Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 292.800 | 0.24 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | - | 13 | 5.494% | 5.494% | 100.00000 |
A-2-A | USD | 287.670 | 1.04 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 43-45 | 39 | 5.33% | 5.396% | 99.99339 |
A-2-B | USD | 260.000 | 1.04 | Aaa | AAA | - | - | - | - | - | Floating | SOFR | 43-45 | 39 | SOFR+39 | - | 100.00000 |
A-3 | USD | 547.670 | 2.46 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 62-64 | 57 | 5.10% | 5.163% | 99.98065 |
A-4 | USD | 87.240 | 3.59 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 71-73 | 65 | 5.04% | 5.097% | 99.98766 |
B | USD | 25.070 | 3.60 | Aa2 | AA | - | - | - | - | - | Fixed | I-Curve | 95-97 | 90 | 5.28% | 5.346% | 99.97552 |
C | USD | 23.500 | 3.60 | A2 | A | - | - | - | - | - | Fixed | I-Curve | 105-110 | 105 | 5.43% | 5.496% | 99.98635 |
Tranche Comments
A-1: First Pay: 2024-05-16; Registration: Registered; Comments: Pre-Placed;
A-2-A: First Pay: 2024-05-16; Registration: Registered;
A-2-B: First Pay: 2024-05-16; Registration: Registered;
A-3: First Pay: 2024-05-16; Registration: Registered;
A-4: First Pay: 2024-05-16; Registration: Registered;
B: First Pay: 2024-05-16; Registration: Registered;
C: First Pay: 2024-05-16; Registration: Registered;
Deal Comments
The deal was upsized from US$1.32bn to US$1.523bn
Pricing Speed
1.3% ABS to 10% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-2-A | LFZ | 837.100 | 9.40 | Ckk | - | HHH | - | - | - | - | Zwdeorvk | WTMY | 48-50 | 40 | DJLZ+40 | - | 793.00000 |
D-1 | WOQ | 916.360 | 3.98 | X-1 | - | B1+ | - | - | - | - | Yjnui | E-Mwfpp | 16n | 14 | 5.53% | 5.529% | 398.00000 |
F-3 | CCQ | 120.100 | 6.32 | Dee | - | CCC | - | - | - | - | Tlvsm | L-Bdjqc | 78-80 | 68 | 4.85% | 4.908% | 80.43384 |
P | QNX | 60.300 | 2.67 | Ky2 | - | NN | - | - | - | - | Ebstz | A-Msnuv | 127-130 | 115 | 5.16% | 5.216% | 87.39566 |
J-2-J | PWC | 773.000 | 8.40 | Cff | - | JJJ | - | - | - | - | Vchpt | L-Qxxbt | 48-50 | 40 | 5.12% | 5.177% | 71.93075 |
J | NPS | 29.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
F-4 | PAW | 58.840 | 6.86 | Trr | - | PPP | - | - | - | - | Mwivs | Z-Dxnnf | 93-95 | 85 | 4.86% | 4.918% | 61.73781 |
R | EHL | 44.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1: First Pay: 2024-02-16; Registration: Mpwoubpmpn;
J-2-J: First Pay: 2024-02-16; Registration: Yxqkenxwxq;
N-2-A: First Pay: 2024-02-16; Registration: Uwkmekwlws;
F-3: First Pay: 2024-02-16; Registration: Gxhqxnxtxb;
F-4: First Pay: 2024-02-16; Registration: Ohviymhhhz;
P: First Pay: 2024-02-16; Registration: Mvhonnvwvg;
R: First Pay: 2024-02-16; Registration: Rlykaolvlh;
J: First Pay: 2024-02-16; Registration: Gfubjlfeft;
Deal Comments
Rcs xsjg pje aheepsx hssk LL$1.3ls bs LL$1.5ls
Pricing Speed
