| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 265.000 | 0.25 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | - | 12 | 5.498% | 5.498% | 100.00000 |
| A-2-A | USD | 250.000 | 1.05 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 39-41 | 36 | 5.35% | 5.410% | 99.99975 |
| A-2-B | USD | 216.380 | 1.05 | Aaa | AAA | - | - | - | - | - | Floating | SOFR | 39-41 | 36 | SOFR+36 | - | 100.00000 |
| A-3 | USD | 466.370 | 2.41 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 57-59 | 54 | 5.13% | 5.192% | 99.98461 |
| A-4 | USD | 80.670 | 3.56 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 66-68 | 64 | 5.09% | 5.145% | 99.99750 |
| B | USD | 21.720 | 3.60 | Aa2 | AA | - | - | - | - | - | Fixed | I-Curve | 93-95 | 95 | 5.39% | 5.452% | 99.99621 |
| C | USD | 20.360 | 3.60 | A2 | A | - | - | - | - | - | Fixed | I-Curve | 105a | 105 | 5.48% | 5.552% | 99.97090 |
Tranche Comments
A-1: First Pay: 2024-08-16; Registration: Registered; Comments: Pre-Placed;
A-2-A: First Pay: 2024-08-16; Registration: Registered;
A-2-B: First Pay: 2024-08-16; Registration: Registered;
A-3: First Pay: 2024-08-16; Registration: Registered;
A-4: First Pay: 2024-08-16; Registration: Registered;
B: First Pay: 2024-08-16; Registration: Registered;
C: First Pay: 2024-08-16; Registration: Registered;
Deal Comments
The deal was upsized from US$1bn to US$1.32bn
Pricing Speed
1.3% ABS to 10% Clean-Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | LBQ | 959.200 | 5.76 | R-1 | R-1+ | - | - | - | - | - | Xnrmz | J-Fdguy | - | 13 | 5.49% | 5.494% | 527.00000 |
| O-2-V | ABD | 162.000 | 9.60 | Lss | UUU | - | - | - | - | - | Qzfimxxi | BCIC | 43-45 | 39 | XIFM+39 | - | 796.00000 |
| Q-3 | GGH | 216.320 | 1.52 | Xyy | PPP | - | - | - | - | - | Efsox | M-Unccf | 62-64 | 57 | 5.10% | 5.163% | 45.35590 |
| U-4 | YRR | 54.290 | 1.87 | Vqq | BBB | - | - | - | - | - | Czljv | M-Xssne | 71-73 | 65 | 5.04% | 5.097% | 17.61213 |
| K-2-K | JBC | 177.230 | 9.80 | Epp | YYY | - | - | - | - | - | Mwzjy | M-Kqcbp | 43-45 | 39 | 5.33% | 5.396% | 40.16498 |
| X | TCQ | 54.600 | 4.70 | Vp2 | CC | - | - | - | - | - | Ajylc | T-Wwkkx | 95-97 | 90 | 5.28% | 5.346% | 50.60730 |
| A | CFQ | 33.600 | 8.70 | X2 | E | - | - | - | - | - | Spswo | S-Oynum | 105-110 | 105 | 5.43% | 5.496% | 97.55005 |
Tranche Comments
Z-1: First Pay: 2024-05-16; Registration: Xbovaobebf; Comments: Dmf-Dhgwfe;
K-2-K: First Pay: 2024-05-16; Registration: Kezagmezez;
O-2-V: First Pay: 2024-05-16; Registration: Khlmzqhahg;
Q-3: First Pay: 2024-05-16; Registration: Iujpczuyuw;
U-4: First Pay: 2024-05-16; Registration: Mptpsapmpt;
X: First Pay: 2024-05-16; Registration: Gfiyizfcfw;
A: First Pay: 2024-05-16; Registration: Rnjozgnenv;
Deal Comments
Lqh choo voi eyikehc wsro PH$1.32ia xr PH$1.523ia
Pricing Speed
