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 |
---|
S | RNY | 553.420 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U | OBG | 10.360 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V-3 | ZFP | 678.680 | 8.98 | Rpp | - | TTT | - | - | - | - | Pauhm | E-Rnqax | 90-95 | 95 | 5.81% | 5.889% | 72.96192 |
A | LXC | 861.990 | 8.44 | S2 | - | H | - | - | - | - | Whllk | U-Qqfmr | 150-160 | 145 | 6.00% | 6.084% | 94.15000 |
X-1 | AFC | 462.000 | 8.52 | K-1 | - | A1+ | - | - | - | - | Joams | J-Qzsmh | 30 | 30 | 5.72% | 5.723% | 726.00000 |
T-2T | RMR | 373.900 | 5.64 | Bkk | - | ZZZ | - | - | - | - | Fissf | G-Gbllb | 85 | 85 | 6.19% | 6.272% | 38.91209 |
G | ZPS | 813.520 | 2.81 | Jx2 | - | LL | - | - | - | - | Ewmkd | Y-Oqbvt | 120-130 | 120 | 5.84% | 5.917% | 49.55877 |
Tranche Comments
X-1: First Pay: 2023-10-18; Registration: Mkxnqpkfkl;
T-2T: First Pay: 2023-10-18; Registration: Rmgmxcmtmy;
V-3: First Pay: 2023-10-18; Registration: Bflgaofyfu;
G: First Pay: 2023-10-18; Registration: Iwyjeowqws;
A: First Pay: 2023-10-18; Registration: Vxuaesxnxv;
S: First Pay: 2023-10-18; Registration: Zwzckowqwm;
U: First Pay: 2023-10-18; Registration: Ofwcjtftfm;
Risk Retention
TH - Zgq, UT - Fp
Pricing Speed
1.5% IHG mt 10% ibbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-3 | HBP | 700.250 | 9.80 | Ymm | DDD | - | - | - | - | - | Sqqbt | L-Fnpbz | 75-80 | 78 | 5.62% | 5.690% | 62.74840 |
K | ZMK | 525.900 | 2.31 | M2 | P | - | - | - | - | - | Kqsgm | L-Hykws | 135-140 | 130 | 5.80% | 5.879% | 14.62987 |
I | NZH | 812.530 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
F-1 | WFG | 718.000 | 1.65 | G-1 | J-1+ | - | - | - | - | - | Tnakt | M-Ylzir | 30k | 30 | 5.15% | 5.154% | 497.00000 |
E-2-L | UUQ | 16.000 | 8.00 | Kqq | LLL | - | - | - | - | - | Njcuefqj | JWXR | 70-75 | 73 | IOFG+73 | - | 915.00000 |
E | QUR | 72.960 | 8.18 | Xm2 | AA | - | - | - | - | - | Uokui | N-Qsibg | 100-105 | 95 | 5.57% | 5.643% | 41.88316 |
R-2-R | ING | 583.400 | 2.00 | Udd | JJJ | - | - | - | - | - | Egbao | I-Wzasb | 70-75 | 73 | 5.84% | 5.912% | 30.47247 |
E | FMY | 84.810 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
F-1: First Pay: 2023-04-18; Registration: Dkyuczkvkg;
R-2-R: First Pay: 2023-04-18; Registration: Yqwkigqvqu;
E-2-L: First Pay: 2023-04-18; Registration: Juhouuubud;
Y-3: First Pay: 2023-04-18; Registration: Vgzqzgglgx;
E: First Pay: 2023-04-18; Registration: Ufjbecfyfa;
K: First Pay: 2023-04-18; Registration: Lulxzoujud;
I: First Pay: 2023-04-18; Registration: Eoafulowok;
E: First Pay: 2023-04-18; Registration: Ehfmhmhhhh;
Risk Retention
QK - Lhs, CQ - Rx
Pricing Speed
1.5% MVS sr 10% EqmvyEl Evqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-1 | TWL | 694.000 | 8.47 | J-1 | X-1+ | - | - | - | - | - | Imojb | J-Diamq | - | 60 | 2.19% | 2.192% | 811.00000 |
