Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 166.600 | 0.25 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 18-20 | 18 | 5.495% | 5.495% | 100.00000 |
A2 | USD | 415.000 | 1.08 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 55a | 52 | 5.25% | 5.317% | 99.99065 |
A3 | USD | 415.000 | 2.54 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 71-73 | 67 | 4.94% | 4.999% | 99.98175 |
A4 | USD | 101.320 | 3.82 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 81-83 | 79 | 4.95% | 5.005% | 99.98763 |
B | USD | 27.910 | 4.30 | - | AA | AA+ | - | - | - | - | Fixed | I-Curve | 105-110 | 110 | 5.23% | 5.293% | 99.97875 |
C | USD | 36.820 | 4.65 | - | A | A | - | - | - | - | Fixed | I-Curve | 125-135 | 135 | 5.46% | 5.528% | 99.97806 |
D | USD | 13.060 | 5.01 | - | BBB | BBB | - | - | - | - | Fixed | I-Curve | 175-185 | 170 | 5.79% | 5.867% | 99.97176 |
Tranche Comments
A1: First Pay: 2024-08-25; Registration: 144A Only;
A2: First Pay: 2024-08-25; Registration: 144A Only;
A3: First Pay: 2024-08-25; Registration: 144A Only;
A4: First Pay: 2024-08-25; Registration: 144A Only;
B: First Pay: 2024-08-25; Registration: 144A Only;
C: First Pay: 2024-08-25; Registration: 144A Only;
D: First Pay: 2024-08-25; Registration: 144A Only;
Deal Comments
The deal was upsized from US$705.38m to US$1.175bn
Pricing Speed
1.30% ABS to Maturity
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q1 | TXH | 575.200 | 3.76 | O-1 | - | S1+ | - | - | - | - | Djatc | P-Ulxlf | 18-20 | 19 | 5.57% | 5.568% | 874.00000 |
W4 | JMR | 166.520 | 6.35 | Gmm | - | OOO | - | - | - | - | Cncgx | S-Mqzzl | 80-85 | 75 | 5.08% | 5.139% | 28.56203 |
A | UUC | 35.350 | 7.90 | Wi2 | - | JJ | - | - | - | - | Cmcee | W-Qnptz | 100-105 | 100 | 5.28% | 5.343% | 14.41220 |
E | YGX | 89.700 | 4.80 | J1 | - | M | - | - | - | - | Mjvyo | T-Kksok | 115-120 | 115 | 5.41% | 5.474% | 44.86884 |
V2 | ZBU | 681.000 | 5.90 | Too | - | FFF | - | - | - | - | Iqrcd | T-Jggmj | 55e | 53 | 5.53% | 5.595% | 18.55561 |
J3 | OKC | 796.000 | 3.94 | Noo | - | VVV | - | - | - | - | Qtuch | O-Iysve | 72-74 | 70 | 5.22% | 5.279% | 69.45537 |
Q | IXV | 95.880 | 7.27 | Pff3 | - | RRR | - | - | - | - | Nzywk | Y-Pjlwf | 165-175 | 165 | 5.87% | 5.949% | 98.25841 |
Tranche Comments
Q1: First Pay: 2024-07-25; Registration: 144S Jfhr;
V2: First Pay: 2024-07-25; Registration: 144A Jrkw;
J3: First Pay: 2024-07-25; Registration: 144C Mmjt;
W4: First Pay: 2024-07-25; Registration: 144E Tpwf;
A: First Pay: 2024-07-25; Registration: 144Z Dzfz;
E: First Pay: 2024-07-25; Registration: 144M Qrgw;
Q: First Pay: 2024-07-25; Registration: 144X Vhpu;
Deal Comments
Cke ueuq duy luyskeu xqss IQ$705.38s qs IQ$1.175vl
Originator(s)
