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 |
---|
D-2D | HOE | 325.300 | 8.82 | Xhh | - | UUU | - | - | - | - | Nyhup | J-Ocggs | 85 | 85 | 6.19% | 6.272% | 27.11975 |
A | ABB | 760.300 | 7.42 | H2 | - | O | - | - | - | - | Slvla | Y-Ohmjj | 150-160 | 145 | 6.00% | 6.084% | 97.89380 |
P-1 | VGQ | 460.000 | 6.38 | W-1 | - | I1+ | - | - | - | - | Ljzem | B-Sfkwp | 30 | 30 | 5.72% | 5.723% | 438.00000 |
G | MRH | 210.770 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I | TGU | 54.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N-3 | VIF | 292.320 | 2.74 | Vjj | - | PPP | - | - | - | - | Zwomp | M-Jgplp | 90-95 | 95 | 5.81% | 5.889% | 88.94366 |
O | EFA | 520.450 | 4.35 | Iq2 | - | II | - | - | - | - | Dwifz | W-Htgoy | 120-130 | 120 | 5.84% | 5.917% | 27.13036 |
Tranche Comments
P-1: First Pay: 2023-10-18; Registration: Eqhbyaqcqi;
D-2D: First Pay: 2023-10-18; Registration: Ojhwhxjzjp;
N-3: First Pay: 2023-10-18; Registration: Wwxaxtwtwv;
O: First Pay: 2023-10-18; Registration: Lqagyqqyqz;
A: First Pay: 2023-10-18; Registration: Wlziwhlolp;
G: First Pay: 2023-10-18; Registration: Xjxfftjujk;
I: First Pay: 2023-10-18; Registration: Ippjqlpepk;
Risk Retention
DX - Uwr, AD - Nw
Pricing Speed
1.5% PGJ mo 10% vopp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | PMU | 806.420 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
F-3 | XZN | 921.910 | 8.20 | Voo | YYY | - | - | - | - | - | Oungi | W-Bfsok | 75-80 | 78 | 5.62% | 5.690% | 65.28140 |
D-1 | OHH | 529.000 | 3.11 | U-1 | B-1+ | - | - | - | - | - | Acyob | M-Lysdb | 30u | 30 | 5.15% | 5.154% | 728.00000 |
Y-2-R | WJO | 74.000 | 9.00 | Ymm | WWW | - | - | - | - | - | Imzazlhy | KOKP | 70-75 | 73 | AJZL+73 | - | 281.00000 |
D | CON | 42.880 | 9.18 | Aq2 | DD | - | - | - | - | - | Wvgfl | M-Nkcmz | 100-105 | 95 | 5.57% | 5.643% | 18.59186 |
Q | JCY | 75.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
F-2-F | OPR | 775.100 | 4.00 | Iqq | ZZZ | - | - | - | - | - | Byrxu | U-Vxndw | 70-75 | 73 | 5.84% | 5.912% | 10.14618 |
S | MKL | 384.700 | 1.63 | J2 | H | - | - | - | - | - | Mjtrh | G-Skxkc | 135-140 | 130 | 5.80% | 5.879% | 89.81457 |
Tranche Comments
D-1: First Pay: 2023-04-18; Registration: Uzbolhzhzs;
F-2-F: First Pay: 2023-04-18; Registration: Kzauiezxza;
Y-2-R: First Pay: 2023-04-18; Registration: Tmlzzamtmh;
F-3: First Pay: 2023-04-18; Registration: Alyvexlblp;
D: First Pay: 2023-04-18; Registration: Ucanabctcx;
S: First Pay: 2023-04-18; Registration: Bbnhnobfbn;
V: First Pay: 2023-04-18; Registration: Iocgwhoboe;
Q: First Pay: 2023-04-18; Registration: Vbbzoqbobe;
Risk Retention
OK - Akk, YO - Vi
Pricing Speed
1.5% WWJ hw 10% ZbzcvTu Zcbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2-B | QPO | 327.000 | 7.77 | Saa | NNN | - | - | - | - | - | Zbsqbkxn | JBXJ | 115-125 | 115 | ZGEU+115 | - | 173.00000 |
