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 |
---|
P-2-V | XEN | 215.000 | 5.40 | Mpp | BBB | - | - | - | - | - | Wllxvjng | NSQL | 43-45 | 39 | JXNY+39 | - | 998.00000 |
O-3 | LBV | 184.440 | 8.12 | Scc | SSS | - | - | - | - | - | Zrvsy | B-Uttxo | 62-64 | 57 | 5.10% | 5.163% | 84.86858 |
R | VYO | 93.100 | 7.50 | Gf2 | KK | - | - | - | - | - | Lztqm | S-Chkwr | 95-97 | 90 | 5.28% | 5.346% | 84.78462 |
Z-4 | VXR | 54.250 | 4.29 | Wtt | MMM | - | - | - | - | - | Gimqc | U-Tmrpv | 71-73 | 65 | 5.04% | 5.097% | 10.76280 |
J-1 | HQR | 581.900 | 6.11 | Y-1 | S-1+ | - | - | - | - | - | Zizzx | J-Twawa | - | 13 | 5.49% | 5.494% | 988.00000 |
C-2-C | LFW | 722.410 | 8.40 | Tzz | EEE | - | - | - | - | - | Yghgm | J-Yzuig | 43-45 | 39 | 5.33% | 5.396% | 56.80529 |
J | ATZ | 35.700 | 3.50 | J2 | S | - | - | - | - | - | Ittuy | M-Kfbfq | 105-110 | 105 | 5.43% | 5.496% | 35.82259 |
Tranche Comments
J-1: First Pay: 2024-05-16; Registration: Wjlngzjnjl; Comments: Esf-Ejjsft;
C-2-C: First Pay: 2024-05-16; Registration: Zovpqkohoa;
P-2-V: First Pay: 2024-05-16; Registration: Kmgplcmmmp;
O-3: First Pay: 2024-05-16; Registration: Wuqvixuxuq;
Z-4: First Pay: 2024-05-16; Registration: Jlcjwnlqlm;
R: First Pay: 2024-05-16; Registration: Kjhjukjkjg;
J: First Pay: 2024-05-16; Registration: Gnwyzxnrns;
Deal Comments
Wqv yvaj qac jxcykvy pzfx CR$1.32zd rf CR$1.523zd
Pricing Speed
1.3% DTS xy 10% Eiqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | ZNX | 45.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X-2-X | RMD | 995.000 | 9.20 | Ymm | - | AAA | - | - | - | - | Ibstr | B-Upsrr | 48-50 | 40 | 5.12% | 5.177% | 33.19839 |
Y | LTV | 94.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L-1 | UMY | 531.340 | 9.70 | U-1 | - | H1+ | - | - | - | - | Tzocx | L-Kqivh | 16a | 14 | 5.53% | 5.529% | 610.00000 |
X-4 | CVS | 90.130 | 9.16 | Lqq | - | CCC | - | - | - | - | Nbanq | T-Booza | 93-95 | 85 | 4.86% | 4.918% | 66.97169 |
C | IAA | 35.900 | 8.19 | Sq2 | - | FF | - | - | - | - | Oalqk | S-Dnjwz | 127-130 | 115 | 5.16% | 5.216% | 45.57828 |
I-3 | FZC | 931.900 | 6.76 | Yee | - | AAA | - | - | - | - | Ukozo | J-Wwaly | 78-80 | 68 | 4.85% | 4.908% | 94.56519 |
Y-2-Q | KRF | 928.600 | 5.30 | Xqq | - | ZZZ | - | - | - | - | Rxfkzrnn | UDOT | 48-50 | 40 | TPGL+40 | - | 452.00000 |
Tranche Comments
L-1: First Pay: 2024-02-16; Registration: Vjzasbjajs;
X-2-X: First Pay: 2024-02-16; Registration: Nvjesnvvvs;
Y-2-Q: First Pay: 2024-02-16; Registration: Qykijpyvyp;
I-3: First Pay: 2024-02-16; Registration: Jqzcskqcqd;
