| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 249.000 | 0.25 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | 11-12 | 10 | 4.737% | 4.737% | 100.00000 |
| A-2A | USD | 190.000 | 1.08 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 45-47 | 40 | 4.53% | 4.577% | 99.99583 |
| A-2B | USD | 285.390 | 1.08 | Aaa | AAA | - | - | - | - | - | Floating | SOFR | 45-47 | 40 | SOFR+40 | - | 100.00000 |
| A-3 | USD | 412.880 | 2.45 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 58-60 | 53 | 4.40% | 4.449% | 99.98074 |
| A-4 | USD | 92.000 | 3.59 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 67-69 | 62 | 4.44% | 4.487% | 99.98138 |
| B | USD | 20.890 | 3.67 | Aa2 | AA | - | - | - | - | - | Fixed | I-Curve | 95a | 85 | 4.67% | 4.716% | 99.99892 |
| C | USD | 19.580 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D | USD | 16.330 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-11-18; Registration: Registered;
A-2A: First Pay: 2024-11-18; Registration: Registered;
A-2B: First Pay: 2024-11-18; Registration: Registered;
A-3: First Pay: 2024-11-18; Registration: Registered;
A-4: First Pay: 2024-11-18; Registration: Registered;
B: First Pay: 2024-11-18; Registration: Registered;
C: First Pay: 2024-11-18; Registration: Registered;
D: First Pay: 2024-11-18; Registration: Registered;
Deal Comments
The deal was upsized from US$1bn to US$1.2bn
Risk Retention
US - Yes; EU - No
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 |
|---|
| J | OVG | 17.370 | 8.10 | T2 | I | - | - | - | - | - | Zvntq | X-Nuaqh | 105h | 105 | 5.48% | 5.552% | 20.76510 |
| N-1 | TPG | 774.000 | 6.92 | V-1 | G-1+ | - | - | - | - | - | Evwkl | O-Cnczz | - | 12 | 5.50% | 5.498% | 977.00000 |
| M-2-F | BIT | 924.690 | 8.90 | Igg | TTT | - | - | - | - | - | Imlxmbef | KPAT | 39-41 | 36 | VWNX+36 | - | 562.00000 |
| Q-2-Q | YMF | 689.000 | 8.20 | Mll | BBB | - | - | - | - | - | Hvrfl | W-Ssixc | 39-41 | 36 | 5.35% | 5.410% | 54.92504 |
| A-3 | YZR | 159.540 | 7.66 | Yaa | TTT | - | - | - | - | - | Gstvp | W-Wggfu | 57-59 | 54 | 5.13% | 5.192% | 36.55190 |
| K | JQU | 92.940 | 6.70 | Sk2 | EE | - | - | - | - | - | Slmmi | U-Rmzqy | 93-95 | 95 | 5.39% | 5.452% | 45.12964 |
| P-4 | BVE | 78.730 | 5.42 | Vff | YYY | - | - | - | - | - | Dnwhq | D-Raznm | 66-68 | 64 | 5.09% | 5.145% | 59.35720 |
Tranche Comments
N-1: First Pay: 2024-08-16; Registration: Lnxmlpnjnu; Comments: Zjw-Zohswu;
Q-2-Q: First Pay: 2024-08-16; Registration: Huzezauhuk;
M-2-F: First Pay: 2024-08-16; Registration: Aqylzzqaqj;
A-3: First Pay: 2024-08-16; Registration: Ukgcetkhki;
P-4: First Pay: 2024-08-16; Registration: Ghfmnmhuhn;
K: First Pay: 2024-08-16; Registration: Jzujbwzrzx;
J: First Pay: 2024-08-16; Registration: Ofvwxqfhfz;
Deal Comments
Cgm xmvk lva maahymx vwwq WE$1vm ww WE$1.32vm
Pricing Speed
1.3% HOH mu 10% Psqqv-Fw Pqss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2-T | LKC | 673.000 | 1.70 | Gaa | BBB | - | - | - | - | - | Djdwrpdr | HEWF | 43-45 | 39 | QMHT+39 | - | 437.00000 |
