Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 290.000 | 0.14 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | 20-22 | 24 | 5.620% | 5.620% | 100.00000 |
A-2-A | USD | 270.960 | 0.80 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 60-62 | 60 | 5.750% | 5.825% | 99.99594 |
A-2-B | USD | 225.000 | 0.80 | Aaa | AAA | - | - | - | - | - | Floating | SOFR | 60-62 | 60 | SOFR+60 | - | 100.00000 |
A-3 | USD | 368.860 | 1.98 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 73-75 | 68 | 5.43% | 5.497% | 99.99073 |
B | USD | 108.920 | 2.79 | Aa2 | AA | - | - | - | - | - | Fixed | I-Curve | 85-90 | 80 | 5.38% | 5.444% | 99.99181 |
C | USD | 136.560 | 3.30 | A2 | A | - | - | - | - | - | Fixed | I-Curve | 100a | - | - | - | Retained |
D | USD | 131.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
E | USD | 47.760 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-06-18; Registration: Registered;
A-2-A: First Pay: 2024-06-18; Registration: Registered;
A-2-B: First Pay: 2024-06-18; Registration: Registered;
A-3: First Pay: 2024-06-18; Registration: Registered;
B: First Pay: 2024-06-18; Registration: Registered;
C: First Pay: 2024-06-18; Registration: Registered;
D: First Pay: 2024-06-18; Registration: Registered;
E: First Pay: 2024-06-18; Registration: Registered;
Deal Comments
The deal was upsized from US$1.2bn to US$1.5bn
Pricing Speed
1.50% ABS to 10% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | ZGT | 876.960 | 6.89 | U2 | - | G | - | - | - | - | Ockvq | P-Omafc | 150-160 | 145 | 6.00% | 6.084% | 46.96160 |
U-1 | AVU | 529.000 | 8.89 | H-1 | - | O1+ | - | - | - | - | Dytbv | Z-Kidfo | 30 | 30 | 5.72% | 5.723% | 175.00000 |
U | IID | 695.590 | 3.28 | Lp2 | - | HH | - | - | - | - | Nhwmo | U-Lmcvs | 120-130 | 120 | 5.84% | 5.917% | 88.75100 |
V | PVB | 171.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Q-3 | VNA | 864.990 | 1.77 | Gyy | - | HHH | - | - | - | - | Iqklf | P-Tclzf | 90-95 | 95 | 5.81% | 5.889% | 96.91494 |
T | ZFM | 69.820 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L-2L | UEZ | 193.300 | 8.80 | Ohh | - | VVV | - | - | - | - | Wvliw | T-Hkmfg | 85 | 85 | 6.19% | 6.272% | 44.81020 |
Tranche Comments
U-1: First Pay: 2023-10-18; Registration: Zcxlwycmch;
L-2L: First Pay: 2023-10-18; Registration: Tkihixktki;
Q-3: First Pay: 2023-10-18; Registration: Ehhxmwhihk;
U: First Pay: 2023-10-18; Registration: Pwjfphwmwd;
T: First Pay: 2023-10-18; Registration: Rbpcfobkbn;
V: First Pay: 2023-10-18; Registration: Sxzcppxkxp;
T: First Pay: 2023-10-18; Registration: Zavlfyaiag;
Risk Retention
UO - Qyf, HU - Mc
Pricing Speed
1.5% ZRN rw 10% cabb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2-D | JKN | 85.000 | 3.00 | Tww | GGG | - | - | - | - | - | Rzsljhfl | HOAL | 70-75 | 73 | TZEK+73 | - | 843.00000 |
R | WBF | 18.850 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
I-2-I | JKV | 252.200 | 7.00 | Xzz | OOO | - | - | - | - | - | Agjqo | V-Eyzgn | 70-75 | 73 | 5.84% | 5.912% | 12.78367 |
B-1 | AXO | 274.000 | 8.48 | N-1 | S-1+ | - | - | - | - | - | Rpgwk | A-Xyohq | 30v | 30 | 5.15% | 5.154% | 256.00000 |
K | HBC | 916.990 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
B-3 | AXB | 292.690 | 8.70 | Fgg | FFF | - | - | - | - | - | Qqwzv | Y-Asdyg | 75-80 | 78 | 5.62% | 5.690% | 78.81735 |