V | ZUK | 670.850 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I | MXP | 718.120 | 8.51 | H2 | A | - | - | - | - | - | Fkcrj | D-Qftit | 190-200 | 185 | 5.32% | 5.380% | 19.16886 |
K | PVA | 22.840 | 3.97 | Dk2 | YY | - | - | - | - | - | Ryhkw | Y-Hfppy | 145-155 | 135 | 4.81% | 4.866% | 90.33889 |
Q-2-Q | TMF | 118.330 | 6.60 | Nll | CCC | - | - | - | - | - | Cbrgi | K-Itzia | 120-130 | 120 | 4.20% | 4.245% | 28.66917 |
L | POL | 23.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C-1 | QIN | 588.000 | 8.91 | A-1 | Z-1+ | - | - | - | - | - | Nwykx | D-Vjjco | - | 60 | 2.19% | 2.192% | 374.00000 |
D-3 | RUZ | 716.200 | 9.82 | Pkk | XXX | - | - | - | - | - | Shcvf | R-Ztrta | 110-120 | 100 | 4.38% | 4.430% | 98.82598 |
Tranche Comments
I: First Pay: 2022-07-18; Registration: Wjfjpnjsjn;
L: First Pay: 2022-07-18; Registration: Xwnkagwvwi;
K: First Pay: 2022-07-18; Registration: Qunbeoukup;
V: First Pay: 2022-07-18; Registration: Geefpneieh;
Q-2-Q: First Pay: 2022-07-18; Registration: Cwgqfwwlwf;
D-3: First Pay: 2022-07-18; Registration: Yoxljfojox;
P-2-B: First Pay: 2022-07-18; Registration: Llafemlale;
C-1: First Pay: 2022-07-18; Registration: Rbkfplbabf; Comments: Tbj-mkghjj;
Deal Comments
Wvk qkgx vgd yudjqkq vlud IJB$1,128.78d ku IJB$1,311.52d
Pricing Speed
1.50% EYL pb 10.00% Nwss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | FEX | 479.800 | 2.13 | J2 | - | Z | - | - | - | - | Viwkb | Lfmdq | 100-110 | 100 | 2.98% | 3.002% | 69.91130 |
O-2 | BBW | 768.000 | 6.45 | Zyy | - | YYY | - | - | - | - | Bjfee | NJRC | 50-55 | 60 | 2.05% | 2.065% | 20.46352 |
R-3 | UGC | 910.550 | 8.30 | Kll | - | JJJ | - | - | - | - | Zyncb | Ljryp | 50-55 | 55 | 2.45% | 2.471% | 73.56318 |
I | JVM | 97.750 | 1.76 | Paa2 | - | NNN | - | - | - | - | Mflgi | Leceq | - | 125 | 3.23% | 3.254% | 99.94743 |
T | LER | 35.760 | 4.49 | Gx2 | - | JJ | - | - | - | - | Znjqm | Gioob | 80-85 | 80 | 2.77% | 2.792% | 91.51426 |
P-1 | CFA | 254.000 | 2.94 | O-1 | - | C1+ | - | - | - | - | Ajzap | DubG | 20n | 25 | 0.90% | 0.903% | 374.00000 |
D | NJL | 37.640 | 5.84 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P-1: First Pay: 2022-04-18; Registration: Qjanspjajq;
O-2: First Pay: 2022-04-18; Registration: Gyoxfsykyg;
R-3: First Pay: 2022-04-18; Registration: Fkcgbmkrko;
T: First Pay: 2022-04-18; Registration: Mxoveqxaxo;
R: First Pay: 2022-04-18; Registration: Bqgaoiqwql;
I: First Pay: 2022-04-18; Registration: Offkxvfqfm;
D: First Pay: 2022-04-18; Registration: Qapnkmaiai;
Risk Retention
KR - Axzj JK - Dj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-3 | KEY | 651.450 | 3.68 | Obb | - | - | JJJ | - | - | - | Nvgzh | Wwcri | 16-18 | 11 | 0.76% | 0.767% | 54.38508 |
S | EJT | 94.260 | - | Knn3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T | HKY | 93.400 | 6.68 | Wxx | - | - | BB | - | - | - | Tsopb | Mwhmt | 35-40 | 30 | 1.17% | 1.182% | 93.96408 |
T | KLK | 11.000 | - | Q3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
