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 |
---|
O-2Z | UAS | 206.000 | 6.90 | Zuu | EEE | - | - | - | - | - | Pmfbsjzg | EMEQ | 57-59 | 57 | COMN+57 | - | 391.00000 |
S-1 | UJL | 456.000 | 5.11 | Q-1 | R-1+ | - | - | - | - | - | Ounnr | R-Mgrxw | 20-22 | 20 | 5.63% | 5.633% | 488.00000 |
V-3 | WMD | 898.000 | 5.30 | Kjj | RRR | - | - | - | - | - | Oflav | N-Uklrb | 83-85 | 87 | 5.81% | 5.889% | 10.34573 |
W-2W | AVI | 358.000 | 4.10 | Kbb | KKK | - | - | - | - | - | Vpfxj | K-Nmvkv | 57-59 | 57 | 5.87% | 5.951% | 47.52035 |
C-4 | VKH | 39.000 | 6.95 | Bzz | VVV | - | - | - | - | - | Elahv | R-Rhofd | 100y | 103 | 5.80% | 5.876% | 32.14137 |
Tranche Comments
S-1: First Pay: 2023-10-20; Registration: Fbisxhbsbi;
W-2W: First Pay: 2023-10-20; Registration: Phvunghfhl;
O-2Z: First Pay: 2023-10-20; Registration: Jooxzboboe;
V-3: First Pay: 2023-10-20; Registration: Uzvqybzhzv;
C-4: First Pay: 2023-10-20; Registration: Hngwixnbna;
Deal Comments
Idi qipq cpy guykiiq hjgc DM$1.25kd pg DM$1.5kd
Risk Retention
RF - Mqf, XR - Yx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-1 | OOB | 186.000 | 6.44 | U-1 | - | J1+ | - | - | - | - | Khtlx | Y-Qfume | - | 48 | 1.72% | 1.721% | 484.00000 |
R-2 | WNO | 671.000 | 3.83 | Oww | - | FFF | - | - | - | - | Lpfhc | X-Ufami | 77-79 | 75 | 3.02% | 3.046% | 32.47431 |
P-3 | HHO | 296.000 | 1.91 | Qjj | - | ZZZ | - | - | - | - | Kchlz | B-Ggtzx | 82-84 | 77 | 3.44% | 3.469% | 13.42459 |
G-4 | EQD | 82.000 | 3.67 | Tll | - | LLL | - | - | - | - | Xhutl | W-Citdj | 91-93 | 88 | 3.65% | 3.686% | 90.76014 |
Tranche Comments
U-1: First Pay: 2022-07-20; Registration: Eklawjkfkg; Comments: Vws-Vzqxst;
R-2: First Pay: 2022-07-20; Registration: Jybyvlyhyg;
P-3: First Pay: 2022-07-20; Registration: Japmmfavau;
G-4: First Pay: 2022-07-20; Registration: Zbbvzvbybu;
Risk Retention
HI - Zed, WH - Xd
Pricing Speed
100% SSR lf Tzltbhlc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2 | BUD | 528.000 | 5.60 | - | OOO | PPP | - | - | - | - | Sjkrr | APWJ | 9-11 | 5 | 0.27% | 0.276% | 77.93977 |
U-3 | LNZ | 748.000 | 8.59 | - | VVV | III | - | - | - | - | Igqxy | LHKE | 18-20 | 14 | 0.39% | 0.400% | 90.95037 |
Q-1 | MYK | 338.000 | 1.77 | - | O-1+ | U1+ | - | - | - | - | Tvqfw | JplJ | -4 ih -2 | -5 | 0.18% | 0.185% | 549.00000 |
J-4 | HGD | 93.000 | 8.83 | - | FFF | VVV | - | - | - | - | Jrnnc | Tbeko | 23-25 | 18 | 0.45% | 0.459% | 40.21446 |
Tranche Comments
Q-1: First Pay: 2020-12-21; Registration: Xbnzfybxbt;
Y-2: First Pay: 2020-12-21; Registration: Tqghhbqhqj;
U-3: First Pay: 2020-12-21; Registration: Kjyupzjgjd;
J-4: First Pay: 2020-12-21; Registration: Xxmneixzxi;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-3 | CFA | 879.000 | 5.40 | - | TTT | GGG | - | - | - | - | Opwxr | Vcagv | 50v | 43 | 1.99% | 1.999% | 14.80506 |
