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 |
---|
M-2N | RLH | 391.000 | 7.30 | Chh | JJJ | - | - | - | - | - | Cdaureat | QGIY | 57-59 | 57 | XZOI+57 | - | 815.00000 |
U-3 | IAC | 925.000 | 1.84 | Whh | AAA | - | - | - | - | - | Owytv | K-Npiie | 83-85 | 87 | 5.81% | 5.889% | 88.67723 |
O-4 | PIQ | 68.000 | 6.37 | Goo | FFF | - | - | - | - | - | Xngtb | X-Xxdbg | 100l | 103 | 5.80% | 5.876% | 66.67947 |
X-1 | KZH | 951.000 | 1.46 | F-1 | J-1+ | - | - | - | - | - | Lvzsi | R-Qnokp | 20-22 | 20 | 5.63% | 5.633% | 827.00000 |
A-2A | XNP | 312.000 | 7.70 | Hee | III | - | - | - | - | - | Wvjvm | O-Hxjql | 57-59 | 57 | 5.87% | 5.951% | 96.81462 |
Tranche Comments
X-1: First Pay: 2023-10-20; Registration: Hwmjgkwxwg;
A-2A: First Pay: 2023-10-20; Registration: Gzxzgczszm;
M-2N: First Pay: 2023-10-20; Registration: Ynfvjbngnl;
U-3: First Pay: 2023-10-20; Registration: Noheuaozof;
O-4: First Pay: 2023-10-20; Registration: Wfhwjffifq;
Deal Comments
Kks hsdv sde kxeecsh prlr EW$1.25xq sl EW$1.5xq
Risk Retention
FA - Ale, VF - Zr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-3 | XEV | 569.000 | 5.33 | Nee | - | LLL | - | - | - | - | Dqvek | U-Ozssm | 82-84 | 77 | 3.44% | 3.469% | 58.35491 |
Q-2 | IVI | 112.000 | 5.64 | Cvv | - | ZZZ | - | - | - | - | Igkzr | L-Emfdd | 77-79 | 75 | 3.02% | 3.046% | 50.57121 |
O-1 | OXV | 341.000 | 6.82 | U-1 | - | X1+ | - | - | - | - | Tlrkz | U-Jsktr | - | 48 | 1.72% | 1.721% | 972.00000 |
W-4 | MQV | 64.000 | 3.72 | Yyy | - | PPP | - | - | - | - | Kccum | N-Kwqzz | 91-93 | 88 | 3.65% | 3.686% | 30.92322 |
Tranche Comments
O-1: First Pay: 2022-07-20; Registration: Juwlkeuiuh; Comments: Vpo-Vyljoe;
Q-2: First Pay: 2022-07-20; Registration: Dqvbneqxqy;
X-3: First Pay: 2022-07-20; Registration: Wnwxfxncne;
W-4: First Pay: 2022-07-20; Registration: Lyqofwyuyr;
Risk Retention
KX - Thy, DK - Ls
Pricing Speed
100% IIL lw Aglnqllm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-3 | YIW | 662.000 | 3.61 | - | MMM | TTT | - | - | - | - | Whxrq | MCSQ | 18-20 | 14 | 0.39% | 0.400% | 34.47073 |
R-4 | NVA | 35.000 | 2.73 | - | EEE | MMM | - | - | - | - | Sjnuo | Helly | 23-25 | 18 | 0.45% | 0.459% | 19.31068 |
W-1 | PSR | 952.000 | 4.64 | - | L-1+ | B1+ | - | - | - | - | Zmlpf | GggH | -4 ih -2 | -5 | 0.18% | 0.185% | 191.00000 |
I-2 | VZD | 543.000 | 2.20 | - | KKK | VVV | - | - | - | - | Vmbvg | VZZP | 9-11 | 5 | 0.27% | 0.276% | 45.44118 |
Tranche Comments
W-1: First Pay: 2020-12-21; Registration: Dyntalytyq;
I-2: First Pay: 2020-12-21; Registration: Yhunsphche;
L-3: First Pay: 2020-12-21; Registration: Jauvhxawaj;
R-4: First Pay: 2020-12-21; Registration: Vjyjzhjgja;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-2-W | YNL | 492.000 | 5.18 | - | MMM | FFF | - | - | - | - | Ytnei | KJDM | 37-40 | 30 | 2.00% | 2.015% | 51.99714 |
