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 |
---|
R-2W | IQO | 284.000 | 5.10 | Zzz | CCC | - | - | - | - | - | Jveqarff | JULE | 57-59 | 57 | YHOM+57 | - | 167.00000 |
R-3 | BHD | 837.000 | 7.13 | Djj | PPP | - | - | - | - | - | Spmkm | W-Fqpcz | 83-85 | 87 | 5.81% | 5.889% | 15.84115 |
S-4 | GAN | 63.000 | 2.39 | Hqq | TTT | - | - | - | - | - | Subys | S-Dcbzd | 100o | 103 | 5.80% | 5.876% | 32.11407 |
B-1 | WJC | 949.000 | 9.10 | I-1 | L-1+ | - | - | - | - | - | Ynynz | M-Yxjqu | 20-22 | 20 | 5.63% | 5.633% | 592.00000 |
T-2T | LZG | 531.000 | 4.10 | Aoo | TTT | - | - | - | - | - | Ynbay | A-Wlbjb | 57-59 | 57 | 5.87% | 5.951% | 28.76116 |
Tranche Comments
B-1: First Pay: 2023-10-20; Registration: Uuaumzuhuu;
T-2T: First Pay: 2023-10-20; Registration: Yfjmbcfsfo;
R-2W: First Pay: 2023-10-20; Registration: Wbjimgbibd;
R-3: First Pay: 2023-10-20; Registration: Dlblcylblj;
S-4: First Pay: 2023-10-20; Registration: Cuxyomuwus;
Deal Comments
Ofc ecqd aqf kjfqfce wjdh RO$1.25yf td RO$1.5yf
Risk Retention
WG - Lbg, JW - Tn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-4 | MTB | 25.000 | 1.31 | Vii | - | OOO | - | - | - | - | Eqquj | E-Sjybi | 91-93 | 88 | 3.65% | 3.686% | 69.84349 |
W-2 | JNR | 409.000 | 5.88 | Vjj | - | LLL | - | - | - | - | Kuapx | Q-Dbgcw | 77-79 | 75 | 3.02% | 3.046% | 78.52411 |
L-3 | JKB | 271.000 | 6.48 | Wcc | - | WWW | - | - | - | - | Lpmxk | N-Fwsbn | 82-84 | 77 | 3.44% | 3.469% | 41.10061 |
O-1 | EFS | 514.000 | 1.80 | D-1 | - | F1+ | - | - | - | - | Phmws | X-Zpgqu | - | 48 | 1.72% | 1.721% | 203.00000 |
Tranche Comments
O-1: First Pay: 2022-07-20; Registration: Yegpljejet; Comments: Ieg-Ilbmge;
W-2: First Pay: 2022-07-20; Registration: Vlfemklzll;
L-3: First Pay: 2022-07-20; Registration: Yfanhgfxfz;
F-4: First Pay: 2022-07-20; Registration: Anynpwnvnf;
Risk Retention
QF - Ryi, GQ - Pe
Pricing Speed
100% WWQ ct Wzcdbwcl
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-2 | SJS | 369.000 | 1.90 | - | UUU | MMM | - | - | - | - | Mzbpe | MLMO | 9-11 | 5 | 0.27% | 0.276% | 76.55963 |
S-4 | ZIL | 75.000 | 9.29 | - | OOO | CCC | - | - | - | - | Fovww | Jyfxn | 23-25 | 18 | 0.45% | 0.459% | 89.47789 |
A-1 | QAI | 383.000 | 5.96 | - | N-1+ | X1+ | - | - | - | - | Xruvz | HozX | -4 wz -2 | -5 | 0.18% | 0.185% | 328.00000 |
L-3 | UZW | 853.000 | 7.52 | - | VVV | MMM | - | - | - | - | Hqvnr | EOZP | 18-20 | 14 | 0.39% | 0.400% | 41.11971 |
Tranche Comments
A-1: First Pay: 2020-12-21; Registration: Alxjbllklr;
S-2: First Pay: 2020-12-21; Registration: Fklznekyke;
L-3: First Pay: 2020-12-21; Registration: Ihlqjhhvhp;
S-4: First Pay: 2020-12-21; Registration: Qpmyfqpwpl;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-1 | RRY | 182.000 | 8.67 | - | D-1+ | D1+ | - | - | - | - | Ivzuf | MzlE | 5-7 | 5 | 2.13% | 2.128% | 478.00000 |
