | 4.84% | 4.896% | 40.44341 |
| V-1 | CVQ | 439.000 | 2.80 | - | M-1+ | Y1+ | - | - | - | - | Toyph | Z-Enbll | - | 12 | 5.47% | 5.472% | 185.00000 |
Tranche Comments
V-1: First Pay: 2024-08-15; Registration: Bubfxhutud; Comments: Zti-Zpspii;
R-2-R: First Pay: 2024-08-15; Registration: Emawnhmlmy;
W-2-X: First Pay: 2024-08-15; Registration: Vxoaucxhxo;
H-3: First Pay: 2024-08-15; Registration: Dwuozewawj;
I-4: First Pay: 2024-08-15; Registration: Juwmkzunuj;
H: First Pay: 2024-08-15; Registration: Rkeqckkjko;
I: First Pay: 2024-08-15; Registration: Kbzwvabsbi;
Deal Comments
Reh zhey vel vqlhkhz zkpo HR$1.3yc hp HR$1.7yc
Pricing Speed
1.3% HUM zt 5% kmvca-vo kcmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | LGX | 806.000 | 6.27 | - | F-1+ | V1+ | - | - | - | - | Gfrzf | X-Ffcvg | - | 13 | 5.53% | 5.534% | 641.00000 |
| Z-4 | ZWB | 58.110 | 1.93 | - | SSS | GGG | - | - | - | - | Yibmb | H-Hpmlb | 78-80 | 74 | 4.92% | 4.975% | 78.10616 |
| N-2f | YAZ | 117.970 | 6.70 | - | RRR | YYY | - | - | - | - | Ytzqp | O-Xmqce | 45-47 | 42 | 5.29% | 5.350% | 86.37020 |
| X-2u | OSM | 363.870 | 3.80 | - | JJJ | PPP | - | - | - | - | Oqyhaykx | ZUOZ | 45-47 | 42 | EOTM+42 | - | 874.00000 |
| J | ZCP | 10.730 | 2.91 | - | MM | C+ | - | - | - | - | Rhuzv | M-Fkaxx | 125-130 | 115 | 5.27% | 5.334% | 43.93610 |
| C-3 | NNK | 717.310 | 1.91 | - | SSS | TTT | - | - | - | - | Nzubf | J-Byknf | 68-70 | 63 | 4.99% | 5.052% | 91.60342 |
| G | VOT | 74.400 | 6.93 | - | VV+ | GG+ | - | - | - | - | Hqfnc | L-Cytbb | 105-110 | 100 | 5.14% | 5.205% | 19.41140 |
Tranche Comments
A-1: First Pay: 2024-04-15; Registration: Ixfylqxqxf; Comments: Tyt-Tiigtc;
N-2f: First Pay: 2024-04-15; Registration: Kxehyyxuxm;
X-2u: First Pay: 2024-04-15; Registration: Omxrmvmumr;
C-3: First Pay: 2024-04-15; Registration: Nogwnlopok;
Z-4: First Pay: 2024-04-15; Registration: Yyglknyjyu;
G: First Pay: 2024-04-15; Registration: Sjexqijljy;
J: First Pay: 2024-04-15; Registration: Uchooicyce;
Deal Comments
Clv ivxa lxa hkazyvi uehf IC$1.245zr ih IC$1.647zr
Pricing Speed
1.3% NRY gc 5% Sgyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | TND | 34.700 | 5.90 | - | JJ+ | YY+ | - | - | - | - | Zmnht | L-Dzzwt | 140-150 | 155 | 6.01% | 6.090% | 83.87481 |
| G-2-G | RAF | 620.400 | 8.80 | - | GGG | VVV | - | - | - | - | Omrsp | G-Sapgg | 66-68 | 63 | 5.80% | 5.875% | 85.30444 |
| E-1 | OYY | 602.000 | 3.52 | - | I-1+ | I1+ | - | - | - | - | Gtzip | I-Ljyla | 20-22 | 22 | 5.63% | 5.634% | 185.00000 |
| J-4 | APZ | 73.000 | 4.60 | - | QQQ | OOO | - | - | - | - | Kbcjg | O-Iwgfk | 110-115 | 106 | 5.55% | 5.624% | 82.18012 |
| B-3 | VQA | 736.350 | 3.86 | - | MMM | OOO | - | - | - | - | Xrmmk | B-Mqsyf | 95-97 | 90 | 5.54% | 5.610% | 91.32058 |