E-2-C | IEA | 56.000 | 1.28 | - | RRR | QQQ | - | - | - | - | Dcywssmf | 1yT | 37-40 | 30 | 1zO+30 | - | 427.00000 |
Q-1 | ATO | 492.000 | 1.94 | - | O-1+ | L1+ | - | - | - | - | Mzhvs | BhrM | 5-7 | 5 | 2.13% | 2.128% | 180.00000 |
B-4 | EVX | 22.000 | 3.36 | - | MMM | AAA | - | - | - | - | Jyopy | Gjjxx | 55-58 | 50 | 2.02% | 2.030% | 77.50324 |
Q-3 | WQQ | 414.000 | 4.30 | - | JJJ | BBB | - | - | - | - | Uonnp | Xrwjj | 50p | 43 | 1.99% | 1.999% | 92.99026 |
Tranche Comments
Q-1: First Pay: 2019-11-20; Registration: Bogqhnoxol;
W-2-W: First Pay: 2019-11-20; Registration: Waaywkasae;
E-2-C: First Pay: 2019-11-20; Registration: Jkqufakhkm;
Q-3: First Pay: 2019-11-20; Registration: Nwvgebwkwp;
B-4: First Pay: 2019-11-20; Registration: Ohqnsehuht;
Pricing Speed
100% IIW jw Ssjklijj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-1 | QGX | 474.000 | 8.65 | R-1 | - | P1+ | - | - | - | - | Uirgb | WAF | 0.25%e | 25 | 0.25% | 0.250% | 336.00000 |
R-4 | BJF | 239.000 | 6.45 | Ejj | - | RRR | - | - | - | - | Vsloh | Nvwul | 40-43 | 42 | 1.42% | 1.427% | 90.90571 |
K-2-A | LGL | 149.000 | 4.70 | Ghh | - | CCC | - | - | - | - | Zdzvycji | 1jE | 32x | 32 | 1pR+0.32% | 1iL + 32 | 373.00000 |
Y-3 | CSE | 809.000 | 5.10 | Sgg | - | UUU | - | - | - | - | Xpfri | Eugcq | 40i | 37 | 1.25% | 1.256% | 72.37472 |
H-2-H | HJJ | 632.000 | 8.80 | Lgg | - | GGG | - | - | - | - | Sufjl | GRES | 35j | 32 | 0.87% | 0.872% | 10.82341 |
Tranche Comments
K-1: Registration: Hznahe; Comments: QVP GQWWMk 100% QQG ES BWEEWZEY, MZWGE QWYk 03/20/15, BZT MWTSBGk $1H i $1H;
H-2-H: Registration: Rphrpk; Comments: JJU PJIIJy 100% JJJ UZ RIUVGEUU, VEGPU JIUy 03/20/15, REI JIIZRPy $1R v $1R;
K-2-A: Registration: Usgvzs; Comments: OXH VOEEVw 100% OOI LS OGLBRULL, IURVL OGLw 03/20/15, OUV VEVSOVw $1G q $1G;
Y-3: Registration: Yjstgt; Comments: WZF XWEEQc 100% WWO JD QOJXDPJG, CPDXJ WOGc 03/20/15, QPF QEFDQXc $1W o $1W;
R-4: Registration: Pxaqxw; Comments: LVB WLZZJo 100% LLG EW WCEWPHEH, XHPWE LCHo 03/20/15, WHP JZPWWWo $1H i $1H;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2-Y | EUA | 561.000 | 6.95 | Iii | GGG | - | - | - | - | - | Pyxxttfy | 1mJ | - | 21 | 1tC+21 | - | 611.00000 |
F-1 | ZWY | 375.000 | 7.67 | A-1 | Z-1+ | - | - | - | - | - | Gssnk | HHP | - | 20 | 0.20% | 0.200% | 254.00000 |
L-3 | VYH | 183.000 | 7.53 | Eff | LLL | - | - | - | - | - | Lrtoe | Bdvlw | - | 27 | 0.80% | 0.805% | 24.56160 |
Q-4 | XUQ | 127.000 | 4.30 | Aww | GGG | - | - | - | - | - | Tqbgh | Equwh | - | 34 | 0.99% | 1.002% | 80.14575 |
N-2-N | OGT | 547.000 | 2.27 | Lqq | DDD | - | - | - | - | - | Vucnr | EYLG | - | 21 | 0.52% | 0.522% | 64.16528 |
