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 |
---|
Z | JEK | 189.390 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
S | GVN | 150.180 | 1.60 | E2 | - | H | - | - | - | - | Ofmke | B-Wuyol | 150-160 | 145 | 6.00% | 6.084% | 38.52310 |
D-2D | PWB | 123.500 | 2.29 | Vtt | - | NNN | - | - | - | - | Eyfki | J-Vjidh | 85 | 85 | 6.19% | 6.272% | 17.26193 |
Z-3 | BQS | 425.860 | 8.89 | Btt | - | MMM | - | - | - | - | Ugbtv | G-Zslap | 90-95 | 95 | 5.81% | 5.889% | 94.16822 |
W-1 | VQJ | 735.000 | 8.27 | W-1 | - | O1+ | - | - | - | - | Tvhry | L-Jutdv | 30 | 30 | 5.72% | 5.723% | 165.00000 |
M | KJG | 20.540 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C | YGA | 393.160 | 2.19 | Md2 | - | YY | - | - | - | - | Fsmhx | I-Hqoyr | 120-130 | 120 | 5.84% | 5.917% | 29.97118 |
Tranche Comments
W-1: First Pay: 2023-10-18; Registration: Ufeimifnfd;
D-2D: First Pay: 2023-10-18; Registration: Uabpauaval;
Z-3: First Pay: 2023-10-18; Registration: Fhvbqmhpho;
C: First Pay: 2023-10-18; Registration: Mflwqzfqff;
S: First Pay: 2023-10-18; Registration: Jqzykcquqk;
Z: First Pay: 2023-10-18; Registration: Daqqatabat;
M: First Pay: 2023-10-18; Registration: Dcnhmxcccq;
Risk Retention
DA - Izv, XD - Uv
Pricing Speed
1.5% GOS ee 10% sygg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | TRJ | 49.350 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
X-2-G | WIH | 52.000 | 1.00 | Baa | CCC | - | - | - | - | - | Zkukxkmb | IVNQ | 70-75 | 73 | IVNN+73 | - | 338.00000 |
T | ORP | 184.880 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
N-2-N | ORE | 384.200 | 5.00 | Cdd | VVV | - | - | - | - | - | Vvcxj | D-Pkjlj | 70-75 | 73 | 5.84% | 5.912% | 72.49431 |
T | WJZ | 519.800 | 8.46 | B2 | P | - | - | - | - | - | Zvyvq | F-Akrwo | 135-140 | 130 | 5.80% | 5.879% | 11.30039 |
C | KIA | 27.220 | 5.24 | Dj2 | YY | - | - | - | - | - | Viabc | K-Ilulk | 100-105 | 95 | 5.57% | 5.643% | 70.47881 |
M-1 | QMA | 962.000 | 8.61 | Z-1 | E-1+ | - | - | - | - | - | Pihlr | Y-Docjr | 30o | 30 | 5.15% | 5.154% | 713.00000 |
B-3 | MLM | 286.320 | 5.60 | Iff | PPP | - | - | - | - | - | Stqit | U-Qktik | 75-80 | 78 | 5.62% | 5.690% | 77.17146 |
Tranche Comments
M-1: First Pay: 2023-04-18; Registration: Vuxoavujuj;
N-2-N: First Pay: 2023-04-18; Registration: Pwnujfwswn;
X-2-G: First Pay: 2023-04-18; Registration: Slgrewlvlr;
B-3: First Pay: 2023-04-18; Registration: Nznmxizwzq;
C: First Pay: 2023-04-18; Registration: Fknkunkhkx;
T: First Pay: 2023-04-18; Registration: Exyfwpxvxe;
T: First Pay: 2023-04-18; Registration: Henhvbekey;
W: First Pay: 2023-04-18; Registration: Kbvokybjby;
Risk Retention
KF - Rzk, XK - Pz
Pricing Speed
1.5% ZYG mz 10% YcomiHm Ymcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | TTG | 258.680 | 3.11 | U2 | T | - | - | - | - | - | Iwcbj | E-Kdlhc | 190-200 | 185 | 5.32% | 5.380% | 61.94593 |
R-1 | EXH | 384.000 | 6.21 | E-1 | O-1+ | - | - | - | - | - | Isnpn | B-Bjlry | - | 60 | 2.19% | 2.192% | 194.00000 |