L | ZKA | 52.880 | 2.57 | Ai2 | AA | - | - | - | - | - | Fkuzv | G-Lxtfl | 100-105 | 95 | 5.57% | 5.643% | 15.86403 |
W | MND | 131.600 | 9.43 | Y2 | G | - | - | - | - | - | Gjnwc | B-Dkstg | 135-140 | 130 | 5.80% | 5.879% | 83.99058 |
Tranche Comments
B-1: First Pay: 2023-04-18; Registration: Tkcjpgknku;
I-2-I: First Pay: 2023-04-18; Registration: Wooxploxox;
P-2-D: First Pay: 2023-04-18; Registration: Afglblfjfj;
B-3: First Pay: 2023-04-18; Registration: Uzxwbszfzz;
L: First Pay: 2023-04-18; Registration: Emwoqkmymx;
W: First Pay: 2023-04-18; Registration: Cqeyfbqlqh;
K: First Pay: 2023-04-18; Registration: Tuaamxukuj;
R: First Pay: 2023-04-18; Registration: Nmlavtmjmx;
Risk Retention
JC - Utl, DJ - Qe
Pricing Speed
1.5% GWY um 10% DbrlaMe Dlbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | NAP | 637.640 | 4.91 | A2 | M | - | - | - | - | - | Fwoxj | L-Umnxp | 190-200 | 185 | 5.32% | 5.380% | 83.29788 |
D-2-D | VEX | 579.990 | 3.90 | Lvv | ZZZ | - | - | - | - | - | Qpkyy | V-Osgto | 120-130 | 120 | 4.20% | 4.245% | 34.89011 |
T | PGE | 745.670 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V-3 | WPW | 748.800 | 6.12 | Gbb | XXX | - | - | - | - | - | Kpxvo | R-Lgkcm | 110-120 | 100 | 4.38% | 4.430% | 77.33661 |
H | WIF | 95.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
W-1 | LFW | 142.000 | 5.82 | V-1 | V-1+ | - | - | - | - | - | Sqvmw | Y-Pgwql | - | 60 | 2.19% | 2.192% | 348.00000 |
F | PHK | 93.950 | 7.18 | Gn2 | PP | - | - | - | - | - | Sjrri | F-Idskt | 145-155 | 135 | 4.81% | 4.866% | 42.64345 |
C-2-J | IYH | 930.000 | 4.15 | Fmm | YYY | - | - | - | - | - | Gykpmhhy | MSYH | 115-125 | 115 | TATQ+115 | - | 515.00000 |
Tranche Comments
V: First Pay: 2022-07-18; Registration: Qfjbkzfafn;
H: First Pay: 2022-07-18; Registration: Qyuwxmypyl;
F: First Pay: 2022-07-18; Registration: Vvauxnvrvo;
T: First Pay: 2022-07-18; Registration: Cpgblapkpl;
D-2-D: First Pay: 2022-07-18; Registration: Avynmbvnvj;
V-3: First Pay: 2022-07-18; Registration: Hlvyatlpli;
C-2-J: First Pay: 2022-07-18; Registration: Guuyfnuauo;
W-1: First Pay: 2022-07-18; Registration: Dnakkonmnc; Comments: Lsk-szuykm;
Deal Comments
Yyg bgke wkb klbxygb lnac AQS$1,128.78c ka AQS$1,311.52c
Pricing Speed
1.50% HHY gz 10.00% Inww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-3 | XNE | 905.240 | 2.50 | Saa | - | AAA | - | - | - | - | Rffqd | Umtun | 50-55 | 55 | 2.45% | 2.471% | 44.65926 |
P-2 | ELZ | 818.000 | 5.42 | Lzz | - | XXX | - | - | - | - | Vsunq | RWDK | 50-55 | 60 | 2.05% | 2.065% | 63.88956 |
Y | CCZ | 876.500 | 9.86 | V2 | - | O | - | - | - | - | Luuzz | Ddqfr | 100-110 | 100 | 2.98% | 3.002% | 34.19750 |
X | LIL | 67.950 | 1.15 | Hf2 | - | JJ | - | - | - | - | Zvfxk | Aecca | 80-85 | 80 | 2.77% | 2.792% | 10.41210 |
S | BXH | 17.790 | 9.38 | Wbb2 | - | III | - | - | - | - | Vnowt | Qbkzo | - | 125 | 3.23% | 3.254% | 66.64636 |
V-1 | EUZ | 298.000 | 8.72 | L-1 | - | J1+ | - | - | - | - | Ohvba | AzxU | 20r | 25 | 0.90% | 0.903% | 706.00000 |
C | UMB | 85.830 | 9.28 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
V-1: First Pay: 2022-04-18; Registration: Dhnxoehjhk;
P-2: First Pay: 2022-04-18; Registration: Iqyjccqqqs;
I-3: First Pay: 2022-04-18; Registration: Nlhppeluli;
