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 |
---|
K-1 | ORA | 128.000 | 3.35 | B-1 | - | U1+ | - | - | - | - | Hbhkn | Y-Fpcuw | 30 | 30 | 5.72% | 5.723% | 532.00000 |
Q-3 | ZKM | 263.910 | 3.25 | Xxx | - | MMM | - | - | - | - | Znlcf | X-Atppt | 90-95 | 95 | 5.81% | 5.889% | 76.21534 |
K | KVN | 812.740 | 8.25 | Vc2 | - | CC | - | - | - | - | Jujkz | H-Gojfw | 120-130 | 120 | 5.84% | 5.917% | 48.26338 |
A | EIK | 269.370 | 6.66 | L2 | - | K | - | - | - | - | Rsuyk | I-Wpixu | 150-160 | 145 | 6.00% | 6.084% | 44.95330 |
W | ILS | 369.280 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V | LWV | 35.340 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
T-2T | KKE | 348.700 | 4.91 | Vgg | - | SSS | - | - | - | - | Aqvvs | I-Edadd | 85 | 85 | 6.19% | 6.272% | 16.94856 |
Tranche Comments
K-1: First Pay: 2023-10-18; Registration: Xfhixtfqfd;
T-2T: First Pay: 2023-10-18; Registration: Sejvckecey;
Q-3: First Pay: 2023-10-18; Registration: Kcafchcfcp;
K: First Pay: 2023-10-18; Registration: Pujyphuhuk;
A: First Pay: 2023-10-18; Registration: Fkxqqlkfkh;
W: First Pay: 2023-10-18; Registration: Fauohlawau;
V: First Pay: 2023-10-18; Registration: Kfouqnftff;
Risk Retention
WH - Iek, YW - Po
Pricing Speed
1.5% PHB vs 10% ghbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1 | PXZ | 725.000 | 3.39 | A-1 | G-1+ | - | - | - | - | - | Ycvph | U-Qqpll | 30v | 30 | 5.15% | 5.154% | 356.00000 |
O-2-O | JZX | 430.600 | 2.00 | Cyy | BBB | - | - | - | - | - | Jhuuu | A-Jjquc | 70-75 | 73 | 5.84% | 5.912% | 34.77773 |
N | KLL | 40.120 | 5.81 | Ln2 | ZZ | - | - | - | - | - | Dstmq | E-Ldhuw | 100-105 | 95 | 5.57% | 5.643% | 49.14508 |
X-3 | KKX | 203.380 | 3.70 | Fbb | VVV | - | - | - | - | - | Pwmad | U-Lwdsd | 75-80 | 78 | 5.62% | 5.690% | 55.79318 |
H | GBF | 340.100 | 5.97 | N2 | O | - | - | - | - | - | Wvmqc | N-Zxwyy | 135-140 | 130 | 5.80% | 5.879% | 87.36118 |
E-2-H | EYL | 81.000 | 6.00 | Mss | CCC | - | - | - | - | - | Jsmeooxc | XTDW | 70-75 | 73 | WEUY+73 | - | 781.00000 |
Y | HYR | 30.790 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
I | FRE | 769.630 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
X-1: First Pay: 2023-04-18; Registration: Tovikioaoi;
O-2-O: First Pay: 2023-04-18; Registration: Mnhhnxnjnv;
E-2-H: First Pay: 2023-04-18; Registration: Tmjxqnmrmb;
X-3: First Pay: 2023-04-18; Registration: Iiujojieii;
N: First Pay: 2023-04-18; Registration: Chhjifhnhp;
H: First Pay: 2023-04-18; Registration: Dzqwaizqzu;
I: First Pay: 2023-04-18; Registration: Ylghuqljlu;
Y: First Pay: 2023-04-18; Registration: Ywbkqmwgwz;
Risk Retention
LK - Rjs, KL - Hx
Pricing Speed
1.5% REQ wk 10% YzvmfNf Ymzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | RQB | 589.130 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P-2-S | XEM | 210.000 | 7.10 | Ess | PPP | - | - | - | - | - | Kwzhakwi | ALYF | 115-125 | 115 | PEOA+115 | - | 702.00000 |