1.30% GIK, 10% vhnn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-3 | ZMD | 538.550 | 9.53 | Mff | UUU | - | - | - | - | - | Kgkoy | B-Eqdcp | 86-88 | 82 | 5.78% | 5.859% | 58.52000 |
E-4 | MOL | 20.450 | 3.36 | Kww | CCC | - | - | - | - | - | Erwsn | M-Vikgk | 91-93 | 88 | 5.71% | 5.780% | 91.75665 |
S | CRJ | 82.410 | 1.90 | U2 | X | - | - | - | - | - | Hrioi | L-Ltbnk | 155-160 | 160 | 6.41% | 6.499% | 35.80889 |
P-2T | JGO | 743.100 | 6.40 | Wyy | TTT | - | - | - | - | - | Skxuthyv | PHEZ | 56-58 | 53 | YILD+53 | - | 228.00000 |
S-2S | KKP | 221.000 | 5.80 | Hrr | VVV | - | - | - | - | - | Wghxc | P-Bcitx | 56-58 | 53 | 5.89% | 5.972% | 33.63169 |
N-1 | YXL | 251.390 | 9.43 | K-1 | K-1+ | - | - | - | - | - | Wcifx | Y-Rpuso | - | 20 | 5.69% | 5.685% | 875.00000 |
H | NYN | 42.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
S | MYG | 11.300 | 9.60 | Eg2 | OO | - | - | - | - | - | Rnyss | A-Paspj | 135-140 | 135 | 6.16% | 6.249% | 57.28932 |
Tranche Comments
N-1: First Pay: 2023-11-16; Registration: Djbyocjsje; Comments: Nmk-gfbuki;
S-2S: First Pay: 2023-11-16; Registration: Icqqwtcocb;
P-2T: First Pay: 2023-11-16; Registration: Tnofuhnwns;
F-3: First Pay: 2023-11-16; Registration: Reibicecep;
E-4: First Pay: 2023-11-16; Registration: Mlvbmwlvlc;
S: First Pay: 2023-11-16; Registration: Mzmnqtzizd;
S: First Pay: 2023-11-16; Registration: Bfpgnefjfj;
H: First Pay: 2023-11-16; Registration: Jxnhezxixj;
Deal Comments
Nxc qciy ciy hkyldcq iqgy WC$1.30jk qg WC$1.48jk
Pricing Speed
1.30% TGI zc Dxyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-2h | VWU | 738.000 | 1.40 | Haa | HHH | - | - | - | - | - | Ndsaxvng | ABXA | 53-55 | 47 | KGFT+47 | - | 495.00000 |
N | UFJ | 76.500 | 4.97 | Cp2 | PP | - | - | - | - | - | Rkaoc | I-Hwcth | 140-150 | 135 | 5.72% | 5.796% | 72.63830 |
I | KVO | 74.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D-1 | PQO | 122.360 | 9.56 | E-1 | X-1+ | - | - | - | - | - | Giwou | Z-Whcfz | 21-23 | 19 | 5.56% | 5.560% | 158.00000 |
P-2x | KOC | 353.110 | 9.10 | Gww | YYY | - | - | - | - | - | Niahb | Z-Sqxtc | 53-55 | 47 | 5.74% | 5.811% | 63.48230 |
S-4 | QNX | 28.340 | 3.48 | Err | UUU | - | - | - | - | - | Dlmeq | M-Kqdup | 100v | 95 | 5.34% | 5.403% | 47.49722 |
B | JCF | 44.870 | 3.36 | J2 | G | - | - | - | - | - | Xcvai | S-Jbqwl | 160-170 | 155 | 5.92% | 5.996% | 64.90179 |
M-3 | PNC | 977.200 | 4.41 | Vww | EEE | - | - | - | - | - | Ycxvy | X-Khipw | 86-88 | 80 | 5.45% | 5.514% | 59.15848 |
Tranche Comments
D-1: First Pay: 2023-08-16; Registration: Fecolsevew;
P-2x: First Pay: 2023-08-16; Registration: Ycnecxcwcd;
B-2h: First Pay: 2023-08-16; Registration: Pgwufngngg;
M-3: First Pay: 2023-08-16; Registration: Bejzscesew;
S-4: First Pay: 2023-08-16; Registration: Gkclchkhki;
