Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 280.380 | 0.36 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 15-17 | 17 | 5.506% | 5.506% | 100.00000 |
A-2A | USD | 300.000 | 1.00 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 52-54 | 50 | 5.24% | 5.306% | 99.99214 |
A-2B | USD | 236.440 | 1.00 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 52-54 | 50 | SOFR+50 | - | 100.00000 |
A-3 | USD | 495.780 | 1.83 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 77-79 | 70 | 5.06% | 5.120% | 99.98930 |
A-4 | USD | 87.400 | 2.35 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 91-93 | 83 | 5.05% | 5.108% | 99.99025 |
B | USD | 62.960 | 2.45 | - | AA | AA | - | - | - | - | Fixed | I-Curve | 120a | 110 | 5.29% | 5.357% | 99.98143 |
C | USD | 78.640 | 2.54 | - | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
D | USD | 83.870 | 2.64 | - | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-02-15; Registration: Registered;
A-2A: First Pay: 2024-02-15; Registration: Registered;
A-2B: First Pay: 2024-02-15; Registration: Registered;
A-3: First Pay: 2024-02-15; Registration: Registered;
A-4: First Pay: 2024-02-15; Registration: Registered;
B: First Pay: 2024-02-15; Registration: Registered;
C: First Pay: 2024-02-15; Registration: Registered;
D: First Pay: 2024-02-15; Registration: Registered;
Deal Comments
The deal was upsized from US$1.149bn to US$1.62bn. Active Bookrunners: CTI(B&D), DEU, LLY. Passive Bookrunners: CAG, MIZ
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 |
---|
H | TBO | 49.530 | 3.80 | W2 | III | - | - | - | - | - | Dzrhn | A-Vwhzr | 230t | 230 | 6.97% | 7.082% | 40.73024 |
D | ESA | 27.560 | 2.69 | Ob1 | AA | - | - | - | - | - | Dnfsk | D-Uxkaz | 140e | 140 | 6.20% | 6.285% | 28.71291 |
O-3 | IZR | 619.000 | 7.80 | Kee | KKK | - | - | - | - | - | Lnrel | S-Gzoxr | 85-87 | 87 | 5.91% | 5.993% | 14.65362 |
N-2N | JCK | 236.000 | 5.40 | Zww | CCC | - | - | - | - | - | Hjwxc | U-Mgnrx | 57-59 | 57 | 5.90% | 5.977% | 32.55384 |
A-2H | UXJ | 301.000 | 8.90 | Hff | HHH | - | - | - | - | - | Hsuhecyn | TPTP | 57-59 | 59 | YXTU+59 | - | 872.00000 |
Y-4 | XCM | 48.000 | 8.32 | Gll | III | - | - | - | - | - | Johmf | S-Apcty | 100-103 | 100 | 5.87% | 5.945% | 21.30168 |
J-1 | MHM | 753.000 | 5.80 | Y-1 | T-1+ | - | - | - | - | - | Vmhqe | E-Jsxgo | 20-22 | 20 | 5.69% | 5.688% | 660.00000 |
G | IGZ | 55.630 | 5.41 | Xq2 | Y | - | - | - | - | - | Rccmv | F-Owkbk | 170p | 170 | 6.43% | 6.526% | 67.12003 |
Tranche Comments
J-1: First Pay: 2023-10-16; Registration: Dcelgocnch;
N-2N: First Pay: 2023-10-16; Registration: Boxlnqowog;
A-2H: First Pay: 2023-10-16; Registration: Gqbgvkqrqe;
O-3: First Pay: 2023-10-16; Registration: Gqbycsqrqc;
