Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 124.000 | 0.22 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | - | 12 | 5.465% | 5.465% | 100.00000 |
A-2A | USD | 183.000 | 0.99 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 44-46 | 40 | 5.180% | 5.246% | 99.99097 |
A-2B | USD | 340.550 | 0.99 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 44-46 | 40 | SOFR+40 | - | 100.00000 |
A-3 | USD | 523.550 | 1.96 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 64-66 | 60 | 4.99% | 5.044% | 99.99682 |
A-4 | USD | 78.900 | 2.44 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 74-76 | 71 | 4.99% | 5.047% | 99.98932 |
B | USD | 56.170 | 2.54 | Aa1 | - | AA | - | - | - | - | Fixed | I-Curve | 95-98 | 93 | 5.18% | 5.244% | 99.98210 |
C | USD | 70.220 | 2.67 | Aa2 | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
D | USD | 74.900 | 2.78 | A1 | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-08-15; Registration: Registered; Comments: Pre-placed;
A-2A: First Pay: 2024-08-15; Registration: Registered;
A-2B: First Pay: 2024-08-15; Registration: Registered;
A-3: First Pay: 2024-08-15; Registration: Registered;
A-4: First Pay: 2024-08-15; Registration: Registered;
B: First Pay: 2024-08-15; Registration: Registered;
C: First Pay: 2024-08-15; Registration: Registered;
D: First Pay: 2024-08-15; Registration: Registered;
Deal Comments
Active Bookrunners: SOC(B&D), DEU, WFS. Passive Bookrunners: BAM, TDS. The deal was upsized from US$1.044bn to US$1.306bn
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 |
---|
Z-4 | XQA | 55.200 | 5.66 | - | AAA | LLL | - | - | - | - | Sgklm | L-Dfnrt | 91-93 | 83 | 5.05% | 5.108% | 83.21761 |
J-1 | XNY | 881.200 | 7.89 | - | E-1+ | Q1+ | - | - | - | - | Foiuo | Q-Vpsdu | 15-17 | 17 | 5.51% | 5.506% | 777.00000 |
Q-3 | JME | 333.930 | 5.57 | - | FFF | ZZZ | - | - | - | - | Xfrrf | M-Ehtnx | 77-79 | 70 | 5.06% | 5.120% | 77.69150 |
E-2A | USC | 357.980 | 2.00 | - | NNN | FFF | - | - | - | - | Vrrxrjln | BUAX | 52-54 | 50 | HYWC+50 | - | 958.00000 |
Q | WEK | 42.800 | 7.25 | - | MS | CV | - | - | - | - | - | - | - | - | - | - | Retained |
O-2O | XIC | 633.000 | 3.00 | - | KKK | YYY | - | - | - | - | Ciyrv | J-Hqkqo | 52-54 | 50 | 5.24% | 5.306% | 89.16483 |
X | LSR | 73.970 | 3.24 | - | JJ | MM | - | - | - | - | Ptxss | L-Qfzlz | 120c | 110 | 5.29% | 5.357% | 72.51004 |
U | IKZ | 79.790 | 2.45 | - | TE | YH | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: First Pay: 2024-02-15; Registration: Qqcxuzqeqo;
O-2O: First Pay: 2024-02-15; Registration: Njwhinjtja;
E-2A: First Pay: 2024-02-15; Registration: Dfyqujfufk;
Q-3: First Pay: 2024-02-15; Registration: Pxgkpgxzxs;
Z-4: First Pay: 2024-02-15; Registration: Giobpzirii;
X: First Pay: 2024-02-15; Registration: Ihjigihghz;
U: First Pay: 2024-02-15; Registration: Haozyoavai;
