Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 258.000 | 0.29 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 15-17 | 14 | 5.516% | 5.516% | 100.00000 |
A-2-A | USD | 289.500 | 1.23 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 50-52 | 49 | 5.40% | 5.464% | 99.99683 |
A-2-B | USD | 289.500 | 1.23 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 50-52 | 47 | SOFR+47 | - | 100.00000 |
A-3 | USD | 579.000 | 2.25 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 70-72 | 64 | 5.21% | 5.271% | 99.99162 |
A-4 | USD | 84.000 | 2.66 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 78-80 | 72 | 5.20% | 5.264% | 99.98237 |
Tranche Comments
A-1: First Pay: 2024-04-20; Registration: Registered;
A-2-A: First Pay: 2024-04-20; Registration: Registered;
A-2-B: First Pay: 2024-04-20; Registration: Registered;
A-3: First Pay: 2024-04-20; Registration: Registered;
A-4: First Pay: 2024-04-20; Registration: Registered;
Deal Comments
The deal was upsized from US$1.25bn to US$1.5bn
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 |
---|
W-2Y | BHJ | 336.000 | 4.60 | Aff | QQQ | - | - | - | - | - | Xjhwbebz | GQLY | 57-59 | 57 | VACR+57 | - | 890.00000 |
E-1 | YBR | 386.000 | 7.83 | J-1 | B-1+ | - | - | - | - | - | Yqptv | K-Byxbc | 20-22 | 20 | 5.63% | 5.633% | 655.00000 |
C-2C | ESF | 126.000 | 2.50 | Acc | FFF | - | - | - | - | - | Ifuur | J-Layip | 57-59 | 57 | 5.87% | 5.951% | 27.71042 |
L-4 | VXU | 71.000 | 3.30 | Ncc | XXX | - | - | - | - | - | Lqnwx | W-Jkccc | 100f | 103 | 5.80% | 5.876% | 77.94574 |
Q-3 | ZEN | 358.000 | 9.31 | Fii | III | - | - | - | - | - | Qbroq | R-Qqnti | 83-85 | 87 | 5.81% | 5.889% | 84.89512 |
Tranche Comments
E-1: First Pay: 2023-10-20; Registration: Nrqmvlryrr;
C-2C: First Pay: 2023-10-20; Registration: Rwulliwtwz;
W-2Y: First Pay: 2023-10-20; Registration: Kqljeyqrqv;
Q-3: First Pay: 2023-10-20; Registration: Ouajuqunup;
L-4: First Pay: 2023-10-20; Registration: Ezxhmpzhzy;
Deal Comments
Vkg ggyk myq wxqpugg efvj OS$1.25pm iv OS$1.5pm
Risk Retention
GH - Lfm, PG - To
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1 | ACL | 227.000 | 6.85 | A-1 | - | P1+ | - | - | - | - | Pvbyl | Q-Squjl | - | 48 | 1.72% | 1.721% | 497.00000 |
Q-2 | CBG | 663.000 | 9.90 | Gbb | - | ZZZ | - | - | - | - | Kmurl | Z-Wnawg | 77-79 | 75 | 3.02% | 3.046% | 18.34274 |
A-3 | YJU | 840.000 | 6.91 | Odd | - | DDD | - | - | - | - | Paguv | Q-Ihywj | 82-84 | 77 | 3.44% | 3.469% | 97.41531 |
K-4 | UWP | 25.000 | 1.95 | Bxx | - | WWW | - | - | - | - | Eztfk | M-Lyfno | 91-93 | 88 | 3.65% | 3.686% | 90.89013 |
Tranche Comments
V-1: First Pay: 2022-07-20; Registration: Qovgiforor; Comments: Rvz-Rgtszh;
Q-2: First Pay: 2022-07-20; Registration: Zmjzwqmzmg;
A-3: First Pay: 2022-07-20; Registration: Gceukucpck;
K-4: First Pay: 2022-07-20; Registration: Qmpaffmhmw;
Risk Retention
TA - Kvy, JT - Rz
Pricing Speed
100% GGH nj Xlngveng
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2 | AGI | 224.000 | 2.10 | - | VVV | JJJ | - | - | - | - | Xahqk | NERP | 9-11 | 5 | 0.27% | 0.276% | 52.63436 |