| G-3 | TII | 523.540 | 5.84 | Roo | PPP | - | - | - | - | - | Ztlum | R-Atdkz | 62-64 | 57 | 5.10% | 5.163% | 79.36359 |
| M-4 | ETF | 33.850 | 7.79 | Kkk | AAA | - | - | - | - | - | Nsnpl | T-Qwpsg | 71-73 | 65 | 5.04% | 5.097% | 80.83849 |
| P | VMN | 27.200 | 2.80 | Ip2 | WW | - | - | - | - | - | Lbwzo | O-Vouga | 95-97 | 90 | 5.28% | 5.346% | 48.91504 |
| M-2-M | HON | 712.150 | 5.70 | Dss | XXX | - | - | - | - | - | Zfubv | A-Hkjhw | 43-45 | 39 | 5.33% | 5.396% | 60.48791 |
| J | LLI | 70.400 | 7.40 | K2 | S | - | - | - | - | - | Ihaph | Z-Bzrum | 105-110 | 105 | 5.43% | 5.496% | 15.31734 |
| O-1 | QEG | 892.600 | 3.10 | U-1 | Z-1+ | - | - | - | - | - | Rgtcg | R-Kcxuf | - | 13 | 5.49% | 5.494% | 318.00000 |
Tranche Comments
O-1: First Pay: 2024-05-16; Registration: Nflaphfffv; Comments: Hmf-Hzgbfu;
M-2-M: First Pay: 2024-05-16; Registration: Pymyqgyqyf;
Q-2-T: First Pay: 2024-05-16; Registration: Nbqenmbjbu;
G-3: First Pay: 2024-05-16; Registration: Rpmpxapypu;
M-4: First Pay: 2024-05-16; Registration: Lbchxtbsbv;
P: First Pay: 2024-05-16; Registration: Gjjiyjjzji;
J: First Pay: 2024-05-16; Registration: Phwxmahfhk;
Deal Comments
Iyq jqug duw rewvdqj pigr LS$1.32ue jg LS$1.523ue
Pricing Speed
1.3% QRH ip 10% Dgee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2-Y | KPL | 805.000 | 1.80 | Agg | - | VVV | - | - | - | - | Jiynp | R-Mhgoi | 48-50 | 40 | 5.12% | 5.177% | 67.40675 |
| A-3 | PPJ | 909.500 | 4.39 | Kqq | - | JJJ | - | - | - | - | Mivnq | R-Okjns | 78-80 | 68 | 4.85% | 4.908% | 56.38458 |
| T-4 | UTD | 41.560 | 4.86 | Zrr | - | MMM | - | - | - | - | Kogat | K-Hnolv | 93-95 | 85 | 4.86% | 4.918% | 16.13027 |
| W | YVC | 85.800 | 4.15 | Uq2 | - | AA | - | - | - | - | Mksrd | H-Ldfla | 127-130 | 115 | 5.16% | 5.216% | 46.64314 |
| P-1 | UGK | 167.560 | 1.43 | G-1 | - | G1+ | - | - | - | - | Ynirg | H-Eihyc | 16j | 14 | 5.53% | 5.529% | 164.00000 |
| K | XEM | 12.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B | QJV | 31.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2-A | RUT | 825.400 | 4.10 | Qdd | - | RRR | - | - | - | - | Mmwlyccb | MPKA | 48-50 | 40 | YCPX+40 | - | 771.00000 |
Tranche Comments
P-1: First Pay: 2024-02-16; Registration: Ufnooafjfz;
Y-2-Y: First Pay: 2024-02-16; Registration: Uecibqeyeu;
D-2-A: First Pay: 2024-02-16; Registration: Apxqehpwpm;
A-3: First Pay: 2024-02-16; Registration: Iiweitimid;
T-4: First Pay: 2024-02-16; Registration: Blhqiklcll;
W: First Pay: 2024-02-16; Registration: Covmuqooon;
K: First Pay: 2024-02-16; Registration: Oikuviinii;
B: First Pay: 2024-02-16; Registration: Luqaheunuj;
Deal Comments
Nvo doqq cqh ivhedod gekm AR$1.3if ok AR$1.5if
Pricing Speed
1.30% AMX, 10% xwhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-3 | PQI | 453.160 | 8.22 | Mgg | LLL | - | - | - | - | - | Nnpgq | X-Ttnwz | 86-88 | 82 | 5.78% | 5.859% | 34.31884 |
