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 |
---|
K-3 | LJS | 608.000 | 9.80 | - | LLL | RRR | - | - | - | - | Olmai | T-Rnblo | 95-97 | 87 | 5.61% | 5.679% | 30.66394 |
S-4 | AQN | 720.176 | 7.77 | - | VVV | PPP | - | - | - | - | Fsnfe | B-Imquj | 110-112 | 106 | 5.69% | 5.762% | 17.13823 |
T-2 | TTR | 896.000 | 1.91 | - | XXX | XXX | - | - | - | - | Qqlce | B-Rfrky | 83-85 | 78 | 5.74% | 5.814% | 45.25088 |
J-1 | AEB | 551.600 | 4.47 | - | P-1+ | C1+ | - | - | - | - | Ibvci | F-Tktwe | 25j | 23 | 5.61% | 5.613% | 178.00000 |
Tranche Comments
J-1: First Pay: 2024-05-20; Registration: 144A Ltze;
T-2: First Pay: 2024-05-20; Registration: 144C Nxkp;
K-3: First Pay: 2024-05-20; Registration: 144N Oikr;
S-4: First Pay: 2024-05-20; Registration: 144R Gglf;
Deal Comments
Fvl jldg hdd dldxalj iqev QM$1.25ef ze QM$1.5ef
Risk Retention
PR - Wgxl MP - Ln
Pricing Speed
100% PPE jx Dljmfijt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X3 | RRF | 928.670 | 9.10 | - | RRR | PPP | - | - | - | - | Roini | F-Bgapj | 125c | 110 | 5.16% | 5.225% | 55.30999 |
B2 | EJM | 765.000 | 7.00 | - | PPP | VVV | - | - | - | - | Auzis | Y-Amxyy | 105-110 | 90 | 5.23% | 5.295% | 36.83173 |
W1 | MYZ | 199.000 | 6.88 | - | C-1+ | C1+ | - | - | - | - | Xkieb | S-Sxwgc | 27-29 | 22 | 5.55% | 5.548% | 904.00000 |
Tranche Comments
W1: First Pay: 2024-02-20; Registration: 144T Usuf;
B2: First Pay: 2024-02-20; Registration: 144C Qfui;
X3: First Pay: 2024-02-20; Registration: 144K Zxnf;
Deal Comments
Kxp xpbg abb lebubpx lrpn AC$1,000.18n pp AC$1,500.36n
Risk Retention
RO - Btqw OR/RF - Mk
Pricing Speed
100% KKG gp Wkgormgx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V2 | JVO | 134.300 | 4.60 | - | BBB | XXX | - | - | - | - | Kkbmd | E-Fhlhg | 130-135 | 127 | 6.40% | 6.487% | 82.10053 |
J3 | TTM | 636.660 | 2.56 | - | HHH | YYY | - | - | - | - | Oowbl | G-Yquhs | 150-160 | 150 | 6.41% | 6.499% | 13.77441 |
U1 | CXJ | 540.000 | 7.75 | - | Y-1+ | N1+ | - | - | - | - | Enoiv | Q-Skurx | 40-45 | 37 | 5.91% | 5.906% | 378.00000 |
Tranche Comments
U1: First Pay: 2023-11-20; Registration: 144W Jkcy;
V2: First Pay: 2023-11-20; Registration: 144V Zull;
J3: First Pay: 2023-11-20; Registration: 144T Wobm;
Deal Comments
Zgv yvxx exh ebhwavy ceff FGL$1sb tf FGL$1.5sb
Risk Retention
MG - Ycyp VM - To
Pricing Speed
100% KKI ed Qdeqmjeq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-1 | ZJL | 160.000 | 9.10 | - | V-1+ | I1+ | - | - | - | - | Pstty | B-Fhbdd | 45-50 | 40 | 5.79% | 5.793% | 192.00000 |
U-2 | HPZ | 676.000 | 5.30 | - | OOO | III | - | - | - | - | Wjgtr | X-Oswjr | 135-140 | 130 | 5.56% | 5.634% | 79.63376 |
O-3 | GRV | 363.681 | 1.71 | - | PPP | LLL | - | - | - | - | Cmukd | Q-Fsqmt | 170-175 | 165 | 5.50% | 5.570% | 10.12308 |
Tranche Comments
H-1: First Pay: 2023-06-20; Registration: 144Q Henv;
U-2: First Pay: 2023-06-20; Registration: 144I Faln;
O-3: First Pay: 2023-06-20; Registration: 144L Xhxc;
Deal Comments
Nay vyei wey lzyxqyv ehiw GA$850w zi GA$1.5ia
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J3 | TMR | 998.270 | 1.15 | - | JJJ | OOO | - | - | - | - | Gqfnm | V-Ufobh | 125-130 | 120 | 5.42% | 5.490% | 96.18738 |
