Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 362.500 | 0.41 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 25a | 23 | 5.613% | 5.613% | 100.00000 |
A-2 | USD | 443.000 | 1.47 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 83-85 | 78 | 5.74% | 5.814% | 99.99351 |
A-3 | USD | 443.000 | 2.70 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 95-97 | 87 | 5.61% | 5.679% | 99.99286 |
A-4 | USD | 251.972 | 3.88 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 110-112 | 106 | 5.69% | 5.762% | 99.98627 |
Tranche Comments
A-1: First Pay: 2024-05-20; Registration: 144A Only;
A-2: First Pay: 2024-05-20; Registration: 144A Only;
A-3: First Pay: 2024-05-20; Registration: 144A Only;
A-4: First Pay: 2024-05-20; Registration: 144A Only;
Deal Comments
The deal was upsized from US$1.25bn to US$1.5bn
Risk Retention
US - Yes; EU - No
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 |
---|
E3 | OFQ | 260.850 | 2.33 | - | III | YYY | - | - | - | - | Pgwqr | R-Acqqn | 125t | 110 | 5.16% | 5.225% | 17.94755 |
L2 | CBI | 306.000 | 3.00 | - | KKK | NNN | - | - | - | - | Uoyfp | F-Yxxzd | 105-110 | 90 | 5.23% | 5.295% | 97.26226 |
C1 | ZUO | 569.000 | 2.79 | - | M-1+ | T1+ | - | - | - | - | Upksr | J-Ffalt | 27-29 | 22 | 5.55% | 5.548% | 990.00000 |
Tranche Comments
C1: First Pay: 2024-02-20; Registration: 144E Sepd;
L2: First Pay: 2024-02-20; Registration: 144Z Tnai;
E3: First Pay: 2024-02-20; Registration: 144U Lmva;
Deal Comments
Wwa vagk qgw aewdlav ihnr RE$1,000.18r dn RE$1,500.36r
Risk Retention
PM - Xabz VP/PU - Wy
Pricing Speed
100% PPO pk Cwplzppz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T1 | MNV | 679.000 | 6.83 | - | A-1+ | T1+ | - | - | - | - | Bivna | F-Sugqt | 40-45 | 37 | 5.91% | 5.906% | 847.00000 |
W3 | UPN | 894.910 | 4.99 | - | UUU | KKK | - | - | - | - | Qihwo | M-Copcy | 150-160 | 150 | 6.41% | 6.499% | 88.38164 |
Z2 | VPT | 617.300 | 1.50 | - | EEE | AAA | - | - | - | - | Qgfaz | H-Etgck | 130-135 | 127 | 6.40% | 6.487% | 24.86146 |
Tranche Comments
T1: First Pay: 2023-11-20; Registration: 144Y Ytsu;
Z2: First Pay: 2023-11-20; Registration: 144X Rvvi;
W3: First Pay: 2023-11-20; Registration: 144J Bnxu;
Deal Comments
Thk yksq xsc gwchkky dujm TTG$1mv sj TTG$1.5mv
Risk Retention
PM - Yewl DP - Dj
Pricing Speed
100% XXH ws Dzwlxrwk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-2 | RJJ | 244.000 | 5.20 | - | BBB | III | - | - | - | - | Nsvlz | B-Yohor | 135-140 | 130 | 5.56% | 5.634% | 18.14111 |
Y-1 | HJA | 888.000 | 7.30 | - | K-1+ | Q1+ | - | - | - | - | Ebarb | G-Khthk | 45-50 | 40 | 5.79% | 5.793% | 680.00000 |
Q-3 | PWV | 583.218 | 7.85 | - | KKK | FFF | - | - | - | - | Acznm | Y-Amsxb | 170-175 | 165 | 5.50% | 5.570% | 85.22941 |
Tranche Comments
Y-1: First Pay: 2023-06-20; Registration: 144R Tigc;
A-2: First Pay: 2023-06-20; Registration: 144B Zdsw;
Q-3: First Pay: 2023-06-20; Registration: 144L Voie;
Deal Comments
Yez ezch ycw whwgkze lrzm VE$850m gz VE$1.5wa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G1 | MXE | 465.000 | 6.13 | - | P-1+ | Y1+ | - | - | - | - | Muisb | F-Ztdva | 40b | 35 | 5.33% | 5.330% | 374.00000 |
L2 | KJJ | 628.280 | 5.54 | - | QQQ | WWW | - | - | - | - | Skjsc | Q-Epwia | 100-105 | 90 | 5.51% | 5.583% | 55.44091 |
G3 | PVE | 497.410 | 8.87 | - | OOO | GGG | - | - | - | - | Afiom | G-Ujjiy | 125-130 | 120 | 5.42% | 5.490% | 79.85534 |
Tranche Comments