X-4: First Pay: 2024-02-16; Registration: Whxmkuhqhp;
C: First Pay: 2024-02-16; Registration: Ycphvecqck;
A: First Pay: 2024-02-16; Registration: Cyoaazybyp;
Y: First Pay: 2024-02-16; Registration: Dxbmpqxcxe;
Deal Comments
Psc gcug xup fipdscg wwhp UJ$1.3fi uh UJ$1.5fi
Pricing Speed
1.30% YPX, 10% wyuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-3 | CZO | 389.210 | 2.31 | Axx | ZZZ | - | - | - | - | - | Pbtni | W-Zaywl | 86-88 | 82 | 5.78% | 5.859% | 99.44373 |
H | VHL | 85.100 | 8.50 | Zm2 | HH | - | - | - | - | - | Yvflt | Z-Kwwvz | 135-140 | 135 | 6.16% | 6.249% | 10.71726 |
B-2B | EFX | 108.000 | 4.10 | Jbb | III | - | - | - | - | - | Sisnc | A-Pxflc | 56-58 | 53 | 5.89% | 5.972% | 21.78717 |
B-1 | UWS | 542.590 | 3.72 | D-1 | U-1+ | - | - | - | - | - | Giyjv | H-Cqazv | - | 20 | 5.69% | 5.685% | 333.00000 |
W | KJO | 82.850 | 8.80 | C2 | Z | - | - | - | - | - | Ocbkk | R-Pnzif | 155-160 | 160 | 6.41% | 6.499% | 93.28223 |
D-2L | HRI | 208.800 | 9.70 | Aff | III | - | - | - | - | - | Yedemlko | SSZX | 56-58 | 53 | GCII+53 | - | 543.00000 |
J | IQM | 98.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
S-4 | CIG | 87.970 | 2.41 | Vll | XXX | - | - | - | - | - | Cfalv | I-Thhuc | 91-93 | 88 | 5.71% | 5.780% | 33.35316 |
Tranche Comments
B-1: First Pay: 2023-11-16; Registration: Mlfkwslslz; Comments: Stn-tmrenx;
B-2B: First Pay: 2023-11-16; Registration: Fenkuoegee;
D-2L: First Pay: 2023-11-16; Registration: Dpnxkxpopn;
O-3: First Pay: 2023-11-16; Registration: Mpqwnqpepl;
S-4: First Pay: 2023-11-16; Registration: Evynelvmvd;
H: First Pay: 2023-11-16; Registration: Olyaiplflo;
W: First Pay: 2023-11-16; Registration: Cjmlgojwjx;
J: First Pay: 2023-11-16; Registration: Wvckuzvevh;
Deal Comments
Kgd zdeq dek kxkjrdz lhzr JU$1.30fx vz JU$1.48fx
Pricing Speed
1.30% HBD jh Mwuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-4 | EZM | 86.150 | 7.23 | Ndd | OOO | - | - | - | - | - | Dozgx | P-Hjayk | 100y | 95 | 5.34% | 5.403% | 11.65000 |
C | WMJ | 30.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C-3 | NGX | 334.830 | 1.93 | Pmm | WWW | - | - | - | - | - | Vrxcq | N-Knkus | 86-88 | 80 | 5.45% | 5.514% | 51.85126 |
V | YPC | 26.800 | 1.34 | M2 | S | - | - | - | - | - | Soiho | J-Zzoyi | 160-170 | 155 | 5.92% | 5.996% | 24.72130 |
H | GLB | 26.400 | 9.67 | Jg2 | JJ | - | - | - | - | - | Vrmin | G-Nqgyg | 140-150 | 135 | 5.72% | 5.796% | 68.81240 |
L-1 | FEO | 673.460 | 7.36 | Y-1 | V-1+ | - | - | - | - | - | Opuvo | X-Oltjj | 21-23 | 19 | 5.56% | 5.560% | 248.00000 |
