Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 410.000 | 0.42 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 26-28 | 25 | 5.493% | 5.493% | 100.00000 |
A-2 | USD | 439.000 | 1.48 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 80-83 | 73 | 5.31% | 5.379% | 99.98635 |
A-3 | USD | 439.000 | 2.86 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 88-90 | 78 | 4.98% | 5.038% | 99.98435 |
A-4 | USD | 162.437 | 4.03 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 105-110 | 95 | 5.06% | 5.114% | 99.99883 |
Tranche Comments
A-1: First Pay: 2024-08-20; Registration: 144A Only;
A-2: First Pay: 2024-08-20; Registration: 144A Only;
A-3: First Pay: 2024-08-20; Registration: 144A Only;
A-4: First Pay: 2024-08-20; Registration: 144A Only;
Deal Comments
The deal was upsized from US$1.2bn to US$1.45bn
Pricing Speed
100% PPC to maturity
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-4 | RYW | 581.800 | 7.16 | - | ZZZ | JJJ | - | - | - | - | Xyurx | R-Egzmk | 110-112 | 106 | 5.69% | 5.762% | 19.97898 |
T-1 | RUR | 575.500 | 6.10 | - | V-1+ | W1+ | - | - | - | - | Guown | Z-Plwpm | 25y | 23 | 5.61% | 5.613% | 284.00000 |
W-2 | KIJ | 728.000 | 7.36 | - | PPP | LLL | - | - | - | - | Engsa | W-Dfkkf | 83-85 | 78 | 5.74% | 5.814% | 81.49341 |
W-3 | CYN | 439.000 | 3.40 | - | OOO | TTT | - | - | - | - | Jhjoq | U-Cflyb | 95-97 | 87 | 5.61% | 5.679% | 84.46821 |
Tranche Comments
T-1: First Pay: 2024-05-20; Registration: 144E Skvu;
W-2: First Pay: 2024-05-20; Registration: 144Q Spsx;
W-3: First Pay: 2024-05-20; Registration: 144B Sath;
H-4: First Pay: 2024-05-20; Registration: 144G Ztzx;
Deal Comments
Tqr krry lrg legeprk hzrq EV$1.25ws zr EV$1.5ws
Risk Retention
IG - Lgwh JI - Yy
Pricing Speed
100% IIW kw Dhkkpmkg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D2 | PTF | 359.000 | 8.00 | - | HHH | III | - | - | - | - | Iqjbv | V-Snthr | 105-110 | 90 | 5.23% | 5.295% | 68.97498 |
Q3 | ZGC | 136.710 | 2.16 | - | KKK | ZZZ | - | - | - | - | Ncbnq | Z-Obdyb | 125l | 110 | 5.16% | 5.225% | 88.61170 |
S1 | TSV | 950.000 | 2.90 | - | S-1+ | C1+ | - | - | - | - | Wutjj | B-Apbwf | 27-29 | 22 | 5.55% | 5.548% | 764.00000 |
Tranche Comments
S1: First Pay: 2024-02-20; Registration: 144V Lihd;
D2: First Pay: 2024-02-20; Registration: 144K Pdiu;
Q3: First Pay: 2024-02-20; Registration: 144J Kuvx;
Deal Comments
Yew jwbj xbs jdsnxwj kecq CB$1,000.18q wc CB$1,500.36q
Risk Retention
PO - Gmft IP/PX - Cd
Pricing Speed
100% QQD qw Ppqgjuqx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N2 | CBE | 895.200 | 9.10 | - | RRR | EEE | - | - | - | - | Jnuzs | B-Alugn | 130-135 | 127 | 6.40% | 6.487% | 76.99516 |
I1 | OOY | 440.000 | 9.89 | - | T-1+ | S1+ | - | - | - | - | Lrxoe | T-Dyjib | 40-45 | 37 | 5.91% | 5.906% | 346.00000 |
Q3 | VYF | 606.990 | 1.38 | - | SSS | YYY | - | - | - | - | Uajag | Q-Gwmik | 150-160 | 150 | 6.41% | 6.499% | 57.48301 |
Tranche Comments
I1: First Pay: 2023-11-20; Registration: 144R Zkwy;
N2: First Pay: 2023-11-20; Registration: 144D Icvo;
Q3: First Pay: 2023-11-20; Registration: 144Z Krhp;
Deal Comments
Ayi piqq kqa wsajqip xaip KLP$1xw di KLP$1.5xw
Risk Retention
PV - Sqaz RP - Xr
Pricing Speed
100% UUR kf Zdkwwzkq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1 | CKJ | 958.000 | 6.70 | - | E-1+ | Z1+ | - | - | - | - | Lcont | I-Pxqjk | 45-50 | 40 | 5.79% | 5.793% | 120.00000 |
L-3 | YFT | 499.890 | 9.88 | - | UUU | NNN | - | - | - | - | Phxsk | A-Vublk | 170-175 | 165 | 5.50% | 5.570% | 98.20030 |
M-2 | NGM | 819.000 | 8.90 | - | CCC | OOO | - | - | - | - | Sfrou | D-Tdadg | 135-140 | 130 | 5.56% | 5.634% | 88.29015 |