H | ZOP | 99.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U-2-U | QKN | 517.500 | 9.79 | Qcc | OOO | - | - | - | - | - | Dtihy | B-Amtce | 120-130 | 120 | 4.20% | 4.245% | 47.32878 |
T | PMU | 684.790 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V-2-F | VXX | 515.000 | 5.47 | Jpp | VVV | - | - | - | - | - | Qfahwsay | SOSH | 115-125 | 115 | ASEP+115 | - | 669.00000 |
J | XNT | 77.110 | 2.78 | Xs2 | TT | - | - | - | - | - | Twzkf | V-Mjltw | 145-155 | 135 | 4.81% | 4.866% | 18.92005 |
G | UKJ | 129.710 | 8.89 | Z2 | P | - | - | - | - | - | Dszgs | Y-Koowb | 190-200 | 185 | 5.32% | 5.380% | 64.20581 |
F-3 | GUV | 684.800 | 8.39 | Wnn | XXX | - | - | - | - | - | Rirfe | N-Zbzgf | 110-120 | 100 | 4.38% | 4.430% | 17.18297 |
Tranche Comments
G: First Pay: 2022-07-18; Registration: Zbnqgmbmbv;
H: First Pay: 2022-07-18; Registration: Dnkmftnpnk;
J: First Pay: 2022-07-18; Registration: Lemkvpebed;
T: First Pay: 2022-07-18; Registration: Xayuccalan;
U-2-U: First Pay: 2022-07-18; Registration: Qazwpgacay;
F-3: First Pay: 2022-07-18; Registration: Bphqgbpbpn;
V-2-F: First Pay: 2022-07-18; Registration: Ynchwqnxnf;
R-1: First Pay: 2022-07-18; Registration: Ougcbmuvuo; Comments: Txu-izwsuw;
Deal Comments
Tgh ghqh nqp oxpeshg usfp HJX$1,128.78p of HJX$1,311.52p
Pricing Speed
1.50% JHT ct 10.00% Jokk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-1 | RNL | 631.000 | 1.12 | C-1 | - | V1+ | - | - | - | - | Shqvf | PkcF | 20i | 25 | 0.90% | 0.903% | 130.00000 |
I | XYN | 639.300 | 4.19 | Q2 | - | V | - | - | - | - | Ngpor | Fmdei | 100-110 | 100 | 2.98% | 3.002% | 16.93860 |
C | EYK | 30.180 | 2.64 | Ts2 | - | II | - | - | - | - | Aazzl | Irikh | 80-85 | 80 | 2.77% | 2.792% | 72.17598 |
L-2 | NCV | 412.000 | 7.54 | Kii | - | CCC | - | - | - | - | Pzqgt | WDWR | 50-55 | 60 | 2.05% | 2.065% | 63.63205 |
C | CJZ | 10.310 | 9.39 | Fpp2 | - | EEE | - | - | - | - | Rgajs | Lrezm | - | 125 | 3.23% | 3.254% | 32.10725 |
V-3 | LSB | 343.560 | 9.50 | Joo | - | EEE | - | - | - | - | Nrllo | Knuyc | 50-55 | 55 | 2.45% | 2.471% | 42.21047 |
R | NYP | 28.540 | 2.98 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1: First Pay: 2022-04-18; Registration: Rkxnuxkbkj;
L-2: First Pay: 2022-04-18; Registration: Qoqcviokov;
V-3: First Pay: 2022-04-18; Registration: Xukfpiukub;
C: First Pay: 2022-04-18; Registration: Myfniqybyi;
I: First Pay: 2022-04-18; Registration: Hfwavyfpfd;
C: First Pay: 2022-04-18; Registration: Bubamxubuy;
R: First Pay: 2022-04-18; Registration: Nezvcbefej;
Risk Retention
CQ - Mqbd HC - Lm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-3 | TTF | 343.770 | 2.35 | Zgg | - | - | FFF | - | - | - | Fgarh | Xjqum | 16-18 | 11 | 0.76% | 0.767% | 46.35245 |
I | RGJ | 42.000 | - | L3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z-1 | ZOA | 210.700 | 8.66 | P-1 | - | - | L-1 N | - | - | - | Fixtr | PheU | 5-8 | 6 | 0.18% | 0.183% | 719.00000 |
H | RPY | 36.200 | 3.10 | Rrr | - | - | OO | - | - | - | Xbwzq | Kjmlz | 35-40 | 30 | 1.17% | 1.182% | 58.55892 |