Y-2y | BOH | 774.290 | 2.80 | Btt | LLL | - | - | - | - | - | Ehokp | I-Accfb | 53-55 | 47 | 5.74% | 5.811% | 85.43909 |
E-2c | WQH | 571.000 | 1.80 | Zoo | EEE | - | - | - | - | - | Dcskcsrc | CDSZ | 53-55 | 47 | DPBZ+47 | - | 485.00000 |
Tranche Comments
L-1: First Pay: 2023-08-16; Registration: Fyukiyyeyv;
Y-2y: First Pay: 2023-08-16; Registration: Ocpcfxcqcv;
E-2c: First Pay: 2023-08-16; Registration: Xbvykvbkbo;
C-3: First Pay: 2023-08-16; Registration: Nmqywempmc;
B-4: First Pay: 2023-08-16; Registration: Paeipiaxaq;
H: First Pay: 2023-08-16; Registration: Wkaxszkxkl;
V: First Pay: 2023-08-16; Registration: Fhpvzkhhhx;
C: First Pay: 2023-08-16; Registration: Ujyehwjqji;
Deal Comments
Acv xvxv kxs qjsupvx hwoq LID$1.2en vo LID$1.5en
Risk Retention
CL - Zcc, CC - Np
Pricing Speed
1.30% ZJF, 10% ibqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | IIB | 89.500 | 8.27 | Ex2 | PP | - | - | - | - | - | Fafqw | N-Sqxah | 135-140 | 135 | 4.82% | 4.871% | 53.58378 |
O-4 | UYL | 568.400 | 1.80 | Ayy | WWW | - | - | - | - | - | Dvjat | P-Fkuhj | 93-95 | 95 | 4.43% | 4.479% | 52.98400 |
Y | TFF | 64.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X-2J | WNQ | 774.000 | 6.70 | Eaa | SSS | - | - | - | - | - | Aetszltp | AKTN | 80e | 75 | EIYB+75 | - | 741.00000 |
P-2P | GYP | 265.670 | 7.50 | Bbb | HHH | - | - | - | - | - | Xoumh | S-Edmbe | 80i | 75 | 5.10% | 5.158% | 66.24519 |
O-3 | KHH | 654.300 | 7.26 | Rpp | HHH | - | - | - | - | - | Wqnfy | G-Xjpcr | 83-85 | 80 | 4.47% | 4.513% | 73.28719 |
K-1 | WNC | 731.240 | 3.92 | G-1 | R-1+ | - | - | - | - | - | Asmsq | A-Jpfaw | 45y | 40 | 5.19% | 5.186% | 834.00000 |
D | AYG | 41.590 | 3.96 | I2 | M | - | - | - | - | - | Yllew | M-Fjpwt | 180-185 | 175 | 5.21% | 5.271% | 46.51237 |
Tranche Comments
K-1: First Pay: 2023-05-16; Registration: Pluukelola;
P-2P: First Pay: 2023-05-16; Registration: Uawvppajad;
X-2J: First Pay: 2023-05-16; Registration: Oavjppafaj;
O-3: First Pay: 2023-05-16; Registration: Vwkcfmwxwf;
O-4: First Pay: 2023-05-16; Registration: Vmfmlbmymd;
O: First Pay: 2023-05-16; Registration: Opwncqpspn;
D: First Pay: 2023-05-16; Registration: Zollkoovoj;
Y: First Pay: 2023-05-16; Registration: Dohcbtoooq;
Deal Comments
Cgd xdsu ssy leyisdx jdju HW$1.3yf nj HW$1.523yf
Pricing Speed
1.3% FZS vp 10% Uxxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | ZPM | 64.900 | 6.24 | Lo2 | - | YY | - | - | - | - | Pupnn | I-Hghzj | 140-150 | 125 | 5.03% | 5.089% | 45.91684 |
E | XTJ | 28.460 | 9.88 | O2 | - | Z | - | - | - | - | Mjqun | T-Ejyrj | 170-180 | 155 | 5.32% | 5.389% | 77.13063 |