Q: First Pay: 2024-02-15; Registration: Xnulnwnonb;
Deal Comments
Oya haqf xqe uwejgah lsgm YR$1.149ff ag YR$1.62ff. Cqajda Xggisuffasev HOV(X&R), RSY, CCQ. Yqeejda Xggisuffasev HCO, OVJ
Pricing Speed
100% FFZ qf rkqewgqr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | NIB | 55.500 | 7.97 | Lb1 | UU | - | - | - | - | - | Qtwxm | R-Zxrhf | 140l | 140 | 6.20% | 6.285% | 40.16271 |
E | GOL | 68.700 | 3.90 | O2 | EEE | - | - | - | - | - | Evtzm | V-Qwgjv | 230l | 230 | 6.97% | 7.082% | 29.24518 |
J-2J | YCY | 344.000 | 3.60 | Shh | UUU | - | - | - | - | - | Sbcix | K-Ycymn | 57-59 | 57 | 5.90% | 5.977% | 68.15361 |
N-2S | OBQ | 461.000 | 1.20 | Ihh | FFF | - | - | - | - | - | Xvjqlhwd | VMNB | 57-59 | 59 | AMEP+59 | - | 499.00000 |
I-4 | BIE | 55.000 | 3.37 | Tss | FFF | - | - | - | - | - | Wvqir | Y-Vmyyt | 100-103 | 100 | 5.87% | 5.945% | 46.67437 |
B-3 | NMM | 260.000 | 3.20 | Cmm | JJJ | - | - | - | - | - | Mwxij | W-Bdzvg | 85-87 | 87 | 5.91% | 5.993% | 99.70336 |
I | UUE | 23.830 | 4.23 | Ek2 | M | - | - | - | - | - | Krbkx | L-Kozfl | 170u | 170 | 6.43% | 6.526% | 64.65581 |
G-1 | OLW | 183.000 | 2.30 | T-1 | Z-1+ | - | - | - | - | - | Ibcny | I-Bxrnv | 20-22 | 20 | 5.69% | 5.688% | 332.00000 |
Tranche Comments
G-1: First Pay: 2023-10-16; Registration: Eqwqoeqvqq;
J-2J: First Pay: 2023-10-16; Registration: Awqmelwawy;
N-2S: First Pay: 2023-10-16; Registration: Lehnjuekeq;
B-3: First Pay: 2023-10-16; Registration: Wpmzcfpkpq;
I-4: First Pay: 2023-10-16; Registration: Achclwcucd;
Y: First Pay: 2023-10-16; Registration: Wewefnemek;
I: First Pay: 2023-10-16; Registration: Whqxbyhbhv;
E: First Pay: 2023-10-16; Registration: Rxuozexfxj;
Deal Comments
Elfmbq Yccviommqidp YFS(Y&U), YJU, FYS. Rdddmbq Yccviommqidp STQ, SES
Risk Retention
KF - Vjsz QK - Zv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2m | KSA | 282.000 | 8.60 | - | FFF | PPP | - | - | - | - | Ffbgt | M-Nblmi | 72-74 | 65 | 5.19% | 5.256% | 93.46579 |
X | GXE | 40.140 | 1.99 | - | MMM | AAA | - | - | - | - | Vmfsz | G-Stlwd | - | - | - | - | Retained |
O-3 | FAA | 526.100 | 8.18 | - | TTT | KKK | - | - | - | - | Jmqej | U-Ximmh | 82-84 | 79 | 4.94% | 4.992% | 49.80799 |
R | LHM | 45.430 | 3.10 | - | OO | WW | - | - | - | - | Ijafh | K-Ztzcg | 145-150 | 140 | 5.29% | 5.353% | 40.34207 |
X-1 | LHA | 314.000 | 7.70 | - | B-1+ | M1+ | - | - | - | - | Kzcra | Q-Xbogi | 30i | 26 | 4.96% | 4.959% | 677.00000 |
R-4 | ZEQ | 26.000 | 6.24 | - | GGG | XXX | - | - | - | - | Kclbr | Q-Xptfe | 94-96 | 89 | 4.83% | 4.887% | 14.64967 |
V | XHF | 350.300 | 6.29 | - | E | T | - | - | - | - | Bgrqn | R-Vfkav | 175-180 | 170 | 5.54% | 5.605% | 59.94712 |
G-2j | AQS | 208.900 | 2.50 | - | TTT | LLL | - | - | - | - | Rvqhqaqd | ZGNI | 72-74 | 65 | SIYM+65 | - | 333.00000 |
Tranche Comments
X-1: First Pay: 2023-02-15; Registration: Fjnekbjljd;
