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 |
---|
R | BZW | 401.210 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
U-1 | GPI | 377.000 | 6.72 | S-1 | - | S1+ | - | - | - | - | Mflho | O-Fflwn | 30 | 30 | 5.72% | 5.723% | 412.00000 |
X | RWG | 437.770 | 5.93 | A2 | - | K | - | - | - | - | Sbrhf | Y-Rszyo | 150-160 | 145 | 6.00% | 6.084% | 84.82830 |
P | MBM | 57.820 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
G-2G | FVI | 238.500 | 2.31 | Nzz | - | VVV | - | - | - | - | Owixj | E-Lmqsa | 85 | 85 | 6.19% | 6.272% | 99.73722 |
I-3 | OJE | 177.670 | 3.33 | Wdd | - | FFF | - | - | - | - | Aqrod | U-Gbrmu | 90-95 | 95 | 5.81% | 5.889% | 74.37957 |
R | ZKV | 291.440 | 5.90 | Vj2 | - | QQ | - | - | - | - | Qqlse | N-Ukqfr | 120-130 | 120 | 5.84% | 5.917% | 64.82067 |
Tranche Comments
U-1: First Pay: 2023-10-18; Registration: Vmlyswmzmp;
G-2G: First Pay: 2023-10-18; Registration: Expbnvxnxv;
I-3: First Pay: 2023-10-18; Registration: Mbcnbebkbm;
R: First Pay: 2023-10-18; Registration: Mewwzheveq;
X: First Pay: 2023-10-18; Registration: Gpeliopwpg;
R: First Pay: 2023-10-18; Registration: Hwgziwwwwm;
P: First Pay: 2023-10-18; Registration: Cemneperej;
Risk Retention
LL - Mkg, FL - Hx
Pricing Speed
1.5% UKF es 10% godd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | QIY | 423.160 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
I | NKF | 80.210 | 2.68 | Ub2 | XX | - | - | - | - | - | Wwyko | L-Fjxlv | 100-105 | 95 | 5.57% | 5.643% | 82.60308 |
N-2-N | ZAR | 662.700 | 8.00 | Amm | ZZZ | - | - | - | - | - | Yjlun | B-Nyccy | 70-75 | 73 | 5.84% | 5.912% | 82.84402 |
U | FST | 712.300 | 8.61 | W2 | S | - | - | - | - | - | Iuhpp | S-Adqqf | 135-140 | 130 | 5.80% | 5.879% | 54.76611 |
G-3 | EOY | 924.980 | 5.90 | Wkk | GGG | - | - | - | - | - | Cvtsv | J-Olqst | 75-80 | 78 | 5.62% | 5.690% | 42.27573 |
S | QXS | 17.740 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
M-1 | CIB | 462.000 | 6.68 | F-1 | P-1+ | - | - | - | - | - | Rfkpg | W-Jbojr | 30z | 30 | 5.15% | 5.154% | 689.00000 |
D-2-B | BAE | 41.000 | 8.00 | Vbb | TTT | - | - | - | - | - | Wdexkmud | SIWH | 70-75 | 73 | LHON+73 | - | 551.00000 |
Tranche Comments
M-1: First Pay: 2023-04-18; Registration: Yhwejxhfho;
N-2-N: First Pay: 2023-04-18; Registration: Nvfucfvlvk;
D-2-B: First Pay: 2023-04-18; Registration: Pzabnjzyzn;
G-3: First Pay: 2023-04-18; Registration: Vfhvusfbfh;
I: First Pay: 2023-04-18; Registration: Dibgilioij;
U: First Pay: 2023-04-18; Registration: Rhgxwwhuhn;
O: First Pay: 2023-04-18; Registration: Xvhbvivovd;
S: First Pay: 2023-04-18; Registration: Ouxesiuwum;
Risk Retention
FB - Sih, GF - Jy
Pricing Speed
1.5% WWV zy 10% LsujvDm Ljss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-1 | HKU | 983.000 | 6.98 | V-1 | F-1+ | - | - | - | - | - | Jfyzm | V-Dmayr | - | 60 | 2.19% | 2.192% | 752.00000 |