Y-4: First Pay: 2023-10-16; Registration: Opxucspjpa;
D: First Pay: 2023-10-16; Registration: Tprksspbpr;
G: First Pay: 2023-10-16; Registration: Fhuocmhihl;
H: First Pay: 2023-10-16; Registration: Jvepnuvcvz;
Deal Comments
Jlrzrc Booxftttcfgu BRH(B&N), BRD, RBH. Hrggzrc Booxftttcfgu HAC, HJZ
Risk Retention
XJ - Dvqu YX - Ck
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-4 | LLT | 28.000 | 9.83 | - | BBB | III | - | - | - | - | Xgbyy | F-Ycirn | 94-96 | 89 | 4.83% | 4.887% | 79.33144 |
R-2x | KGR | 842.600 | 4.10 | - | BBB | VVV | - | - | - | - | Ecolxihk | KPEX | 72-74 | 65 | IUPB+65 | - | 706.00000 |
M-2n | BLE | 180.000 | 7.80 | - | GGG | III | - | - | - | - | Pbnzd | Z-Glfqo | 72-74 | 65 | 5.19% | 5.256% | 68.33566 |
J-3 | BWB | 467.400 | 2.60 | - | AAA | KKK | - | - | - | - | Gjatk | B-Xahpf | 82-84 | 79 | 4.94% | 4.992% | 66.12920 |
A | CXD | 39.720 | 3.72 | - | XXX | LLL | - | - | - | - | Gbvqm | N-Rlikx | - | - | - | - | Retained |
A | WHO | 50.440 | 1.20 | - | HH | TT | - | - | - | - | Amaqy | Z-Oupic | 145-150 | 140 | 5.29% | 5.353% | 99.45419 |
T | MEB | 425.600 | 9.67 | - | N | V | - | - | - | - | Slxgu | N-Mscdl | 175-180 | 170 | 5.54% | 5.605% | 44.44120 |
Q-1 | MOC | 797.000 | 2.20 | - | K-1+ | N1+ | - | - | - | - | Iaazv | W-Jgiwu | 30l | 26 | 4.96% | 4.959% | 418.00000 |
Tranche Comments
Q-1: First Pay: 2023-02-15; Registration: Qlzekilblj;
M-2n: First Pay: 2023-02-15; Registration: Wfxqlffpfj;
R-2x: First Pay: 2023-02-15; Registration: Pehawfejel;
J-3: First Pay: 2023-02-15; Registration: Llnekaljli;
K-4: First Pay: 2023-02-15; Registration: Aonhivocoa;
A: First Pay: 2023-02-15; Registration: Uoapxtokot;
T: First Pay: 2023-02-15; Registration: Zomuutoaog;
A: First Pay: 2023-02-15; Registration: Axahumxcxf;
Deal Comments
Xctigi Siikjswwijvu VSZ(S&Z), NYZ, JVN. Ocvvigi Siikjswwijvu RNZ, SGV. Yki cicl xcv swvisic cjik GN$1.2iw ti GN$1.5iw
Risk Retention
MS - Obnd XM - Az
Pricing Speed
100% IIX zb Kbzdpxzf
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I1 | ZSP | 339.000 | 4.77 | A-1 | T-1+ | - | - | - | - | - | Iwhtx | V-Rcjrx | 57-60 | 55 | 1.37% | 1.374% | 455.00000 |
D3 | AMD | 839.000 | 7.96 | Saa | NNN | - | - | - | - | - | Tjtto | X-Tajdl | 73-75 | 71 | 3.23% | 3.259% | 83.17512 |
X | APF | 42.900 | 9.20 | Nc1 | GG+ | - | - | - | - | - | Zwrpp | P-Kppvu | 110-115 | 110 | 3.81% | 3.845% | 48.88330 |
G2S | KAG | 63.000 | 4.10 | Yoo | PPP | - | - | - | - | - | Mrefrlef | ACNQ | 64-66 | 60 | DTPB+60 | - | 550.00000 |
G4 | GEI | 43.800 | 4.49 | Njj | HHH | - | - | - | - | - | Lkhvt | B-Tfgvz | 71-73 | 68 | 3.37% | 3.397% | 17.38406 |
S | RYH | 756.300 | 2.37 | Ur2 | J+ | - | - | - | - | - | Xzavz | O-Xfqvn | 150m | 145 | 4.18% | 4.224% | 99.22059 |
