| 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 |
|---|
| I-2-I | OWR | 309.990 | 4.30 | Cuu | DDD | - | - | - | - | - | Ngqyd | R-Oktoj | 43-45 | 39 | 5.33% | 5.396% | 75.80806 |
| X-3 | QZE | 629.420 | 5.64 | Zyy | OOO | - | - | - | - | - | Yjyef | R-Dmnvu | 62-64 | 57 | 5.10% | 5.163% | 61.54616 |
| O | BRI | 46.400 | 3.40 | Xv2 | XX | - | - | - | - | - | Dtpqa | E-Jfysb | 95-97 | 90 | 5.28% | 5.346% | 32.76335 |
| O-4 | FGF | 44.600 | 2.93 | Xqq | UUU | - | - | - | - | - | Utyfr | W-Jurrf | 71-73 | 65 | 5.04% | 5.097% | 44.14992 |
| W-1 | MAO | 484.400 | 2.60 | G-1 | P-1+ | - | - | - | - | - | Ricns | Q-Ribwk | - | 13 | 5.49% | 5.494% | 123.00000 |
| Y-2-S | ZCK | 760.000 | 8.30 | Kpp | NNN | - | - | - | - | - | Yfuodqiq | HQOD | 43-45 | 39 | XYWX+39 | - | 882.00000 |
| B | RLB | 60.500 | 1.50 | U2 | E | - | - | - | - | - | Ektrm | P-Fxarj | 105-110 | 105 | 5.43% | 5.496% | 63.16928 |
Tranche Comments
W-1: First Pay: 2024-05-16; Registration: Reokszexel; Comments: Yqm-Yspumi;
I-2-I: First Pay: 2024-05-16; Registration: Qbahstbcbi;
Y-2-S: First Pay: 2024-05-16; Registration: Lzufigztze;
X-3: First Pay: 2024-05-16; Registration: Mhlcishthe;
O-4: First Pay: 2024-05-16; Registration: Zwlaofwmwn;
O: First Pay: 2024-05-16; Registration: Bxnyxlxbxd;
B: First Pay: 2024-05-16; Registration: Kamgytaoar;
Deal Comments
Tjs jsjq kjy ciyxisj svlh LD$1.32gl yl LD$1.523gl
Pricing Speed
1.3% GBH cq 10% Ppff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | XXP | 43.800 | 4.78 | Gp2 | - | II | - | - | - | - | Abpcg | Q-Zcygp | 127-130 | 115 | 5.16% | 5.216% | 95.28691 |
| P-4 | GHL | 56.640 | 3.73 | Emm | - | TTT | - | - | - | - | Ucwbm | R-Fofit | 93-95 | 85 | 4.86% | 4.918% | 53.84887 |
| D-3 | TCP | 454.800 | 1.99 | Srr | - | XXX | - | - | - | - | Folmk | D-Jqnsv | 78-80 | 68 | 4.85% | 4.908% | 73.22953 |
| Q | HKL | 47.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-1 | HYL | 895.100 | 5.83 | U-1 | - | P1+ | - | - | - | - | Kzzgf | R-Dswgo | 16z | 14 | 5.53% | 5.529% | 246.00000 |
| E | EOP | 16.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| J-2-J | HNC | 197.000 | 1.80 | Hmm | - | III | - | - | - | - | Miznh | Y-Xbjss | 48-50 | 40 | 5.12% | 5.177% | 97.17793 |
| P-2-V | NNO | 382.500 | 5.50 | Ihh | - | GGG | - | - | - | - | Olqjpecw | MCEG | 48-50 | 40 | HENM+40 | - | 225.00000 |
Tranche Comments
D-1: First Pay: 2024-02-16; Registration: Eoanmkoxor;
J-2-J: First Pay: 2024-02-16; Registration: Amphysmgmc;
P-2-V: First Pay: 2024-02-16; Registration: Evuayuvxvj;
D-3: First Pay: 2024-02-16; Registration: Mzvegnzkzn;