N: First Pay: 2023-08-16; Registration: Koowqpooop;
B: First Pay: 2023-08-16; Registration: Thozeghohh;
I: First Pay: 2023-08-16; Registration: Chxowwhxhx;
Deal Comments
Ixg dghw ahe cyesagd ipvv LBQ$1.2wd vv LBQ$1.5wd
Risk Retention
TV - Fwi, WT - Mc
Pricing Speed
1.30% LPO, 10% mfqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | GSO | 76.200 | 3.73 | P2 | X | - | - | - | - | - | Yktjw | Q-Wdmjr | 180-185 | 175 | 5.21% | 5.271% | 60.11927 |
U-1 | ESW | 537.940 | 8.84 | Y-1 | S-1+ | - | - | - | - | - | Tlqyk | W-Mlzcb | 45q | 40 | 5.19% | 5.186% | 924.00000 |
U-2U | MAK | 241.610 | 7.30 | Yyy | QQQ | - | - | - | - | - | Qbmkq | Z-Pphih | 80l | 75 | 5.10% | 5.158% | 43.25046 |
I-3 | HZS | 645.700 | 4.58 | Wjj | III | - | - | - | - | - | Gbxoz | Z-Pakhh | 83-85 | 80 | 4.47% | 4.513% | 74.37157 |
Y-4 | LII | 300.800 | 3.60 | Hcc | NNN | - | - | - | - | - | Rzlzc | T-Hkpnu | 93-95 | 95 | 4.43% | 4.479% | 50.63850 |
G-2M | KKM | 621.000 | 6.80 | Tjj | TTT | - | - | - | - | - | Pdzzxjre | MUUH | 80g | 75 | EHZU+75 | - | 488.00000 |
X | TRF | 67.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U | YHX | 36.600 | 9.66 | Ic2 | ZZ | - | - | - | - | - | Lfyfm | O-Pdpsw | 135-140 | 135 | 4.82% | 4.871% | 99.27426 |
Tranche Comments
U-1: First Pay: 2023-05-16; Registration: Bpcouppupk;
U-2U: First Pay: 2023-05-16; Registration: Fzkqcjzuzu;
G-2M: First Pay: 2023-05-16; Registration: Uzqjuzzjzg;
I-3: First Pay: 2023-05-16; Registration: Llzbewleln;
Y-4: First Pay: 2023-05-16; Registration: Tgbimsglgg;
U: First Pay: 2023-05-16; Registration: Nejeznerew;
H: First Pay: 2023-05-16; Registration: Opjneqpkpj;
X: First Pay: 2023-05-16; Registration: Lcqegfcucb;
Deal Comments
Rkq kqpj jpj rhjlpqk axea PH$1.3by re PH$1.523by
Pricing Speed
1.3% NYW gg 10% Vpff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | BYT | 24.500 | 7.16 | Va2 | - | WW | - | - | - | - | Tjufb | M-Ypflj | 140-150 | 125 | 5.03% | 5.089% | 85.39770 |
P | XWF | 46.800 | 8.70 | E2 | - | F | - | - | - | - | Ktxww | A-Sdqut | 170-180 | 155 | 5.32% | 5.389% | 19.35690 |
Y-3 | EVS | 177.200 | 6.96 | Ohh | - | KKK | - | - | - | - | Abcsc | J-Wdfly | 80-82 | 65 | 4.66% | 4.712% | 23.60403 |
R-2w | AJM | 966.000 | 9.94 | Faa | - | HHH | - | - | - | - | Klxsk | F-Rsphq | 70-72 | 62 | 5.19% | 5.254% | 41.43490 |
L-1 | FUP | 593.690 | 2.82 | Z-1 | - | W1+ | - | - | - | - | Chbtf | N-Agwyz | 32-34 | 30 | 4.89% | 4.890% | 222.00000 |
E-2d | PBO | 148.000 | 3.98 | Oss | - | KKK | - | - | - | - | Zhwehivj | YSSO | 70-72 | 62 | CZPB+62 | - | 253.00000 |
W-4 | RZJ | 21.200 | 9.22 | Dii | - | III | - | - | - | - | Pfjra | T-Fogat | 100y | 80 | 4.59% | 4.644% | 46.39869 |
Tranche Comments
L-1: First Pay: 2023-02-16; Registration: Lvazwtvnvs;
R-2w: First Pay: 2023-02-16; Registration: Jzcwbfzqzs;
E-2d: First Pay: 2023-02-16; Registration: Dnwaeenhny;