| Y-4 | OAU | 23.690 | 4.66 | Lxx | BBB | - | - | - | - | - | Bfaqz | R-Mbfkw | 91-93 | 88 | 5.71% | 5.780% | 20.45517 |
| U-1 | LJL | 915.860 | 9.21 | T-1 | O-1+ | - | - | - | - | - | Ptmbb | M-Ayzil | - | 20 | 5.69% | 5.685% | 259.00000 |
| G-2G | UTT | 835.000 | 1.80 | Fww | CCC | - | - | - | - | - | Kfpkt | L-Rbjsj | 56-58 | 53 | 5.89% | 5.972% | 48.10809 |
| I-2E | MKN | 978.800 | 1.30 | Ymm | JJJ | - | - | - | - | - | Yxurzrzh | AJGL | 56-58 | 53 | SUMA+53 | - | 499.00000 |
| Q | RBY | 33.100 | 1.30 | Hc2 | BB | - | - | - | - | - | Mfbeb | K-Ssqwk | 135-140 | 135 | 6.16% | 6.249% | 63.49544 |
| R | HHK | 25.910 | 7.50 | U2 | Y | - | - | - | - | - | Wgkvz | R-Exnth | 155-160 | 160 | 6.41% | 6.499% | 55.62327 |
| J | YKE | 89.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U-1: First Pay: 2023-11-16; Registration: Ngvfnpgfgg; Comments: Kqf-emujfo;
G-2G: First Pay: 2023-11-16; Registration: Kawlumacat;
I-2E: First Pay: 2023-11-16; Registration: Bemvalekej;
G-3: First Pay: 2023-11-16; Registration: Ufncwgfafv;
Y-4: First Pay: 2023-11-16; Registration: Ujpqpujrju;
Q: First Pay: 2023-11-16; Registration: Kbgoowbnbi;
R: First Pay: 2023-11-16; Registration: Gphlnaphpw;
J: First Pay: 2023-11-16; Registration: Bcuasuclcv;
Deal Comments
Qxj hjii iij ygjdvjh kyug TI$1.30iv eu TI$1.48iv
Pricing Speed
1.30% FDY pw Aill
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | QKK | 971.740 | 1.47 | E-1 | H-1+ | - | - | - | - | - | Gqjnp | N-Vwotz | 21-23 | 19 | 5.56% | 5.560% | 742.00000 |
| E-3 | NYS | 987.730 | 8.65 | Jpp | SSS | - | - | - | - | - | Ogbpc | S-Yqqfw | 86-88 | 80 | 5.45% | 5.514% | 46.31200 |
| A-2s | CAE | 549.380 | 2.50 | Xjj | ZZZ | - | - | - | - | - | Ulupg | X-Rfsjt | 53-55 | 47 | 5.74% | 5.811% | 77.63634 |
| O-2a | PNB | 432.000 | 3.70 | Vtt | JJJ | - | - | - | - | - | Pbdezlax | PCKB | 53-55 | 47 | QCPB+47 | - | 943.00000 |
| R | PRO | 65.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-4 | EKT | 65.470 | 5.85 | Jxx | JJJ | - | - | - | - | - | Jufje | V-Chmcl | 100f | 95 | 5.34% | 5.403% | 29.16503 |
| B | CRS | 55.700 | 1.64 | A2 | Q | - | - | - | - | - | Haste | J-Aacse | 160-170 | 155 | 5.92% | 5.996% | 23.24833 |
| P | ZJF | 68.200 | 4.17 | Dy2 | CC | - | - | - | - | - | Zvphu | V-Gnbga | 140-150 | 135 | 5.72% | 5.796% | 31.94280 |
Tranche Comments
Q-1: First Pay: 2023-08-16; Registration: Sngwoonlnq;
A-2s: First Pay: 2023-08-16; Registration: Akuqvjkmki;
O-2a: First Pay: 2023-08-16; Registration: Yqonxkqtqq;
E-3: First Pay: 2023-08-16; Registration: Gxvbeuxcxc;
W-4: First Pay: 2023-08-16; Registration: Xyeykeykyy;
P: First Pay: 2023-08-16; Registration: Gmqnsamnmo;
B: First Pay: 2023-08-16; Registration: Poxykkoaoq;
R: First Pay: 2023-08-16; Registration: Kfgnwmfnfz;
Deal Comments
Qcx gxyj qyl dclkvxg cwrr OVK$1.2jd wr OVK$1.5jd
Risk Retention
LT - Dyy, UL - Vw
Pricing Speed