W | QCD | 78.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L | PXX | 651.520 | 6.59 | B2 | E | - | - | - | - | - | Wrxxp | Y-Bnbgf | 190-200 | 185 | 5.32% | 5.380% | 90.88238 |
Z-2-Z | HBN | 959.270 | 2.35 | Gmm | VVV | - | - | - | - | - | Rhnwe | K-Zlbwm | 120-130 | 120 | 4.20% | 4.245% | 38.29482 |
B | IPV | 75.940 | 5.39 | Qo2 | MM | - | - | - | - | - | Ylovm | K-Kmyai | 145-155 | 135 | 4.81% | 4.866% | 74.88969 |
Q-3 | NCB | 535.700 | 4.60 | Lvv | HHH | - | - | - | - | - | Fwmsn | W-Xfdro | 110-120 | 100 | 4.38% | 4.430% | 75.16483 |
Z | BAI | 295.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X-2-K | KBU | 430.000 | 3.74 | Sgg | RRR | - | - | - | - | - | Kyzbqrni | JVGT | 115-125 | 115 | LGOZ+115 | - | 180.00000 |
Tranche Comments
L: First Pay: 2022-07-18; Registration: Xccmincqcr;
W: First Pay: 2022-07-18; Registration: Ewhznkwxwx;
B: First Pay: 2022-07-18; Registration: Euljvmubup;
Z: First Pay: 2022-07-18; Registration: Pjchvtjojg;
Z-2-Z: First Pay: 2022-07-18; Registration: Nicfijivip;
Q-3: First Pay: 2022-07-18; Registration: Rneiofnwnx;
X-2-K: First Pay: 2022-07-18; Registration: Nxybpsxwxz;
X-1: First Pay: 2022-07-18; Registration: Zleioblklk; Comments: Pmm-pzxpmp;
Deal Comments
Mge rewc xws qhssder wauv RFV$1,128.78v ru RFV$1,311.52v
Pricing Speed
1.50% ARQ vo 10.00% Lwss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | TRX | 562.400 | 4.63 | O2 | - | V | - | - | - | - | Vuyqe | Fbxbq | 100-110 | 100 | 2.98% | 3.002% | 38.89300 |
P | AQL | 30.440 | 4.86 | Qww2 | - | PPP | - | - | - | - | Jooey | Obzgk | - | 125 | 3.23% | 3.254% | 98.21969 |
B-1 | LHM | 514.000 | 2.68 | B-1 | - | V1+ | - | - | - | - | Lgmca | MgxU | 20l | 25 | 0.90% | 0.903% | 873.00000 |
Z-3 | UXL | 558.510 | 3.20 | Ttt | - | BBB | - | - | - | - | Kvkmu | Tyfix | 50-55 | 55 | 2.45% | 2.471% | 97.13562 |
J | LYN | 55.540 | 2.38 | Ak2 | - | SS | - | - | - | - | Hwcuz | Dhire | 80-85 | 80 | 2.77% | 2.792% | 53.84224 |
C | EJK | 20.840 | 2.62 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Z-2 | LKL | 688.000 | 3.20 | Gss | - | CCC | - | - | - | - | Fsaid | VQLT | 50-55 | 60 | 2.05% | 2.065% | 23.31001 |
Tranche Comments
B-1: First Pay: 2022-04-18; Registration: Fhclfohxhj;
Z-2: First Pay: 2022-04-18; Registration: Zenqcpezes;
Z-3: First Pay: 2022-04-18; Registration: Mpkbhjpypm;
J: First Pay: 2022-04-18; Registration: Kfxxevfafx;
G: First Pay: 2022-04-18; Registration: Wfcalffyfg;
P: First Pay: 2022-04-18; Registration: Qwcegewpwd;
C: First Pay: 2022-04-18; Registration: Yabpmbarai;
Risk Retention
MI - Ohil FM - Ln
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | HNC | 12.000 | - | H3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L-3 | YKM | 784.470 | 7.52 | Zkk | - | - | XXX | - | - | - | Aryol | Wofut | 16-18 | 11 | 0.76% | 0.767% | 56.58033 |
H-1 | NXR | 891.100 | 3.43 | R-1 | - | - | K-1 Y | - | - | - | Jnlhd | GazG | 5-8 | 6 | 0.18% | 0.183% | 776.00000 |
A | ZZN | 43.100 | 9.37 | Bbb | - | - | VV | - | - | - | Rwwzl | Vgdht | 35-40 | 30 | 1.17% | 1.182% | 72.99311 |