B-3 | RJW | 258.200 | 2.94 | Khh | KKK | - | - | - | - | - | Crlum | E-Qwytk | 110-120 | 100 | 4.38% | 4.430% | 35.23091 |
M | TPY | 63.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C-2-A | TYB | 860.000 | 5.82 | Zhh | CCC | - | - | - | - | - | Cmskfkpc | PQGC | 115-125 | 115 | GJIH+115 | - | 255.00000 |
Y | GUZ | 843.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K-2-K | PFG | 737.230 | 2.95 | Znn | TTT | - | - | - | - | - | Zcals | Q-Wcisu | 120-130 | 120 | 4.20% | 4.245% | 64.86394 |
V | TGB | 63.740 | 5.64 | Cl2 | NN | - | - | - | - | - | Jjuvi | Q-Phsvk | 145-155 | 135 | 4.81% | 4.866% | 31.63249 |
Tranche Comments
Y: First Pay: 2022-07-18; Registration: Jumcjpuyub;
M: First Pay: 2022-07-18; Registration: Olbvyilmls;
V: First Pay: 2022-07-18; Registration: Ufmlvsftfh;
Y: First Pay: 2022-07-18; Registration: Gvnzhkvsvz;
K-2-K: First Pay: 2022-07-18; Registration: Phqfoehchs;
B-3: First Pay: 2022-07-18; Registration: Avbjwlvave;
C-2-A: First Pay: 2022-07-18; Registration: Hqamcqqkqr;
R-1: First Pay: 2022-07-18; Registration: Umvemwmymz; Comments: Zhq-qxxyqw;
Deal Comments
Tck ekjy ojl xulvske hywo IGQ$1,128.78o dw IGQ$1,311.52o
Pricing Speed
1.50% EJW eg 10.00% Gujj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2 | BWH | 805.000 | 2.16 | Vhh | - | TTT | - | - | - | - | Iawpn | BIOA | 50-55 | 60 | 2.05% | 2.065% | 65.14615 |
F-3 | OXA | 695.420 | 4.60 | Fll | - | LLL | - | - | - | - | Yxwux | Nugpp | 50-55 | 55 | 2.45% | 2.471% | 62.24745 |
E-1 | CBH | 570.000 | 8.18 | C-1 | - | T1+ | - | - | - | - | Vmxng | ErrV | 20s | 25 | 0.90% | 0.903% | 910.00000 |
H | IJL | 91.740 | 4.71 | Ldd2 | - | GGG | - | - | - | - | Lbarn | Nhmna | - | 125 | 3.23% | 3.254% | 40.90702 |
J | UUY | 676.800 | 6.86 | V2 | - | G | - | - | - | - | Ohmhl | Eecoh | 100-110 | 100 | 2.98% | 3.002% | 69.79430 |
D | CAD | 21.830 | 8.98 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
F | TJT | 44.970 | 5.71 | Fo2 | - | SS | - | - | - | - | Fauge | Dlepf | 80-85 | 80 | 2.77% | 2.792% | 10.72718 |
Tranche Comments
E-1: First Pay: 2022-04-18; Registration: Enzemvnpnw;
P-2: First Pay: 2022-04-18; Registration: Nyzqoyyuyu;
F-3: First Pay: 2022-04-18; Registration: Oyhvfkyqyf;
F: First Pay: 2022-04-18; Registration: Zhgogyhrhd;
J: First Pay: 2022-04-18; Registration: Cpkpsqpzpn;
H: First Pay: 2022-04-18; Registration: Gfklcgfwfb;
D: First Pay: 2022-04-18; Registration: Vkjagykrkm;
Risk Retention
JF - Hfnh PJ - Kq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-2 | ULM | 585.000 | 5.39 | Ree | - | - | HHH | - | - | - | Oqish | QMTP | 18-20 | 15 | 0.41% | 0.412% | 26.90940 |
K | FOE | 23.600 | 6.78 | Gqq | - | - | FF | - | - | - | Zkqlr | Buwml | 35-40 | 30 | 1.17% | 1.182% | 60.93656 |
V | XSX | 71.870 | - | Ivv3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
W-3 | AHE | 129.270 | 8.66 | Rdd | - | - | EEE | - | - | - | Mruzo | Gqugl | 16-18 | 11 | 0.76% | 0.767% | 66.53300 |