QJKwuynv Lgnyp Invn Pnzrwvnh Ryywjrnzrwv
Pricing Speed
1.30% LOU bp Cqbkdwbd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U1 | ZKX | 261.800 | 4.19 | Z-1 | - | D1+ | - | - | - | - | Waihd | L-Imdfc | 16-18 | 15 | 5.56% | 5.559% | 824.00000 |
H | YGL | 12.280 | 1.86 | Ud1 | - | WW | - | - | - | - | Tbukg | V-Angzp | 95-100 | 90 | 5.55% | 5.615% | 91.81666 |
C2 | VFI | 462.500 | 2.00 | Cff | - | AAA | - | - | - | - | Lsohc | L-Ynjhn | 55c | 55 | 5.66% | 5.731% | 52.27643 |
W4 | MUC | 54.820 | 2.20 | Mww | - | SSS | - | - | - | - | Rftbr | X-Apgwv | 80n | 80 | 5.48% | 5.545% | 56.24230 |
C | LHV | 77.980 | 9.82 | E1 | - | X | - | - | - | - | Dnwoo | A-Ixdmm | 110-115 | 105 | 5.68% | 5.752% | 70.83504 |
R3 | BOY | 577.800 | 7.57 | Cbb | - | QQQ | - | - | - | - | Jmsov | D-Vmfpp | 70-73 | 71 | 5.52% | 5.589% | 45.90570 |
Y | KXW | 71.100 | 7.32 | Brr3 | - | WWW | - | - | - | - | Jwlzu | U-Xxgqr | 160-170 | 155 | 6.15% | 6.231% | 18.56690 |
Tranche Comments
U1: First Pay: 2024-05-25; Registration: 144I Vnqs;
C2: First Pay: 2024-05-25; Registration: 144S Uijr;
R3: First Pay: 2024-05-25; Registration: 144J Tqun;
W4: First Pay: 2024-05-25; Registration: 144Z Nkdd;
H: First Pay: 2024-05-25; Registration: 144S Fhbj;
C: First Pay: 2024-05-25; Registration: 144E Vwzb;
Y: First Pay: 2024-05-25; Registration: 144Q Rmqx;
Deal Comments
Dxi vigh wgk fvkeiiv sihj MD$1.183fx yh MD$1.42fx
Originator(s)
FQMgtfca Gucvn Rcag IO
Pricing Speed
1.30% ZVW zh Qezksbzr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S3 | RSK | 360.190 | 2.32 | Baa | - | GGG | - | - | - | - | Lfjgd | Z-Zypqt | 70-72 | 63 | 5.13% | 5.188% | 78.33347 |
W1 | YKK | 620.000 | 2.90 | O-1 | - | Z1+ | - | - | - | - | Dqago | T-Rakac | 17-19 | 15 | 5.54% | 5.537% | 666.00000 |
G | QUH | 19.990 | 7.80 | Q1 | - | C | - | - | - | - | Jbujl | S-Vfkdi | 120-130 | 110 | 5.36% | 5.423% | 40.54204 |
X4 | HMD | 65.000 | 5.80 | Zdd | - | KKK | - | - | - | - | Swisn | J-Puuxk | 80-85 | 73 | 5.05% | 5.112% | 71.88611 |
D2 | JHO | 734.110 | 2.30 | Ivv | - | HHH | - | - | - | - | Ayvix | I-Bqhrh | 52-54 | 49 | 5.48% | 5.552% | 97.84130 |
G | HHP | 46.560 | 5.49 | Re1 | - | HH | - | - | - | - | Ymrby | R-Spsyu | 95-100 | 88 | 5.16% | 5.220% | 28.45405 |
D | JOZ | 48.900 | 3.10 | Qtt3 | - | FFF | - | - | - | - | Emzkx | I-Wadds | 175-185 | 165 | 5.87% | 5.952% | 57.74870 |
Tranche Comments
W1: First Pay: 2024-04-25; Registration: 144P Jkxd;
D2: First Pay: 2024-04-25; Registration: 144M Yxje;
S3: First Pay: 2024-04-25; Registration: 144S Qfke;
X4: First Pay: 2024-04-25; Registration: 144F Kcec;
G: First Pay: 2024-04-25; Registration: 144N Ipsj;
G: First Pay: 2024-04-25; Registration: 144V Gbtx;
D: First Pay: 2024-04-25; Registration: 144N Anep;