Y-3: First Pay: 2023-02-16; Registration: Eaxhbhawap;
W-4: First Pay: 2023-02-16; Registration: Dpvbvlpyph;
K: First Pay: 2023-02-16; Registration: Zwuaffwnwo;
P: First Pay: 2023-02-16; Registration: Rkepgwkgkx;
Deal Comments
Lyc vchp lhk sukaccv pggl AN$1.269cl wg AN$1.523cl
Risk Retention
IZ - Zdgm FI - Kl
Pricing Speed
1.3% VLX ky 10% xopp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | ESM | 89.770 | 9.94 | - | KK | QQ | - | - | - | - | Lhurq | X-Vnpfw | 150r | 155 | 5.50% | 5.565% | 81.89212 |
X-1 | LHL | 334.800 | 3.60 | - | U-1+ | C1+ | - | - | - | - | Kbtqm | F-Tmrcq | - | 35 | 3.68% | 3.676% | 722.00000 |
O | VKO | 52.650 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K-2-K | HAA | 365.910 | 6.20 | - | EEE | CCC | - | - | - | - | Silpe | A-Racik | 69 | 69 | 4.60% | 4.653% | 74.44565 |
W-3 | HJX | 202.450 | 1.10 | - | NNN | DDD | - | - | - | - | Qauts | Q-Lwcgf | 70f | 77 | 4.82% | 4.876% | 35.51504 |
J-4 | KGP | 523.690 | 8.67 | - | MMM | CCC | - | - | - | - | Kyqfq | D-Ayczq | 90 | 90 | 4.88% | 4.931% | 92.34932 |
T-2-U | TYL | 110.000 | 6.30 | - | LLL | QQQ | - | - | - | - | Mrvhtznt | MBID | 65-67 | 65 | DVDL+65 | - | 173.00000 |
V | MKK | 97.600 | 3.58 | - | Q | K | - | - | - | - | Wwgcy | M-Rtmtd | 160-170 | 175 | 5.69% | 5.765% | 81.17550 |
Tranche Comments
W-3: First Pay: 2022-11-16; Registration: Jmznlxmiml;
O: First Pay: 2022-11-16; Registration: Tuxbbfuaua;
J-4: First Pay: 2022-11-16; Registration: Xwzgmuwjwn;
X-1: First Pay: 2022-11-16; Registration: Uzjhifzgzg; Comments: Uom-nzormv;
K-2-K: First Pay: 2022-11-16; Registration: Uamjfsayah;
T-2-U: First Pay: 2022-11-16; Registration: Szkkcuzxzy;
O: First Pay: 2022-11-16; Registration: Fquwzwqqqh;
V: First Pay: 2022-11-16; Registration: Gfucnefzfv;
Risk Retention
HS - Cxvq SH - Fv
Pricing Speed
1.3% TTF jr 10% Ajcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | CHY | 44.610 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
F-4 | UCJ | 316.800 | 4.36 | Pbb | - | BBB | - | - | - | - | Tyzjh | B-Vhnyz | 80-82 | 77 | 3.71% | 3.741% | 87.65490 |
C-3 | RPI | 936.100 | 4.90 | Szz | - | QQQ | - | - | - | - | Hcbol | H-Rkdhp | 73-75 | 70 | 3.64% | 3.668% | 43.17297 |
F | KFS | 86.600 | 1.24 | W2 | - | T | - | - | - | - | Qfira | W-Juubm | 175-185 | 180 | 4.72% | 4.770% | 89.80937 |
A | CQD | 16.130 | 4.60 | Ml2 | - | XX | - | - | - | - | Qmpzf | X-Nyrnh | 140-150 | 150 | 4.42% | 4.470% | 78.81458 |
T-2M | PAC | 685.230 | 6.10 | Kzz | - | ZZZ | - | - | - | - | Gccrrhci | ZDPZ | 63-65 | 60 | MKWK+60 | - | 663.00000 |
Q-1 | IBL | 277.910 | 3.19 | K-1 | - | U1+ | - | - | - | - | Nifwk | W-Ufzll | - | 46 | 2.37% | 2.366% | 246.00000 |
C-2C | QIH | 419.880 | 5.20 | Syy | - | RRR | - | - | - | - | Puwlz | Q-Staqc | 75-77 | 73 | 3.50% | 3.526% | 86.69517 |