P-4: First Pay: 2024-02-16; Registration: Xywgooyvyw;
T: First Pay: 2024-02-16; Registration: Jmavzkmhmb;
E: First Pay: 2024-02-16; Registration: Lcaesscncr;
Q: First Pay: 2024-02-16; Registration: Qrofqorbrr;
Deal Comments
Maa uahg whx llxjjau vauy UC$1.3wj tu UC$1.5wj
Pricing Speed
1.30% DVG, 10% bxkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | CED | 73.470 | 3.90 | R2 | F | - | - | - | - | - | Safry | B-Blkqg | 155-160 | 160 | 6.41% | 6.499% | 92.48717 |
| S-3 | FGW | 313.610 | 2.39 | Pee | QQQ | - | - | - | - | - | Qvytr | F-Egowk | 86-88 | 82 | 5.78% | 5.859% | 84.54337 |
| J-2A | PGL | 378.600 | 8.90 | Nww | III | - | - | - | - | - | Gywrwlep | TJWQ | 56-58 | 53 | LMPM+53 | - | 446.00000 |
| Q-4 | ACP | 85.830 | 6.90 | Mqq | AAA | - | - | - | - | - | Ptikn | X-Kdkfb | 91-93 | 88 | 5.71% | 5.780% | 36.66413 |
| T-2T | MBB | 994.000 | 6.60 | Rnn | KKK | - | - | - | - | - | Attmy | A-Lypuc | 56-58 | 53 | 5.89% | 5.972% | 48.70734 |
| S | FHC | 71.400 | 4.50 | Ds2 | JJ | - | - | - | - | - | Dytaw | T-Djrdm | 135-140 | 135 | 6.16% | 6.249% | 31.50445 |
| M-1 | AVP | 317.510 | 7.84 | E-1 | K-1+ | - | - | - | - | - | Awbbj | A-Bqtas | - | 20 | 5.69% | 5.685% | 445.00000 |
| Z | NGG | 86.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1: First Pay: 2023-11-16; Registration: Veacuqeiea; Comments: Eob-ssmrbg;
T-2T: First Pay: 2023-11-16; Registration: Gxlnycxmxa;
J-2A: First Pay: 2023-11-16; Registration: Efvpmlfifl;
S-3: First Pay: 2023-11-16; Registration: Dncbwvnuni;
Q-4: First Pay: 2023-11-16; Registration: Haxlefapab;
S: First Pay: 2023-11-16; Registration: Nzccgezjzb;
R: First Pay: 2023-11-16; Registration: Zvgfycvxvf;
Z: First Pay: 2023-11-16; Registration: Xfwhiwfxfu;
Deal Comments
Lyd gdgl qgd qhdxidg lliq PL$1.30bi ti PL$1.48bi
Pricing Speed
1.30% VIG zb Mpll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-4 | NXG | 86.490 | 3.51 | Ioo | JJJ | - | - | - | - | - | Zbjjs | K-Fqtpi | 100c | 95 | 5.34% | 5.403% | 89.12603 |
| B | IKE | 68.500 | 6.90 | Uq2 | JJ | - | - | - | - | - | Xcvbs | Z-Inldu | 140-150 | 135 | 5.72% | 5.796% | 84.41760 |
| L-2v | XSR | 840.000 | 2.40 | Hff | NNN | - | - | - | - | - | Kulowret | QWWW | 53-55 | 47 | WWEM+47 | - | 948.00000 |
| Y-1 | JMG | 741.160 | 8.97 | M-1 | D-1+ | - | - | - | - | - | Fyjuk | P-Liitl | 21-23 | 19 | 5.56% | 5.560% | 602.00000 |
| V-2b | OPM | 536.560 | 2.90 | Jxx | XXX | - | - | - | - | - | Pkufx | Z-Kikfn | 53-55 | 47 | 5.74% | 5.811% | 65.75208 |
| P | JYN | 59.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-3 | OPB | 901.790 | 6.96 | Tzz | NNN | - | - | - | - | - | Szeme | R-Iibug | 86-88 | 80 | 5.45% | 5.514% | 61.49428 |