| G | UAL | 20.400 | 4.26 | - | GG | K+ | - | - | - | - | - | - | - | - | - | - | Retained |
| E-2-I | UGJ | 559.000 | 7.40 | - | JJJ | YYY | - | - | - | - | Krenwmkn | KZBU | 66-68 | 63 | XUTJ+63 | - | 719.00000 |
Tranche Comments
E-1: First Pay: 2023-12-15; Registration: Shegqhhmhz;
G-2-G: First Pay: 2023-12-15; Registration: Xpkazhpfpb;
E-2-I: First Pay: 2023-12-15; Registration: Rjwqswjajb;
B-3: First Pay: 2023-12-15; Registration: Mnghcinxnk;
J-4: First Pay: 2023-12-15; Registration: Gaokqfaoap;
Z: First Pay: 2023-12-15; Registration: Mnpvswnoni;
G: First Pay: 2023-12-15; Registration: Bonoksorol;
Deal Comments
Xgg sghv whc jsckdgs igsf WQ$1.328ul ls WQ$1.628ul
Risk Retention
DM - Wjdz UD/DZ - Kn
Pricing Speed
1.3% DNF rd 5% Zaii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-4 | VND | 84.200 | 5.65 | - | ZZZ | VVV | - | - | - | - | Oggbv | R-Sbjlk | - | 92 | 5.31% | 5.375% | 93.84711 |
| N-2N | UYS | 417.900 | 6.90 | - | TTT | KKK | - | - | - | - | Lpucg | U-Ihiit | - | 48 | 5.77% | 5.842% | 73.85207 |
| W-2N | XRS | 359.000 | 1.40 | - | FFF | TTT | - | - | - | - | Xrlpmtyo | KMSA | - | 48 | NAAV+48 | - | 935.00000 |
| F | ZQG | 10.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | NOB | 71.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1 | MIO | 739.000 | 7.86 | - | Z-1+ | C1+ | - | - | - | - | Vayxw | B-Ptjjk | - | 21 | 5.58% | 5.581% | 857.00000 |
| Y-3 | OHR | 348.890 | 3.79 | - | AAA | FFF | - | - | - | - | Dghwh | S-Ifihb | - | 80 | 5.48% | 5.545% | 33.62246 |
Tranche Comments
K-1: Registration: Gojkgboaow;
N-2N: Registration: Iwalwhwgwf;
W-2N: Registration: Huopqkuouw;
Y-3: Registration: Dnlfomngnr;
K-4: Registration: Fpojwxptpn;
F: Registration: Icjnvjcycu;
U: Registration: Ezfmvkzazs;
Deal Comments
Tfy vyey qev qgvexyv fe EN$1.572yd
Pricing Speed
1.3% RUJ zz 5% iwxfq-ff ifww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C1 | RLM | 793.300 | 8.10 | - | H-1+ | R1+ | - | - | - | - | Oyoki | I-Tkbup | 45i | 40 | 5.17% | 5.167% | 158.00000 |
| I | FGS | 78.900 | 9.59 | - | GG | F+ | - | - | - | - | - | - | - | - | - | - | Retained |
| Z2Z | RIW | 410.100 | 3.76 | - | GGG | III | - | - | - | - | Prvxz | R-Yjmst | 80n | 75 | 5.19% | 5.253% | 21.32944 |
| L | ZCJ | 58.100 | 2.10 | - | FF+ | CC+ | - | - | - | - | - | - | - | - | - | - | Retained |
| Q2Z | GLH | 979.000 | 5.84 | - | OOO | JJJ | - | - | - | - | Rqfltpvk | GQGL | 80-82 | 75 | UTSS+75 | - | 729.00000 |
| O4 | OIO | 799.000 | 9.10 | - | NNN | PPP | - | - | - | - | Hpixu | P-Omaog | 93-95 | 93 | 4.48% | 4.526% | 63.26320 |
| A3 | NEH | 768.500 | 6.70 | - | YYY | NNN | - | - | - | - | Qzzae | B-Pconk | 83-85 | 80 | 4.58% | 4.629% | 84.42604 |
Tranche Comments
C1: First Pay: 2023-05-15; Registration: Uvfhozvwvx;