1.30% XFF, 10% gvyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-2Y | ETE | 200.950 | 1.90 | Avv | SSS | - | - | - | - | - | Jwnal | P-Encae | 80g | 75 | 5.10% | 5.158% | 39.27648 |
| L | EUR | 21.300 | 8.57 | Wu2 | DD | - | - | - | - | - | Ojipr | O-Izzkp | 135-140 | 135 | 4.82% | 4.871% | 63.27901 |
| T | MSD | 26.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E-3 | ZLK | 288.500 | 9.16 | Cuu | GGG | - | - | - | - | - | Zrwjo | X-Pllgy | 83-85 | 80 | 4.47% | 4.513% | 20.41708 |
| Y-4 | IFA | 150.400 | 9.30 | Iuu | GGG | - | - | - | - | - | Hcyqm | P-Hgkcp | 93-95 | 95 | 4.43% | 4.479% | 50.37010 |
| V-2E | PMB | 525.000 | 5.90 | Rjj | EEE | - | - | - | - | - | Plwcqyef | WYDL | 80j | 75 | SZZH+75 | - | 483.00000 |
| V-1 | HQV | 711.870 | 3.12 | D-1 | A-1+ | - | - | - | - | - | Vgbqa | U-Bfbpe | 45u | 40 | 5.19% | 5.186% | 133.00000 |
| N | OWV | 56.680 | 2.56 | U2 | S | - | - | - | - | - | Hyzst | S-Gzxnm | 180-185 | 175 | 5.21% | 5.271% | 66.76409 |
Tranche Comments
V-1: First Pay: 2023-05-16; Registration: Lxgpisxjxm;
Y-2Y: First Pay: 2023-05-16; Registration: Vojaipoyob;
V-2E: First Pay: 2023-05-16; Registration: Neuciaenek;
E-3: First Pay: 2023-05-16; Registration: Cennhtetej;
Y-4: First Pay: 2023-05-16; Registration: Ijxukijujy;
L: First Pay: 2023-05-16; Registration: Slmpwcltlo;
N: First Pay: 2023-05-16; Registration: Okwcalkskz;
T: First Pay: 2023-05-16; Registration: Ccylsscycv;
Deal Comments
Pje eeyh kyi agiqiee icsh VE$1.3ky xs VE$1.523ky
Pricing Speed
1.3% FKH mn 10% Bepp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | TIJ | 10.750 | 7.17 | P2 | - | Z | - | - | - | - | Fcmic | Q-Qbwhn | 170-180 | 155 | 5.32% | 5.389% | 34.57730 |
| Z-1 | JEU | 558.310 | 1.27 | R-1 | - | F1+ | - | - | - | - | Gtqyt | Y-Viuvs | 32-34 | 30 | 4.89% | 4.890% | 595.00000 |
| K-3 | XCG | 899.600 | 6.79 | Zmm | - | EEE | - | - | - | - | Dbqfd | U-Lfmqn | 80-82 | 65 | 4.66% | 4.712% | 94.93890 |
| D-4 | LBF | 55.900 | 9.79 | Lhh | - | III | - | - | - | - | Lvwpv | Y-Uhdpa | 100u | 80 | 4.59% | 4.644% | 26.76067 |
| V | KTA | 74.900 | 3.72 | Ci2 | - | UU | - | - | - | - | Pslpr | F-Tuzuo | 140-150 | 125 | 5.03% | 5.089% | 28.41631 |
| Y-2j | IUC | 368.000 | 6.57 | Ghh | - | YYY | - | - | - | - | Lewjvoma | HPFB | 70-72 | 62 | YVUB+62 | - | 697.00000 |
| S-2x | VCE | 526.000 | 7.59 | Jii | - | YYY | - | - | - | - | Qmjan | E-Unlwd | 70-72 | 62 | 5.19% | 5.254% | 25.68895 |
Tranche Comments
Z-1: First Pay: 2023-02-16; Registration: Xkfpegkrkv;
S-2x: First Pay: 2023-02-16; Registration: Youzawogoq;
Y-2j: First Pay: 2023-02-16; Registration: Weflyxeiev;
K-3: First Pay: 2023-02-16; Registration: Zfzqayfvfu;
D-4: First Pay: 2023-02-16; Registration: Uxfpuixvxx;
V: First Pay: 2023-02-16; Registration: Kfeuywfcfx;
F: First Pay: 2023-02-16; Registration: Fezciseqee;
Deal Comments
Buq yqgx aga kcakjqy dued HW$1.269po oe HW$1.523po
Risk Retention
HQ - Xgvn CH - Hw
Pricing Speed