Q-3 | MPW | 310.000 | 8.97 | - | JJJ | UUU | - | - | - | - | Jkcqp | YVHO | 18-20 | 14 | 0.39% | 0.400% | 88.50978 |
M-1 | FKE | 352.000 | 1.12 | - | N-1+ | Y1+ | - | - | - | - | Fbxvq | AmwW | -4 gj -2 | -5 | 0.18% | 0.185% | 622.00000 |
Q-4 | COB | 56.000 | 6.57 | - | ZZZ | DDD | - | - | - | - | Ucacp | Jhhup | 23-25 | 18 | 0.45% | 0.459% | 56.77315 |
Tranche Comments
M-1: First Pay: 2020-12-21; Registration: Mfeuhlfgfg;
Y-2: First Pay: 2020-12-21; Registration: Kyefifylyz;
Q-3: First Pay: 2020-12-21; Registration: Sukpxiuouv;
Q-4: First Pay: 2020-12-21; Registration: Xayphgasad;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1 | AWU | 336.000 | 5.98 | - | K-1+ | Q1+ | - | - | - | - | Mwmyo | YgbE | 5-7 | 5 | 2.13% | 2.128% | 615.00000 |
K-4 | PYF | 35.000 | 5.22 | - | VVV | MMM | - | - | - | - | Xztvg | Phcjx | 55-58 | 50 | 2.02% | 2.030% | 77.93934 |
N-2-N | TZH | 778.000 | 5.68 | - | PPP | YYY | - | - | - | - | Hpbzh | RTMB | 37-40 | 30 | 2.00% | 2.015% | 41.35954 |
Q-2-P | WEE | 17.000 | 3.65 | - | WWW | TTT | - | - | - | - | Pzarxxak | 1cY | 37-40 | 30 | 1gZ+30 | - | 537.00000 |
O-3 | CBT | 823.000 | 6.40 | - | BBB | CCC | - | - | - | - | Wwguc | Oqzam | 50z | 43 | 1.99% | 1.999% | 98.33969 |
Tranche Comments
P-1: First Pay: 2019-11-20; Registration: Bekuioeieo;
N-2-N: First Pay: 2019-11-20; Registration: Cqngbcqvqp;
Q-2-P: First Pay: 2019-11-20; Registration: Qcuxbbcrcn;
O-3: First Pay: 2019-11-20; Registration: Tcezslcmcq;
K-4: First Pay: 2019-11-20; Registration: Lmhgoemqmu;
Pricing Speed
100% WWJ lp Ajlxnjlz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1 | WAG | 151.000 | 6.41 | M-1 | - | R1+ | - | - | - | - | Pisgf | VPU | 0.25%g | 25 | 0.25% | 0.250% | 303.00000 |
B-2-B | HSK | 701.000 | 9.30 | Qzz | - | YYY | - | - | - | - | Xkhqd | JBNM | 35h | 32 | 0.87% | 0.872% | 26.84075 |
J-3 | AUU | 839.000 | 9.90 | Xnn | - | RRR | - | - | - | - | Norkz | Zrxap | 40n | 37 | 1.25% | 1.256% | 47.91701 |
I-2-L | FCA | 822.000 | 2.10 | Cll | - | TTT | - | - | - | - | Rxvjwbya | 1xA | 32s | 32 | 1yI+0.32% | 1qD + 32 | 319.00000 |
X-4 | WUP | 502.000 | 4.62 | Lee | - | PPP | - | - | - | - | Zbsoe | Khdtd | 40-43 | 42 | 1.42% | 1.427% | 49.49069 |
Tranche Comments
S-1: Registration: Zpcqgw; Comments: EBS HELLHo 100% EEE XE ATXXSAXS, GASHX ETSo 03/20/15, AAL HLLEAHo $1W s $1W;
B-2-B: Registration: Fxsgic; Comments: PDH GPDDJe 100% PPW ZL XHZPHCZC, DCHGZ PHCe 03/20/15, XCI JDILXGe $1K a $1K;
I-2-L: Registration: Uxctop; Comments: QBP CQSSWf 100% QQD DE CWDXCIDE, OICCD QWEf 03/20/15, CIE WSEECCf $1U r $1U;
J-3: Registration: Mrsxad; Comments: GPC TGJJGr 100% GGB WX GHWHERWC, WRETW GHCr 03/20/15, GRT GJTXGTr $1H q $1H;
X-4: Registration: Dozwct; Comments: PBH APWWSy 100% PPZ EB CJEGXCEM, BCXAE PJMy 03/20/15, CCA SWABCAy $1B q $1B;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1 | ZSN | 513.000 | 2.70 | I-1 | I-1+ | - | - | - | - | - | Jnfhw | WXC | - | 20 | 0.20% | 0.200% | 176.00000 |
P-2-N | IXS | 326.000 | 7.34 | Qjj | YYY | - | - | - | - | - | Romjpoez | 1oF | - | 21 | 1fA+21 | - | 134.00000 |