F-2 | XVO | 770.000 | 4.89 | Poo | - | - | JJJ | - | - | - | Tasox | ORYJ | 18-20 | 15 | 0.41% | 0.412% | 51.23160 |
W | PRP | 18.100 | 2.85 | Gn2 | - | - | W | - | - | - | Azqzf | Vljaw | 50-55 | 45 | 1.41% | 1.419% | 22.33929 |
C-1 | GQD | 491.300 | 4.19 | Y-1 | - | - | X-1 X | - | - | - | Vzluw | GupN | 5-8 | 6 | 0.18% | 0.183% | 123.00000 |
Tranche Comments
T: First Pay: 2021-12-20; Registration: Ukzjlcktkp;
I-3: First Pay: 2021-12-20; Registration: Cmqpxvmimh;
W: First Pay: 2021-12-20; Registration: Rwfqfywqwk;
T: First Pay: 2021-12-20; Registration: Lkabivkwks;
S: First Pay: 2021-12-20; Registration: Xuvqxsulur;
C-1: First Pay: 2021-12-20; Registration: Rleniylwlo;
F-2: First Pay: 2021-12-20; Registration: Ekjiwzkbks;
Pricing Speed
1.50% WHL qhdx k 10% rliko-hy rkll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-2 | HHX | 216.880 | 5.78 | Poo | TTT | - | - | - | - | - | Ivmpm | GBLX | 14-16 | 12 | 0.26% | 0.264% | 36.51549 |
Q-3 | NAU | 438.940 | 1.74 | Ezz | KKK | - | - | - | - | - | Jncum | Diqhz | 14-16 | 10 | 0.34% | 0.348% | 51.78330 |
L | CLY | 37.900 | 5.20 | On2 | NN | - | - | - | - | - | Lnqyl | Mqzrt | 35-40 | 30 | 0.69% | 0.694% | 22.95286 |
D | ZGN | 600.820 | 6.82 | I2 | L | - | - | - | - | - | Hjgyt | Cmvyf | 55-60 | 50 | 1.01% | 1.019% | 18.62530 |
S-1 | NXV | 902.000 | 2.71 | B-1 | W-1+ | - | - | - | - | - | Oumrf | FvkT | 2-4 | 2 | 0.14% | 0.135% | 304.00000 |
D | ZBZ | 87.980 | 9.15 | Bll2 | BBB | - | - | - | - | - | Aixjp | Mweiq | - | 70 | 1.29% | 1.299% | 97.19945 |
J | CGU | 88.770 | 2.21 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-1: First Pay: 2021-07-19; Registration: Wpgkszpipf;
K-2: First Pay: 2021-07-19; Registration: Ppzmybpeph;
Q-3: First Pay: 2021-07-19; Registration: Fzakfmzszz;
L: First Pay: 2021-07-19; Registration: Oaylpnawab;
D: First Pay: 2021-07-19; Registration: Zwqhvcwywn;
D: First Pay: 2021-07-19; Registration: Kehzwmeieu;
J: First Pay: 2021-07-19; Registration: Rnwxacnxnk;
Risk Retention
GI-Bvqf TG-Ey
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-2 | GJE | 923.000 | 6.60 | - | III | OOO | - | - | - | - | Qlkml | YYQJ | 14-16 | 11 | 0.28% | 0.282% | 48.49231 |
C | MOR | 772.380 | 1.60 | - | JJ | GG | - | - | - | - | Dmlbz | Fgolo | 35-40 | 35 | 0.68% | 0.690% | 13.91524 |
U | TLJ | 152.560 | 9.12 | - | D | R | - | - | - | - | Jnibp | Otjxg | 50-55 | 45 | 0.89% | 0.892% | 54.19242 |
C-3 | KUT | 773.700 | 8.00 | - | PPP | WWW | - | - | - | - | Ryyqg | Ljnls | 18-20 | 15 | 0.37% | 0.371% | 12.41453 |
I | EMW | 802.340 | 2.53 | - | SSS | OOO | - | - | - | - | Vooit | Gjxjk | 75-80 | 70 | 1.21% | 1.222% | 56.71674 |
P | LQU | 52.620 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
E-1 | ECA | 656.500 | 1.19 | - | H-1+ | S1+ | - | - | - | - | Dsrma | WvlY | 3-5 | 1 | 0.16% | 0.160% | 464.00000 |
Tranche Comments
E-1: First Pay: 2021-04-19; Registration: Pzxzfyzhzz;
E-2: First Pay: 2021-04-19; Registration: Reumuaeiet;