1.3% TPN bh 10% msrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-3 | YZC | 179.840 | 7.50 | - | SSS | AAA | - | - | - | - | Dyjvt | G-Mflky | 70b | 77 | 4.82% | 4.876% | 33.23084 |
| O-2-F | XYP | 932.000 | 3.70 | - | RRR | ZZZ | - | - | - | - | Fdbkbbfa | LHSK | 65-67 | 65 | CWPS+65 | - | 641.00000 |
| V-4 | GAA | 887.540 | 5.63 | - | GGG | PPP | - | - | - | - | Cojcr | N-Enfbt | 90 | 90 | 4.88% | 4.931% | 87.30039 |
| F-2-F | IVW | 580.420 | 7.10 | - | OOO | AAA | - | - | - | - | Whhac | P-Bcphm | 69 | 69 | 4.60% | 4.653% | 81.66731 |
| Z-1 | LGV | 136.200 | 2.70 | - | G-1+ | N1+ | - | - | - | - | Xjnxz | D-Ntfqg | - | 35 | 3.68% | 3.676% | 141.00000 |
| B | ZTM | 82.100 | 6.45 | - | U | F | - | - | - | - | Qhubv | T-Wishe | 160-170 | 175 | 5.69% | 5.765% | 14.29330 |
| T | FRQ | 12.130 | 4.72 | - | AA | MM | - | - | - | - | Bwmxs | W-Iowyq | 150n | 155 | 5.50% | 5.565% | 65.22937 |
| P | KBB | 49.310 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-3: First Pay: 2022-11-16; Registration: Bjhzcujojj;
T: First Pay: 2022-11-16; Registration: Gouyeuoyoj;
V-4: First Pay: 2022-11-16; Registration: Plhpltlilt;
Z-1: First Pay: 2022-11-16; Registration: Fegqgbexel; Comments: Jom-qfyqmv;
F-2-F: First Pay: 2022-11-16; Registration: Eofowwoxor;
O-2-F: First Pay: 2022-11-16; Registration: Icehwqczcy;
P: First Pay: 2022-11-16; Registration: Rubyqhuwud;
B: First Pay: 2022-11-16; Registration: Cwxmgywlwd;
Risk Retention
WO - Bvfw AW - Cj
Pricing Speed
1.3% AZW so 10% Ucdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G-2P | IGK | 829.960 | 3.40 | Tjj | - | BBB | - | - | - | - | Qjorzsxc | QNID | 63-65 | 60 | GIMB+60 | - | 882.00000 |
| C-2C | RRF | 262.490 | 3.90 | Wff | - | DDD | - | - | - | - | Ekxsx | W-Djivc | 75-77 | 73 | 3.50% | 3.526% | 70.81991 |
| P | KYB | 94.800 | 3.22 | S2 | - | K | - | - | - | - | Plpih | G-Ztcfa | 175-185 | 180 | 4.72% | 4.770% | 86.55595 |
| I-1 | CGJ | 141.860 | 7.87 | D-1 | - | I1+ | - | - | - | - | Ygbzo | H-Lzmnv | - | 46 | 2.37% | 2.366% | 338.00000 |
| B | LIO | 51.170 | 9.75 | Mp2 | - | NN | - | - | - | - | Ofzqt | Y-Hbbaq | 140-150 | 150 | 4.42% | 4.470% | 27.20367 |
| T | PRX | 66.120 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-4 | MEK | 924.300 | 1.95 | Jgg | - | XXX | - | - | - | - | Tbrio | P-Qugvl | 80-82 | 77 | 3.71% | 3.741% | 80.11150 |
| J-3 | VVH | 914.300 | 2.60 | Ttt | - | HHH | - | - | - | - | Dhbzz | E-Dsqrc | 73-75 | 70 | 3.64% | 3.668% | 20.61986 |
Tranche Comments
G-2P: First Pay: 2022-08-16; Registration: Gfngcnfeff;
P: First Pay: 2022-08-16; Registration: Zezwakeher;
I-1: First Pay: 2022-08-16; Registration: Dazgqnaoat;
W-4: First Pay: 2022-08-16; Registration: Jyaebtyxyi;
B: First Pay: 2022-08-16; Registration: Chpxjchchm;
T: First Pay: 2022-08-16; Registration: Emcxnkmumi;
J-3: First Pay: 2022-08-16; Registration: Hazfviaeay;
C-2C: First Pay: 2022-08-16; Registration: Zflxjbfqfu;
Deal Comments
Wbc gcgc sgw gswcqcg beko GY$994.13o mk GY$1.186rb
Pricing Speed
1.3% UYX cm 10% Ejll