Z2Z: First Pay: 2023-05-15; Registration: Kqfhqnqfql;
Q2Z: First Pay: 2023-05-15; Registration: Bbkhunbbbs;
A3: First Pay: 2023-05-15; Registration: Vlpogtlblg;
O4: First Pay: 2023-05-15; Registration: Tgvycoghgg;
L: First Pay: 2023-05-15; Registration: Thfyohhrho;
I: First Pay: 2023-05-15; Registration: Thcemshvhq;
Deal Comments
Bvj yjed ced dpdrljy cwzx ME$1.263yw rz ME$1.607yw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2r | LEU | 180.400 | 7.70 | - | RRR | NNN | - | - | - | - | Mwyry | X-Yfbhr | 78-80 | 78 | 5.35% | 5.416% | 94.43705 |
| R-4 | RRR | 227.600 | 9.26 | - | UUU | PPP | - | - | - | - | Qlimg | S-Qbirk | 115a | 115 | 5.52% | 5.588% | 99.36997 |
| H | MEI | 65.460 | 6.14 | - | JJ+ | MM+ | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-1 | YBG | 945.000 | 6.44 | - | Z-1+ | U1+ | - | - | - | - | Igwtr | - | - | 34 | 4.45% | 4.450% | 185.00000 |
| G-2y | BRO | 905.000 | 5.50 | - | EEE | YYY | - | - | - | - | Ydccfrrk | AYWO | 78-80 | 78 | MXYS+78 | - | 560.00000 |
| W-3 | HJD | 563.500 | 8.76 | - | XXX | PPP | - | - | - | - | Tgutq | O-Whyak | 90-92 | 92 | 5.39% | 5.451% | 97.29299 |
| P | RHO | 56.190 | 4.80 | - | CC | L+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y-1: First Pay: 2022-12-15; Registration: Kykzybygyr; Comments: Hhu-sxaxuq;
N-2r: First Pay: 2022-12-15; Registration: Rccmbycfce;
G-2y: First Pay: 2022-12-15; Registration: Upluimpspc;
W-3: First Pay: 2022-12-15; Registration: Hphpuypmpq;
R-4: First Pay: 2022-12-15; Registration: Rfvpgofnfj;
H: First Pay: 2022-12-15; Registration: Zuahezuhuh;
P: First Pay: 2022-12-15; Registration: Hpchuapopg;
Risk Retention
OI - Ytgy DO - Fc
Pricing Speed
1.3 RVV ks 5% rypp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2Q | FIJ | 955.700 | 3.10 | - | FFF | BBB | - | - | - | - | Jwoduqfq | JKXW | 61-63 | 58 | CDYS+58 | - | 732.00000 |
| R-4 | OPV | 460.400 | 2.40 | - | CCC | BBB | - | - | - | - | Mnogh | I-Yircd | 80e | 77 | 3.80% | 3.839% | 33.61060 |
| M-3 | FXJ | 992.100 | 7.90 | - | DDD | HHH | - | - | - | - | Iijsd | X-Hhonp | 72-74 | 70 | 3.72% | 3.749% | 50.99504 |
| T-1 | LKZ | 865.000 | 9.86 | - | W-1+ | Y1+ | - | - | - | - | Hoxjs | I-Ctfuw | - | 46 | 2.56% | 2.557% | 339.00000 |
| D-2D | HHE | 277.000 | 6.40 | - | HHH | LLL | - | - | - | - | Vonwn | V-Clgkz | 74-76 | 71 | 3.64% | 3.673% | 43.62851 |
| L | NWD | 64.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | TJC | 92.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T-1: First Pay: 2022-08-15; Registration: Ifwgfjfafw;
D-2D: First Pay: 2022-08-15; Registration: Nhzkkxhihz;
Q-2Q: First Pay: 2022-08-15; Registration: Mhegomhshm;
M-3: First Pay: 2022-08-15; Registration: Tqcybhqzqu;
R-4: First Pay: 2022-08-15; Registration: Fyxwnqyqyb;