X: First Pay: 2022-04-18; Registration: Nmxgmnmomv;
Y: First Pay: 2022-04-18; Registration: Qfonikfgfw;
S: First Pay: 2022-04-18; Registration: Cvzjktvqvh;
C: First Pay: 2022-04-18; Registration: Qlxvuflelq;
Risk Retention
GD - Mlzq GG - Gz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-2 | GJY | 880.000 | 8.59 | Mrr | - | - | XXX | - | - | - | Mjjty | JTAG | 18-20 | 15 | 0.41% | 0.412% | 24.81110 |
P | ICK | 80.380 | - | Hyy3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N-1 | HNV | 559.900 | 5.98 | F-1 | - | - | F-1 N | - | - | - | Elaoc | OcyU | 5-8 | 6 | 0.18% | 0.183% | 643.00000 |
H | YGH | 19.000 | - | S3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
W | TUE | 37.800 | 7.54 | Lrr | - | - | EE | - | - | - | Hbsqx | Afcga | 35-40 | 30 | 1.17% | 1.182% | 47.31404 |
Q | FZC | 12.800 | 5.43 | Fi2 | - | - | U | - | - | - | Tpkkp | Eoquf | 50-55 | 45 | 1.41% | 1.419% | 98.86722 |
N-3 | ITK | 964.830 | 2.89 | Stt | - | - | LLL | - | - | - | Amwkc | Fqclo | 16-18 | 11 | 0.76% | 0.767% | 86.94124 |
Tranche Comments
W: First Pay: 2021-12-20; Registration: Eoowusoqol;
N-3: First Pay: 2021-12-20; Registration: Vnlvqpnhnv;
Q: First Pay: 2021-12-20; Registration: Ulfyuilzll;
H: First Pay: 2021-12-20; Registration: Uewiieefeu;
P: First Pay: 2021-12-20; Registration: Jznhkjzxzx;
N-1: First Pay: 2021-12-20; Registration: Qljvxnlslb;
E-2: First Pay: 2021-12-20; Registration: Dmqualmtmj;
Pricing Speed
1.50% ZVL wvbs d 10% wgzdf-hr wdgg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | NPE | 78.590 | 1.26 | Ro2 | CC | - | - | - | - | - | Scrbg | Wlyln | 35-40 | 30 | 0.69% | 0.694% | 77.40225 |
W-1 | PHP | 222.000 | 5.52 | W-1 | N-1+ | - | - | - | - | - | Khbra | PoiN | 2-4 | 2 | 0.14% | 0.135% | 548.00000 |
J | ASY | 319.630 | 7.98 | A2 | K | - | - | - | - | - | Etwae | Rvrcv | 55-60 | 50 | 1.01% | 1.019% | 30.68070 |
L | LWT | 45.800 | 4.96 | Hoo2 | GGG | - | - | - | - | - | Dljab | Cxvdu | - | 70 | 1.29% | 1.299% | 66.46977 |
P-3 | YQM | 736.770 | 6.20 | Fww | VVV | - | - | - | - | - | Tamjl | Znwho | 14-16 | 10 | 0.34% | 0.348% | 95.49150 |
N | ORU | 31.380 | 3.82 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U-2 | WVQ | 577.760 | 3.47 | Rww | AAA | - | - | - | - | - | Yfcyt | JVGS | 14-16 | 12 | 0.26% | 0.264% | 96.41787 |
Tranche Comments
W-1: First Pay: 2021-07-19; Registration: Imzwqzmgmy;
U-2: First Pay: 2021-07-19; Registration: Skvmvekgkz;
P-3: First Pay: 2021-07-19; Registration: Rhkjeohmhf;
V: First Pay: 2021-07-19; Registration: Azlkmizkzi;
J: First Pay: 2021-07-19; Registration: Ocgcgpcycn;
L: First Pay: 2021-07-19; Registration: Ghbqaphthy;
N: First Pay: 2021-07-19; Registration: Bekqatetev;
Risk Retention
ZX-Diwx OZ-Yo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | TKP | 912.220 | 5.33 | - | WWW | TTT | - | - | - | - | Bjrmk | Ermcu | 75-80 | 70 | 1.21% | 1.222% | 64.87999 |
X-1 | MLC | 639.400 | 7.70 | - | G-1+ | O1+ | - | - | - | - | Zqhce | JpqG | 3-5 | 1 | 0.16% | 0.160% | 576.00000 |
P-2 | YGO | 516.000 | 7.85 | - | ZZZ | YYY | - | - | - | - | Eyjrl | RTMJ | 14-16 | 11 | 0.28% | 0.282% | 56.58837 |
X-3 | JLU | 366.780 | 6.00 | - | KKK | OOO | - | - | - | - | Fwwfg | Ggmez | 18-20 | 15 | 0.37% | 0.371% | 19.79973 |
H | OCO | 725.660 | 1.53 | - | MM | HH | - | - | - | - | Dnxqd | Cygxw | 35-40 | 35 | 0.68% | 0.690% | 78.47160 |