A-1 | WSF | 392.600 | 5.45 | U-1 | - | - | I-1 H | - | - | - | Hvfem | AzoN | 5-8 | 6 | 0.18% | 0.183% | 175.00000 |
U | EMB | 63.000 | - | S3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
S | IRQ | 37.100 | 7.61 | Um2 | - | - | Q | - | - | - | Hiqtf | Sejya | 50-55 | 45 | 1.41% | 1.419% | 66.73016 |
Tranche Comments
K: First Pay: 2021-12-20; Registration: Fchzhmclcy;
W-3: First Pay: 2021-12-20; Registration: Hbgcjxbobt;
S: First Pay: 2021-12-20; Registration: Bjagnajojc;
U: First Pay: 2021-12-20; Registration: Kxkjekxkxu;
V: First Pay: 2021-12-20; Registration: Cnlueongnp;
A-1: First Pay: 2021-12-20; Registration: Tlqesplxlw;
X-2: First Pay: 2021-12-20; Registration: Vbaucnbwbl;
Pricing Speed
1.50% PTA kqto g 10% jajgf-zt jgaa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | QEB | 996.280 | 1.35 | D2 | R | - | - | - | - | - | Mylki | Gbfkf | 55-60 | 50 | 1.01% | 1.019% | 35.22460 |
X | ATC | 51.130 | 2.31 | Bww2 | WWW | - | - | - | - | - | Pqzyz | Sodto | - | 70 | 1.29% | 1.299% | 80.25070 |
L-1 | NOF | 956.000 | 8.24 | B-1 | J-1+ | - | - | - | - | - | Xvhkn | QzqD | 2-4 | 2 | 0.14% | 0.135% | 279.00000 |
F-3 | MKN | 875.640 | 3.46 | Xvv | AAA | - | - | - | - | - | Trmnr | Zokro | 14-16 | 10 | 0.34% | 0.348% | 27.16990 |
O | BIY | 39.290 | 5.90 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H-2 | OQL | 443.990 | 8.26 | Abb | HHH | - | - | - | - | - | Rfzoq | ZIRX | 14-16 | 12 | 0.26% | 0.264% | 89.47973 |
C | NGO | 14.470 | 8.27 | Of2 | XX | - | - | - | - | - | Zwkvd | Nxzbf | 35-40 | 30 | 0.69% | 0.694% | 21.18518 |
Tranche Comments
L-1: First Pay: 2021-07-19; Registration: Dvoucqvpvr;
H-2: First Pay: 2021-07-19; Registration: Pfkzqvfnfr;
F-3: First Pay: 2021-07-19; Registration: Ycpuiycjca;
C: First Pay: 2021-07-19; Registration: Pymvliycyf;
C: First Pay: 2021-07-19; Registration: Gzzqcjzlzk;
X: First Pay: 2021-07-19; Registration: Vzuzpbzgzf;
O: First Pay: 2021-07-19; Registration: Zlcqhglulf;
Risk Retention
HS-Fkuv RH-Hr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1 | BYC | 508.300 | 1.83 | - | Z-1+ | S1+ | - | - | - | - | Ezkzf | WqnB | 3-5 | 1 | 0.16% | 0.160% | 267.00000 |
M-3 | HCK | 551.230 | 7.00 | - | LLL | BBB | - | - | - | - | Yapzj | Kmnpx | 18-20 | 15 | 0.37% | 0.371% | 82.32123 |
L | VPT | 829.340 | 6.62 | - | QQ | JJ | - | - | - | - | Lkvpw | Ufdge | 35-40 | 35 | 0.68% | 0.690% | 32.48244 |
U | KBS | 54.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Y | BYV | 797.400 | 3.41 | - | D | G | - | - | - | - | Ukpim | Duxfk | 50-55 | 45 | 0.89% | 0.892% | 62.79287 |
Y-2 | GLI | 903.000 | 7.73 | - | BBB | GGG | - | - | - | - | Usoks | BWZZ | 14-16 | 11 | 0.28% | 0.282% | 41.58066 |
M | LAC | 444.540 | 4.90 | - | KKK | GGG | - | - | - | - | Zypnw | Ltout | 75-80 | 70 | 1.21% | 1.222% | 98.53652 |
Tranche Comments
X-1: First Pay: 2021-04-19; Registration: Glyyqbltll;
Y-2: First Pay: 2021-04-19; Registration: Namqjuatad;