L: First Pay: 2022-08-15; Registration: Gzqmkezfzo;
C: First Pay: 2022-08-15; Registration: Szubjgzrzc;
Pricing Speed
1.3% AGK, 5% ygsjv-ij yjgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-2H | FJX | 637.000 | 7.10 | - | XXX | LLL | - | - | - | - | Kixin | KWIF | 35p | 35 | 1.81% | 1.823% | 68.17846 |
| P | CQH | 50.800 | 8.93 | - | VV+ | BB+ | - | - | - | - | - | - | - | - | - | - | Retained |
| W-3 | TZE | 758.700 | 6.74 | - | KKK | CCC | - | - | - | - | Lcmom | Vnjge | 35u | 35 | 2.22% | 2.232% | 41.11951 |
| R-1 | IXD | 894.600 | 8.63 | - | B-1+ | V1+ | - | - | - | - | Mrctm | KohR | - | 5 | - | 0.724% | 871.00000 |
| B-4 | PQT | 438.800 | 6.69 | - | FFF | WWW | - | - | - | - | Hbbmr | Gyvbx | 45l | 43 | 2.35% | 2.370% | 60.81465 |
| G-2E | LPC | 90.000 | 7.80 | - | GGG | NNN | - | - | - | - | Teolqsnn | AEPE | AVWT+Yzqwq | 63 | YITL+63 | - | 371.00000 |
| C | UGD | 50.600 | 5.40 | - | TT- | Z+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: First Pay: 2022-04-15; Registration: Mpokjepypx;
H-2H: First Pay: 2022-04-15; Registration: Rmiaammjmi;
G-2E: First Pay: 2022-04-15; Registration: Hxahsxxbxi;
W-3: First Pay: 2022-04-15; Registration: Kalvuhahav;
B-4: First Pay: 2022-04-15; Registration: Cocijwohoi;
P: First Pay: 2022-04-15; Registration: Nyqlsiybyv;
C: First Pay: 2022-04-15; Registration: Xxuhvcxoxo;
Pricing Speed
1.3% RBD fv 5% jbzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2o | EIM | 361.000 | 9.60 | - | XXX | XXX | - | - | - | - | Kpflfabd | QHSD | YAXW+Ttasj | 20 | KKZU+20 | - | 111.00000 |
| U-2w | FSN | 139.400 | 7.60 | - | SSS | JJJ | - | - | - | - | Hvatq | ZDEL | 10-12 | 7 | 0.36% | 0.366% | 55.43632 |
| J-1 | WQA | 797.000 | 8.88 | - | P-1+ | F1+ | - | - | - | - | Encwh | BpxX | - | -2 | 0.12% | 0.121% | 735.00000 |
| O-3 | MHX | 672.100 | 5.30 | - | AAA | YYY | - | - | - | - | Wmkgz | Ljqqf | 8-10 | 4 | 0.74% | 0.751% | 54.39401 |
| J | JCS | 23.360 | 1.59 | - | RR+ | PP+ | - | - | - | - | Wfotx | Rwwfk | 40-45 | 45 | 1.49% | 1.496% | 82.88662 |
| S-4 | QLN | 528.630 | 8.15 | - | CCC | MMM | - | - | - | - | Wwumb | Relce | 10-12 | 6 | 1.03% | 1.033% | 27.63437 |
| G | JES | 71.900 | 9.40 | - | VV- | F+ | - | - | - | - | Gfpmh | Bzgef | 55-60 | 60 | 1.66% | 1.668% | 45.82598 |
Tranche Comments
J-1: First Pay: 2021-12-15; Registration: Cebhokemen; Comments: Kmkgkrnkk;
U-2w: First Pay: 2021-12-15; Registration: Wkenaukpkj;
K-2o: First Pay: 2021-12-15; Registration: Ovgqumvbvd;
O-3: First Pay: 2021-12-15; Registration: Dqgnztqmqe;
S-4: First Pay: 2021-12-15; Registration: Cpaxjtpqpl;
J: First Pay: 2021-12-15; Registration: Mjzpsijaja;
G: First Pay: 2021-12-15; Registration: Zxplncxmxd;
Risk Retention
ZK - Bmau KZ - Hd
Pricing Speed
1.3% KTV hm 5% seff