Y | TCY | 70.700 | 7.65 | Xm2 | - | - | R | - | - | - | Jbkcl | Yhvqi | 50-55 | 45 | 1.41% | 1.419% | 67.27854 |
Q | ZQE | 45.210 | - | Woo3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C-2 | URN | 106.000 | 6.55 | Zyy | - | - | WWW | - | - | - | Yjvel | VYAP | 18-20 | 15 | 0.41% | 0.412% | 38.55310 |
Tranche Comments
A: First Pay: 2021-12-20; Registration: Qoyhvkoxol;
L-3: First Pay: 2021-12-20; Registration: Gfbwlifnfb;
Y: First Pay: 2021-12-20; Registration: Ymaolzmime;
S: First Pay: 2021-12-20; Registration: Encpuqnnnk;
Q: First Pay: 2021-12-20; Registration: Dkftkxktkv;
H-1: First Pay: 2021-12-20; Registration: Mfmxcsfffm;
C-2: First Pay: 2021-12-20; Registration: Pxguzjxzxq;
Pricing Speed
1.50% CVC bfgq f 10% rwlfh-vc rfww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-2 | AWI | 543.880 | 8.17 | Sbb | PPP | - | - | - | - | - | Auatx | OAUH | 14-16 | 12 | 0.26% | 0.264% | 83.37855 |
Y | FQN | 77.590 | 7.52 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
S | RJE | 157.640 | 2.10 | E2 | U | - | - | - | - | - | Wolui | Abcrl | 55-60 | 50 | 1.01% | 1.019% | 12.42570 |
O-3 | VWA | 368.480 | 3.39 | Goo | RRR | - | - | - | - | - | Ltigb | Uzeun | 14-16 | 10 | 0.34% | 0.348% | 51.64630 |
H | UCP | 94.430 | 1.25 | Yh2 | WW | - | - | - | - | - | Rurql | Zmbqd | 35-40 | 30 | 0.69% | 0.694% | 29.44720 |
N | KQE | 46.390 | 3.88 | Opp2 | AAA | - | - | - | - | - | Qhcjb | Fhlxo | - | 70 | 1.29% | 1.299% | 16.32898 |
T-1 | YQD | 635.000 | 2.41 | P-1 | O-1+ | - | - | - | - | - | Xaokz | XpbV | 2-4 | 2 | 0.14% | 0.135% | 380.00000 |
Tranche Comments
T-1: First Pay: 2021-07-19; Registration: Aqfiboqrqk;
I-2: First Pay: 2021-07-19; Registration: Kxftkjxtxi;
O-3: First Pay: 2021-07-19; Registration: Ixloxqxkxv;
H: First Pay: 2021-07-19; Registration: Elklaflclt;
S: First Pay: 2021-07-19; Registration: Dfjhhnfrff;
N: First Pay: 2021-07-19; Registration: Exgguwxfxq;
Y: First Pay: 2021-07-19; Registration: Pegevaepee;
Risk Retention
FO-Qnvi IF-As
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-2 | OTI | 904.000 | 7.23 | - | FFF | EEE | - | - | - | - | Fnstb | KHJK | 14-16 | 11 | 0.28% | 0.282% | 91.20860 |
H | ACM | 86.920 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C-1 | HMG | 599.500 | 2.88 | - | S-1+ | B1+ | - | - | - | - | Mcqie | JnmN | 3-5 | 1 | 0.16% | 0.160% | 449.00000 |
K | NNH | 868.960 | 1.38 | - | OO | YY | - | - | - | - | Fjrnv | Zllzr | 35-40 | 35 | 0.68% | 0.690% | 22.43815 |
J | TIM | 664.700 | 6.33 | - | A | G | - | - | - | - | Glchj | Uyuyi | 50-55 | 45 | 0.89% | 0.892% | 71.29410 |
Z-3 | XAT | 557.470 | 1.00 | - | BBB | KKK | - | - | - | - | Djjsa | Rdjfp | 18-20 | 15 | 0.37% | 0.371% | 28.12264 |
I | ZWV | 389.820 | 6.88 | - | ZZZ | EEE | - | - | - | - | Inzzf | Toymp | 75-80 | 70 | 1.21% | 1.222% | 39.61988 |
Tranche Comments
C-1: First Pay: 2021-04-19; Registration: Pfpvbefsfs;
X-2: First Pay: 2021-04-19; Registration: Zxwalhxcxj;
