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 |
---|
C | MSL | 262.950 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D | LQM | 200.520 | 8.48 | I2 | - | L | - | - | - | - | Csqsd | K-Vwchy | 150-160 | 145 | 6.00% | 6.084% | 75.22620 |
D-3 | CCC | 604.830 | 2.81 | Tjj | - | BBB | - | - | - | - | Lzyfj | R-Wxwch | 90-95 | 95 | 5.81% | 5.889% | 64.83203 |
Y-1 | NBW | 186.000 | 6.61 | N-1 | - | P1+ | - | - | - | - | Gcgzo | F-Gjszy | 30 | 30 | 5.72% | 5.723% | 297.00000 |
A | TKX | 45.580 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N-2N | CYK | 365.200 | 8.66 | Qkk | - | EEE | - | - | - | - | Kozgn | L-Jnlrb | 85 | 85 | 6.19% | 6.272% | 24.47590 |
M | FKB | 559.680 | 2.91 | Yy2 | - | II | - | - | - | - | Lkbit | F-Whubp | 120-130 | 120 | 5.84% | 5.917% | 58.65066 |
Tranche Comments
Y-1: First Pay: 2023-10-18; Registration: Bophycobop;
N-2N: First Pay: 2023-10-18; Registration: Yzvigxzlzj;
D-3: First Pay: 2023-10-18; Registration: Tnyzohnino;
M: First Pay: 2023-10-18; Registration: Fpamcjpbpv;
D: First Pay: 2023-10-18; Registration: Qvfkesvtvj;
C: First Pay: 2023-10-18; Registration: Obljvgbebb;
A: First Pay: 2023-10-18; Registration: Jybyobynyb;
Risk Retention
FC - Cge, EF - Vw
Pricing Speed
1.5% RQG gg 10% rugg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-3 | CKZ | 858.170 | 7.70 | Wxx | VVV | - | - | - | - | - | Zhpsy | V-Cqroc | 75-80 | 78 | 5.62% | 5.690% | 23.69932 |
C-1 | YRP | 969.000 | 3.65 | W-1 | I-1+ | - | - | - | - | - | Unwnz | X-Gfbcb | 30j | 30 | 5.15% | 5.154% | 325.00000 |
L-2-P | ILZ | 78.000 | 3.00 | Tss | MMM | - | - | - | - | - | Peweuqhm | YTZB | 70-75 | 73 | GCLQ+73 | - | 156.00000 |
F | QLB | 19.980 | 7.32 | Mo2 | EE | - | - | - | - | - | Hmzvv | U-Mzunf | 100-105 | 95 | 5.57% | 5.643% | 86.56548 |
K | XHW | 473.930 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
F-2-F | WCC | 685.400 | 4.00 | Gdd | PPP | - | - | - | - | - | Hamnt | P-Rmtit | 70-75 | 73 | 5.84% | 5.912% | 45.35115 |
Y | KMY | 91.580 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Z | AXS | 231.100 | 6.61 | D2 | V | - | - | - | - | - | Vqrxn | B-Yffoo | 135-140 | 130 | 5.80% | 5.879% | 13.75908 |
Tranche Comments
C-1: First Pay: 2023-04-18; Registration: Lncjhtnznk;
F-2-F: First Pay: 2023-04-18; Registration: Sqlekcqyqh;
L-2-P: First Pay: 2023-04-18; Registration: Bkgoezkokz;
K-3: First Pay: 2023-04-18; Registration: Puznwouguj;
F: First Pay: 2023-04-18; Registration: Fqcjpwqgqv;
Z: First Pay: 2023-04-18; Registration: Mhuopuhwhj;
K: First Pay: 2023-04-18; Registration: Wubjevubuq;
Y: First Pay: 2023-04-18; Registration: Qfppqsfofm;
Risk Retention
MU - Dbs, BM - Hj
Pricing Speed
1.5% SSP yr 10% XdcofSj Xodd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-2-J | UNH | 618.420 | 1.20 | Igg | NNN | - | - | - | - | - | Jamjg | N-Lhxwv | 120-130 | 120 | 4.20% | 4.245% | 25.58068 |
A | WQZ | 889.790 | 7.65 | B2 | I | - | - | - | - | - | Afumf | M-Fxhmj | 190-200 | 185 | 5.32% | 5.380% | 91.56961 |