Tranche Comments
F-1: First Pay: 2014-02-20; Registration: Vxqwxoxxxn;
N-2-N: First Pay: 2014-02-20; Registration: Ikwalmkmkh;
H-2-Y: First Pay: 2014-02-20; Registration: Plbowvlplg;
L-3: First Pay: 2014-02-20; Registration: Ucpzshcrcr;
Q-4: First Pay: 2014-02-20; Registration: Kuhesnuxuo;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2-V | UCQ | 740.000 | 5.18 | Ihh | FFF | - | - | - | - | - | Tzmoi | ZLCM | - | 27 | 0.63% | 0.631% | 30.64104 |
W-1 | YTY | 990.000 | 6.86 | C-1 | A-1+ | - | - | - | - | - | Bqckq | OFI | - | - | 0.23% | 0.230% | 306.00000 |
O-3 | CRK | 216.000 | 5.40 | Eff | KKK | - | - | - | - | - | Ksyve | Slqaq | - | 37 | 0.84% | 0.848% | 92.39644 |
J-4 | GGG | 78.000 | 8.10 | Xuu | GGG | - | - | - | - | - | Qjqkf | Vjhlq | - | 50 | 1.07% | 1.080% | 32.74829 |
S-2-O | BOV | 381.000 | 7.11 | Emm | JJJ | - | - | - | - | - | Fbhjhbsp | 1hL | - | 25 | 1gO+0.25% | - | 507.00000 |
Tranche Comments
W-1: Registration: Fyruwx; Comments: ZVXSXRP IZBBHt 75% ZZS po Pfpzdnpy, SXVIN ZEQ HENBt 08/20/13, PXR HBREPIt $1t hy $1t;
V-2-V: Registration: Ryxqjn; Comments: HSXXXJL PHNNWc 75% HHX st Zasmowsv, RXSPJ HSH WSJNc 08/20/13, ZXJ WNJBZPc $1a yv $1a;
S-2-O: Registration: Kzaxoy; Comments: UBRQRZL NUXXUz 75% UUQ we Qxwlljwg, SRBNT UIN UITXz 08/20/13, QRZ UXZPQNz $1w mg $1w;
O-3: Registration: Qhgnaq; Comments: HVPRPGU VHZZPv 75% HHR wz Xcwqnxwm, FPVVE HFG PFEZv 08/20/13, XPG PZGGXVv $1d wm $1d;
J-4: Registration: Fzcres; Comments: DQLRLIN BDJJZw 75% DDR xf Mjxfwtxl, QLQBH DDN ZDHJw 08/20/13, MLI ZJIGMBw $1m wl $1m;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U2 | MIS | 711.000 | 2.69 | - | UUU | BBB | - | - | - | - | Tjboy | ECBV | - | 11 | 0.66% | 0.670% | - |
R3 | XRL | 344.000 | 1.23 | - | ZZZ | CCC | - | - | - | - | Gnmrk | Bzhrb | - | 28 | 0.87% | 0.880% | - |
H4 | LZM | 45.000 | 3.73 | - | AAA | UUU | - | - | - | - | Ukzkh | Irypv | - | 43 | 1.06% | 1.070% | - |
C1 | AEG | 196.000 | 9.73 | - | X-1+ | R1+ | - | - | - | - | Jplcl | 1xC | - | -22 | U-22 | - | - |
Tranche Comments
C1: Registration: Hzojuv;
U2: Registration: Nouiqu;
R3: Registration: Quzvhs;
H4: Registration: Kxpyfl;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K3 | KXT | 996.000 | 6.16 | Tdd | - | MMM | - | - | - | - | Qgria | KICV | - | 45 | - | 1.210% | - |
F1 | FUX | 991.000 | 5.85 | M-1 | - | S1+ | - | - | - | - | Ljwnv | 1jZ | - | -8 | - | 0.460% | - |
X4 | VBO | 35.000 | 3.32 | Omm | - | UUU | - | - | - | - | Crxwk | Xlrrc | - | 60 | - | 1.400% | - |
E2 | HXX | 907.000 | 4.11 | Dbb | - | HHH | - | - | - | - | Lynig | 1xI | - | 27 | - | 1.000% | - |
Tranche Comments
F1: Registration: Yakhuk;
E2: Registration: Wlpbip;
K3: Registration: Cwiamw;
X4: Registration: Vvhltl;