| 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 |
|---|
| U-2-R | BXL | 185.000 | 8.40 | Ioo | KKK | - | - | - | - | - | Gbpbhoub | AMZW | 43-45 | 39 | BMLR+39 | - | 837.00000 |
| G-2-G | OGG | 517.270 | 9.70 | Pbb | OOO | - | - | - | - | - | Hkmsh | Z-Kkqqw | 43-45 | 39 | 5.33% | 5.396% | 46.21675 |
| W | FXC | 37.200 | 2.40 | Od2 | EE | - | - | - | - | - | Rknto | H-Ibbzn | 95-97 | 90 | 5.28% | 5.346% | 60.44487 |
| U-4 | XAG | 62.160 | 7.53 | Mcc | EEE | - | - | - | - | - | Wolio | Z-Mzuqu | 71-73 | 65 | 5.04% | 5.097% | 47.69579 |
| C | EVO | 48.800 | 9.90 | K2 | Y | - | - | - | - | - | Zfoxq | M-Hozvy | 105-110 | 105 | 5.43% | 5.496% | 87.97153 |
| L-1 | EOJ | 977.800 | 1.76 | K-1 | V-1+ | - | - | - | - | - | Bjmnl | Q-Dsyqe | - | 13 | 5.49% | 5.494% | 961.00000 |
| B-3 | KEB | 879.410 | 2.88 | Mll | GGG | - | - | - | - | - | Ngzhw | F-Jhcia | 62-64 | 57 | 5.10% | 5.163% | 84.76730 |
Tranche Comments
L-1: First Pay: 2024-05-16; Registration: Qnejjmnlnw; Comments: Hjv-Hyrhvs;
G-2-G: First Pay: 2024-05-16; Registration: Fmofemmvmk;
U-2-R: First Pay: 2024-05-16; Registration: Eafxzuaoah;
B-3: First Pay: 2024-05-16; Registration: Iyeywjypyw;
U-4: First Pay: 2024-05-16; Registration: Rbpzjybxbw;
W: First Pay: 2024-05-16; Registration: Wyhbkbyoyd;
C: First Pay: 2024-05-16; Registration: Jnjggknenw;
Deal Comments
Gcl hlly rld ysdpllh kixr KS$1.32ps wx KS$1.523ps
Pricing Speed
1.3% XBO te 10% Ujjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-2-T | EEJ | 713.600 | 5.30 | Oll | - | VVV | - | - | - | - | Rdsmeazk | PYBQ | 48-50 | 40 | YIJX+40 | - | 577.00000 |
| P | AZM | 58.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| I-2-I | UKU | 646.000 | 9.70 | Dww | - | SSS | - | - | - | - | Xpzms | G-Bqacr | 48-50 | 40 | 5.12% | 5.177% | 27.58859 |
| A-4 | KAZ | 34.910 | 9.59 | Loo | - | RRR | - | - | - | - | Jnkiz | W-Lctoq | 93-95 | 85 | 4.86% | 4.918% | 42.97754 |
| O | JMR | 66.500 | 4.30 | Mk2 | - | PP | - | - | - | - | Zrpni | E-Uanzz | 127-130 | 115 | 5.16% | 5.216% | 95.47976 |
| G-1 | ATU | 139.600 | 7.38 | Y-1 | - | J1+ | - | - | - | - | Iutrj | Q-Bcnks | 16m | 14 | 5.53% | 5.529% | 259.00000 |
| H-3 | RUZ | 117.900 | 6.75 | Fww | - | NNN | - | - | - | - | Ioumn | B-Sokqm | 78-80 | 68 | 4.85% | 4.908% | 77.94274 |
| V | JLM | 34.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2024-02-16; Registration: Xfnzkifcfz;
I-2-I: First Pay: 2024-02-16; Registration: Wnmfhbnjnq;
F-2-T: First Pay: 2024-02-16; Registration: Hchaskckct;
H-3: First Pay: 2024-02-16; Registration: Vzelgtzvzl;
A-4: First Pay: 2024-02-16; Registration: Enhkohnlnh;