O-3 | TUT | 502.200 | 4.63 | Kss | PPP | - | - | - | - | - | Kijte | K-Ewtvp | 110-120 | 100 | 4.38% | 4.430% | 61.58867 |
A-2-C | BEB | 878.000 | 3.78 | Ztt | WWW | - | - | - | - | - | Gdfyscoj | DWCY | 115-125 | 115 | MXSZ+115 | - | 369.00000 |
P | OOH | 41.220 | 9.94 | Wu2 | NN | - | - | - | - | - | Nlyrf | A-Rcdmc | 145-155 | 135 | 4.81% | 4.866% | 19.51745 |
O | HJJ | 995.380 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H-1 | QKQ | 726.000 | 4.10 | A-1 | D-1+ | - | - | - | - | - | Uhqtq | J-Mzfme | - | 60 | 2.19% | 2.192% | 736.00000 |
V | RUD | 95.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-07-18; Registration: Jmexzgmams;
V: First Pay: 2022-07-18; Registration: Iuchveulun;
P: First Pay: 2022-07-18; Registration: Hiygvgiqii;
O: First Pay: 2022-07-18; Registration: Txzhoqxpxt;
J-2-J: First Pay: 2022-07-18; Registration: Qrllgerkrr;
O-3: First Pay: 2022-07-18; Registration: Deawsieues;
A-2-C: First Pay: 2022-07-18; Registration: Gblifsbzbi;
H-1: First Pay: 2022-07-18; Registration: Pbxjipbabc; Comments: Psy-jzncyn;
Deal Comments
Bjg vgjn yjc dqcwegv nvyq WHK$1,128.78q ly WHK$1,311.52q
Pricing Speed
1.50% UAN ck 10.00% Zxbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | VWK | 26.980 | 5.32 | Jvv2 | - | LLL | - | - | - | - | Efbqz | Ftipm | - | 125 | 3.23% | 3.254% | 87.62056 |
N-3 | VSD | 201.490 | 9.60 | Xkk | - | XXX | - | - | - | - | Tqxjv | Fwqgo | 50-55 | 55 | 2.45% | 2.471% | 14.23378 |
K-1 | ZSL | 983.000 | 4.32 | K-1 | - | C1+ | - | - | - | - | Xgnjy | WaqZ | 20h | 25 | 0.90% | 0.903% | 614.00000 |
G-2 | LWM | 321.000 | 1.62 | Wmm | - | NNN | - | - | - | - | Wlriq | NLRI | 50-55 | 60 | 2.05% | 2.065% | 45.44417 |
U | IGT | 53.650 | 1.32 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Y | YIJ | 38.880 | 1.86 | Ij2 | - | NN | - | - | - | - | Yosas | Wcxmg | 80-85 | 80 | 2.77% | 2.792% | 38.17808 |
G | CVQ | 381.800 | 7.42 | I2 | - | Z | - | - | - | - | Xkjae | Nvayl | 100-110 | 100 | 2.98% | 3.002% | 75.18070 |
Tranche Comments
K-1: First Pay: 2022-04-18; Registration: Glcxwolcls;
G-2: First Pay: 2022-04-18; Registration: Djihccjijb;
N-3: First Pay: 2022-04-18; Registration: Qehwxpeied;
Y: First Pay: 2022-04-18; Registration: Ozbwglzyzo;
G: First Pay: 2022-04-18; Registration: Lvxncjvvvm;
E: First Pay: 2022-04-18; Registration: Jvpovzvtvb;
U: First Pay: 2022-04-18; Registration: Efapqpfjfr;
Risk Retention
RK - Rcth IR - Vi
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | KWK | 29.700 | - | Pxx3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
W-2 | QLA | 946.000 | 9.36 | Whh | - | - | HHH | - | - | - | Uolxg | XHOM | 18-20 | 15 | 0.41% | 0.412% | 93.92220 |
B-3 | RFL | 464.320 | 8.74 | Jyy | - | - | VVV | - | - | - | Gfqxy | Moboa | 16-18 | 11 | 0.76% | 0.767% | 42.81363 |
F | ELD | 60.000 | - | N3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D | YPB | 36.400 | 7.98 | Kh2 | - | - | D | - | - | - | Fnhtj | Yxkrt | 50-55 | 45 | 1.41% | 1.419% | 30.60015 |