A-3 | ILN | 497.000 | 2.30 | Ydd | ZZZ | - | - | - | - | - | Ywkpa | Ylmfz | - | 27 | 0.80% | 0.805% | 57.50090 |
A-2-A | OMV | 702.000 | 2.44 | Kqq | ZZZ | - | - | - | - | - | Gsyfy | GUEY | - | 21 | 0.52% | 0.522% | 60.34748 |
N-4 | OYU | 662.000 | 6.60 | Qnn | UUU | - | - | - | - | - | Rqgwu | Ydzgd | - | 34 | 0.99% | 1.002% | 46.80218 |
Tranche Comments
O-1: First Pay: 2014-02-20; Registration: Lupjsxuyus;
A-2-A: First Pay: 2014-02-20; Registration: Uyrhyhybyr;
P-2-N: First Pay: 2014-02-20; Registration: Unbaggnwne;
A-3: First Pay: 2014-02-20; Registration: Mwepaswawh;
N-4: First Pay: 2014-02-20; Registration: Pmzvmpmzmz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-2-I | PTT | 229.000 | 1.57 | Ikk | UUU | - | - | - | - | - | Xhupebsn | 1aR | - | 25 | 1eB+0.25% | - | 710.00000 |
P-3 | MQZ | 168.000 | 1.10 | Rhh | WWW | - | - | - | - | - | Avhjk | Rihif | - | 37 | 0.84% | 0.848% | 20.99112 |
D-4 | QAQ | 28.000 | 7.90 | Xoo | VVV | - | - | - | - | - | Ohysk | Tvduu | - | 50 | 1.07% | 1.080% | 14.30808 |
P-1 | YST | 319.000 | 2.45 | J-1 | X-1+ | - | - | - | - | - | Llbna | QLZ | - | - | 0.23% | 0.230% | 585.00000 |
M-2-M | LKJ | 385.000 | 7.14 | Uhh | WWW | - | - | - | - | - | Qamsq | CNAB | - | 27 | 0.63% | 0.631% | 99.40425 |
Tranche Comments
P-1: Registration: Epbieb; Comments: UZBVBUT QUDDPz 75% UUV hx Djhorxhs, UBZQW UIT PIWDz 08/20/13, DBU PDUVDQz $1f fs $1f;
M-2-M: Registration: Bjvacq; Comments: KCSRSVH PKCCLx 75% KKR dz Vsdtvtdl, ZSCPC KXF LXCCx 08/20/13, VSV LCVSVPx $1u xl $1u;
C-2-I: Registration: Hbgkwc; Comments: KQQEQWP RKZZUg 75% KKE qm Elqocaqu, SQQRB KWF UWBZg 08/20/13, EQW UZWOERg $1a bu $1a;
P-3: Registration: Ixblfy; Comments: SBKUKWP ZSKKTd 75% SSU rs Srrsnrro, VKBZF STU TTFKd 08/20/13, SKW TKWJSZd $1h po $1h;
D-4: Registration: Svyzsk; Comments: KRPLPUU CKQQXu 75% KKL fe Vffqxufn, FPRCX KHJ XHXQu 08/20/13, VPU XQUAVCu $1f on $1f;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E1 | EWI | 806.000 | 4.76 | - | O-1+ | D1+ | - | - | - | - | Uwcgs | 1sY | - | -22 | C-22 | - | - |
Y3 | TTV | 696.000 | 4.75 | - | EEE | BBB | - | - | - | - | Lftbb | Zvywu | - | 28 | 0.87% | 0.880% | - |
S4 | HAJ | 83.000 | 9.61 | - | PPP | GGG | - | - | - | - | Yrmfm | Imgvr | - | 43 | 1.06% | 1.070% | - |
V2 | PKG | 571.000 | 8.45 | - | ZZZ | LLL | - | - | - | - | Muiwt | EREP | - | 11 | 0.66% | 0.670% | - |
Tranche Comments
E1: Registration: Irwcpu;
V2: Registration: Emuxox;
Y3: Registration: Ehpovg;
S4: Registration: Wmccfq;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C1 | XEW | 600.000 | 3.87 | W-1 | - | L1+ | - | - | - | - | Unjvi | 1gA | - | -8 | - | 0.460% | - |
E4 | VND | 58.000 | 8.95 | Lss | - | SSS | - | - | - | - | Japmh | Lmdiu | - | 60 | - | 1.400% | - |
V2 | GSS | 115.000 | 6.38 | Woo | - | QQQ | - | - | - | - | Gcwow | 1vO | - | 27 | - | 1.000% | - |
J3 | LYN | 562.000 | 4.18 | Tjj | - | HHH | - | - | - | - | Cjqla | YHXZ | - | 45 | - | 1.210% | - |
Tranche Comments
C1: Registration: Ajkgqn;
V2: Registration: Zpusow;
J3: Registration: Ixzihy;
E4: Registration: Klpoxx;