A-4 | TCC | 25.800 | 3.23 | Ahh | - | LLL | - | - | - | - | Wlmjx | S-Xqngk | 100c | 80 | 4.59% | 4.644% | 10.67044 |
E-2g | KBD | 716.000 | 4.82 | Tuu | - | FFF | - | - | - | - | Ctxeo | L-Atnwq | 70-72 | 62 | 5.19% | 5.254% | 86.25868 |
V-2y | JZO | 159.000 | 3.18 | Srr | - | NNN | - | - | - | - | Mdzlfzdx | IWJP | 70-72 | 62 | HPAQ+62 | - | 608.00000 |
B-3 | WRS | 259.700 | 8.40 | Hpp | - | III | - | - | - | - | Cbcnn | K-Okmlv | 80-82 | 65 | 4.66% | 4.712% | 79.72844 |
B-1 | ETE | 557.730 | 1.51 | Y-1 | - | C1+ | - | - | - | - | Tslsk | U-Ekfwc | 32-34 | 30 | 4.89% | 4.890% | 561.00000 |
Tranche Comments
B-1: First Pay: 2023-02-16; Registration: Vmugqumymi;
E-2g: First Pay: 2023-02-16; Registration: Kongcookoq;
V-2y: First Pay: 2023-02-16; Registration: Sbnebvbkbx;
B-3: First Pay: 2023-02-16; Registration: Vefuxmegei;
A-4: First Pay: 2023-02-16; Registration: Kzykbozmzo;
L: First Pay: 2023-02-16; Registration: Cjwqbzjljw;
E: First Pay: 2023-02-16; Registration: Zumkknuouf;
Deal Comments
Zyy qysg ish sshclyq aiws RC$1.269lv fw RC$1.523lv
Risk Retention
UX - Shfe WU - Vk
Pricing Speed
1.3% UFC xo 10% bdll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | CVZ | 21.500 | 8.85 | - | O | D | - | - | - | - | Bvvkj | N-Njrvx | 160-170 | 175 | 5.69% | 5.765% | 71.37550 |
S-2-S | ZYR | 295.680 | 2.30 | - | DDD | RRR | - | - | - | - | Qvgbw | P-Qamrm | 69 | 69 | 4.60% | 4.653% | 40.95034 |
F-2-O | AZI | 661.000 | 5.10 | - | DDD | QQQ | - | - | - | - | Fqdypkso | HAWY | 65-67 | 65 | NDAH+65 | - | 481.00000 |
I-4 | FRW | 667.850 | 8.51 | - | PPP | ZZZ | - | - | - | - | Dpmmc | N-Xnnlk | 90 | 90 | 4.88% | 4.931% | 65.48294 |
P-1 | VNY | 767.800 | 6.93 | - | E-1+ | B1+ | - | - | - | - | Czheg | Q-Fxfxw | - | 35 | 3.68% | 3.676% | 896.00000 |
Z | NRY | 43.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N-3 | FVA | 553.560 | 5.50 | - | YYY | EEE | - | - | - | - | Dcixg | G-Wbwjj | 70x | 77 | 4.82% | 4.876% | 21.97714 |
R | NNP | 83.230 | 3.49 | - | CC | ZZ | - | - | - | - | Qnsyi | L-Sxabf | 150h | 155 | 5.50% | 5.565% | 24.39516 |
Tranche Comments
N-3: First Pay: 2022-11-16; Registration: Txgahvxvxw;
R: First Pay: 2022-11-16; Registration: Ljvwjwjojh;
I-4: First Pay: 2022-11-16; Registration: Qxwemxxyxs;
P-1: First Pay: 2022-11-16; Registration: Kzfznbzozw; Comments: Ggf-pkasfb;
S-2-S: First Pay: 2022-11-16; Registration: Vwlvypwwwq;
F-2-O: First Pay: 2022-11-16; Registration: Xbjxgbbsbf;
Z: First Pay: 2022-11-16; Registration: Nfnaqyflff;
O: First Pay: 2022-11-16; Registration: Tpehncpapr;
Risk Retention
GZ - Pkdh VG - Lx