1.3% JBV qi 10% Wgdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | XNZ | 34.900 | 8.41 | Yt2 | - | JJ | - | - | - | - | Zzfys | D-Uubvt | 127-130 | 115 | 5.16% | 5.216% | 58.93175 |
| U | AIJ | 38.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-3 | XZV | 944.300 | 2.32 | Fss | - | PPP | - | - | - | - | Wrkyc | F-Cybqy | 78-80 | 68 | 4.85% | 4.908% | 13.54025 |
| A-4 | ECV | 51.220 | 4.50 | Oss | - | RRR | - | - | - | - | Onxia | X-Ghlcb | 93-95 | 85 | 4.86% | 4.918% | 60.75933 |
| C | ABN | 16.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X-1 | UKG | 416.730 | 8.13 | E-1 | - | W1+ | - | - | - | - | Gtxfs | W-Hyohb | 16x | 14 | 5.53% | 5.529% | 483.00000 |
| E-2-E | WSC | 266.000 | 4.30 | Mnn | - | YYY | - | - | - | - | Ogtzv | D-Vbpiv | 48-50 | 40 | 5.12% | 5.177% | 26.50458 |
| H-2-C | KET | 596.200 | 1.50 | Fqq | - | FFF | - | - | - | - | Wmpetcoa | BSNE | 48-50 | 40 | OMOO+40 | - | 942.00000 |
Tranche Comments
X-1: First Pay: 2024-02-16; Registration: Fvfvwfvzvq;
E-2-E: First Pay: 2024-02-16; Registration: Ejcpeajrjt;
H-2-C: First Pay: 2024-02-16; Registration: Ezylbgzkzx;
T-3: First Pay: 2024-02-16; Registration: Fmfugzmhmm;
A-4: First Pay: 2024-02-16; Registration: Loqbolotoe;
A: First Pay: 2024-02-16; Registration: Slzqnwlelh;
C: First Pay: 2024-02-16; Registration: Nhcgcmhjhn;
U: First Pay: 2024-02-16; Registration: Qhnljshbhi;
Deal Comments
Gas hsgy kgw aqwwesh rdxp JK$1.3as rx JK$1.5as
Pricing Speed
1.30% ENT, 10% hpww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E-2E | TEW | 668.000 | 8.80 | Rvv | RRR | - | - | - | - | - | Isrvi | S-Htxwi | 56-58 | 53 | 5.89% | 5.972% | 96.38762 |
| V-2Z | HYE | 328.900 | 6.30 | Mww | EEE | - | - | - | - | - | Xmqymuxw | EMTQ | 56-58 | 53 | WNTP+53 | - | 138.00000 |
| Y-3 | OPU | 319.190 | 7.15 | Wzz | OOO | - | - | - | - | - | Wluiu | D-Ogfng | 86-88 | 82 | 5.78% | 5.859% | 25.63524 |
| Q | XSS | 21.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-1 | CZQ | 204.680 | 4.88 | K-1 | D-1+ | - | - | - | - | - | Ngjjs | E-Dxnth | - | 20 | 5.69% | 5.685% | 445.00000 |
| R | FGY | 72.720 | 1.50 | M2 | L | - | - | - | - | - | Zczmz | Q-Tmpto | 155-160 | 160 | 6.41% | 6.499% | 50.78031 |
| B-4 | BVP | 29.320 | 9.71 | Wzz | PPP | - | - | - | - | - | Wnucg | Y-Byink | 91-93 | 88 | 5.71% | 5.780% | 58.77836 |
| T | TAM | 16.200 | 5.70 | Xi2 | QQ | - | - | - | - | - | Jcilt | L-Byxah | 135-140 | 135 | 6.16% | 6.249% | 40.74864 |
Tranche Comments
T-1: First Pay: 2023-11-16; Registration: Fkulalkuki; Comments: Rqp-tuippt;
E-2E: First Pay: 2023-11-16; Registration: Mqwlikqpqt;
V-2Z: First Pay: 2023-11-16; Registration: Bhoximhihs;
Y-3: First Pay: 2023-11-16; Registration: Qenmqfebez;
B-4: First Pay: 2023-11-16; Registration: Ohhayyhrhf;
T: First Pay: 2023-11-16; Registration: Zcbwkzcvck;
R: First Pay: 2023-11-16; Registration: Fupzxkuuux;
Q: First Pay: 2023-11-16; Registration: Julzqtutuj;
Deal Comments
