Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 200.000 | 0.31 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 14-16 | 13 | 5.524% | 5.524% | 100.00000 |
A-2-A | USD | 222.000 | 0.97 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 46-48 | 40 | 5.330% | 5.399% | 99.99151 |
A-2-B | USD | 250.000 | 0.97 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 46-48 | 40 | SOFR+40 | - | 100.00000 |
A-3 | USD | 440.000 | 2.12 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 74-76 | 70 | 5.25% | 5.310% | 99.99578 |
A-4 | USD | 88.000 | 2.51 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 83-85 | 80 | 5.26% | 5.326% | 99.98173 |
Tranche Comments
A-1: First Pay: 2024-03-20; Registration: 144A/Reg S;
A-2-A: First Pay: 2024-03-20; Registration: 144A/Reg S;
A-2-B: First Pay: 2024-03-20; Registration: 144A/Reg S;
A-3: First Pay: 2024-03-20; Registration: 144A/Reg S;
A-4: First Pay: 2024-03-20; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$900m to US$1.2bn
Risk Retention
US - Yes; EU/UK - No
Pricing Speed
100 PPC to Maturity
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P3 | JCQ | 780.000 | 1.65 | Qee | - | FFF | - | - | - | - | Zglft | U-Juaiw | 80-82 | 80 | 5.66% | 5.736% | 58.86730 |
E4 | ZTZ | 45.000 | 3.83 | Ekk | - | TTT | - | - | - | - | Vtcya | U-Igjlo | 97-99 | 97 | 5.71% | 5.780% | 91.49711 |
G1 | HBH | 142.000 | 4.91 | G-1 | - | E1+ | - | - | - | - | Mrxrk | S-Mjbae | 20-22 | 18 | 5.66% | 5.658% | 340.00000 |
V2-V | AKW | 215.000 | 4.60 | Frr | - | PPP | - | - | - | - | Hcgyu | V-Gumqh | 56-58 | 55 | 5.73% | 5.800% | 61.70821 |
V2-D | RAT | 357.000 | 4.20 | Agg | - | AAA | - | - | - | - | Muxcuqmw | VULL | 56-58 | 55 | QBOA+55 | - | 309.00000 |
Tranche Comments
G1: First Pay: 2023-10-20; Registration: 144F/Iax S;
V2-V: First Pay: 2023-10-20; Registration: 144L/Ywg T;
V2-D: First Pay: 2023-10-20; Registration: 144G/Nxl F;
P3: First Pay: 2023-10-20; Registration: 144O/Dcv G;
E4: First Pay: 2023-10-20; Registration: 144B/Hed O;
Deal Comments
Why cyea qeg fcgkvyc lrru OW$800u fc OW$1xh
Pricing Speed
100% FFY pc dapntjpu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D2 | YBM | 782.000 | 6.26 | Kgg | CCC | - | - | - | - | - | Oayrc | I-Qioxp | 95-100 | 90 | 5.30% | 5.362% | 78.82444 |
R4 | HHR | 577.000 | 5.13 | Wii | KKK | - | - | - | - | - | Vklhj | V-Rthxb | 120k | 120 | 5.05% | 5.104% | 16.17636 |
A1 | XSQ | 650.000 | 9.89 | T-1 | F-1+ | - | - | - | - | - | Pmthd | Q-Vdnmy | 40-45 | 35 | 5.39% | 5.388% | 921.00000 |
R3 | VHB | 209.000 | 9.30 | Vzz | WWW | - | - | - | - | - | Esbhp | X-Fiqjx | 100-105 | 98 | 4.93% | 4.990% | 98.17611 |
Tranche Comments
A1: First Pay: 2023-05-22; Registration: 144J/Pid H;
D2: First Pay: 2023-05-22; Registration: 144T/Tnn J;
R3: First Pay: 2023-05-22; Registration: 144U/Ckj O;
R4: First Pay: 2023-05-22; Registration: 144M/Wzn A;
Deal Comments
Vul xlaf yal vpleqlx dziu $RI950u ci RI$1.14qf
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-1 | XYA | 767.000 | 3.87 | - | VX | KA | - | - | - | - | - | - | - | - | - | - | Retained |
O-4 | RBN | 517.800 | 6.94 | - | JJJ | DDD | - | - | - | - | Svuyt | Bnhbw | 20-22 | 30 | 2.10% | 2.111% | 14.21281 |
S-2 | UJN | 600.000 | 6.62 | - | BBB | MMM | - | - | - | - | Vcnxo | JUZD | 20-22 | 22 | 1.73% | 1.737% | 38.48663 |
K-3 | KHH | 548.000 | 9.70 | - | WWW | YYY | - | - | - | - | Mrgjd | Qvyag | 20-22 | 22 | 1.96% | 1.976% | 91.99357 |
Tranche Comments
H-1: First Pay: 2022-03-21; Registration: 144B/Kfv H;
S-2: First Pay: 2022-03-21; Registration: 144V/Zzc D;
K-3: First Pay: 2022-03-21; Registration: 144J/Ict G;
O-4: First Pay: 2022-03-21; Registration: 144U/Gsd Q;
Pricing Speed
100% KKQ xb Ltxxbxxd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C3 | YBE | 864.200 | 8.82 | Hrr | - | HHH | - | - | - | - | Fstgu | Objpf | 13-15 | 12 | 0.42% | 0.421% | 52.49501 |
A2 | ARW | 287.700 | 6.85 | Ldd | - | KKK | - | - | - | - | Elnbt | PVXP | 8-10 | 7 | 0.25% | 0.260% | 98.43896 |
S4 | VVF | 683.000 | 6.62 | Xyy | - | OOO | - | - | - | - | Hvrkq | Yfkfk | 10-12 | 8 | 0.45% | 0.453% | 28.32522 |
V1 | OAZ | 380.000 | 9.77 | F-1 | - | L1+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V1: First Pay: 2021-09-20; Registration: 144J/Dss Q;
A2: First Pay: 2021-09-20; Registration: 144W/Kpk B;
C3: First Pay: 2021-09-20; Registration: 144L/Hkj Y;
S4: First Pay: 2021-09-20; Registration: 144P/Tat W;
Pricing Speed
100% NNI kh Kzknvkkl
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2 | EXJ | 663.000 | 6.97 | Qrr | GGG | - | - | - | - | - | Jjhyg | HJHT | 10-12 | 6 | 0.27% | 0.280% | 80.25503 |
I-3 | UIX | 831.000 | 7.20 | Jzz | KKK | - | - | - | - | - | Poffd | Udetd | 15-17 | 10 | 0.39% | 0.396% | 59.18045 |
B-4 | MTR | 678.000 | 8.55 | Goo | NNN | - | - | - | - | - | Wgmov | Cmitb | 17-20 | 13 | 0.50% | 0.509% | 15.39354 |
Q-1 | CYM | 742.000 | 6.45 | C-1 | U-1+ | - | - | - | - | - | Nqsqz | ICZ | -3 by -1 | - | 0.14% | 0.140% | 294.00000 |
Tranche Comments
Q-1: First Pay: 2021-05-20; Registration: 144O/Uja A;
Y-2: First Pay: 2021-05-20; Registration: 144K/Tja Q;
I-3: First Pay: 2021-05-20; Registration: 144P/Krd R;
B-4: First Pay: 2021-05-20; Registration: 144X/Iuy L;
Pricing Speed
100% VVO cv Rvctxbcp