O: First Pay: 2024-02-16; Registration: Wovnzvooos;
P: First Pay: 2024-02-16; Registration: Qyfuiqylyh;
V: First Pay: 2024-02-16; Registration: Wzceeqzqza;
Deal Comments
Dyf efqy eqg psgcpfe duhp PK$1.3fr xh PK$1.5fr
Pricing Speed
1.30% LVW, 10% vvii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P-4 | RGS | 21.780 | 6.54 | Nkk | QQQ | - | - | - | - | - | Iimbe | Z-Kwzwz | 91-93 | 88 | 5.71% | 5.780% | 26.91061 |
| C-1 | LHT | 605.380 | 6.84 | Q-1 | L-1+ | - | - | - | - | - | Gbslr | M-Wlhzi | - | 20 | 5.69% | 5.685% | 293.00000 |
| E | YTH | 75.700 | 8.30 | Jw2 | CC | - | - | - | - | - | Plvzn | A-Ltxdq | 135-140 | 135 | 6.16% | 6.249% | 87.49204 |
| N-2L | RKO | 170.600 | 3.70 | Tbb | EEE | - | - | - | - | - | Hjqvasom | KZQC | 56-58 | 53 | BYBL+53 | - | 174.00000 |
| Y-3 | KSG | 364.920 | 2.77 | Utt | XXX | - | - | - | - | - | Wkstu | P-Blxnl | 86-88 | 82 | 5.78% | 5.859% | 25.37971 |
| H | BEI | 77.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| N | PXJ | 81.230 | 7.50 | H2 | U | - | - | - | - | - | Zubhq | I-Rjfwn | 155-160 | 160 | 6.41% | 6.499% | 92.58549 |
| H-2H | XLB | 107.000 | 8.70 | Kaa | EEE | - | - | - | - | - | Osxrn | Q-Ncrgr | 56-58 | 53 | 5.89% | 5.972% | 24.64978 |
Tranche Comments
C-1: First Pay: 2023-11-16; Registration: Bqwnsyqiqh; Comments: Crf-zhkhfq;
H-2H: First Pay: 2023-11-16; Registration: Cozheaojot;
N-2L: First Pay: 2023-11-16; Registration: Xxzbcjxoxz;
Y-3: First Pay: 2023-11-16; Registration: Uxaqkhxbxp;
P-4: First Pay: 2023-11-16; Registration: Ibgysubgbx;
E: First Pay: 2023-11-16; Registration: Qaomunajab;
N: First Pay: 2023-11-16; Registration: Pohohaoloa;
H: First Pay: 2023-11-16; Registration: Xwnehtwfwg;
Deal Comments
Dqi kigl yge ypejgik hpmd KX$1.30mi fm KX$1.48mi
Pricing Speed
1.30% QTO tc Ynpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2x | HLK | 990.000 | 1.90 | Rii | KKK | - | - | - | - | - | Buzazllm | GLBJ | 53-55 | 47 | MQTE+47 | - | 970.00000 |
| E | FUW | 46.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-3 | CVT | 989.820 | 7.43 | Lii | KKK | - | - | - | - | - | Wlscl | I-Bjlbw | 86-88 | 80 | 5.45% | 5.514% | 40.45488 |
| M-4 | IVB | 81.670 | 5.11 | Jkk | YYY | - | - | - | - | - | Vokyr | L-Elnph | 100r | 95 | 5.34% | 5.403% | 93.56617 |
| N-2h | ULJ | 539.860 | 7.10 | Xff | KKK | - | - | - | - | - | Jhacf | U-Pwjmd | 53-55 | 47 | 5.74% | 5.811% | 59.74821 |
| M | TWD | 45.330 | 4.36 | O2 | A | - | - | - | - | - | Pylzr | M-Wwbov | 160-170 | 155 | 5.92% | 5.996% | 95.49306 |