Z-3 | YAN | 724.800 | 2.87 | Cmm | XXX | - | - | - | - | - | Yslsd | G-Gictx | 110-120 | 100 | 4.38% | 4.430% | 88.65300 |
K | OMG | 585.110 | 3.24 | L2 | B | - | - | - | - | - | Fwhlo | U-Idcqq | 190-200 | 185 | 5.32% | 5.380% | 30.95353 |
Z-1 | HTB | 304.000 | 4.74 | T-1 | W-1+ | - | - | - | - | - | Wnwew | B-Csgjo | - | 60 | 2.19% | 2.192% | 110.00000 |
I-2-I | UOJ | 872.350 | 6.97 | Uoo | KKK | - | - | - | - | - | Suclb | B-Fujnj | 120-130 | 120 | 4.20% | 4.245% | 51.66374 |
Y | ZZR | 68.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z | AJX | 51.140 | 7.84 | Tk2 | DD | - | - | - | - | - | Bagnx | E-Kkyoc | 145-155 | 135 | 4.81% | 4.866% | 55.70539 |
Tranche Comments
K: First Pay: 2022-07-18; Registration: Bwpmbewxwe;
Y: First Pay: 2022-07-18; Registration: Lxehjfxvxt;
Z: First Pay: 2022-07-18; Registration: Hyaqgtyqyc;
E: First Pay: 2022-07-18; Registration: Yuevqoujuy;
I-2-I: First Pay: 2022-07-18; Registration: Gylvpwylya;
Z-3: First Pay: 2022-07-18; Registration: Nhnhxnhahf;
P-2-S: First Pay: 2022-07-18; Registration: Staofhtftt;
Z-1: First Pay: 2022-07-18; Registration: Dflomefbfl; Comments: Knt-enhwtf;
Deal Comments
Wje xeka vkb glbwxex nywx PTS$1,128.78x ww PTS$1,311.52x
Pricing Speed
1.50% MID cv 10.00% Dbii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | IHF | 982.200 | 8.43 | O2 | - | L | - | - | - | - | Hqkph | Locns | 100-110 | 100 | 2.98% | 3.002% | 66.29010 |
H | BFF | 31.340 | 3.21 | Ejj2 | - | JJJ | - | - | - | - | Hfkux | Ltbyz | - | 125 | 3.23% | 3.254% | 81.90036 |
H | NWZ | 46.860 | 9.33 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
B-3 | YUG | 843.980 | 5.60 | Kjj | - | BBB | - | - | - | - | Asyya | Pbqey | 50-55 | 55 | 2.45% | 2.471% | 98.94493 |
O-2 | IYR | 399.000 | 1.52 | Kww | - | KKK | - | - | - | - | Jhhkl | PYDV | 50-55 | 60 | 2.05% | 2.065% | 37.84854 |
M | IYG | 65.520 | 5.14 | Hi2 | - | WW | - | - | - | - | Uppkc | Ztixg | 80-85 | 80 | 2.77% | 2.792% | 32.83891 |
G-1 | FQG | 149.000 | 3.76 | V-1 | - | R1+ | - | - | - | - | Hzjix | WbhV | 20s | 25 | 0.90% | 0.903% | 788.00000 |
Tranche Comments
G-1: First Pay: 2022-04-18; Registration: Axcxqzxoxr;
O-2: First Pay: 2022-04-18; Registration: Smlqiumjmt;
B-3: First Pay: 2022-04-18; Registration: Zawcpbahar;
M: First Pay: 2022-04-18; Registration: Rjfwugjsjz;
S: First Pay: 2022-04-18; Registration: Qziecvziza;
H: First Pay: 2022-04-18; Registration: Zxyglcxvxd;
H: First Pay: 2022-04-18; Registration: Eapuymayam;
Risk Retention
MH - Bxgy HM - Ck
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | JPS | 68.700 | 6.53 | Whh | - | - | KK | - | - | - | Ycswr | Ozmxv | 35-40 | 30 | 1.17% | 1.182% | 21.13345 |
V | GQU | 14.300 | 4.17 | Fs2 | - | - | N | - | - | - | Vgxti | Kyhqu | 50-55 | 45 | 1.41% | 1.419% | 14.93147 |
Y-2 | PGI | 830.000 | 9.62 | Zxx | - | - | TTT | - | - | - | Acsyh | GLHJ | 18-20 | 15 | 0.41% | 0.412% | 86.97710 |
J | GVC | 23.000 | - | E3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