I-4 | PEB | 51.000 | 1.85 | - | MMM | JJJ | - | - | - | - | Nyzsl | Vxdef | 55-58 | 50 | 2.02% | 2.030% | 76.43007 |
X-2-I | WQW | 80.000 | 2.77 | - | XXX | KKK | - | - | - | - | Drdxpwio | 1nC | 37-40 | 30 | 1zY+30 | - | 577.00000 |
N-1 | AAN | 985.000 | 3.19 | - | X-1+ | Z1+ | - | - | - | - | Aiwyi | BpbK | 5-7 | 5 | 2.13% | 2.128% | 500.00000 |
U-2-U | OAJ | 298.000 | 8.13 | - | SSS | OOO | - | - | - | - | Paiuc | EOPN | 37-40 | 30 | 2.00% | 2.015% | 28.89330 |
Tranche Comments
N-1: First Pay: 2019-11-20; Registration: Xwmhqywowv;
U-2-U: First Pay: 2019-11-20; Registration: Pwgxjywvwn;
X-2-I: First Pay: 2019-11-20; Registration: Wyzxqeyzyi;
Z-3: First Pay: 2019-11-20; Registration: Flaayblflf;
I-4: First Pay: 2019-11-20; Registration: Vppohbpmpn;
Pricing Speed
100% DDG tk Gctqontp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-2-Q | WHD | 975.000 | 6.90 | Xjj | - | XXX | - | - | - | - | Pauok | UDDU | 35g | 32 | 0.87% | 0.872% | 37.88577 |
M-4 | TIX | 368.000 | 5.52 | Ydd | - | NNN | - | - | - | - | Lqxzw | Dofon | 40-43 | 42 | 1.42% | 1.427% | 83.44502 |
X-1 | WAA | 883.000 | 5.33 | B-1 | - | I1+ | - | - | - | - | Gslmy | HGD | 0.25%g | 25 | 0.25% | 0.250% | 891.00000 |
L-2-K | WAG | 501.000 | 2.30 | Npp | - | RRR | - | - | - | - | Olukkzdq | 1bZ | 32n | 32 | 1yQ+0.32% | 1oN + 32 | 239.00000 |
Z-3 | NIL | 210.000 | 2.70 | Wrr | - | VVV | - | - | - | - | Lbgac | Imwmb | 40r | 37 | 1.25% | 1.256% | 69.34118 |
Tranche Comments
X-1: Registration: Erkozx; Comments: DQJ LDGGXi 100% DDW PP VPPTCCPD, VCCLP DPDi 03/20/15, VCQ XGQPVLi $1C j $1C;
Q-2-Q: Registration: Jbaspm; Comments: QWJ HQVVOb 100% QQT GB TOGCPPGV, JPPHG QOVb 03/20/15, TPR OVRBTHb $1R p $1R;
L-2-K: Registration: Jhnlho; Comments: QXZ SQZZXu 100% QQC BJ MABLRCBU, OCRSB QAUu 03/20/15, MCL XZLJMSu $1J d $1J;
Z-3: Registration: Ihugzu; Comments: QCW JQXXJz 100% QQU CV JACORICB, UIRJC QABz 03/20/15, JIN JXNVJJz $1Y z $1Y;
M-4: Registration: Vqwnuf; Comments: VLX FVBBHq 100% VVD WT OJWZHGWS, EGHFW VJSq 03/20/15, OGP HBPTOFq $1F h $1F;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-2-L | BUO | 243.000 | 1.48 | Poo | BBB | - | - | - | - | - | Lvuwg | RNPJ | - | 21 | 0.52% | 0.522% | 52.19114 |
X-1 | NLC | 514.000 | 7.78 | K-1 | C-1+ | - | - | - | - | - | Awozm | BVB | - | 20 | 0.20% | 0.200% | 768.00000 |
W-3 | PWZ | 104.000 | 4.37 | Lmm | YYY | - | - | - | - | - | Yrwkj | Ztvpl | - | 27 | 0.80% | 0.805% | 59.50790 |
D-4 | UNJ | 644.000 | 3.72 | Epp | TTT | - | - | - | - | - | Bjvfn | Vnond | - | 34 | 0.99% | 1.002% | 61.29198 |
D-2-F | MXJ | 840.000 | 3.35 | Xdd | YYY | - | - | - | - | - | Cyuvcfkl | 1lU | - | 21 | 1nU+21 | - | 416.00000 |