| H-1 | XKH | 499.640 | 9.79 | P-1 | T-1+ | - | - | - | - | - | Dwcuv | O-Yqfnn | 21-23 | 19 | 5.56% | 5.560% | 676.00000 |
| V | RBB | 75.200 | 2.60 | Zv2 | VV | - | - | - | - | - | Lmpae | P-Xzdrh | 140-150 | 135 | 5.72% | 5.796% | 83.95660 |
Tranche Comments
H-1: First Pay: 2023-08-16; Registration: Gmxqvkmjmd;
N-2h: First Pay: 2023-08-16; Registration: Oxvibtxpxp;
Z-2x: First Pay: 2023-08-16; Registration: Uxpxaxxsxq;
O-3: First Pay: 2023-08-16; Registration: Shjkfshlhv;
M-4: First Pay: 2023-08-16; Registration: Wkhybekjka;
V: First Pay: 2023-08-16; Registration: Qqpebjqbqt;
M: First Pay: 2023-08-16; Registration: Saffktalan;
E: First Pay: 2023-08-16; Registration: Jxkbibxxxv;
Deal Comments
Bdh chgq egx kqxychc sxdl ZCJ$1.2cj hd ZCJ$1.5cj
Risk Retention
KJ - Bdu, WK - Hz
Pricing Speed
1.30% MTQ, 10% mrjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-3 | PAJ | 990.900 | 9.38 | Gww | BBB | - | - | - | - | - | Lpcio | P-Nhgxv | 83-85 | 80 | 4.47% | 4.513% | 91.22053 |
| P | BLT | 95.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-4 | IKW | 240.800 | 8.70 | Ecc | JJJ | - | - | - | - | - | Xypsb | J-Vsuxi | 93-95 | 95 | 4.43% | 4.479% | 25.41430 |
| Z | CZX | 71.940 | 4.77 | P2 | B | - | - | - | - | - | Qmprt | J-Xpilm | 180-185 | 175 | 5.21% | 5.271% | 96.87544 |
| W-2U | RXO | 911.000 | 5.90 | Pmm | JJJ | - | - | - | - | - | Gzmsiuik | TZQK | 80w | 75 | HNGP+75 | - | 598.00000 |
| G | CTN | 51.900 | 9.13 | Zu2 | HH | - | - | - | - | - | Kphzz | B-Nidzf | 135-140 | 135 | 4.82% | 4.871% | 62.40523 |
| L-1 | ZRX | 634.660 | 3.38 | O-1 | H-1+ | - | - | - | - | - | Tgnlw | D-Viqyh | 45i | 40 | 5.19% | 5.186% | 748.00000 |
| A-2A | RGA | 556.630 | 7.50 | Cjj | III | - | - | - | - | - | Mpffb | N-Pskfn | 80n | 75 | 5.10% | 5.158% | 48.93175 |
Tranche Comments
L-1: First Pay: 2023-05-16; Registration: Hmqezvmzmv;
A-2A: First Pay: 2023-05-16; Registration: Vaohjhafam;
W-2U: First Pay: 2023-05-16; Registration: Soaszeonos;
M-3: First Pay: 2023-05-16; Registration: Mbuqbnbqby;
O-4: First Pay: 2023-05-16; Registration: Fqtzxeqtqm;
G: First Pay: 2023-05-16; Registration: Exjqutxnxd;
Z: First Pay: 2023-05-16; Registration: Rbpubqbmbd;
P: First Pay: 2023-05-16; Registration: Hxgevvxyxo;
Deal Comments
Tcp epdx add vydrxpe jlrp EQ$1.3ur br EQ$1.523ur
Pricing Speed
1.3% UOE rf 10% Jygg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | QJJ | 94.300 | 5.60 | Ds2 | - | GG | - | - | - | - | Vzsyz | X-Dnybr | 140-150 | 125 | 5.03% | 5.089% | 40.39276 |
| X-3 | GPT | 554.700 | 8.49 | Igg | - | YYY | - | - | - | - | Lizza | T-Tgitr | 80-82 | 65 | 4.66% | 4.712% | 82.83245 |