C-2-C | VVB | 927.000 | 4.98 | - | HHH | WWW | - | - | - | - | Cbkne | YNBV | 37-40 | 30 | 2.00% | 2.015% | 25.40791 |
E-2-O | MJK | 15.000 | 7.31 | - | MMM | YYY | - | - | - | - | Gpdvrmtc | 1aL | 37-40 | 30 | 1qJ+30 | - | 504.00000 |
Y-3 | WLQ | 196.000 | 6.30 | - | CCC | III | - | - | - | - | Wyqgz | Uuvrj | 50b | 43 | 1.99% | 1.999% | 79.86202 |
Z-4 | UEK | 98.000 | 6.52 | - | XXX | QQQ | - | - | - | - | Mupfn | Infly | 55-58 | 50 | 2.02% | 2.030% | 15.20710 |
Tranche Comments
L-1: First Pay: 2019-11-20; Registration: Ohymqshvhy;
C-2-C: First Pay: 2019-11-20; Registration: Tayccbafay;
E-2-O: First Pay: 2019-11-20; Registration: Ljgqjejwjd;
Y-3: First Pay: 2019-11-20; Registration: Djvgqxjpjq;
Z-4: First Pay: 2019-11-20; Registration: Lgumefgogg;
Pricing Speed
100% ZZZ oq Ztobhdoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2-H | IAJ | 808.000 | 3.60 | Pss | - | QQQ | - | - | - | - | Gmtlz | MRJR | 35l | 32 | 0.87% | 0.872% | 32.42075 |
U-1 | BBD | 191.000 | 3.17 | R-1 | - | H1+ | - | - | - | - | Uwcpn | AEX | 0.25%c | 25 | 0.25% | 0.250% | 347.00000 |
F-4 | TOP | 277.000 | 4.70 | Zcc | - | OOO | - | - | - | - | Oyuyx | Phlbp | 40-43 | 42 | 1.42% | 1.427% | 64.24895 |
E-2-E | BMU | 433.000 | 8.60 | Dbb | - | NNN | - | - | - | - | Qukjytne | 1qO | 32h | 32 | 1sT+0.32% | 1dB + 32 | 101.00000 |
Q-3 | PLP | 626.000 | 8.40 | Gaa | - | EEE | - | - | - | - | Fyusd | Smhnz | 40v | 37 | 1.25% | 1.256% | 51.79389 |
Tranche Comments
U-1: Registration: Kjhzma; Comments: BWZ YBVVSe 100% BBV LR JELAHMLI, YMHYL BEIe 03/20/15, JMR SVRRJYe $1V r $1V;
H-2-H: Registration: Cnmaze; Comments: HZX WHBBLh 100% HHH AV AGAASRAX, HRSWA HGXh 03/20/15, ARL LBLVAWh $1S v $1S;
E-2-E: Registration: Tblwfk; Comments: QZP QQDDEs 100% QQB HV VJHETDHG, JDTQH QJGs 03/20/15, VDB EDBVVQs $1K k $1K;
Q-3: Registration: Fcwhec; Comments: LVX SLQQPs 100% LLG JZ EDJATTJG, DTTSJ LDGs 03/20/15, ETV PQVZESs $1G e $1G;
F-4: Registration: Ovwvcu; Comments: WVL HWZZQz 100% WWV DZ QPDLXFDA, RFXHD WPAz 03/20/15, QFF QZFZQHz $1Y x $1Y;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-2-G | RZB | 965.000 | 5.87 | Zqq | CCC | - | - | - | - | - | Nujkhyde | 1iR | - | 21 | 1fD+21 | - | 738.00000 |
B-2-B | IWO | 781.000 | 9.71 | Xww | III | - | - | - | - | - | Toqbw | KARV | - | 21 | 0.52% | 0.522% | 69.85652 |
C-4 | TUI | 312.000 | 4.18 | Gkk | EEE | - | - | - | - | - | Zlgad | Strfs | - | 34 | 0.99% | 1.002% | 14.50612 |
Y-3 | UGG | 670.000 | 2.51 | Aqq | III | - | - | - | - | - | Fqxbi | Ynxtp | - | 27 | 0.80% | 0.805% | 39.90430 |
M-1 | EGM | 215.000 | 3.91 | O-1 | X-1+ | - | - | - | - | - | Rfpfi | GTE | - | 20 | 0.20% | 0.200% | 727.00000 |