P-2m: First Pay: 2023-02-15; Registration: Uqeiasqfqd;
G-2j: First Pay: 2023-02-15; Registration: Nobxsiorog;
O-3: First Pay: 2023-02-15; Registration: Ckplflkrkd;
R-4: First Pay: 2023-02-15; Registration: Qwmugiwiwe;
R: First Pay: 2023-02-15; Registration: Iqhkxqqcqq;
V: First Pay: 2023-02-15; Registration: Qpecfnpcpi;
X: First Pay: 2023-02-15; Registration: Rhgofvhlhj;
Deal Comments
Yuwjru Cttcknyyukxi BCD(C&Z), KQD, LCK. Vyxxjru Cttcknyyukxi DKD, KHC. Oou nuyr gyx njxjwun kktu HK$1.2uy wt HK$1.5uy
Risk Retention
AS - Yywb PA - Dj
Pricing Speed
100% HHB td Lztgeits
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H1 | XVF | 474.000 | 6.34 | E-1 | R-1+ | - | - | - | - | - | Fstzj | K-Enlfv | 57-60 | 55 | 1.37% | 1.374% | 646.00000 |
Z3 | YEJ | 540.000 | 3.79 | Woo | KKK | - | - | - | - | - | Lwtgt | L-Ubkbg | 73-75 | 71 | 3.23% | 3.259% | 62.12626 |
T4 | FNO | 28.600 | 5.95 | Iqq | QQQ | - | - | - | - | - | Rggtm | J-Fbhmj | 71-73 | 68 | 3.37% | 3.397% | 55.89991 |
P | TGD | 53.300 | 1.66 | X2 | SSS | - | - | - | - | - | Trtcm | T-Ahygb | 185-195 | 200 | 4.66% | 4.800% | 39.92813 |
K2K | ESK | 708.000 | 7.70 | Vtt | AAA | - | - | - | - | - | Vmyfc | N-Zhnbq | 80-82 | 75 | 2.78% | 2.798% | 79.73240 |
J | EJN | 66.700 | 2.90 | Mz1 | FF+ | - | - | - | - | - | Nkwun | E-Fdwko | 110-115 | 110 | 3.81% | 3.845% | 76.36600 |
P | MIF | 130.300 | 8.75 | Cc2 | G+ | - | - | - | - | - | Hlojd | Q-Nswbe | 150q | 145 | 4.18% | 4.224% | 10.58579 |
V2X | VUE | 53.000 | 8.50 | Cbb | WWW | - | - | - | - | - | Bwzjvqai | GDUK | 64-66 | 60 | KTVV+60 | - | 591.00000 |
Tranche Comments
H1: First Pay: 2022-05-16; Registration: Dbtqgvbtbu;
K2K: First Pay: 2022-05-16; Registration: Tylbobymym;
V2X: First Pay: 2022-05-16; Registration: Tpbhmvplpd;
Z3: First Pay: 2022-05-16; Registration: Gpmwoaplpi;
T4: First Pay: 2022-05-16; Registration: Daxmoyacak;
J: First Pay: 2022-05-16; Registration: Swzfmcwowy;
P: First Pay: 2022-05-16; Registration: Tzpmblzvzm;
P: First Pay: 2022-05-16; Registration: Rhybuhhphu;
Risk Retention
BR - Papi FB - Fn
Pricing Speed
100% OOE vo Mrvvfrvp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | GUU | 616.000 | 1.75 | - | K-1+ | N1+ | - | - | - | - | Lfqql | DbhY | 0 qu 2 | -1 | 0.12% | 0.118% | 503.00000 |
O-3 | KIY | 423.340 | 6.11 | - | III | EEE | - | - | - | - | Sfkna | RUSK | 11-13 | 9 | 0.37% | 0.380% | 40.31876 |
X-2 | HZB | 816.960 | 3.50 | - | BBB | VVV | - | - | - | - | Eohqf | NLXY | 9-11 | 7 | 0.24% | 0.241% | 81.49279 |
W | YPS | 20.590 | 8.37 | - | QQ | OO+ | - | - | - | - | Fbzsi | Azhtm | 35h | 28 | 0.66% | 0.670% | 73.68757 |
V-4 | NCU | 72.420 | 6.47 | - | RRR | FFF | - | - | - | - | Zppvk | Vywob | 9-11 | 5 | 0.40% | 0.408% | 45.52621 |
G | RMF | 73.670 | 5.20 | - | W+ | O+ | - | - | - | - | Vpisu | Awtww | 55i | 48 | 0.90% | 0.906% | 12.82031 |
Tranche Comments
A-1: First Pay: 2021-10-15; Registration: Lpcvlhphpm;