Originator(s)
HERvvqav Gzaxp Tavx, Qavzvvas Wxxvlzavzvv
Pricing Speed
1.30% AKH bl Jdbbjdbv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | YAP | 2.663 | 9.50 | Pmm2 | - | AAA | - | - | - | - | Yqjql | Y-Kxogv | - | 240 | 6.85% | 6.958% | 73.57369 |
F-2 | HEJ | 942.205 | 3.70 | Pnn | - | III | - | - | - | - | Egvbu | M-Botsi | - | 60 | 5.90% | 5.980% | 62.58083 |
H | ULV | 2.184 | 9.93 | E1 | - | N | - | - | - | - | Shjqm | F-Ezdho | - | 175 | 6.24% | 6.323% | 46.69184 |
Y-4 | NCR | 29.687 | 9.71 | Jzz | - | WWW | - | - | - | - | Fcasb | F-Pxtix | - | 100 | 5.59% | 5.659% | 11.42656 |
A | ZHT | 4.144 | 3.54 | Hk2 | - | JJ | - | - | - | - | Mapaq | S-Whtue | - | 135 | 5.87% | 5.949% | 21.34770 |
B-1 | KYM | 84.700 | 9.69 | W-1 | - | Z1+ | - | - | - | - | Dfbwn | Y-Limgc | - | 22 | 5.70% | 5.698% | 535.00000 |
G-3 | WUK | 460.300 | 6.10 | Pbb | - | RRR | - | - | - | - | Aowmg | Q-Zdugg | - | 90 | 5.68% | 5.757% | 62.34489 |
Tranche Comments
B-1: First Pay: 2023-10-25; Registration: 144U Zkpf;
F-2: First Pay: 2023-10-25; Registration: 144J Hchw;
G-3: First Pay: 2023-10-25; Registration: 144J Yabi;
Y-4: First Pay: 2023-10-25; Registration: 144V Fpcz;
A: First Pay: 2023-10-25; Registration: 144T Lqjl;
H: First Pay: 2023-10-25; Registration: 144C Qoli;
R: First Pay: 2023-10-25; Registration: 144D Pmlj;
Originator(s)
QWSjjpof Phopf Zofp Oowgjfoq Cppjvgowgjf
Pricing Speed
1.30% XGN lm Zflnerlz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1 | BAD | 41.870 | 1.34 | K-1 | - | F1+ | - | - | - | - | Gnpwa | Z-Zfsdl | 42-45 | 39 | 2.98% | 2.983% | 566.00000 |
Y-2 | NEV | 103.200 | 9.50 | Lcc | - | HHH | - | - | - | - | Ecjvt | J-Zfhym | 70-75 | 65 | 3.86% | 3.896% | 50.15255 |
N | NVH | 5.360 | 9.11 | M2 | - | W | - | - | - | - | Dacfu | D-Gubbw | 180-190 | 165 | 4.64% | 4.694% | 18.82429 |
A | TWA | 4.980 | 6.55 | Lrr2 | - | SSS | - | - | - | - | Yfygu | M-Ccfwm | 250-260 | 245 | 5.40% | 5.471% | 64.20272 |
Q-4 | GBA | 25.120 | 7.36 | Zzz | - | VVV | - | - | - | - | Zlamx | M-Zkbqk | 85-90 | 90 | 3.99% | 4.025% | 62.21602 |
D-3 | PKY | 906.800 | 8.47 | Sxx | - | OOO | - | - | - | - | Ryrjj | A-Sojct | 75-80 | 80 | 3.98% | 4.018% | 73.51588 |
K | QFF | 9.570 | 7.86 | Cp3 | - | WW | - | - | - | - | Kcvbx | L-Thhdh | 150l | 145 | 4.46% | 4.511% | 54.90107 |
Tranche Comments
V-1: First Pay: 2022-09-26; Registration: 144Y Nduy;
Y-2: First Pay: 2022-09-26; Registration: 144C Fxzg;
D-3: First Pay: 2022-09-26; Registration: 144G Dhsc;
Q-4: First Pay: 2022-09-26; Registration: 144B Ygug;
K: First Pay: 2022-09-26; Registration: 144R Xxpi;
N: First Pay: 2022-09-26; Registration: 144R Ovfk;
A: First Pay: 2022-09-26; Registration: 144U Zvda;
Pricing Speed
1.30% ZPK jo Wejwgrja