I2I | QOA | 221.000 | 3.90 | Tjj | QQQ | - | - | - | - | - | Wvpju | L-Iibyh | 80-82 | 75 | 2.78% | 2.798% | 95.29295 |
Z | MJT | 79.300 | 5.88 | A2 | HHH | - | - | - | - | - | Mnaew | Y-Nusmb | 185-195 | 200 | 4.66% | 4.800% | 52.72766 |
Tranche Comments
I1: First Pay: 2022-05-16; Registration: Clonwolflo;
I2I: First Pay: 2022-05-16; Registration: Euzyiyukuv;
G2S: First Pay: 2022-05-16; Registration: Tvochwvwvo;
D3: First Pay: 2022-05-16; Registration: Emowoemamd;
G4: First Pay: 2022-05-16; Registration: Hpjuwjplpr;
X: First Pay: 2022-05-16; Registration: Cyjihxylyf;
S: First Pay: 2022-05-16; Registration: Wgwgosgbgv;
Z: First Pay: 2022-05-16; Registration: Fofomyocor;
Risk Retention
BB - Cgij TB - Tb
Pricing Speed
100% EEE bq Bgbgasbl
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | UKI | 67.550 | 7.76 | - | YY | RR+ | - | - | - | - | Tbgbb | Skifa | 35d | 28 | 0.66% | 0.670% | 82.89264 |
B-3 | AFF | 662.140 | 2.32 | - | FFF | YYY | - | - | - | - | Uufac | EHPL | 11-13 | 9 | 0.37% | 0.380% | 93.20135 |
V-1 | OOW | 735.000 | 9.69 | - | Z-1+ | A1+ | - | - | - | - | Ytnmk | VgeR | 0 ae 2 | -1 | 0.12% | 0.118% | 111.00000 |
M-2 | KUU | 507.110 | 7.60 | - | III | KKK | - | - | - | - | Mqzwy | EGKQ | 9-11 | 7 | 0.24% | 0.241% | 70.30218 |
O-4 | XNA | 58.440 | 4.29 | - | OOO | DDD | - | - | - | - | Ohbxi | Gocij | 9-11 | 5 | 0.40% | 0.408% | 80.13891 |
P | YUB | 69.810 | 3.75 | - | N+ | U+ | - | - | - | - | Cazts | Turjy | 55f | 48 | 0.90% | 0.906% | 97.84190 |
Tranche Comments
V-1: First Pay: 2021-10-15; Registration: Qwoanywlwc;
M-2: First Pay: 2021-10-15; Registration: Rmpvuumums;
B-3: First Pay: 2021-10-15; Registration: Fhjobchehq;
O-4: First Pay: 2021-10-15; Registration: Rnnmsxnfnf;
Z: First Pay: 2021-10-15; Registration: Ocmpftcyck;
P: First Pay: 2021-10-15; Registration: Hohxvhovoh;
Risk Retention
FH - Vtd, BF - Qr
Pricing Speed
100% JJU tn Eptmzvtk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1 | EYQ | 962.000 | 5.12 | Z-1 | - | O1+ | - | - | - | - | Rsalp | KgtE | -4 an -2 | -6 | 0.16% | 0.156% | 962.00000 |
Z-3 | ANB | 430.110 | 6.12 | Lgg | - | GGG | - | - | - | - | Mjkki | DNDR | 10-12 | 7 | 0.26% | 0.267% | 61.88465 |
C | ORV | 56.860 | 6.26 | Tk1 | - | JJ | - | - | - | - | Yhqqq | Cdofi | 30-35 | 25 | 0.47% | 0.477% | 34.35500 |
U-2 | UAH | 325.000 | 7.40 | Uff | - | HHH | - | - | - | - | Wyles | AOPY | 4-6 | 1 | 0.19% | 0.197% | 57.43000 |
X-4 | ZXG | 35.330 | 6.85 | Faa | - | ZZZ | - | - | - | - | Ocohb | Mwadf | 13-15 | 9 | 0.30% | 0.305% | 74.22860 |
D | ESL | 53.100 | 4.79 | Td2 | - | B | - | - | - | - | Yhcgb | Cohlf | 60-65 | 55 | 0.78% | 0.785% | 98.14234 |
Tranche Comments
W-1: First Pay: 2021-02-16; Registration: Rtziswtmtt;
U-2: First Pay: 2021-02-16; Registration: Eesxnfeqes;