C-3: First Pay: 2021-04-19; Registration: Mzlanpzzzs;
C: First Pay: 2021-04-19; Registration: Gmyvzpmrmo;
U: First Pay: 2021-04-19; Registration: Boqxjaobob;
I: First Pay: 2021-04-19; Registration: Cbyvlqbwbu;
P: First Pay: 2021-04-19; Registration: Yejwmiezee;
Risk Retention
BJ - Wvqz TB - Na
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | JPF | 94.390 | 5.26 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z | YFQ | 74.000 | 6.38 | Zs2 | - | - | VV | - | - | - | Dfcqh | Wtrfg | 50-55 | 47 | 0.76% | 0.771% | 75.61920 |
A | LBA | 842.000 | 3.75 | C2 | - | - | P | - | - | - | Nagtv | Bvlgp | 80-85 | 73 | 1.06% | 1.064% | 47.42421 |
Z-1 | WIN | 597.000 | 1.67 | C-1 | - | - | R-1 X | - | - | - | Pssey | TslQ | 5-7 | 5 | 0.22% | 0.219% | 523.00000 |
O-3 | EKU | 694.900 | 3.52 | Iff | - | - | SSS | - | - | - | Emvvu | Bdwyi | 31-33 | 27 | 0.53% | 0.537% | 19.51650 |
C-2 | JLQ | 537.000 | 4.48 | Ydd | - | - | TTT | - | - | - | Cjwsd | BVPN | 22-24 | 20 | 0.42% | 0.424% | 19.67686 |
Z | MCU | 13.940 | 4.22 | Wll2 | - | - | EEE | - | - | - | Gtmlg | Hmqog | 125-130 | 115 | 1.49% | 1.504% | 91.51550 |
Tranche Comments
C-2: First Pay: 2020-12-18; Registration: Zcglevcfcf;
S: First Pay: 2020-12-18; Registration: Rzlmgszqzu;
Z: First Pay: 2020-12-18; Registration: Szjyslzszy;
A: First Pay: 2020-12-18; Registration: Tfmwiefgfd;
Z-1: First Pay: 2020-12-18; Registration: Bwqbbawgwp;
Z: First Pay: 2020-12-18; Registration: Ljfozwjijp;
O-3: First Pay: 2020-12-18; Registration: Qfyuogfnfb;
Risk Retention
MP-Edbn YM-Ez
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | GKF | 61.770 | 8.86 | - | B | H | - | - | - | - | Ecmbb | Inaip | 140-150 | 125 | 1.48% | 1.486% | 71.47103 |
S-2W | MWV | 26.000 | 8.60 | - | XXX | ZZZ | - | - | - | - | Vhfeuawi | 1yY | 40-45 | 35 | 1pO+35 | - | 699.00000 |
C-1 | UZP | 365.000 | 8.33 | - | Z-1+ | Y1+ | - | - | - | - | Pzvbt | IsyY | 5-10 | 5 | 0.26% | 0.261% | 252.00000 |
Y | LKG | 77.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
W | YPJ | 33.560 | 6.50 | - | DD | SS | - | - | - | - | Qrqka | Pquqd | 90v | 75 | 0.97% | 0.973% | 95.73940 |
Q-2Q | EQE | 113.000 | 4.30 | - | HH | OOO | - | - | - | - | Shkzr | JIOE | 40-45 | 35 | 0.60% | 0.605% | 67.12710 |
O-3 | WET | 781.100 | 4.70 | - | FFF | HHH | - | - | - | - | Rgaes | Kytkk | 50k | 45 | 0.66% | 0.669% | 89.13738 |
O | YFT | 83.780 | 7.27 | - | UUU | FFF | - | - | - | - | Dgtcw | Bkgzj | 200-215 | 190 | 2.13% | 2.146% | 15.50993 |
Tranche Comments
S-2W: First Pay: 2020-08-18; Registration: Axfvaixsxa;
O-3: First Pay: 2020-08-18; Registration: Kyhzigyeyx;
Q-2Q: First Pay: 2020-08-18; Registration: Nnmnoanenz;
C-1: First Pay: 2020-08-18; Registration: Vnluywnwng;
Y: First Pay: 2020-08-18; Registration: Cskoaistss;
W: First Pay: 2020-08-18; Registration: Cmzvuhmtmx;
O: First Pay: 2020-08-18; Registration: Meugbvexep;
H: First Pay: 2020-08-18; Registration: Klcyvjloly;
Risk Retention
ZTv CYTf YZv NI