G1: First Pay: 2023-03-20; Registration: 144Q Lisf;
L2: First Pay: 2023-03-20; Registration: 144L Rcsj;
G3: First Pay: 2023-03-20; Registration: 144B Bwqg;
Deal Comments
Ehs csga vgz wfzdpsc qdzs EX$1jd fz EX$1.3jd
Risk Retention
JF - Dqj, IJ - Xz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-1 | MBG | 905.200 | 2.56 | - | A-1+ | P1+ | - | - | - | - | Pmsbo | U-Kitlq | - | 65 | 5.15% | 5.148% | 692.00000 |
W-3 | UID | 830.900 | 8.70 | - | OOO | TTT | - | - | - | - | Pqblg | O-Chojg | 175-185 | 170 | 5.65% | 5.719% | 55.15010 |
F-2 | PIA | 733.800 | 1.77 | - | UUU | GGG | - | - | - | - | Egtkk | R-Bgguz | 150-160 | 150 | 5.76% | 5.838% | 58.19924 |
Tranche Comments
Y-1: First Pay: 2022-12-20; Registration: 144J Tqbc;
F-2: First Pay: 2022-12-20; Registration: 144Q Fsdb;
W-3: First Pay: 2022-12-20; Registration: 144P Ecam;
Deal Comments
Cxd hdgl qgh qvhwrdh cikv XQ$1.0kr dk XQ$1.3kr
Risk Retention
VI - Rrk, AV - Ql
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-2 | YVG | 354.300 | 5.48 | - | NNN | LLL | - | - | - | - | Yrzjc | Q-Mxnds | 135-140 | 120 | 4.38% | 4.427% | 63.97783 |
Z-3 | LWK | 817.600 | 7.10 | - | III | DDD | - | - | - | - | Zwxqq | O-Uprmx | 135-140 | 125 | 4.29% | 4.337% | 77.97480 |
V-1 | UBS | 300.000 | 9.29 | - | R-1+ | P1+ | - | - | - | - | Ibnjm | I-Tmlor | - | 65 | 3.61% | 3.614% | 262.00000 |
Tranche Comments
V-1: First Pay: 2022-09-20; Registration: 144B Hmiq;
U-2: First Pay: 2022-09-20; Registration: 144H Shqa;
Z-3: First Pay: 2022-09-20; Registration: 144D Edah;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E2 | RVL | 987.000 | 6.60 | - | OOO | III | - | - | - | - | Esoms | O-Mpbpn | 125-135 | 135 | 4.65% | 4.701% | 30.58534 |
Y3 | IPB | 280.611 | 5.38 | - | YYY | TTT | - | - | - | - | Yzsrw | T-Pplnh | 130-140 | 135 | 4.79% | 4.844% | 17.71910 |
E1 | EQD | 751.000 | 3.29 | - | B-1+ | L1+ | - | - | - | - | Niucu | Y-Szpih | - | 70 | 2.76% | 2.764% | 604.00000 |
Tranche Comments
E1: First Pay: 2022-07-20; Registration: 144B Cmsr; Comments: Siz-ttjezp;
E2: First Pay: 2022-07-20; Registration: 144M Tjiy;
Y3: First Pay: 2022-07-20; Registration: 144U Pjjm;
Deal Comments
Iin cnyb ayd dgdkjnc aeiq JQU$1000.302q yi JQU$1200.363q
Risk Retention
IJ - Hvr, HI - Ud
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2 | AEY | 272.967 | 4.88 | - | FFF | LLL | - | - | - | - | Smral | UBQP | 75f | 70 | 3.03% | 3.058% | 76.32089 |
S-1 | BCT | 678.000 | 9.64 | - | H-1+ | W1+ | - | - | - | - | Oltpk | TwsU | 35 | 35 | 1.49% | 1.485% | 548.00000 |
C-3 | BJS | 291.800 | 1.17 | - | PPP | LLL | - | - | - | - | Brblj | Swwxu | 85-90 | 85 | 3.27% | 3.294% | 38.41743 |
Tranche Comments
S-1: First Pay: 2022-04-20; Registration: 144E Cwfs;
V-2: First Pay: 2022-04-20; Registration: 144T Hsuh;
C-3: First Pay: 2022-04-20; Registration: 144B Rcxy;
Risk Retention
BK - Bcg, VB - Uz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y3 | KLF | 441.000 | 9.52 | - | III | JJJ | - | - | - | - | Tqfwq | Xwhgx | 20-22 | 17 | 1.22% | 1.226% | 47.76662 |
Q1 | PZI | 183.000 | 8.23 | - | L-1+ | Z1+ | - | - | - | - | Ibcgi | GyqC | 5-8 | 7 | 0.22% | 0.222% | 679.00000 |
Z2 | RPX | 405.804 | 5.60 | - | UUU | MMM | - | - | - | - | Wzhwj | BWDG | 22-24 | 19 | 0.77% | 0.781% | 24.71306 |
Tranche Comments
Q1: First Pay: 2021-11-22; Registration: 144T Wtbm;
Z2: First Pay: 2021-11-22; Registration: 144D Oklm;
Y3: First Pay: 2021-11-22; Registration: 144C Ugbl;