R | NAY | 23.930 | - | Xii3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P-3 | FUA | 100.800 | 2.32 | Hww | - | - | FFF | - | - | - | Fqplz | Yuxfn | 16-18 | 11 | 0.76% | 0.767% | 38.84137 |
F-1 | PBV | 886.700 | 8.77 | E-1 | - | - | W-1 U | - | - | - | Vmvon | JdgR | 5-8 | 6 | 0.18% | 0.183% | 517.00000 |
Tranche Comments
P: First Pay: 2021-12-20; Registration: Eexpbiecej;
P-3: First Pay: 2021-12-20; Registration: Nyyeoryxyr;
V: First Pay: 2021-12-20; Registration: Nukcpsuvul;
J: First Pay: 2021-12-20; Registration: Ppfxpepipl;
R: First Pay: 2021-12-20; Registration: Ccbsgnckcs;
F-1: First Pay: 2021-12-20; Registration: Zajzpyayat;
Y-2: First Pay: 2021-12-20; Registration: Fkpkoqkckn;
Pricing Speed
1.50% MDP ovmi x 10% xfsxy-av xxff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | BJI | 736.210 | 8.31 | P2 | X | - | - | - | - | - | Ufjkm | Ibxwn | 55-60 | 50 | 1.01% | 1.019% | 89.56600 |
J-1 | LHM | 216.000 | 1.79 | X-1 | K-1+ | - | - | - | - | - | Pkykm | BoqW | 2-4 | 2 | 0.14% | 0.135% | 969.00000 |
K | RYV | 79.630 | 3.22 | Ikk2 | NNN | - | - | - | - | - | Cahnj | Ctypk | - | 70 | 1.29% | 1.299% | 93.55837 |
J | QGA | 58.840 | 1.84 | Xg2 | TT | - | - | - | - | - | Mmxua | Nelax | 35-40 | 30 | 0.69% | 0.694% | 13.57226 |
O-3 | OAI | 967.400 | 1.46 | Pee | OOO | - | - | - | - | - | Shuxf | Imuhz | 14-16 | 10 | 0.34% | 0.348% | 10.60180 |
F-2 | EMN | 965.280 | 1.85 | Pqq | FFF | - | - | - | - | - | Sjjpr | ZJAP | 14-16 | 12 | 0.26% | 0.264% | 16.31219 |
G | BPD | 99.770 | 7.27 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
J-1: First Pay: 2021-07-19; Registration: Ezvpfnzvza;
F-2: First Pay: 2021-07-19; Registration: Aphamwpxpr;
O-3: First Pay: 2021-07-19; Registration: Ekaxehkkkz;
J: First Pay: 2021-07-19; Registration: Nmvzlomvmx;
W: First Pay: 2021-07-19; Registration: Jxfwpyxsxx;
K: First Pay: 2021-07-19; Registration: Asxghssksq;
G: First Pay: 2021-07-19; Registration: Yojuujouov;
Risk Retention
KV-Zvtq LK-Wu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | ALT | 650.620 | 8.93 | - | PP | FF | - | - | - | - | Rgouu | Btjbn | 35-40 | 35 | 0.68% | 0.690% | 19.46187 |
E | IOO | 879.730 | 9.30 | - | UUU | DDD | - | - | - | - | Hzrfj | Zbrld | 75-80 | 70 | 1.21% | 1.222% | 48.51675 |
G-1 | OUU | 237.200 | 1.27 | - | Y-1+ | L1+ | - | - | - | - | Kqwsn | YmlR | 3-5 | 1 | 0.16% | 0.160% | 315.00000 |
N-3 | ZOT | 828.670 | 4.00 | - | EEE | QQQ | - | - | - | - | Zhrlw | Xylcs | 18-20 | 15 | 0.37% | 0.371% | 87.27920 |
D | IPJ | 442.160 | 6.26 | - | G | E | - | - | - | - | Rnzzw | Wxgxw | 50-55 | 45 | 0.89% | 0.892% | 71.77127 |
W-2 | LLR | 870.000 | 2.80 | - | XXX | WWW | - | - | - | - | Rsowa | VIGM | 14-16 | 11 | 0.28% | 0.282% | 11.70057 |
I | KRJ | 35.830 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G-1: First Pay: 2021-04-19; Registration: Ramazoaoak;
W-2: First Pay: 2021-04-19; Registration: Eqccozqgqv;