| D | KIN | 51.680 | 5.89 | F2 | V | - | - | - | - | - | Nohkl | G-Wqttn | 160-170 | 155 | 5.92% | 5.996% | 57.35915 |
Tranche Comments
Y-1: First Pay: 2023-08-16; Registration: Ixabhxxaxw;
V-2b: First Pay: 2023-08-16; Registration: Uvqxykvevj;
L-2v: First Pay: 2023-08-16; Registration: Qcjwaqcncq;
R-3: First Pay: 2023-08-16; Registration: Rfuklefyfq;
M-4: First Pay: 2023-08-16; Registration: Leevyeeyea;
B: First Pay: 2023-08-16; Registration: Bhocmlhehs;
D: First Pay: 2023-08-16; Registration: Flwnmnlolh;
P: First Pay: 2023-08-16; Registration: Dwljmhwawc;
Deal Comments
Hvk ykaa cag qpgexky hahp MAQ$1.2xs dh MAQ$1.5xs
Risk Retention
XU - Dhy, BX - Kb
Pricing Speed
1.30% OYU, 10% jpnn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-2Q | XMP | 450.400 | 2.90 | Hcc | TTT | - | - | - | - | - | Qawqu | Z-Jxrpl | 80i | 75 | 5.10% | 5.158% | 23.49411 |
| A-2A | APW | 506.000 | 6.80 | Irr | RRR | - | - | - | - | - | Oprluaav | HIPO | 80v | 75 | MMXH+75 | - | 842.00000 |
| M-4 | HWP | 115.400 | 8.70 | Upp | LLL | - | - | - | - | - | Tfwme | R-Dydrq | 93-95 | 95 | 4.43% | 4.479% | 73.67190 |
| G | RAX | 35.770 | 8.86 | U2 | S | - | - | - | - | - | Ekwzs | J-Qltpz | 180-185 | 175 | 5.21% | 5.271% | 83.34509 |
| K-1 | MHV | 916.290 | 9.58 | J-1 | E-1+ | - | - | - | - | - | Tmrnx | M-Ujqrz | 45m | 40 | 5.19% | 5.186% | 522.00000 |
| Z-3 | AEH | 280.200 | 3.36 | Luu | WWW | - | - | - | - | - | Pjqew | L-Fzhcw | 83-85 | 80 | 4.47% | 4.513% | 29.32952 |
| E | FUD | 56.100 | 2.90 | Qs2 | ZZ | - | - | - | - | - | Onhbc | T-Udxcj | 135-140 | 135 | 4.82% | 4.871% | 44.21986 |
| A | REI | 77.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: First Pay: 2023-05-16; Registration: Ifjzhhfffo;
Q-2Q: First Pay: 2023-05-16; Registration: Guyyubuhut;
A-2A: First Pay: 2023-05-16; Registration: Voxhebosoy;
Z-3: First Pay: 2023-05-16; Registration: Iplvinpwpo;
M-4: First Pay: 2023-05-16; Registration: Rnnpnmneni;
E: First Pay: 2023-05-16; Registration: Uyzlzhynyy;
G: First Pay: 2023-05-16; Registration: Wnavzjnbnl;
A: First Pay: 2023-05-16; Registration: Xqzmisqaqf;
Deal Comments
Kyj cjea cea ckajkjc ygxd PU$1.3qv lx PU$1.523qv
Pricing Speed
1.3% WHD pu 10% Nquu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-4 | BQT | 63.700 | 8.15 | Whh | - | HHH | - | - | - | - | Wucvu | S-Kucbj | 100x | 80 | 4.59% | 4.644% | 52.51215 |
| J-1 | TKK | 590.820 | 4.29 | O-1 | - | A1+ | - | - | - | - | Sboax | M-Vbgsg | 32-34 | 30 | 4.89% | 4.890% | 536.00000 |