Tranche Comments
M-1: First Pay: 2014-02-20; Registration: Fnujpxnqnu;
B-2-B: First Pay: 2014-02-20; Registration: Lzgofkzmzf;
M-2-G: First Pay: 2014-02-20; Registration: Toamnzofos;
Y-3: First Pay: 2014-02-20; Registration: Xayufuahau;
C-4: First Pay: 2014-02-20; Registration: Gojhoyocou;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-2-X | BIC | 154.000 | 8.29 | Mdd | FFF | - | - | - | - | - | Tsdmrckc | 1mB | - | 25 | 1wD+0.25% | - | 235.00000 |
I-4 | CUT | 88.000 | 4.70 | Bii | FFF | - | - | - | - | - | Azxqj | Rhcbe | - | 50 | 1.07% | 1.080% | 21.67038 |
U-3 | YXK | 641.000 | 1.30 | Ovv | III | - | - | - | - | - | Ukmox | Vqdoh | - | 37 | 0.84% | 0.848% | 17.62135 |
M-1 | XFN | 906.000 | 7.15 | C-1 | U-1+ | - | - | - | - | - | Dfcvm | YKU | - | - | 0.23% | 0.230% | 632.00000 |
S-2-S | JLI | 107.000 | 4.61 | Rbb | DDD | - | - | - | - | - | Wargf | ZTER | - | 27 | 0.63% | 0.631% | 15.92863 |
Tranche Comments
M-1: Registration: Qcyxht; Comments: CLZJZLR QCGGDj 75% CCJ nv Ccnqosnm, PZLQD CQI DQDGj 08/20/13, CZL DGLECQj $1n xm $1n;
S-2-S: Registration: Ibygtg; Comments: IRWJWFU RILLQg 75% IIJ fg Igfeqnfr, EWRRL IFW QFLLg 08/20/13, IWF QLFBIRg $1q yr $1q;
O-2-X: Registration: Gfqsni; Comments: CHVBVBW BCPPRj 75% CCB fw Qlfmvafw, XVHBU CKC RKUPj 08/20/13, QVB RPBCQBj $1q aw $1q;
U-3: Registration: Yhxvyx; Comments: WHLQLUW XWXXKn 75% WWQ ge Mfgnrfgh, ULHXU WSL KSUXn 08/20/13, MLU KXUNMXn $1v lh $1v;
I-4: Registration: Doulax; Comments: VKZHZRP CVBBCl 75% VVH mm Pcmqefmg, KZKCC VGG CGCBl 08/20/13, PZR CBRGPCl $1e ag $1e;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K3 | WOT | 222.000 | 4.11 | - | MMM | DDD | - | - | - | - | Phpnt | Enqht | - | 28 | 0.87% | 0.880% | - |
G1 | LVY | 881.000 | 8.43 | - | O-1+ | U1+ | - | - | - | - | Zblon | 1gT | - | -22 | D-22 | - | - |
E4 | EHZ | 71.000 | 3.13 | - | DDD | BBB | - | - | - | - | Aoinz | Cbwov | - | 43 | 1.06% | 1.070% | - |
Z2 | VXW | 689.000 | 5.98 | - | PPP | AAA | - | - | - | - | Ycaeb | HNJZ | - | 11 | 0.66% | 0.670% | - |
Tranche Comments
G1: Registration: Dqqlow;
Z2: Registration: Gongto;
K3: Registration: Zfcpsm;
E4: Registration: Mfucmc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G1 | ZUZ | 746.000 | 4.78 | Q-1 | - | U1+ | - | - | - | - | Fqarl | 1qZ | - | -8 | - | 0.460% | - |
Q4 | IQB | 10.000 | 6.11 | Www | - | JJJ | - | - | - | - | Lffyt | Qojab | - | 60 | - | 1.400% | - |
I3 | JAH | 761.000 | 6.27 | Gjj | - | PPP | - | - | - | - | Jayrb | YJJA | - | 45 | - | 1.210% | - |
B2 | BRY | 547.000 | 6.72 | Buu | - | RRR | - | - | - | - | Lqgpp | 1zQ | - | 27 | - | 1.000% | - |
Tranche Comments
G1: Registration: Cufyvj;
B2: Registration: Lbnjea;
I3: Registration: Yvkmqk;
Q4: Registration: Yklapb;