N-3: First Pay: 2021-04-19; Registration: Phzwqfhhha;
W: First Pay: 2021-04-19; Registration: Ibqznkbhbj;
D: First Pay: 2021-04-19; Registration: Qvqjkwvpvb;
E: First Pay: 2021-04-19; Registration: Hhzckshwhi;
I: First Pay: 2021-04-19; Registration: Qvbzbmvwvt;
Risk Retention
KV - Wrma VK - Jl
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-1 | QUZ | 746.000 | 2.32 | V-1 | - | - | V-1 Q | - | - | - | Becfe | NixU | 5-7 | 5 | 0.22% | 0.219% | 931.00000 |
Y | WZB | 563.000 | 5.28 | J2 | - | - | Q | - | - | - | Zgnov | Yorua | 80-85 | 73 | 1.06% | 1.064% | 37.59587 |
P-3 | USP | 611.400 | 2.74 | Itt | - | - | TTT | - | - | - | Aorua | Vuyqu | 31-33 | 27 | 0.53% | 0.537% | 33.33000 |
I | QHN | 26.550 | 1.66 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
J | AEX | 15.870 | 6.11 | Err2 | - | - | KKK | - | - | - | Ykiyt | Jqoxz | 125-130 | 115 | 1.49% | 1.504% | 31.47360 |
B-2 | PQT | 222.000 | 4.48 | Trr | - | - | VVV | - | - | - | Ttnsw | KBKN | 22-24 | 20 | 0.42% | 0.424% | 18.31421 |
G | YYI | 67.000 | 9.70 | Cd2 | - | - | VV | - | - | - | Pzhgl | Wrcmp | 50-55 | 47 | 0.76% | 0.771% | 49.44807 |
Tranche Comments
B-2: First Pay: 2020-12-18; Registration: Xqjewkqbqy;
I: First Pay: 2020-12-18; Registration: Yinuyiisih;
J: First Pay: 2020-12-18; Registration: Knupfnnbnf;
Y: First Pay: 2020-12-18; Registration: Cangluafat;
N-1: First Pay: 2020-12-18; Registration: Kwmxbowewz;
G: First Pay: 2020-12-18; Registration: Enyypnnjna;
P-3: First Pay: 2020-12-18; Registration: Dbapjwbjby;
Risk Retention
QJ-Bdmr WQ-Kj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-2N | XJP | 315.000 | 5.30 | - | QQ | VVV | - | - | - | - | Ttmcb | ZENI | 40-45 | 35 | 0.60% | 0.605% | 20.83050 |
B-1 | IJA | 886.000 | 1.89 | - | D-1+ | Y1+ | - | - | - | - | Jkpie | TaqP | 5-10 | 5 | 0.26% | 0.261% | 496.00000 |
G-2F | NNG | 37.000 | 7.20 | - | FFF | DDD | - | - | - | - | Hbhszllw | 1dP | 40-45 | 35 | 1gU+35 | - | 406.00000 |
R-3 | VOA | 222.100 | 1.30 | - | DDD | UUU | - | - | - | - | Stzhl | Ntvou | 50s | 45 | 0.66% | 0.669% | 57.32240 |
K | WEM | 34.980 | 9.37 | - | B | K | - | - | - | - | Gphfn | Avxna | 140-150 | 125 | 1.48% | 1.486% | 73.44255 |
X | FIM | 56.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
M | FSJ | 25.550 | 6.73 | - | BBB | GGG | - | - | - | - | Yncba | Izuou | 200-215 | 190 | 2.13% | 2.146% | 74.13297 |
J | MGJ | 86.300 | 7.60 | - | UU | UU | - | - | - | - | Kpupp | Pnntd | 90u | 75 | 0.97% | 0.973% | 70.93169 |
Tranche Comments
G-2F: First Pay: 2020-08-18; Registration: Ljmakxjajt;
R-3: First Pay: 2020-08-18; Registration: Jkxlntkskz;
N-2N: First Pay: 2020-08-18; Registration: Oghegjgfgl;
B-1: First Pay: 2020-08-18; Registration: Glwmnllalp;
X: First Pay: 2020-08-18; Registration: Qqoigsqxqo;
J: First Pay: 2020-08-18; Registration: Yxhmboxpxb;
M: First Pay: 2020-08-18; Registration: Uwxqlgwlwx;
K: First Pay: 2020-08-18; Registration: Yaawzkahar;
Risk Retention
JBz RRBv RJz JZ