M-3: First Pay: 2021-04-19; Registration: Ozeghizqzu;
L: First Pay: 2021-04-19; Registration: Enaiwbnwnk;
Y: First Pay: 2021-04-19; Registration: Facilqakai;
M: First Pay: 2021-04-19; Registration: Snavkknqno;
U: First Pay: 2021-04-19; Registration: Hvbvplvevu;
Risk Retention
FK - Wyzq GF - Pl
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | FCP | 75.470 | 6.43 | Dpp2 | - | - | ZZZ | - | - | - | Ttisp | Ozhfq | 125-130 | 115 | 1.49% | 1.504% | 88.42880 |
W-3 | RSW | 887.700 | 8.35 | Omm | - | - | BBB | - | - | - | Mjjtt | Xfyht | 31-33 | 27 | 0.53% | 0.537% | 91.17250 |
L-2 | FPF | 479.000 | 7.20 | Nhh | - | - | TTT | - | - | - | Frtbo | JAOL | 22-24 | 20 | 0.42% | 0.424% | 27.38563 |
X | RBU | 97.150 | 7.74 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I-1 | PIB | 455.000 | 3.68 | D-1 | - | - | G-1 E | - | - | - | Whwsc | ApyC | 5-7 | 5 | 0.22% | 0.219% | 933.00000 |
A | OKL | 75.000 | 3.20 | Jw2 | - | - | TT | - | - | - | Hqjzz | Quuvr | 50-55 | 47 | 0.76% | 0.771% | 74.59131 |
R | JYZ | 856.000 | 6.64 | F2 | - | - | J | - | - | - | Psajo | Ridjo | 80-85 | 73 | 1.06% | 1.064% | 53.79577 |
Tranche Comments
L-2: First Pay: 2020-12-18; Registration: Pmmzwumumh;
X: First Pay: 2020-12-18; Registration: Qqymuyqoqv;
J: First Pay: 2020-12-18; Registration: Ufovcbfsfk;
R: First Pay: 2020-12-18; Registration: Sznwqmzezp;
I-1: First Pay: 2020-12-18; Registration: Mzbnhtzxze;
A: First Pay: 2020-12-18; Registration: Jyfmaoyzym;
W-3: First Pay: 2020-12-18; Registration: Yohplfoeos;
Risk Retention
RH-Tmjs GR-Qt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J | UXH | 84.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
S | RNJ | 51.120 | 7.73 | - | PPP | LLL | - | - | - | - | Sgipx | Tmfxs | 200-215 | 190 | 2.13% | 2.146% | 26.92414 |
X-3 | YLH | 736.300 | 5.80 | - | LLL | III | - | - | - | - | Rggom | Nwolt | 50q | 45 | 0.66% | 0.669% | 76.13143 |
E-2O | XUV | 97.000 | 2.30 | - | SSS | DDD | - | - | - | - | Vqbpzsdp | 1xE | 40-45 | 35 | 1jD+35 | - | 288.00000 |
D | FAG | 59.240 | 1.80 | - | KK | SS | - | - | - | - | Igxjw | Ofloo | 90e | 75 | 0.97% | 0.973% | 55.45491 |
J-2J | XHF | 231.000 | 9.70 | - | GG | OOO | - | - | - | - | Xtioo | IOTN | 40-45 | 35 | 0.60% | 0.605% | 52.16950 |
R | XJM | 11.660 | 2.22 | - | L | F | - | - | - | - | Juajw | Zrbfs | 140-150 | 125 | 1.48% | 1.486% | 60.67277 |
M-1 | TVS | 133.000 | 1.90 | - | J-1+ | N1+ | - | - | - | - | Crimf | JgwK | 5-10 | 5 | 0.26% | 0.261% | 192.00000 |
Tranche Comments
E-2O: First Pay: 2020-08-18; Registration: Ezgkalzfzj;
X-3: First Pay: 2020-08-18; Registration: Bohniyokob;
J-2J: First Pay: 2020-08-18; Registration: Eokkztosou;
M-1: First Pay: 2020-08-18; Registration: Zvhfenvpvz;
J: First Pay: 2020-08-18; Registration: Aykmzgyxyv;
D: First Pay: 2020-08-18; Registration: Jzbohjztzs;
S: First Pay: 2020-08-18; Registration: Rpoycmprpz;
R: First Pay: 2020-08-18; Registration: Rkanjbktkq;
Risk Retention
VZa JXZn XVa AX