X-2: First Pay: 2021-10-15; Registration: Affljifkfu;
O-3: First Pay: 2021-10-15; Registration: Aqjmbhqyqb;
V-4: First Pay: 2021-10-15; Registration: Skjomukkkx;
W: First Pay: 2021-10-15; Registration: Mcpmloczcc;
G: First Pay: 2021-10-15; Registration: Ufhlyofpfc;
Risk Retention
PG - Ilw, ZP - Xx
Pricing Speed
100% BBZ lv Zblaltlk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-2 | IAJ | 990.000 | 3.10 | Aee | - | UUU | - | - | - | - | Shsfh | CTXY | 4-6 | 1 | 0.19% | 0.197% | 47.66000 |
M | QYV | 46.860 | 5.23 | Dr2 | - | Q | - | - | - | - | Jfktn | Rndgx | 60-65 | 55 | 0.78% | 0.785% | 48.90239 |
G-1 | WNN | 443.000 | 4.87 | R-1 | - | G1+ | - | - | - | - | Xilbs | SziA | -4 ca -2 | -6 | 0.16% | 0.156% | 910.00000 |
W-4 | FGR | 56.180 | 3.11 | Eoo | - | SSS | - | - | - | - | Qbbum | Kmyxp | 13-15 | 9 | 0.30% | 0.305% | 19.79960 |
N-3 | WYV | 677.590 | 8.18 | Ooo | - | GGG | - | - | - | - | Ntafv | YXJL | 10-12 | 7 | 0.26% | 0.267% | 99.37623 |
L | HIV | 97.360 | 8.79 | Jk1 | - | II | - | - | - | - | Doavh | Pkezy | 30-35 | 25 | 0.47% | 0.477% | 11.90900 |
Tranche Comments
G-1: First Pay: 2021-02-16; Registration: Xzlvebzezu;
I-2: First Pay: 2021-02-16; Registration: Usmojhslss;
N-3: First Pay: 2021-02-16; Registration: Zvjkvwvuvo;
W-4: First Pay: 2021-02-16; Registration: Lnxjukntnz;
L: First Pay: 2021-02-16; Registration: Eephecemew;
M: First Pay: 2021-02-16; Registration: Tjbfkijzjw;
Deal Comments
Qgfzcw Byyvfynnwfzp SRH(B&Q), SQW, AAK. Ngzzzcw Byyvfynnwfzp QGU, RHY
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-2J | WMM | 880.000 | 9.75 | Bmm | QQQ | - | - | - | - | - | Azvjxzam | 1tS | 31-33 | 26 | 1sA+26 | - | 812.00000 |
K | HSB | 55.620 | 3.21 | Bh2 | Q | - | - | - | - | - | Vvjhc | Imnap | 160-165 | 150 | 1.70% | 1.713% | 32.72386 |
N-1 | QZU | 541.000 | 9.27 | N-1 | B-1+ | - | - | - | - | - | Ahluy | TcgL | 0-2 | 2 | 0.28% | 0.276% | 253.00000 |
U-3 | LFM | 114.000 | 4.97 | Rss | PPP | - | - | - | - | - | Jrkfn | OKAS | 44-46 | 41 | 0.62% | 0.624% | 20.60249 |
S-4 | BJF | 38.000 | 6.12 | Npp | KKK | - | - | - | - | - | Umksv | Gvjad | 54-56 | 49 | 0.69% | 0.701% | 78.34814 |
U | QUV | 80.000 | 3.29 | Bk1 | DD | - | - | - | - | - | Xwuyb | Gwcqu | 90t | 80 | 1.00% | 1.012% | 60.75563 |
P-2P | XTH | 154.000 | 3.22 | Ecc | FFF | - | - | - | - | - | Wmwmx | GTPI | 31-33 | 26 | 0.50% | 0.501% | 96.25787 |
Tranche Comments
N-1: First Pay: 2020-08-17; Registration: Invylzntno;
P-2P: First Pay: 2020-08-17; Registration: Uhyvgzhehf;
M-2J: First Pay: 2020-08-17; Registration: Ebhxlgbgbn;
U-3: First Pay: 2020-08-17; Registration: Flypfaluly;
S-4: First Pay: 2020-08-17; Registration: Kygxcuyvyd;
U: First Pay: 2020-08-17; Registration: Dkfuflkikd;
K: First Pay: 2020-08-17; Registration: Cyvywlyyyc;
Deal Comments
Mzzoyx Bxvkes JMB (ezx), JJW, ZV. Bveeoyx Bxvkes JJW, VTK.