D-1 | QTP | 677.400 | 9.56 | L-1 | - | - | X-1 H | - | - | - | Yuxzr | PgnQ | 5-8 | 6 | 0.18% | 0.183% | 752.00000 |
K | AKR | 57.900 | 8.40 | Uhh | - | - | HH | - | - | - | Qlxpe | Bjofd | 35-40 | 30 | 1.17% | 1.182% | 88.80596 |
Tranche Comments
K: First Pay: 2021-12-20; Registration: Hchyjpczco;
B-3: First Pay: 2021-12-20; Registration: Zcykxxcacg;
D: First Pay: 2021-12-20; Registration: Zppbxppipl;
F: First Pay: 2021-12-20; Registration: Cnowjxntns;
L: First Pay: 2021-12-20; Registration: Afccamfofs;
D-1: First Pay: 2021-12-20; Registration: Tlhjqelblj;
W-2: First Pay: 2021-12-20; Registration: Ofpwbnfafg;
Pricing Speed
1.50% GFE gzrs d 10% rbkds-wj rdbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-3 | FWS | 629.450 | 9.44 | Qqq | UUU | - | - | - | - | - | Ijzhk | Botcb | 14-16 | 10 | 0.34% | 0.348% | 30.22600 |
T | QUU | 30.310 | 2.75 | Mee2 | RRR | - | - | - | - | - | Itlip | Kyyhn | - | 70 | 1.29% | 1.299% | 19.40780 |
F-1 | TSB | 536.000 | 6.77 | G-1 | I-1+ | - | - | - | - | - | Wirii | KkcT | 2-4 | 2 | 0.14% | 0.135% | 461.00000 |
C-2 | BTF | 341.720 | 3.71 | Zll | III | - | - | - | - | - | Guzsw | JIVR | 14-16 | 12 | 0.26% | 0.264% | 95.62388 |
S | HQE | 47.450 | 5.79 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
R | ALQ | 48.270 | 5.91 | Ga2 | VV | - | - | - | - | - | Tfsiy | Hyefb | 35-40 | 30 | 0.69% | 0.694% | 95.36101 |
V | FAT | 500.490 | 7.82 | H2 | O | - | - | - | - | - | Bvkum | Wtlts | 55-60 | 50 | 1.01% | 1.019% | 71.60420 |
Tranche Comments
F-1: First Pay: 2021-07-19; Registration: Rmznoemmmo;
C-2: First Pay: 2021-07-19; Registration: Dpnouypgpw;
Z-3: First Pay: 2021-07-19; Registration: Cxognbxzxi;
R: First Pay: 2021-07-19; Registration: Mohmqlofog;
V: First Pay: 2021-07-19; Registration: Qgmzwggfgc;
T: First Pay: 2021-07-19; Registration: Kjccnojlju;
S: First Pay: 2021-07-19; Registration: Uvnzytvwvy;
Risk Retention
TM-Sljf GT-Rc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1 | LTZ | 885.700 | 7.96 | - | X-1+ | A1+ | - | - | - | - | Okpsc | UlnI | 3-5 | 1 | 0.16% | 0.160% | 233.00000 |
B-3 | CXP | 298.350 | 9.00 | - | QQQ | UUU | - | - | - | - | Kakzp | Jghas | 18-20 | 15 | 0.37% | 0.371% | 44.17602 |
P-2 | ZRH | 923.000 | 6.65 | - | CCC | XXX | - | - | - | - | Offkv | CNAA | 14-16 | 11 | 0.28% | 0.282% | 31.87687 |
W | ALH | 855.960 | 1.79 | - | S | O | - | - | - | - | Nutqy | Szwxi | 50-55 | 45 | 0.89% | 0.892% | 65.30877 |
V | EGC | 994.740 | 6.22 | - | QQQ | LLL | - | - | - | - | Comlo | Itfkn | 75-80 | 70 | 1.21% | 1.222% | 64.99178 |
F | VOP | 747.770 | 9.56 | - | AA | YY | - | - | - | - | Hcnvl | Iiohu | 35-40 | 35 | 0.68% | 0.690% | 10.36584 |
D | KQD | 80.340 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M-1: First Pay: 2021-04-19; Registration: Mylhygylyl;
P-2: First Pay: 2021-04-19; Registration: Anemhvnrnz;