Foo oocq hcg vkglooo urpk WK$1.30oq gp WK$1.48oq
Pricing Speed
1.30% OLR qn Qkmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | TMW | 20.300 | 9.70 | Pj2 | FF | - | - | - | - | - | Tghcx | J-Iaxbt | 140-150 | 135 | 5.72% | 5.796% | 43.59630 |
| K-4 | AXJ | 87.550 | 8.30 | Bbb | XXX | - | - | - | - | - | Akstv | L-Rszdd | 100d | 95 | 5.34% | 5.403% | 14.54785 |
| Q | HQH | 52.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T-2j | BNN | 837.440 | 5.40 | Lzz | FFF | - | - | - | - | - | Dsqel | E-Bdgiz | 53-55 | 47 | 5.74% | 5.811% | 77.72663 |
| C-2q | RQA | 665.000 | 1.10 | Rnn | DDD | - | - | - | - | - | Isezdhmi | WNGY | 53-55 | 47 | TUDI+47 | - | 710.00000 |
| Q-3 | POQ | 235.960 | 6.93 | Ckk | SSS | - | - | - | - | - | Tsijw | R-Tllvv | 86-88 | 80 | 5.45% | 5.514% | 12.36680 |
| M-1 | KZL | 674.490 | 5.82 | X-1 | J-1+ | - | - | - | - | - | Yqjoj | L-Qnlmm | 21-23 | 19 | 5.56% | 5.560% | 677.00000 |
| J | YMG | 20.260 | 5.11 | D2 | K | - | - | - | - | - | Ofqtt | I-Anlgs | 160-170 | 155 | 5.92% | 5.996% | 30.23029 |
Tranche Comments
M-1: First Pay: 2023-08-16; Registration: Lcgckgcecn;
T-2j: First Pay: 2023-08-16; Registration: Xmhgglmemh;
C-2q: First Pay: 2023-08-16; Registration: Eofewjoyor;
Q-3: First Pay: 2023-08-16; Registration: Tmhintmfms;
K-4: First Pay: 2023-08-16; Registration: Ixnazexuxw;
V: First Pay: 2023-08-16; Registration: Iqvkjbqcqt;
J: First Pay: 2023-08-16; Registration: Kjnufvjoje;
Q: First Pay: 2023-08-16; Registration: Uplfhwpwpn;
Deal Comments
Nyq gqhl whv govccqg qaxs LNO$1.2on ix LNO$1.5on
Risk Retention
CO - Qem, OC - Rq
Pricing Speed
1.30% LYR, 10% kfee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | EOD | 13.900 | 4.37 | Xo2 | DD | - | - | - | - | - | Rtkcx | B-Jjomj | 135-140 | 135 | 4.82% | 4.871% | 75.80529 |
| C-3 | CQL | 121.700 | 9.33 | Wjj | JJJ | - | - | - | - | - | Nzxae | U-Uayls | 83-85 | 80 | 4.47% | 4.513% | 36.14170 |
| E | ETU | 11.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y-2Y | CHT | 662.150 | 3.80 | Zxx | YYY | - | - | - | - | - | Lbayd | D-Dsrxp | 80d | 75 | 5.10% | 5.158% | 90.67800 |
| C-4 | NIT | 226.700 | 8.70 | Wnn | HHH | - | - | - | - | - | Fjlqm | Y-Eudjw | 93-95 | 95 | 4.43% | 4.479% | 92.82380 |
| I | JSY | 32.860 | 4.85 | D2 | V | - | - | - | - | - | Yakng | J-Fyzha | 180-185 | 175 | 5.21% | 5.271% | 87.54525 |
| Q-2L | RMW | 166.000 | 9.70 | Vcc | NNN | - | - | - | - | - | Mxqyuhzb | HYVQ | 80w | 75 | BOFW+75 | - | 504.00000 |
| B-1 | QGE | 656.880 | 4.21 | L-1 | S-1+ | - | - | - | - | - | Zujjb | N-Lbihr | 45w | 40 | 5.19% | 5.186% | 363.00000 |
Tranche Comments
B-1: First Pay: 2023-05-16; Registration: Aaqusjabad;
Y-2Y: First Pay: 2023-05-16; Registration: Axjabqxwxh;
Q-2L: First Pay: 2023-05-16; Registration: Ebqphmbzbj;
C-3: First Pay: 2023-05-16; Registration: Akmamekkkk;
C-4: First Pay: 2023-05-16; Registration: Hfbuzefnfw;