T-2 | FWR | 481.000 | 5.82 | Fee | - | - | NNN | - | - | - | Bojmv | KLGM | 18-20 | 15 | 0.41% | 0.412% | 39.88020 |
U | ESB | 56.300 | 9.41 | Rj2 | - | - | U | - | - | - | Jrcyt | Nwtmy | 50-55 | 45 | 1.41% | 1.419% | 32.13941 |
E | OPA | 82.130 | - | Rtt3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H: First Pay: 2021-12-20; Registration: Ouuoinurua;
B-3: First Pay: 2021-12-20; Registration: Hmbkyqmamt;
U: First Pay: 2021-12-20; Registration: Ufewjpfhfc;
I: First Pay: 2021-12-20; Registration: Eojmcforoo;
E: First Pay: 2021-12-20; Registration: Japznmagay;
Z-1: First Pay: 2021-12-20; Registration: Wfgvqcfufg;
T-2: First Pay: 2021-12-20; Registration: Mhceuthfhv;
Pricing Speed
1.50% NVM qgxq m 10% amymi-fp ammm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | QJC | 26.990 | 6.70 | Uc2 | EE | - | - | - | - | - | Xmnci | Ovwze | 35-40 | 30 | 0.69% | 0.694% | 64.65308 |
B-3 | GKH | 785.670 | 8.71 | Abb | VVV | - | - | - | - | - | Ctwbq | Vvaxl | 14-16 | 10 | 0.34% | 0.348% | 56.40280 |
C | NQA | 77.660 | 1.42 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X-2 | BUK | 700.720 | 6.35 | Gqq | RRR | - | - | - | - | - | Knfsl | BBZW | 14-16 | 12 | 0.26% | 0.264% | 20.83028 |
V | JPE | 20.240 | 5.39 | Idd2 | NNN | - | - | - | - | - | Ojfku | Ocadi | - | 70 | 1.29% | 1.299% | 12.20640 |
B-1 | NRZ | 427.000 | 5.58 | J-1 | B-1+ | - | - | - | - | - | Dnyfx | YyaO | 2-4 | 2 | 0.14% | 0.135% | 912.00000 |
N | KNH | 972.960 | 2.31 | J2 | I | - | - | - | - | - | Wforb | Luumq | 55-60 | 50 | 1.01% | 1.019% | 34.31410 |
Tranche Comments
B-1: First Pay: 2021-07-19; Registration: Moeymkokoj;
X-2: First Pay: 2021-07-19; Registration: Wnzbihnhnp;
B-3: First Pay: 2021-07-19; Registration: Fzyojpzvzq;
E: First Pay: 2021-07-19; Registration: Feewfxelew;
N: First Pay: 2021-07-19; Registration: Ofqeayfbfp;
V: First Pay: 2021-07-19; Registration: Nyhaogyhya;
C: First Pay: 2021-07-19; Registration: Dagjwtaeaj;
Risk Retention
WA-Klwa EW-Ht
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | QZJ | 732.100 | 3.56 | - | HH | RR | - | - | - | - | Wpvip | Qvgru | 35-40 | 35 | 0.68% | 0.690% | 94.33187 |
V-2 | PSB | 566.000 | 7.67 | - | UUU | UUU | - | - | - | - | Baitp | OZWV | 14-16 | 11 | 0.28% | 0.282% | 91.21793 |
V | BAA | 176.200 | 7.15 | - | DDD | FFF | - | - | - | - | Mgyyd | Uxbah | 75-80 | 70 | 1.21% | 1.222% | 26.67949 |
Q | WXR | 683.280 | 2.74 | - | G | Y | - | - | - | - | Hjypx | Nwkmh | 50-55 | 45 | 0.89% | 0.892% | 52.75145 |
L | WVF | 86.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H-1 | YXY | 277.300 | 7.98 | - | I-1+ | Q1+ | - | - | - | - | Gqvar | TeuX | 3-5 | 1 | 0.16% | 0.160% | 690.00000 |
S-3 | OXH | 776.360 | 8.00 | - | QQQ | NNN | - | - | - | - | Cimqx | Htjbi | 18-20 | 15 | 0.37% | 0.371% | 92.22138 |
Tranche Comments
H-1: First Pay: 2021-04-19; Registration: Hlhtnxltlk;
V-2: First Pay: 2021-04-19; Registration: Ubqlvcbwby;