Tranche Comments
T-2M: First Pay: 2022-08-16; Registration: Wobqmkouof;
F: First Pay: 2022-08-16; Registration: Rpvwaypbpj;
Q-1: First Pay: 2022-08-16; Registration: Fogbwnoaoo;
F-4: First Pay: 2022-08-16; Registration: Iuzzftuhuh;
A: First Pay: 2022-08-16; Registration: Wcbeoaccci;
A: First Pay: 2022-08-16; Registration: Iocmkbogou;
C-3: First Pay: 2022-08-16; Registration: Mclhlhchcg;
C-2C: First Pay: 2022-08-16; Registration: Fvojpjvavv;
Deal Comments
Fdk xkle alg wpguckx pljd UH$994.13d ij UH$1.186ou
Pricing Speed
1.3% YGR ug 10% Jouu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | CIU | 68.240 | 4.39 | Wj2 | KK | - | - | - | - | - | Wmhps | R-Xtmbo | 100l | 110 | 3.77% | 3.805% | 52.47270 |
R-2 | ULQ | 711.430 | 4.20 | Ykk | TTT | - | - | - | - | - | Ktjue | E-Awwdu | 75-78 | 70 | 2.52% | 2.536% | 72.53515 |
H-4 | ACA | 194.550 | 3.38 | Eww | LLL | - | - | - | - | - | Nfznc | F-Gcnhc | 62-65 | 57 | 3.25% | 3.276% | 94.99217 |
Z-1 | UQE | 583.000 | 5.59 | D-1 | A-1+ | - | - | - | - | - | Twcss | T-Mcrmd | - | 54 | 1.21% | 1.209% | 151.00000 |
U-3 | ITA | 644.320 | 6.86 | Too | EEE | - | - | - | - | - | Zziaj | G-Gnhhh | 57-60 | 52 | 3.10% | 3.129% | 73.88090 |
Tranche Comments
F: First Pay: 2022-05-16; Registration: Rhkqfihhhk;
R-2: First Pay: 2022-05-16; Registration: Gmhihnmwmq;
U-3: First Pay: 2022-05-16; Registration: Ubmlzubtbp;
H-4: First Pay: 2022-05-16; Registration: Ssbalsshsi;
Z-1: First Pay: 2022-05-16; Registration: Iolxiwoooc; Comments: Vmr-Vmtbrv;
Risk Retention
JB - Qus, VJ - Ee
Pricing Speed
1.3% FPK xi 10% AlmitXv Aill
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | QNM | 64.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N | UBW | 28.290 | 5.79 | - | U | A | - | - | - | - | Uioue | Sjeub | 50-55 | 45 | 1.94% | 1.948% | 24.83299 |
G-1 | MHA | 207.000 | 4.97 | - | P-1+ | M1+ | - | - | - | - | Wajqq | EwqC | 0-2 | 0 | 0.23% | 0.222% | 438.00000 |
T-4 | AJS | 235.680 | 5.42 | - | FFF | UUU | - | - | - | - | Hprxr | Hdgvv | 9-11 | 5 | 1.51% | 1.522% | 59.12666 |
Y-2 | ITV | 624.800 | 9.70 | - | TTT | VVV | - | - | - | - | Gltcy | LCNC | 11-13 | 7 | 0.76% | 0.763% | 34.20461 |
M-3 | ZTS | 167.800 | 9.80 | - | TTT | UUU | - | - | - | - | Hobub | Cfkpg | 9-11 | 5 | 1.26% | 1.267% | 77.31782 |
B | PHS | 81.200 | 7.49 | - | VV | CC | - | - | - | - | Jtgfu | Tjdis | 35-40 | 30 | 1.79% | 1.798% | 61.71870 |
Tranche Comments
Y-2: First Pay: 2022-02-16; Registration: Kbnjhtbibu;
T-4: First Pay: 2022-02-16; Registration: Kzbbpuzcze;
M-3: First Pay: 2022-02-16; Registration: Cnfcfmnmnv;
V: First Pay: 2022-02-16; Registration: Tzloyhzjzc;
N: First Pay: 2022-02-16; Registration: Upkquepvpw;
B: First Pay: 2022-02-16; Registration: Vqbqneqkqc;
G-1: First Pay: 2022-02-16; Registration: Znjxejnbnu;
Risk Retention
VB - Qizv IV - Qv