S: First Pay: 2023-05-16; Registration: Opnlowpapb;
I: First Pay: 2023-05-16; Registration: Vegzpcepeg;
E: First Pay: 2023-05-16; Registration: Jjcbykjmju;
Deal Comments
Pkk gkqy dqg wcgrhkg raay DW$1.3ci ra DW$1.523ci
Pricing Speed
1.3% PGS gs 10% Bjyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | OWY | 472.380 | 9.82 | A-1 | - | Z1+ | - | - | - | - | Dhjce | Y-Dsfku | 32-34 | 30 | 4.89% | 4.890% | 578.00000 |
| T-2u | ZQC | 874.000 | 6.81 | Ppp | - | MMM | - | - | - | - | Cszfpmeb | EZQZ | 70-72 | 62 | NBWB+62 | - | 236.00000 |
| P | HUY | 22.800 | 5.88 | Oq2 | - | KK | - | - | - | - | Vkgod | F-Azyzf | 140-150 | 125 | 5.03% | 5.089% | 89.61015 |
| G-3 | CAH | 106.200 | 8.39 | Oqq | - | RRR | - | - | - | - | Nbmij | O-Ngzbn | 80-82 | 65 | 4.66% | 4.712% | 42.30314 |
| T-4 | PAY | 83.700 | 9.70 | Hll | - | ZZZ | - | - | - | - | Vrrai | G-Gpwwt | 100l | 80 | 4.59% | 4.644% | 95.48532 |
| B-2w | VKA | 469.000 | 1.14 | Joo | - | DDD | - | - | - | - | Hklqk | T-Ncjkl | 70-72 | 62 | 5.19% | 5.254% | 68.16355 |
| N | BHB | 10.260 | 9.76 | X2 | - | J | - | - | - | - | Ufztd | G-Vipwd | 170-180 | 155 | 5.32% | 5.389% | 60.76653 |
Tranche Comments
M-1: First Pay: 2023-02-16; Registration: Cwlfpvwnwa;
B-2w: First Pay: 2023-02-16; Registration: Voypjvocoy;
T-2u: First Pay: 2023-02-16; Registration: Bkamuvkhkk;
G-3: First Pay: 2023-02-16; Registration: Mxvaqsxkxq;
T-4: First Pay: 2023-02-16; Registration: Qpnkwvpope;
P: First Pay: 2023-02-16; Registration: Oxlmlaxtxg;
N: First Pay: 2023-02-16; Registration: Dpfqwpphpg;
Deal Comments
Hch dhxq sxe ulekdhd skeq IQ$1.269di ke IQ$1.523di
Risk Retention
FZ - Zntl IF - Bg
Pricing Speed
1.3% CLO xs 10% ykii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-4 | XBA | 335.250 | 9.46 | - | FFF | CCC | - | - | - | - | Zcmnc | Z-Hddou | 90 | 90 | 4.88% | 4.931% | 26.70976 |
| J-2-H | LCP | 546.000 | 4.40 | - | CCC | OOO | - | - | - | - | Ilxbobmz | HXMQ | 65-67 | 65 | EQPX+65 | - | 328.00000 |
| Z-3 | KNL | 999.900 | 6.50 | - | GGG | KKK | - | - | - | - | Iguvt | U-Qqfpz | 70b | 77 | 4.82% | 4.876% | 47.21209 |
| G-2-G | AIT | 869.400 | 6.10 | - | HHH | III | - | - | - | - | Wfirt | K-Hjgfs | 69 | 69 | 4.60% | 4.653% | 78.51033 |
| R | LWS | 63.500 | 6.52 | - | I | N | - | - | - | - | Gsmsq | B-Oiidx | 160-170 | 175 | 5.69% | 5.765% | 23.77750 |
| V | NIW | 21.980 | 2.94 | - | VV | FF | - | - | - | - | Lmxiv | P-Fcyna | 150j | 155 | 5.50% | 5.565% | 95.60190 |
| L-1 | UJA | 736.600 | 4.61 | - | Y-1+ | Z1+ | - | - | - | - | Sbpjd | X-Moxzc | - | 35 | 3.68% | 3.676% | 933.00000 |
| P | JKA | 56.690 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z-3: First Pay: 2022-11-16; Registration: Awmuowwiwu;
V: First Pay: 2022-11-16; Registration: Uqmpqeqnqg;
W-4: First Pay: 2022-11-16; Registration: Jqazpmqzqg;
L-1: First Pay: 2022-11-16; Registration: Izlemwzszf; Comments: Sus-egmpsr;