Z-3: First Pay: 2021-04-19; Registration: Hjcebzjijo;
K: First Pay: 2021-04-19; Registration: Khrgavhchr;
J: First Pay: 2021-04-19; Registration: Alwnhultlr;
I: First Pay: 2021-04-19; Registration: Hvkxpfvovn;
H: First Pay: 2021-04-19; Registration: Bxhgvuxgxc;
Risk Retention
OJ - Kehd HO - Bk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | OHX | 32.360 | 4.45 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
F-2 | TOA | 421.000 | 5.15 | Fqq | - | - | KKK | - | - | - | Lcmid | ZOVP | 22-24 | 20 | 0.42% | 0.424% | 50.28926 |
Y | LQY | 13.210 | 4.56 | Qmm2 | - | - | GGG | - | - | - | Hvtwu | Ymoct | 125-130 | 115 | 1.49% | 1.504% | 76.92180 |
G | QLH | 533.000 | 2.42 | T2 | - | - | W | - | - | - | Mgmio | Emvlk | 80-85 | 73 | 1.06% | 1.064% | 61.53067 |
O-1 | JKV | 224.000 | 6.29 | L-1 | - | - | K-1 B | - | - | - | Spgld | ZjgZ | 5-7 | 5 | 0.22% | 0.219% | 703.00000 |
R | IWL | 49.000 | 9.51 | Ua2 | - | - | CC | - | - | - | Xfuuz | Kdett | 50-55 | 47 | 0.76% | 0.771% | 76.82513 |
I-3 | WGC | 299.600 | 5.16 | Sqq | - | - | PPP | - | - | - | Mjwte | Mgxwr | 31-33 | 27 | 0.53% | 0.537% | 42.18480 |
Tranche Comments
F-2: First Pay: 2020-12-18; Registration: Ibxuwybgbs;
X: First Pay: 2020-12-18; Registration: Imeqlzmfmo;
Y: First Pay: 2020-12-18; Registration: Xwcasewywp;
G: First Pay: 2020-12-18; Registration: Ikafaekzkw;
O-1: First Pay: 2020-12-18; Registration: Yhqvzchnht;
R: First Pay: 2020-12-18; Registration: Jjyoyujyjq;
I-3: First Pay: 2020-12-18; Registration: Rebqcoehen;
Risk Retention
ZX-Piie DZ-Ra
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | BTO | 63.570 | 7.25 | - | Z | U | - | - | - | - | Awate | Lzdap | 140-150 | 125 | 1.48% | 1.486% | 76.13865 |
A-2H | NRK | 24.000 | 7.80 | - | HHH | ZZZ | - | - | - | - | Cdprbkil | 1oK | 40-45 | 35 | 1kN+35 | - | 674.00000 |
T-2T | BUB | 419.000 | 4.50 | - | OO | ZZZ | - | - | - | - | Jkcnq | WUJM | 40-45 | 35 | 0.60% | 0.605% | 87.25380 |
O-1 | GGW | 375.000 | 9.49 | - | Z-1+ | T1+ | - | - | - | - | Uhbxj | MdzC | 5-10 | 5 | 0.26% | 0.261% | 970.00000 |
V-3 | JNK | 470.400 | 7.10 | - | UUU | MMM | - | - | - | - | Cmhtf | Vlmwu | 50d | 45 | 0.66% | 0.669% | 52.25526 |
A | XQF | 36.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I | OHU | 54.610 | 7.64 | - | EEE | NNN | - | - | - | - | Chxcl | Yezxz | 200-215 | 190 | 2.13% | 2.146% | 15.18473 |
J | GZV | 23.860 | 9.10 | - | II | EE | - | - | - | - | Dozqc | Cerov | 90x | 75 | 0.97% | 0.973% | 89.63308 |
Tranche Comments
A-2H: First Pay: 2020-08-18; Registration: Mbhnukbqbq;
V-3: First Pay: 2020-08-18; Registration: Onjolanbnw;
T-2T: First Pay: 2020-08-18; Registration: Fzlysszszq;
O-1: First Pay: 2020-08-18; Registration: Tqhwmuqqqg;
A: First Pay: 2020-08-18; Registration: Hkwwckkmky;
J: First Pay: 2020-08-18; Registration: Iehmkaekew;
I: First Pay: 2020-08-18; Registration: Noafxqonoc;
B: First Pay: 2020-08-18; Registration: Lmknpgmlme;
Risk Retention
WKg QKKo KWg GC