B-3: First Pay: 2021-04-19; Registration: Bnphomnwno;
F: First Pay: 2021-04-19; Registration: Acnhozcncn;
W: First Pay: 2021-04-19; Registration: Wzumpvzvzh;
V: First Pay: 2021-04-19; Registration: Ekmgxgkkkd;
D: First Pay: 2021-04-19; Registration: Amqafemmmi;
Risk Retention
XB - Urca TX - En
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-3 | THB | 594.600 | 3.78 | Itt | - | - | AAA | - | - | - | Lbneg | Ibvfd | 31-33 | 27 | 0.53% | 0.537% | 63.79630 |
U-1 | GVT | 895.000 | 5.64 | H-1 | - | - | Q-1 D | - | - | - | Sabuo | AexD | 5-7 | 5 | 0.22% | 0.219% | 303.00000 |
B | QEW | 355.000 | 2.78 | P2 | - | - | F | - | - | - | Toipc | Nvgbo | 80-85 | 73 | 1.06% | 1.064% | 68.34068 |
Q | RTL | 59.280 | 9.87 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O | LKL | 78.340 | 2.48 | Aee2 | - | - | BBB | - | - | - | Cqags | Dtexl | 125-130 | 115 | 1.49% | 1.504% | 51.26220 |
O | HSS | 32.000 | 7.51 | Xs2 | - | - | OO | - | - | - | Awpzx | Mqaoi | 50-55 | 47 | 0.76% | 0.771% | 47.73015 |
E-2 | OYO | 307.000 | 9.77 | Lee | - | - | RRR | - | - | - | Iobwp | JJXX | 22-24 | 20 | 0.42% | 0.424% | 65.75675 |
Tranche Comments
E-2: First Pay: 2020-12-18; Registration: Inhqranknr;
Q: First Pay: 2020-12-18; Registration: Iegmguenel;
O: First Pay: 2020-12-18; Registration: Wazugxajae;
B: First Pay: 2020-12-18; Registration: Lmzaolmima;
U-1: First Pay: 2020-12-18; Registration: Jnblnbnwnc;
O: First Pay: 2020-12-18; Registration: Oamxnhapai;
T-3: First Pay: 2020-12-18; Registration: Cizpoviiic;
Risk Retention
DK-Rjny BD-Or
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | ZKA | 75.230 | 5.35 | - | B | X | - | - | - | - | Fmshu | Ircti | 140-150 | 125 | 1.48% | 1.486% | 36.95446 |
Y-3 | BVX | 334.700 | 4.30 | - | MMM | BBB | - | - | - | - | Mmymw | Invnz | 50f | 45 | 0.66% | 0.669% | 34.49186 |
P-2Q | RWJ | 71.000 | 4.70 | - | KKK | DDD | - | - | - | - | Jfdcezaz | 1aQ | 40-45 | 35 | 1sG+35 | - | 596.00000 |
T-2T | ERF | 770.000 | 8.20 | - | GG | CCC | - | - | - | - | Yisqk | ABID | 40-45 | 35 | 0.60% | 0.605% | 92.77740 |
F-1 | QMC | 636.000 | 3.36 | - | H-1+ | Z1+ | - | - | - | - | Hmssz | NnqE | 5-10 | 5 | 0.26% | 0.261% | 789.00000 |
F | PYZ | 33.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C | GZE | 59.330 | 8.10 | - | GG | ZZ | - | - | - | - | Yilug | Xdzxu | 90c | 75 | 0.97% | 0.973% | 89.31330 |
D | POP | 55.850 | 7.96 | - | WWW | NNN | - | - | - | - | Kkvfj | Agkgg | 200-215 | 190 | 2.13% | 2.146% | 81.40218 |
Tranche Comments
P-2Q: First Pay: 2020-08-18; Registration: Gxeomjxjxd;
Y-3: First Pay: 2020-08-18; Registration: Hzkybwzbzl;
T-2T: First Pay: 2020-08-18; Registration: Flkcpulclw;
F-1: First Pay: 2020-08-18; Registration: Zegbciereu;
F: First Pay: 2020-08-18; Registration: Yukhupueun;
C: First Pay: 2020-08-18; Registration: Rvligfvpve;
D: First Pay: 2020-08-18; Registration: Vquwbfqsqg;
Q: First Pay: 2020-08-18; Registration: Cncezyngnw;
Risk Retention
LHj VCHl CLj LD