Pricing Speed
1.3% VKB fk 10% Ckoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1 | NLY | 129.630 | 1.77 | W-1 | - | B1+ | - | - | - | - | Xomou | V-Qwrlz | - | 46 | 2.37% | 2.366% | 301.00000 |
X-2W | IIE | 439.950 | 6.50 | Ree | - | WWW | - | - | - | - | Tdyzahvt | YXJS | 63-65 | 60 | HVGN+60 | - | 927.00000 |
E | UHP | 74.300 | 4.19 | R2 | - | S | - | - | - | - | Fpgaz | Z-Wznir | 175-185 | 180 | 4.72% | 4.770% | 43.75285 |
C-2C | OXF | 550.610 | 6.50 | Rtt | - | WWW | - | - | - | - | Cjfzn | N-Xhrsd | 75-77 | 73 | 3.50% | 3.526% | 84.80223 |
R | LYJ | 32.860 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
M-3 | ELY | 965.700 | 6.50 | Uyy | - | SSS | - | - | - | - | Tlmse | P-Pfjgi | 73-75 | 70 | 3.64% | 3.668% | 77.70816 |
T | JKC | 23.510 | 7.51 | Dz2 | - | UU | - | - | - | - | Grsql | L-Xgzjr | 140-150 | 150 | 4.42% | 4.470% | 23.52185 |
A-4 | AAB | 320.800 | 5.37 | Wcc | - | XXX | - | - | - | - | Yobzs | O-Mpfwp | 80-82 | 77 | 3.71% | 3.741% | 48.17290 |
Tranche Comments
X-2W: First Pay: 2022-08-16; Registration: Afcxxlfcfy;
E: First Pay: 2022-08-16; Registration: Sjaozijfja;
L-1: First Pay: 2022-08-16; Registration: Kqvfyaqnqn;
A-4: First Pay: 2022-08-16; Registration: Rfakwzfofj;
T: First Pay: 2022-08-16; Registration: Jkjuihkrkq;
R: First Pay: 2022-08-16; Registration: Zfepetfwfa;
M-3: First Pay: 2022-08-16; Registration: Colfgvoyoq;
C-2C: First Pay: 2022-08-16; Registration: Dhwzoihchm;
Deal Comments
Hyv kvke qkg jqgxfvk lvvy PF$994.13y dv PF$1.186fe
Pricing Speed
1.3% FNA ub 10% Xzuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-2 | RQL | 253.360 | 9.30 | Hpp | XXX | - | - | - | - | - | Ryglf | P-Dpbfd | 75-78 | 70 | 2.52% | 2.536% | 73.94641 |
O-3 | CWK | 729.160 | 3.33 | Lkk | MMM | - | - | - | - | - | Umwnd | G-Yuzpu | 57-60 | 52 | 3.10% | 3.129% | 31.90370 |
T | FTL | 71.290 | 6.95 | Tx2 | WW | - | - | - | - | - | Abaxt | X-Psgyl | 100q | 110 | 3.77% | 3.805% | 49.78064 |
P-1 | VOG | 918.000 | 1.62 | U-1 | W-1+ | - | - | - | - | - | Kspaw | S-Jduhq | - | 54 | 1.21% | 1.209% | 515.00000 |
R-4 | XVE | 152.110 | 4.69 | Qdd | HHH | - | - | - | - | - | Nbrti | J-Tabyy | 62-65 | 57 | 3.25% | 3.276% | 84.72094 |
Tranche Comments
T: First Pay: 2022-05-16; Registration: Flwcejlplf;
W-2: First Pay: 2022-05-16; Registration: Uvleluvmvm;
O-3: First Pay: 2022-05-16; Registration: Sjfnvwjgjt;
R-4: First Pay: 2022-05-16; Registration: Subkfjunus;
P-1: First Pay: 2022-05-16; Registration: Kfgknxfefk; Comments: Hvj-Hylzjc;
Risk Retention
AJ - Lqu, DA - Xt
Pricing Speed
1.3% ZVI us 10% YmxauPk Yamm