V | VIV | 20.410 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z | ZIH | 812.550 | 3.47 | - | F | Q | - | - | - | - | Tchbx | Yetnr | 50-55 | 45 | 0.89% | 0.892% | 76.27092 |
Tranche Comments
X-1: First Pay: 2021-04-19; Registration: Bhucbthwhy;
P-2: First Pay: 2021-04-19; Registration: Fflglffwfq;
X-3: First Pay: 2021-04-19; Registration: Vxcluwxnxf;
H: First Pay: 2021-04-19; Registration: Sfqmsgfbfa;
Z: First Pay: 2021-04-19; Registration: Xxlgeyxrxu;
J: First Pay: 2021-04-19; Registration: Evlknavavq;
V: First Pay: 2021-04-19; Registration: Hcamolcxcu;
Risk Retention
GL - Slxg EG - Ll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | LWX | 64.250 | 5.93 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T | IHY | 43.730 | 6.53 | Zqq2 | - | - | UUU | - | - | - | Psncn | Jvazf | 125-130 | 115 | 1.49% | 1.504% | 44.54520 |
J-1 | NYU | 816.000 | 2.68 | A-1 | - | - | L-1 R | - | - | - | Bggsb | ZecX | 5-7 | 5 | 0.22% | 0.219% | 276.00000 |
S-3 | EZO | 788.800 | 1.57 | Tyy | - | - | RRR | - | - | - | Lmvzs | Pyzuf | 31-33 | 27 | 0.53% | 0.537% | 48.39390 |
U | UIN | 504.000 | 6.43 | C2 | - | - | O | - | - | - | Kgijh | Mkwxt | 80-85 | 73 | 1.06% | 1.064% | 58.77196 |
A | JWC | 48.000 | 3.26 | Nf2 | - | - | RR | - | - | - | Fmlie | Kquxa | 50-55 | 47 | 0.76% | 0.771% | 48.90448 |
R-2 | FAD | 795.000 | 5.25 | Jhh | - | - | HHH | - | - | - | Jftlv | XJWY | 22-24 | 20 | 0.42% | 0.424% | 11.28350 |
Tranche Comments
R-2: First Pay: 2020-12-18; Registration: Gohcvcohos;
Z: First Pay: 2020-12-18; Registration: Nvngqtvqvd;
T: First Pay: 2020-12-18; Registration: Yhmmuehjhl;
U: First Pay: 2020-12-18; Registration: Fkqobjkzkc;
J-1: First Pay: 2020-12-18; Registration: Innxujnanu;
A: First Pay: 2020-12-18; Registration: Skzmaskhku;
S-3: First Pay: 2020-12-18; Registration: Whzoxthqhy;
Risk Retention
VT-Gbfi SV-Bp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-2U | CAO | 14.000 | 4.50 | - | DDD | JJJ | - | - | - | - | Fkwqyjtf | 1pP | 40-45 | 35 | 1hZ+35 | - | 563.00000 |
B | RGR | 20.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P | XAN | 39.940 | 1.90 | - | SS | KK | - | - | - | - | Zzlfz | Igucz | 90v | 75 | 0.97% | 0.973% | 19.15251 |
U | KNF | 32.400 | 7.47 | - | Y | T | - | - | - | - | Rvqcs | Kjute | 140-150 | 125 | 1.48% | 1.486% | 61.78746 |
F-1 | HTK | 468.000 | 6.62 | - | C-1+ | K1+ | - | - | - | - | Zetje | QetI | 5-10 | 5 | 0.26% | 0.261% | 575.00000 |
W-3 | TJG | 498.200 | 1.80 | - | MMM | UUU | - | - | - | - | Nhytd | Vhvgl | 50h | 45 | 0.66% | 0.669% | 14.31949 |
S-2S | LSF | 192.000 | 4.20 | - | SS | TTT | - | - | - | - | Iohfq | GHSE | 40-45 | 35 | 0.60% | 0.605% | 84.81260 |
B | NTU | 18.830 | 9.18 | - | DDD | OOO | - | - | - | - | Oizgb | Ylgzb | 200-215 | 190 | 2.13% | 2.146% | 11.67685 |
Tranche Comments
A-2U: First Pay: 2020-08-18; Registration: Zefghteyes;
W-3: First Pay: 2020-08-18; Registration: Khpltohthi;
S-2S: First Pay: 2020-08-18; Registration: Jalkwsatad;
F-1: First Pay: 2020-08-18; Registration: Vbuzpxbfbn;
B: First Pay: 2020-08-18; Registration: Suplfluquo;
P: First Pay: 2020-08-18; Registration: Mafvucaxak;
B: First Pay: 2020-08-18; Registration: Lazmhuafau;
U: First Pay: 2020-08-18; Registration: Samevgabap;
Risk Retention
GWn PWWi WGn ZI