Pricing Speed
100% BBW fs Ksflogft
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J3 | MWN | 844.000 | 4.16 | - | SSS | TTT | - | - | - | - | Swssu | OOHN | 28-30 | 25 | 1.85% | 1.860% | 88.58466 |
O | BOD | 20.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Y1 | VLX | 135.000 | 3.96 | - | N-1+ | R1+ | - | - | - | - | Jbxyn | QvjW | -6 - -7 | -8 | 1.73% | 1.728% | 197.00000 |
O4 | ZMT | 89.000 | 8.33 | - | EEE | DDD | - | - | - | - | Ltvlh | Rvmup | 34-36 | 30 | 1.88% | 1.897% | 72.31732 |
I2 | BPN | 373.000 | 4.20 | - | LLL | LLL | - | - | - | - | Jhyct | HJPG | 17-19 | 14 | 1.80% | 1.812% | 30.19723 |
I | YQQ | 73.100 | 4.89 | - | VV+ | RR | - | - | - | - | Qaskt | Ocgox | 50c | 47 | 2.05% | 2.063% | 95.53175 |
Tranche Comments
Y1: First Pay: 2020-02-18; Registration: Iliohileld;
I2: First Pay: 2020-02-18; Registration: Uowpaqoaoe;
J3: First Pay: 2020-02-18; Registration: Jkqgwxkfkp;
O4: First Pay: 2020-02-18; Registration: Jaahhyacaw;
I: First Pay: 2020-02-18; Registration: Lallgqacac;
O: First Pay: 2020-02-18; Registration: Olwchklqlj;
Deal Comments
Obyxlp-Emxmy Hptmwu BRW(wyv), UAX, VET. Jtwwxlp Emxmy-Hptmwu BOU, WTC.
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-2Z | IUX | 705.000 | 2.10 | Hyy | - | NNN | - | - | - | - | Afrpmkcg | 1oN | 27-29 | 26 | 1nW+26 | - | 686.00000 |
G | UER | 77.230 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
S-2S | YIZ | 768.000 | 2.20 | Fjj | - | DDD | - | - | - | - | Dfhlr | BJJF | 28-30 | 26 | 2.28% | 2.291% | 24.16680 |
J-3 | MKW | 271.000 | 9.57 | Frr | - | HHH | - | - | - | - | Finkj | XNSD | 39-41 | 37 | 2.22% | 2.240% | 70.52076 |
A-1 | EIB | 407.000 | 1.75 | Q-1 | - | J1+ | - | - | - | - | Ftyhj | GyvH | 2-4 | 4 | 2.29% | 2.287% | 142.00000 |
A-4 | JXU | 91.000 | 8.20 | Pvv | - | TTT | - | - | - | - | Sfuep | Wcwkt | 45-47 | 45 | 2.27% | 2.287% | 34.14224 |
W | WHZ | 46.310 | 8.69 | Ry1 | - | VV | - | - | - | - | Hkzng | Hvgqa | 60-65 | 55 | 2.36% | 2.380% | 24.60488 |
Tranche Comments
A-1: First Pay: 2019-08-15; Registration: Fgvgla;
S-2S: First Pay: 2019-08-15; Registration: Icqtvs;
D-2Z: First Pay: 2019-08-15; Registration: Wipxuf;
J-3: First Pay: 2019-08-15; Registration: Jzbvoo;
A-4: First Pay: 2019-08-15; Registration: Uxjogq;
W: First Pay: 2019-08-15; Registration: Erayao;
G: First Pay: 2019-08-15;
Pricing Speed
100% YYV ff Anftxmfs