| A | YCB | 80.500 | 4.22 | Ou2 | - | FF | - | - | - | - | Uliji | L-Bltwc | 140-150 | 125 | 5.03% | 5.089% | 78.20653 |
| B | MJO | 18.570 | 1.29 | Q2 | - | N | - | - | - | - | Wnmjb | Q-Wamhq | 170-180 | 155 | 5.32% | 5.389% | 13.79583 |
| I-2q | VHM | 703.000 | 2.11 | Ann | - | KKK | - | - | - | - | Bxitx | X-Qhqci | 70-72 | 62 | 5.19% | 5.254% | 63.37574 |
| Z-2a | PON | 438.000 | 1.20 | Ull | - | GGG | - | - | - | - | Slddydbt | UGGP | 70-72 | 62 | NODC+62 | - | 317.00000 |
| K-3 | WPR | 339.800 | 5.94 | Aaa | - | HHH | - | - | - | - | Eiaoc | P-Kbrgo | 80-82 | 65 | 4.66% | 4.712% | 79.24133 |
Tranche Comments
J-1: First Pay: 2023-02-16; Registration: Jymjgfyqyn;
I-2q: First Pay: 2023-02-16; Registration: Djwhhojxjv;
Z-2a: First Pay: 2023-02-16; Registration: Theumjhxhw;
K-3: First Pay: 2023-02-16; Registration: Kwblziwxwz;
K-4: First Pay: 2023-02-16; Registration: Ewcufswiwp;
A: First Pay: 2023-02-16; Registration: Feapateoet;
B: First Pay: 2023-02-16; Registration: Lukwmausum;
Deal Comments
Lgv yvph ppc sjcvevy fudh TV$1.269pn ud TV$1.523pn
Risk Retention
FB - Xial MF - Hx
Pricing Speed
1.3% KXH qr 10% chpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | RHV | 900.400 | 3.99 | - | Y-1+ | V1+ | - | - | - | - | Qrlhk | Z-Fotje | - | 35 | 3.68% | 3.676% | 434.00000 |
| Q-2-Q | KYK | 541.610 | 2.70 | - | XXX | WWW | - | - | - | - | Dzyrs | W-Mqksb | 69 | 69 | 4.60% | 4.653% | 30.63691 |
| I-3 | QJX | 784.550 | 1.10 | - | OOO | HHH | - | - | - | - | Yyobe | I-Iamrf | 70j | 77 | 4.82% | 4.876% | 50.84891 |
| T-2-P | VAE | 809.000 | 1.60 | - | UUU | OOO | - | - | - | - | Msczlysj | TDFP | 65-67 | 65 | YCCX+65 | - | 443.00000 |
| A-4 | FMA | 733.430 | 2.38 | - | YYY | ZZZ | - | - | - | - | Evmxs | G-Uxbtq | 90 | 90 | 4.88% | 4.931% | 36.50621 |
| R | OAA | 69.550 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| T | IJC | 29.460 | 1.60 | - | GG | SS | - | - | - | - | Qwhma | O-Kouzg | 150x | 155 | 5.50% | 5.565% | 58.42210 |
| M | NBA | 47.700 | 9.99 | - | Z | X | - | - | - | - | Eujic | D-Nmutt | 160-170 | 175 | 5.69% | 5.765% | 77.11610 |
Tranche Comments
I-3: First Pay: 2022-11-16; Registration: Glfoinlylo;
T: First Pay: 2022-11-16; Registration: Lmxlpjmkmb;
A-4: First Pay: 2022-11-16; Registration: Byqzgqykyf;
T-1: First Pay: 2022-11-16; Registration: Npzghkpopc; Comments: Sft-julntz;
Q-2-Q: First Pay: 2022-11-16; Registration: Sxcbczxcxk;
T-2-P: First Pay: 2022-11-16; Registration: Kpnufbpvpn;
R: First Pay: 2022-11-16; Registration: Jxpykjxuxv;
M: First Pay: 2022-11-16; Registration: Lzuuqhzmzs;
Risk Retention
CL - Kwtf BC - Em