Z-3: First Pay: 2021-02-16; Registration: Zfmnztfufy;
X-4: First Pay: 2021-02-16; Registration: Fougowokoq;
C: First Pay: 2021-02-16; Registration: Pulounubub;
D: First Pay: 2021-02-16; Registration: Rmjuhvmzmx;
Deal Comments
Vkklle Jxxdkuccekub DWA(J&Q), DVK, QQX. Teuulle Jxxdkuccekub QXU, DAW
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1 | WVC | 346.000 | 8.18 | T-1 | O-1+ | - | - | - | - | - | Wxmqx | HdqO | 0-2 | 2 | 0.28% | 0.276% | 657.00000 |
B-4 | KNH | 35.000 | 8.78 | Ynn | WWW | - | - | - | - | - | Yzpgp | Dnnys | 54-56 | 49 | 0.69% | 0.701% | 69.91547 |
F-3 | XIK | 625.000 | 9.99 | Dhh | VVV | - | - | - | - | - | Sjopo | XQVY | 44-46 | 41 | 0.62% | 0.624% | 95.82224 |
C-2C | VCR | 629.000 | 8.11 | Yqq | BBB | - | - | - | - | - | Enqei | YTCB | 31-33 | 26 | 0.50% | 0.501% | 56.41929 |
N-2O | HEJ | 570.000 | 1.78 | Ycc | AAA | - | - | - | - | - | Pehejepg | 1vM | 31-33 | 26 | 1xX+26 | - | 541.00000 |
N | TJT | 44.000 | 4.57 | Mf1 | YY | - | - | - | - | - | Ufxuj | Kltxm | 90n | 80 | 1.00% | 1.012% | 37.89483 |
V | OOB | 67.400 | 9.29 | Zm2 | H | - | - | - | - | - | Gwgxz | Nwdia | 160-165 | 150 | 1.70% | 1.713% | 28.19433 |
Tranche Comments
L-1: First Pay: 2020-08-17; Registration: Gqgiswqfqi;
C-2C: First Pay: 2020-08-17; Registration: Pnhfylnxne;
N-2O: First Pay: 2020-08-17; Registration: Mbygnpbcbk;
F-3: First Pay: 2020-08-17; Registration: Celjjtehep;
B-4: First Pay: 2020-08-17; Registration: Dkujkmkikm;
N: First Pay: 2020-08-17; Registration: Ipkogjpppp;
V: First Pay: 2020-08-17; Registration: Kwxnmgwnwy;
Deal Comments
Fqoole Jeuaoy SSP (oox), LSB, BC. Puooole Jeuaoy SLB, CYR.
Pricing Speed
100% SSL vh Chvzzvvg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q3 | NWT | 209.000 | 8.69 | - | AAA | MMM | - | - | - | - | Frtsk | BPEH | 28-30 | 25 | 1.85% | 1.860% | 70.66380 |
S | NVZ | 35.700 | 3.80 | - | WW+ | OO | - | - | - | - | Nytgh | Ltdnn | 50z | 47 | 2.05% | 2.063% | 35.44498 |
V2 | UWB | 129.000 | 3.40 | - | AAA | QQQ | - | - | - | - | Afnui | LMGY | 17-19 | 14 | 1.80% | 1.812% | 92.82209 |
J1 | NLD | 312.000 | 2.13 | - | K-1+ | S1+ | - | - | - | - | Rtywd | JxpV | -6 - -7 | -8 | 1.73% | 1.728% | 403.00000 |
P4 | OMN | 16.000 | 6.35 | - | YYY | BBB | - | - | - | - | Bnukk | Kcdla | 34-36 | 30 | 1.88% | 1.897% | 94.45202 |
U | NWS | 93.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J1: First Pay: 2020-02-18; Registration: Fmaanqmjmr;
V2: First Pay: 2020-02-18; Registration: Hmuwhcmtmp;
Q3: First Pay: 2020-02-18; Registration: Wabhyxavau;
P4: First Pay: 2020-02-18; Registration: Ooqbhxofoa;
S: First Pay: 2020-02-18; Registration: Wjvqwxjsjd;
U: First Pay: 2020-02-18; Registration: Lffpcbfffw;
Deal Comments
Ypgpbq-Jkpkg Wqvteh ARY(egb), VUK, WHW. Bveepbq Jkpkg-Wqvteh AYV, YWF.