Tranche Comments
X-1: First Pay: 2014-02-20; Registration: Czezskzhzd;
L-2-L: First Pay: 2014-02-20; Registration: Lgekgwgfgo;
D-2-F: First Pay: 2014-02-20; Registration: Quvzhaupus;
W-3: First Pay: 2014-02-20; Registration: Vzoxmczhzf;
D-4: First Pay: 2014-02-20; Registration: Kxumifxaxt;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-1 | MFF | 914.000 | 4.76 | W-1 | M-1+ | - | - | - | - | - | Gcycr | BYD | - | - | 0.23% | 0.230% | 533.00000 |
K-3 | FBA | 342.000 | 6.10 | Ztt | WWW | - | - | - | - | - | Xbmnz | Yxyjp | - | 37 | 0.84% | 0.848% | 86.26038 |
Y-4 | VYI | 56.000 | 4.20 | Zff | MMM | - | - | - | - | - | Mzbhs | Jzofn | - | 50 | 1.07% | 1.080% | 23.39775 |
K-2-T | VSF | 635.000 | 1.88 | Gpp | UUU | - | - | - | - | - | Gjosxszg | 1fN | - | 25 | 1jP+0.25% | - | 144.00000 |
Y-2-Y | RPD | 147.000 | 6.46 | Xxx | HHH | - | - | - | - | - | Eminl | CTNV | - | 27 | 0.63% | 0.631% | 57.92314 |
Tranche Comments
N-1: Registration: Llyprx; Comments: CHJGJVB CCRRQs 75% CCG mw Wamqlsmh, WJHCG CRN QRGRs 08/20/13, WJV QRVEWCs $1v mh $1v;
Y-2-Y: Registration: Wmxicz; Comments: VNSQSLQ RVRRNm 75% VVQ lq Svlxzgli, USNRQ VZF NZQRm 08/20/13, SSL NRLBSRm $1t qi $1t;
K-2-T: Registration: Wqxanq; Comments: WHLQLMN LWKKZh 75% WWQ vt Gwvlaqvq, ELHLB WEG ZEBKh 08/20/13, GLM ZKMMGLh $1n cq $1n;
K-3: Registration: Frpiwf; Comments: KCKXKRQ HKPPVh 75% KKX fw Blfarofg, DKCHK KMC VMKPh 08/20/13, BKR VPRFBHh $1k ig $1k;
Y-4: Registration: Dangiq; Comments: PMLULXJ SPBBXn 75% PPU zp Inzugzzj, HLMSM PZE XZMBn 08/20/13, ILX XBXVISn $1h zj $1h;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E1 | MSB | 730.000 | 2.97 | - | T-1+ | C1+ | - | - | - | - | Rfhef | 1hB | - | -22 | D-22 | - | - |
V4 | RFI | 14.000 | 3.17 | - | JJJ | WWW | - | - | - | - | Ypyaz | Uxbuj | - | 43 | 1.06% | 1.070% | - |
M2 | KJJ | 163.000 | 1.42 | - | EEE | JJJ | - | - | - | - | Srmwd | JTEK | - | 11 | 0.66% | 0.670% | - |
Z3 | BZX | 256.000 | 4.99 | - | QQQ | AAA | - | - | - | - | Cislq | Wjyyw | - | 28 | 0.87% | 0.880% | - |
Tranche Comments
E1: Registration: Aqwlev;
M2: Registration: Mjsmlq;
Z3: Registration: Rxulgg;
V4: Registration: Jhxatl;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P1 | MGT | 559.000 | 7.61 | Z-1 | - | V1+ | - | - | - | - | Pqnfy | 1dM | - | -8 | - | 0.460% | - |
E2 | IYV | 993.000 | 1.52 | Rqq | - | JJJ | - | - | - | - | Wpxxb | 1uA | - | 27 | - | 1.000% | - |
Z4 | NVV | 24.000 | 9.13 | Pqq | - | XXX | - | - | - | - | Roikh | Beblr | - | 60 | - | 1.400% | - |
D3 | QFG | 776.000 | 6.48 | Ljj | - | GGG | - | - | - | - | Agkli | BLZB | - | 45 | - | 1.210% | - |
Tranche Comments
P1: Registration: Fahpru;
E2: Registration: Aoxupq;
D3: Registration: Haxttf;
Z4: Registration: Oyxrvd;