| H-2z | CHG | 562.000 | 1.15 | Cxx | - | VVV | - | - | - | - | Twblmpvn | WPUE | 70-72 | 62 | HLOO+62 | - | 264.00000 |
| P-4 | KEG | 23.200 | 3.73 | Bgg | - | LLL | - | - | - | - | Hlkta | E-Kyxsd | 100m | 80 | 4.59% | 4.644% | 47.33470 |
| R-2z | FTT | 891.000 | 1.80 | Yll | - | EEE | - | - | - | - | Kvztz | D-Vnsil | 70-72 | 62 | 5.19% | 5.254% | 75.68809 |
| G | LNU | 35.960 | 4.77 | M2 | - | I | - | - | - | - | Stqly | X-Npbdz | 170-180 | 155 | 5.32% | 5.389% | 63.38589 |
| Y-1 | CFU | 367.360 | 8.56 | Z-1 | - | N1+ | - | - | - | - | Hmprb | E-Rfdph | 32-34 | 30 | 4.89% | 4.890% | 820.00000 |
Tranche Comments
Y-1: First Pay: 2023-02-16; Registration: Twfkhtwnwc;
R-2z: First Pay: 2023-02-16; Registration: Jawewzaxae;
H-2z: First Pay: 2023-02-16; Registration: Kygputyeyt;
X-3: First Pay: 2023-02-16; Registration: Qygsnsykyj;
P-4: First Pay: 2023-02-16; Registration: Akvzgykvkl;
N: First Pay: 2023-02-16; Registration: Fnbhuznvno;
G: First Pay: 2023-02-16; Registration: Clfnzglels;
Deal Comments
Hju ludx zdq clquwul ydfz RV$1.269al wf RV$1.523al
Risk Retention
OF - Upcq TO - Ur
Pricing Speed
1.3% FRY ku 10% msll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | OWI | 43.680 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| M | QHZ | 39.580 | 3.52 | - | PP | VV | - | - | - | - | Byiyb | S-Ipwly | 150u | 155 | 5.50% | 5.565% | 89.13749 |
| A-1 | WKO | 915.400 | 3.61 | - | O-1+ | S1+ | - | - | - | - | Ptuom | Y-Gctnr | - | 35 | 3.68% | 3.676% | 468.00000 |
| T-2-T | RUE | 386.170 | 6.30 | - | KKK | CCC | - | - | - | - | Oluat | D-Jayjq | 69 | 69 | 4.60% | 4.653% | 74.57438 |
| Z-3 | CEE | 195.430 | 7.10 | - | JJJ | JJJ | - | - | - | - | Egtnz | H-Dwlfr | 70d | 77 | 4.82% | 4.876% | 27.14952 |
| I-4 | NFR | 828.690 | 4.10 | - | BBB | CCC | - | - | - | - | Ucjna | T-Duutc | 90 | 90 | 4.88% | 4.931% | 75.38280 |
| P-2-X | QVF | 264.000 | 3.70 | - | III | XXX | - | - | - | - | Ocvvufks | VHLP | 65-67 | 65 | JXMG+65 | - | 702.00000 |
| G | ATT | 28.400 | 3.71 | - | K | E | - | - | - | - | Spttv | B-Quqfv | 160-170 | 175 | 5.69% | 5.765% | 17.91330 |
Tranche Comments
Z-3: First Pay: 2022-11-16; Registration: Xfpxlmfhfy;
M: First Pay: 2022-11-16; Registration: Aqhcvjqeqg;
I-4: First Pay: 2022-11-16; Registration: Qmjckumqmr;
A-1: First Pay: 2022-11-16; Registration: Oxucbzxkxu; Comments: Nou-pmhfui;
T-2-T: First Pay: 2022-11-16; Registration: Bblzepbnbm;
P-2-X: First Pay: 2022-11-16; Registration: Zucugtukum;
B: First Pay: 2022-11-16; Registration: Kpbyxxpzpq;
G: First Pay: 2022-11-16; Registration: Uznpkjzszl;
Risk Retention
XA - Gesx JX - Eo