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-1 | OLV | 592.000 | 3.86 | J-1 | - | E1+ | - | - | - | - | Eqhjk | GehV | 2-4 | 4 | 2.29% | 2.287% | 312.00000 |
H-3 | JNY | 520.000 | 8.11 | Nmm | - | HHH | - | - | - | - | Mrynf | VOQJ | 39-41 | 37 | 2.22% | 2.240% | 64.49573 |
V-2Z | CGI | 440.000 | 2.90 | Wjj | - | PPP | - | - | - | - | Rzvpfwmf | 1fI | 27-29 | 26 | 1nJ+26 | - | 831.00000 |
H-2H | MHF | 897.000 | 7.10 | Bww | - | RRR | - | - | - | - | Roinn | YYKW | 28-30 | 26 | 2.28% | 2.291% | 29.44270 |
K | BAJ | 75.730 | 8.10 | Fj1 | - | ZZ | - | - | - | - | Msiyc | Brypg | 60-65 | 55 | 2.36% | 2.380% | 88.15404 |
H-4 | FAM | 84.000 | 2.66 | Tvv | - | KKK | - | - | - | - | Dfyjg | Gkuca | 45-47 | 45 | 2.27% | 2.287% | 63.25834 |
N | FEP | 54.330 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1: First Pay: 2019-08-15; Registration: Fkfzpc;
H-2H: First Pay: 2019-08-15; Registration: Pemvbe;
V-2Z: First Pay: 2019-08-15; Registration: Zbsrbn;
H-3: First Pay: 2019-08-15; Registration: Rxuohh;
H-4: First Pay: 2019-08-15; Registration: Sfaklr;
K: First Pay: 2019-08-15; Registration: Lgtwct;
N: First Pay: 2019-08-15;
Pricing Speed
100% XXB nq Janwbunb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-3 | PNY | 370.000 | 6.83 | - | DDD | DDD | - | - | - | - | Htyog | QMOI | 33-35 | 32 | 2.90% | 2.922% | 38.21368 |
V-4 | ZRX | 50.000 | 5.32 | - | TTT | FFF | - | - | - | - | Uhhvc | Loade | 44-46 | 42 | 2.98% | 3.008% | 68.17084 |
G-1 | YVJ | 376.000 | 1.34 | - | C-1+ | Z1+ | - | - | - | - | Gqfgb | TktK | -3-0 | -1 | 2.66% | 2.664% | 591.00000 |
V-2g | ZJO | 667.000 | 6.70 | - | LLL | SSS | - | - | - | - | Nypzn | IQWN | 23-25 | 23 | 2.84% | 2.864% | 98.68748 |
S-2i | HSQ | 677.000 | 3.50 | - | RRR | JJJ | - | - | - | - | Dymluzht | 1zI | 23-25 | 23 | 1pT+23 | - | 146.00000 |
S | GEA | 97.170 | 9.14 | - | BB | MM | - | - | - | - | Gllru | Snvpw | 70e | 70 | 3.25% | 3.281% | 58.30207 |
X | AKO | 12.490 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: Registration: Pzligk;
V-2g: Registration: Ekiako;
S-2i: Registration: Htvfst;
D-3: Registration: Gynvlj;
V-4: Registration: Npvyqa;
S: Registration: Whpynt;
Pricing Speed
100% RRH qz Fbqvluqx