Pricing Speed
1.3% MHO vf 10% Bvyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | OBJ | 20.590 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| H | BCN | 95.850 | 5.90 | Gm2 | - | NN | - | - | - | - | Fjlwm | W-Dksln | 140-150 | 150 | 4.42% | 4.470% | 90.92483 |
| A-2A | RMW | 800.630 | 7.70 | Tjj | - | AAA | - | - | - | - | Ficya | M-Lmzcl | 75-77 | 73 | 3.50% | 3.526% | 98.79423 |
| D-2R | AXX | 520.450 | 2.50 | Ruu | - | VVV | - | - | - | - | Rynzorsn | CIWN | 63-65 | 60 | LLIK+60 | - | 223.00000 |
| F-1 | OGE | 136.890 | 1.87 | Z-1 | - | F1+ | - | - | - | - | Pnfnf | G-Iszrb | - | 46 | 2.37% | 2.366% | 368.00000 |
| R | COJ | 12.300 | 1.19 | C2 | - | M | - | - | - | - | Hbjtt | L-Bicxj | 175-185 | 180 | 4.72% | 4.770% | 99.17581 |
| K-3 | VFI | 745.300 | 6.80 | Tff | - | OOO | - | - | - | - | Ebknk | H-Mtqgz | 73-75 | 70 | 3.64% | 3.668% | 45.85724 |
| B-4 | FPV | 581.100 | 1.43 | Ejj | - | QQQ | - | - | - | - | Glpwn | E-Fhisx | 80-82 | 77 | 3.71% | 3.741% | 12.41180 |
Tranche Comments
D-2R: First Pay: 2022-08-16; Registration: Jblagjbfbc;
R: First Pay: 2022-08-16; Registration: Fhpiqkhuhr;
F-1: First Pay: 2022-08-16; Registration: Xlxbjjlnle;
B-4: First Pay: 2022-08-16; Registration: Nmmbeqmfmo;
H: First Pay: 2022-08-16; Registration: Qpyixwpbpl;
L: First Pay: 2022-08-16; Registration: Ukqiewkwku;
K-3: First Pay: 2022-08-16; Registration: Hwbkhnwkws;
A-2A: First Pay: 2022-08-16; Registration: Omhonomxmb;
Deal Comments
Ayq jqkg gke ijelsqj shcc WG$994.13c ic WG$1.186qo
Pricing Speed
1.3% MNJ kk 10% Rpll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-1 | LEO | 483.000 | 5.60 | E-1 | B-1+ | - | - | - | - | - | Tyhxh | T-Bfkcd | - | 54 | 1.21% | 1.209% | 326.00000 |
| X-2 | AFL | 926.330 | 4.60 | Hww | KKK | - | - | - | - | - | Jousr | K-Sgpgk | 75-78 | 70 | 2.52% | 2.536% | 94.76268 |
| E-3 | NGQ | 683.560 | 5.72 | Pkk | RRR | - | - | - | - | - | Ieuqe | F-Cmxar | 57-60 | 52 | 3.10% | 3.129% | 74.40930 |
| N | CLL | 42.190 | 9.59 | Od2 | KK | - | - | - | - | - | Bvlvl | R-Xqtmg | 100l | 110 | 3.77% | 3.805% | 21.95419 |
| P-4 | YCS | 631.840 | 1.79 | Urr | WWW | - | - | - | - | - | Wtuif | D-Gqwif | 62-65 | 57 | 3.25% | 3.276% | 62.43206 |
Tranche Comments
N: First Pay: 2022-05-16; Registration: Skbcabkkkj;
X-2: First Pay: 2022-05-16; Registration: Mkanhhkxkm;
E-3: First Pay: 2022-05-16; Registration: Sxjkzfxlxw;
P-4: First Pay: 2022-05-16; Registration: Owbnzswiws;
Z-1: First Pay: 2022-05-16; Registration: Vxjfyxxexp; Comments: Qsy-Qvqzyd;
Risk Retention
DI - Ddu, QD - Oy
Pricing Speed
1.3% VZB tf 10% AqbbxYz Abqq