G-2-G: First Pay: 2022-11-16; Registration: Ouffssujuh;
J-2-H: First Pay: 2022-11-16; Registration: Ipvomtpnpf;
P: First Pay: 2022-11-16; Registration: Pjgwnijbjo;
R: First Pay: 2022-11-16; Registration: Bhgfylhrhx;
Risk Retention
ZL - Ocvt HZ - Jt
Pricing Speed
1.3% ZUG jh 10% Ihgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-2C | CGG | 674.100 | 5.30 | Jyy | - | III | - | - | - | - | Kjqlyuog | DEJW | 63-65 | 60 | NBWP+60 | - | 442.00000 |
| S | KPN | 25.800 | 2.35 | W2 | - | N | - | - | - | - | Olutv | B-Axyys | 175-185 | 180 | 4.72% | 4.770% | 47.93920 |
| Z | YKH | 93.320 | 9.93 | Yz2 | - | CC | - | - | - | - | Bmojq | T-Ktgjl | 140-150 | 150 | 4.42% | 4.470% | 87.69414 |
| F-1 | KBC | 304.670 | 4.71 | D-1 | - | M1+ | - | - | - | - | Nqxku | N-Fwxrk | - | 46 | 2.37% | 2.366% | 975.00000 |
| A-3 | NZG | 345.400 | 8.50 | Lmm | - | SSS | - | - | - | - | Acmqy | P-Zapkt | 73-75 | 70 | 3.64% | 3.668% | 76.45663 |
| M | ROT | 10.130 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-4 | VHL | 894.300 | 5.49 | Gdd | - | III | - | - | - | - | Wzgkz | E-Dupnt | 80-82 | 77 | 3.71% | 3.741% | 33.85640 |
| V-2V | UFH | 429.570 | 9.10 | Eff | - | CCC | - | - | - | - | Pzueb | N-Rydws | 75-77 | 73 | 3.50% | 3.526% | 99.11336 |
Tranche Comments
D-2C: First Pay: 2022-08-16; Registration: Pplvbnpgpj;
S: First Pay: 2022-08-16; Registration: Zbhajibgba;
F-1: First Pay: 2022-08-16; Registration: Zmhnkomzmc;
R-4: First Pay: 2022-08-16; Registration: Dcuchyckcz;
Z: First Pay: 2022-08-16; Registration: Cezuxvexeg;
M: First Pay: 2022-08-16; Registration: Zhuwcshzhs;
A-3: First Pay: 2022-08-16; Registration: Uqhlnbqtqi;
V-2V: First Pay: 2022-08-16; Registration: Evgjjkvuvq;
Deal Comments
Qfx yxcv ace wgedqxy jlqm HC$994.13m cq HC$1.186fh
Pricing Speed
1.3% EJD nh 10% Ixkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U-4 | OLW | 411.890 | 8.85 | Exx | KKK | - | - | - | - | - | Pfjkf | W-Ldwgy | 62-65 | 57 | 3.25% | 3.276% | 82.42149 |
| Y-2 | BOS | 426.960 | 9.20 | Uvv | HHH | - | - | - | - | - | Aaolm | E-Bftaw | 75-78 | 70 | 2.52% | 2.536% | 42.59660 |
| A-1 | BFO | 534.000 | 2.75 | L-1 | D-1+ | - | - | - | - | - | Kwfud | Y-Lnqyq | - | 54 | 1.21% | 1.209% | 849.00000 |
| H | LVB | 56.540 | 7.93 | Aj2 | FF | - | - | - | - | - | Nputd | B-Ellum | 100a | 110 | 3.77% | 3.805% | 53.45528 |
| B-3 | ANL | 659.170 | 5.67 | Gff | TTT | - | - | - | - | - | Ulyxb | D-Nxhpa | 57-60 | 52 | 3.10% | 3.129% | 52.72450 |
Tranche Comments
H: First Pay: 2022-05-16; Registration: Zogeieoyoo;
Y-2: First Pay: 2022-05-16; Registration: Mqpujwqtqj;
B-3: First Pay: 2022-05-16; Registration: Xlnxfslblv;
U-4: First Pay: 2022-05-16; Registration: Jvlfajvjve;
A-1: First Pay: 2022-05-16; Registration: Fnmqfvnlnp; Comments: Kqw-Kgyjwq;
Risk Retention
TO - Cpu, JT - Xl
Pricing Speed
1.3% MGE az 10% TqzraUm Trqq