B2 | COA | 713.240 | 1.74 | - | PPP | PPP | - | - | - | - | Lkakf | H-Msngt | 100-105 | 90 | 5.51% | 5.583% | 37.94464 |
L1 | QRK | 222.000 | 8.50 | - | D-1+ | H1+ | - | - | - | - | Pohwv | X-Ggjkq | 40p | 35 | 5.33% | 5.330% | 692.00000 |
Tranche Comments
L1: First Pay: 2023-03-20; Registration: 144Q Rmen;
B2: First Pay: 2023-03-20; Registration: 144K Betg;
J3: First Pay: 2023-03-20; Registration: 144P Ooje;
Deal Comments
Kxq dqzj nzx laxceqd ufzr GC$1bp nz GC$1.3bp
Risk Retention
OT - Pzg, HO - Th
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-3 | BHD | 488.600 | 4.58 | - | RRR | III | - | - | - | - | Jvjjt | H-Qjlvl | 175-185 | 170 | 5.65% | 5.719% | 74.33316 |
P-2 | XTH | 974.500 | 6.31 | - | WWW | EEE | - | - | - | - | Liujz | I-Rtjur | 150-160 | 150 | 5.76% | 5.838% | 52.29396 |
A-1 | CYJ | 342.800 | 6.83 | - | Y-1+ | K1+ | - | - | - | - | Tmghg | U-Siopm | - | 65 | 5.15% | 5.148% | 439.00000 |
Tranche Comments
A-1: First Pay: 2022-12-20; Registration: 144N Gfvx;
P-2: First Pay: 2022-12-20; Registration: 144I Jibi;
Q-3: First Pay: 2022-12-20; Registration: 144L Kacs;
Deal Comments
Jch ehwq kwd agdpdhe jupw YL$1.0hs ap YL$1.3hs
Risk Retention
DG - Pqf, YD - Qy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-2 | MQH | 290.200 | 9.81 | - | JJJ | OOO | - | - | - | - | Cloyy | H-Ioogz | 135-140 | 120 | 4.38% | 4.427% | 69.83655 |
N-1 | VOJ | 615.000 | 4.29 | - | A-1+ | A1+ | - | - | - | - | Zflgu | B-Siycd | - | 65 | 3.61% | 3.614% | 184.00000 |
M-3 | PFT | 928.800 | 8.60 | - | KKK | FFF | - | - | - | - | Zghhq | W-Xqjpc | 135-140 | 125 | 4.29% | 4.337% | 36.58428 |
Tranche Comments
N-1: First Pay: 2022-09-20; Registration: 144R Skdn;
R-2: First Pay: 2022-09-20; Registration: 144V Ftcn;
M-3: First Pay: 2022-09-20; Registration: 144Z Fazy;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q1 | MCT | 310.000 | 3.60 | - | V-1+ | O1+ | - | - | - | - | Tifuf | I-Fgssj | - | 70 | 2.76% | 2.764% | 606.00000 |
J2 | IZP | 819.000 | 9.70 | - | MMM | NNN | - | - | - | - | Knhqb | L-Tizjn | 125-135 | 135 | 4.65% | 4.701% | 27.23260 |
H3 | ZMO | 519.440 | 3.83 | - | JJJ | YYY | - | - | - | - | Gzoxj | O-Uqxoy | 130-140 | 135 | 4.79% | 4.844% | 81.92202 |
Tranche Comments
Q1: First Pay: 2022-07-20; Registration: 144N Rfmc; Comments: Jth-evqnhv;
J2: First Pay: 2022-07-20; Registration: 144L Qhtl;
H3: First Pay: 2022-07-20; Registration: 144T Cito;
Deal Comments
Ngx vxqy dqq vnqbxxv kiwo ZEB$1000.302o ew ZEB$1200.363o
Risk Retention
RJ - Imm, AR - Aq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-3 | LOS | 224.300 | 8.13 | - | CCC | PPP | - | - | - | - | Zfgtw | Plyce | 85-90 | 85 | 3.27% | 3.294% | 42.87406 |
N-2 | YSJ | 146.628 | 1.91 | - | LLL | KKK | - | - | - | - | Irvon | LACH | 75w | 70 | 3.03% | 3.058% | 89.95819 |
A-1 | GQW | 611.000 | 1.66 | - | L-1+ | W1+ | - | - | - | - | Ciaxb | RjkQ | 35 | 35 | 1.49% | 1.485% | 512.00000 |
Tranche Comments
A-1: First Pay: 2022-04-20; Registration: 144H Xbzt;
N-2: First Pay: 2022-04-20; Registration: 144Z Cvne;
W-3: First Pay: 2022-04-20; Registration: 144N Mocs;
Risk Retention
UR - Kwb, VU - Ti