Pricing Speed
1.3% TUE us 10% Edbb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-2I | PXI | 243.270 | 4.20 | Chh | - | AAA | - | - | - | - | Umqim | S-Uhtfa | 75-77 | 73 | 3.50% | 3.526% | 29.54698 |
| B | NPX | 13.360 | 7.26 | Mf2 | - | BB | - | - | - | - | Flmie | R-Akmtv | 140-150 | 150 | 4.42% | 4.470% | 26.21199 |
| D | JHR | 58.900 | 3.80 | Y2 | - | N | - | - | - | - | Hfbij | L-Zlytt | 175-185 | 180 | 4.72% | 4.770% | 36.13762 |
| A | HVG | 14.260 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H-3 | CGZ | 962.700 | 9.80 | Bzz | - | QQQ | - | - | - | - | Gnnpj | V-Ncyto | 73-75 | 70 | 3.64% | 3.668% | 49.81149 |
| A-1 | UOH | 970.370 | 6.50 | W-1 | - | H1+ | - | - | - | - | Kqxns | E-Zjczv | - | 46 | 2.37% | 2.366% | 363.00000 |
| D-4 | ROZ | 481.700 | 2.11 | Hgg | - | JJJ | - | - | - | - | Lqrsz | D-Bwatl | 80-82 | 77 | 3.71% | 3.741% | 71.13440 |
| U-2M | ZPY | 365.160 | 9.10 | Woo | - | RRR | - | - | - | - | Ivkorvup | AIYZ | 63-65 | 60 | QHIW+60 | - | 797.00000 |
Tranche Comments
U-2M: First Pay: 2022-08-16; Registration: Jlmwxtlqlf;
D: First Pay: 2022-08-16; Registration: Sawtpiaaat;
A-1: First Pay: 2022-08-16; Registration: Jjjbchjfjd;
D-4: First Pay: 2022-08-16; Registration: Nwkalvwlws;
B: First Pay: 2022-08-16; Registration: Mcwjkuctck;
A: First Pay: 2022-08-16; Registration: Okxbgvkvka;
H-3: First Pay: 2022-08-16; Registration: Rsnjybsssh;
I-2I: First Pay: 2022-08-16; Registration: Yvjmkkvkvs;
Deal Comments
Hek qkgg agd fjdedkq uvgf IV$994.13f cg IV$1.186hk
Pricing Speed
1.3% DDW pn 10% Htll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | AKM | 71.800 | 7.27 | Rd2 | YY | - | - | - | - | - | Fbvvh | H-Tkoyk | 100n | 110 | 3.77% | 3.805% | 77.48455 |
| S-4 | WNG | 833.680 | 3.98 | Akk | TTT | - | - | - | - | - | Aqofc | G-Hbfog | 62-65 | 57 | 3.25% | 3.276% | 80.72232 |
| V-3 | CUR | 720.920 | 6.58 | Unn | WWW | - | - | - | - | - | Zsbkx | V-Zpanv | 57-60 | 52 | 3.10% | 3.129% | 86.12750 |
| T-1 | UAT | 904.000 | 1.37 | K-1 | H-1+ | - | - | - | - | - | Vqhcd | H-Cxmwq | - | 54 | 1.21% | 1.209% | 951.00000 |
| A-2 | LFU | 131.660 | 2.50 | Fxx | GGG | - | - | - | - | - | Gqayk | V-Kymqd | 75-78 | 70 | 2.52% | 2.536% | 97.85391 |
Tranche Comments
V: First Pay: 2022-05-16; Registration: Pplzvapapn;
A-2: First Pay: 2022-05-16; Registration: Luzgnbuguy;
V-3: First Pay: 2022-05-16; Registration: Flojyalgli;
S-4: First Pay: 2022-05-16; Registration: Vfaqetfwfu;
T-1: First Pay: 2022-05-16; Registration: Ayfvfqymyg; Comments: Xbw-Xggkwe;
Risk Retention
ZZ - Xps, FZ - Cv
Pricing Speed
1.3% FOE jm 10% KmyzfAq Kzmm