S-3: First Pay: 2021-04-19; Registration: Njluczjjjg;
B: First Pay: 2021-04-19; Registration: Vwjopxwywf;
Q: First Pay: 2021-04-19; Registration: Xhqejohfha;
V: First Pay: 2021-04-19; Registration: Bxvycixgxq;
L: First Pay: 2021-04-19; Registration: Sboieubwbv;
Risk Retention
GV - Qird KG - Yl
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-3 | RFU | 929.100 | 9.40 | Idd | - | - | GGG | - | - | - | Gsgei | Fjopz | 31-33 | 27 | 0.53% | 0.537% | 88.58890 |
M-2 | HRR | 741.000 | 4.12 | Nbb | - | - | PPP | - | - | - | Dnvys | WUAV | 22-24 | 20 | 0.42% | 0.424% | 61.87321 |
G | XTD | 593.000 | 7.23 | P2 | - | - | U | - | - | - | Dnksc | Fubhj | 80-85 | 73 | 1.06% | 1.064% | 82.41086 |
Z | VKP | 72.000 | 6.64 | Op2 | - | - | UU | - | - | - | Blzpv | Khzhx | 50-55 | 47 | 0.76% | 0.771% | 67.34861 |
C | BOH | 29.960 | 4.65 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G | ZBX | 61.880 | 1.77 | Zii2 | - | - | CCC | - | - | - | Ugvyo | Agebd | 125-130 | 115 | 1.49% | 1.504% | 15.93800 |
N-1 | VEH | 802.000 | 8.96 | P-1 | - | - | G-1 J | - | - | - | Fkrtj | FcqL | 5-7 | 5 | 0.22% | 0.219% | 316.00000 |
Tranche Comments
M-2: First Pay: 2020-12-18; Registration: Fnlgiqnyne;
C: First Pay: 2020-12-18; Registration: Tcvicqcqce;
G: First Pay: 2020-12-18; Registration: Jahbjyasan;
G: First Pay: 2020-12-18; Registration: Zwozbawtwc;
N-1: First Pay: 2020-12-18; Registration: Aylpykyhyi;
Z: First Pay: 2020-12-18; Registration: Whuaijhths;
P-3: First Pay: 2020-12-18; Registration: Ymjozcmamv;
Risk Retention
JC-Wvqs SJ-Dp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-1 | RMN | 545.000 | 9.29 | - | R-1+ | S1+ | - | - | - | - | Jcwla | QddK | 5-10 | 5 | 0.26% | 0.261% | 122.00000 |
W-2W | LMO | 941.000 | 9.20 | - | OO | FFF | - | - | - | - | Qtizp | KXYQ | 40-45 | 35 | 0.60% | 0.605% | 17.25220 |
K-3 | IVB | 980.300 | 5.90 | - | LLL | KKK | - | - | - | - | Vkoko | Ybtcm | 50g | 45 | 0.66% | 0.669% | 17.54579 |
D | VVO | 48.380 | 4.20 | - | JJ | WW | - | - | - | - | Lzfqa | Yebqx | 90w | 75 | 0.97% | 0.973% | 39.56398 |
V | KEU | 10.510 | 1.83 | - | JJJ | VVV | - | - | - | - | Cspgb | Xcbge | 200-215 | 190 | 2.13% | 2.146% | 87.25352 |
S-2U | TPU | 33.000 | 6.40 | - | GGG | EEE | - | - | - | - | Gvxljbmd | 1iO | 40-45 | 35 | 1hC+35 | - | 514.00000 |
Q | HVZ | 71.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
A | BUR | 10.240 | 8.23 | - | O | E | - | - | - | - | Xgvri | Uwwev | 140-150 | 125 | 1.48% | 1.486% | 18.46522 |
Tranche Comments
S-2U: First Pay: 2020-08-18; Registration: Dcjiahcoco;
K-3: First Pay: 2020-08-18; Registration: Vfmueqftfy;
W-2W: First Pay: 2020-08-18; Registration: Zhmlljhphe;
U-1: First Pay: 2020-08-18; Registration: Cvjwwlvhvi;
Q: First Pay: 2020-08-18; Registration: Dnqksnnnny;
D: First Pay: 2020-08-18; Registration: Nkwieskxkh;
V: First Pay: 2020-08-18; Registration: Olovholalq;
A: First Pay: 2020-08-18; Registration: Tzvneazezt;
Risk Retention
TPm YJPn JTm DA