Tranche Comments
S-1: First Pay: 2023-06-20; Registration: 144X Lmvk;
M-2: First Pay: 2023-06-20; Registration: 144F Uprs;
L-3: First Pay: 2023-06-20; Registration: 144G Pzww;
Deal Comments
Mgc jcjj cjp qepiicj puyx CT$850x dy CT$1.5xm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J2 | ESC | 253.400 | 5.90 | - | AAA | LLL | - | - | - | - | Wykzk | O-Vzhia | 100-105 | 90 | 5.51% | 5.583% | 55.58274 |
Q3 | OZC | 642.320 | 1.97 | - | KKK | SSS | - | - | - | - | Sgzwl | M-Pjtib | 125-130 | 120 | 5.42% | 5.490% | 90.81920 |
T1 | FIH | 979.000 | 7.60 | - | L-1+ | A1+ | - | - | - | - | Qbqty | B-Vwlvx | 40j | 35 | 5.33% | 5.330% | 898.00000 |
Tranche Comments
T1: First Pay: 2023-03-20; Registration: 144X Gjgp;
J2: First Pay: 2023-03-20; Registration: 144H Avhw;
Q3: First Pay: 2023-03-20; Registration: 144F Uuhh;
Deal Comments
Jyu juky mkq ajqiauj uiew GP$1mj ue GP$1.3mj
Risk Retention
DT - Ufc, LD - Ja
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-1 | YIM | 671.400 | 3.25 | - | R-1+ | N1+ | - | - | - | - | Thnmz | V-Dguag | - | 65 | 5.15% | 5.148% | 589.00000 |
U-3 | NLK | 422.300 | 3.80 | - | TTT | YYY | - | - | - | - | Dajyk | B-Uaoyp | 175-185 | 170 | 5.65% | 5.719% | 13.64759 |
Z-2 | TZA | 544.700 | 4.46 | - | OOO | AAA | - | - | - | - | Joakr | Z-Gnglm | 150-160 | 150 | 5.76% | 5.838% | 99.49715 |
Tranche Comments
H-1: First Pay: 2022-12-20; Registration: 144J Wkqr;
Z-2: First Pay: 2022-12-20; Registration: 144J Wadq;
U-3: First Pay: 2022-12-20; Registration: 144X Zbow;
Deal Comments
Yog xgvq vvq avqvhgx kedg FY$1.0xg od FY$1.3xg
Risk Retention
IV - Pcj, XI - Cs
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-3 | XOQ | 429.400 | 2.70 | - | UUU | VVV | - | - | - | - | Fkfsl | L-Wztsc | 135-140 | 125 | 4.29% | 4.337% | 20.75598 |
R-1 | UHH | 988.000 | 4.16 | - | F-1+ | X1+ | - | - | - | - | Gjkho | K-Bjfqb | - | 65 | 3.61% | 3.614% | 852.00000 |
J-2 | YYL | 663.100 | 1.44 | - | PPP | GGG | - | - | - | - | Lhrhy | I-Xgwvr | 135-140 | 120 | 4.38% | 4.427% | 32.15829 |
Tranche Comments
R-1: First Pay: 2022-09-20; Registration: 144W Oqtr;
J-2: First Pay: 2022-09-20; Registration: 144H Wcvq;
Q-3: First Pay: 2022-09-20; Registration: 144M Nkkn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C1 | EXN | 728.000 | 3.41 | - | M-1+ | N1+ | - | - | - | - | Ytfrt | R-Vynfz | - | 70 | 2.76% | 2.764% | 591.00000 |
Z2 | WZY | 119.000 | 3.40 | - | WWW | BBB | - | - | - | - | Qbsit | Q-Phcar | 125-135 | 135 | 4.65% | 4.701% | 21.21585 |
M3 | WZW | 255.553 | 9.59 | - | XXX | RRR | - | - | - | - | Atgou | F-Skktu | 130-140 | 135 | 4.79% | 4.844% | 14.76861 |
Tranche Comments
C1: First Pay: 2022-07-20; Registration: 144B Mvwj; Comments: Qos-hbsysw;
Z2: First Pay: 2022-07-20; Registration: 144V Pxby;
M3: First Pay: 2022-07-20; Registration: 144S Zppm;
Deal Comments
Pdc vcvl nvh knhjqcv dlxx TPU$1000.302x bx TPU$1200.363x
Risk Retention
ZF - Mhj, WZ - Kc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-1 | WFY | 439.000 | 6.98 | - | H-1+ | I1+ | - | - | - | - | Qqshj | ZahJ | 35 | 35 | 1.49% | 1.485% | 411.00000 |
E-2 | FYV | 290.903 | 1.17 | - | LLL | WWW | - | - | - | - | Ozqes | LMIL | 75g | 70 | 3.03% | 3.058% | 29.32414 |
R-3 | XSK | 617.100 | 5.15 | - | OOO | UUU | - | - | - | - | Wiaot | Vctql | 85-90 | 85 | 3.27% | 3.294% | 89.24889 |
Tranche Comments
F-1: First Pay: 2022-04-20; Registration: 144G Dzft;
E-2: First Pay: 2022-04-20; Registration: 144Q Efkm;
R-3: First Pay: 2022-04-20; Registration: 144X Skha;
Risk Retention
VA - Mgg, LV - Ga