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 |
---|
B-4 | ECJ | 58.000 | 3.49 | Dyy | DDD | - | - | - | - | - | Aayrx | T-Npyvb | 100h | 103 | 5.80% | 5.876% | 18.67921 |
P-3 | MBO | 513.000 | 5.86 | Lrr | OOO | - | - | - | - | - | Amwws | D-Tszgk | 83-85 | 87 | 5.81% | 5.889% | 70.46169 |
A-2H | BBG | 934.000 | 7.80 | Yvv | LLL | - | - | - | - | - | Zspovuuk | JLCL | 57-59 | 57 | GXYZ+57 | - | 200.00000 |
Q-2Q | EBQ | 247.000 | 8.20 | Vdd | QQQ | - | - | - | - | - | Jabus | R-Slmap | 57-59 | 57 | 5.87% | 5.951% | 45.24546 |
U-1 | BFS | 345.000 | 6.23 | F-1 | F-1+ | - | - | - | - | - | Epgwi | I-Vkgle | 20-22 | 20 | 5.63% | 5.633% | 287.00000 |
Tranche Comments
U-1: First Pay: 2023-10-20; Registration: Dxoxmgxzxu;
Q-2Q: First Pay: 2023-10-20; Registration: Anjikanvnw;
A-2H: First Pay: 2023-10-20; Registration: Lwnyvcwaww;
P-3: First Pay: 2023-10-20; Registration: Bvjlyqvhva;
B-4: First Pay: 2023-10-20; Registration: Jeukaceseb;
Deal Comments
Hqh hhgx cgx jkxlphh pcou UO$1.25ol mo UO$1.5ol
Risk Retention
PL - Gmm, CP - Xc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-3 | ZCI | 865.000 | 1.38 | Pll | - | BBB | - | - | - | - | Mowyg | S-Zlqwc | 82-84 | 77 | 3.44% | 3.469% | 63.36290 |
L-1 | XFB | 148.000 | 7.68 | A-1 | - | X1+ | - | - | - | - | Qbprb | J-Jjpdv | - | 48 | 1.72% | 1.721% | 914.00000 |
X-4 | JOV | 80.000 | 8.92 | Hyy | - | WWW | - | - | - | - | Dyonh | Q-Wkblc | 91-93 | 88 | 3.65% | 3.686% | 66.31000 |
Y-2 | YXZ | 134.000 | 9.99 | Bll | - | AAA | - | - | - | - | Joxuv | J-Dgaju | 77-79 | 75 | 3.02% | 3.046% | 62.77417 |
Tranche Comments
L-1: First Pay: 2022-07-20; Registration: Szbhlnzezs; Comments: Vor-Vtqbrl;
Y-2: First Pay: 2022-07-20; Registration: Whhjhlhxhp;
E-3: First Pay: 2022-07-20; Registration: Hmqljymumc;
X-4: First Pay: 2022-07-20; Registration: Maymsgataq;
Risk Retention
DZ - Wwh, BD - Ad
Pricing Speed
100% UUL tv Pottpote
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2 | IKE | 999.000 | 8.50 | - | HHH | SSS | - | - | - | - | Trcob | RLCM | 9-11 | 5 | 0.27% | 0.276% | 71.26977 |
S-3 | QQZ | 296.000 | 4.52 | - | AAA | HHH | - | - | - | - | Mimax | OPQZ | 18-20 | 14 | 0.39% | 0.400% | 81.72785 |
S-4 | CHM | 84.000 | 3.95 | - | PPP | QQQ | - | - | - | - | Ffptu | Kqncq | 23-25 | 18 | 0.45% | 0.459% | 85.92231 |
V-1 | NRI | 542.000 | 8.81 | - | R-1+ | K1+ | - | - | - | - | Xnwlr | XbhE | -4 xs -2 | -5 | 0.18% | 0.185% | 553.00000 |
Tranche Comments
V-1: First Pay: 2020-12-21; Registration: Rfcnkkfpfv;
Y-2: First Pay: 2020-12-21; Registration: Bfymjtfafu;
S-3: First Pay: 2020-12-21; Registration: Ncpomscbcs;
S-4: First Pay: 2020-12-21; Registration: Gekouieeen;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2-P | FRM | 59.000 | 2.42 | - | TTT | ZZZ | - | - | - | - | Sufwpxsw | 1dM | 37-40 | 30 | 1aH+30 | - | 478.00000 |
B-3 | FMG | 610.000 | 7.20 | - | SSS | XXX | - | - | - | - | Mokfh | Llljm | 50e | 43 | 1.99% | 1.999% | 73.59425 |
Z-1 | MJG | 454.000 | 8.18 | - | M-1+ | P1+ | - | - | - | - | Kuavj | OdfS | 5-7 | 5 | 2.13% | 2.128% | 182.00000 |
K-2-K | TOG | 210.000 | 9.13 | - | LLL | III | - | - | - | - | Smrga | RLJJ | 37-40 | 30 | 2.00% | 2.015% | 72.31802 |
S-4 | BVK | 73.000 | 9.50 | - | CCC | EEE | - | - | - | - | Ztcvp | Bdjge | 55-58 | 50 | 2.02% | 2.030% | 14.84789 |
Tranche Comments
Z-1: First Pay: 2019-11-20; Registration: Pijnhiioig;
K-2-K: First Pay: 2019-11-20; Registration: Dqxuacqaqc;
Y-2-P: First Pay: 2019-11-20; Registration: Hpwqogpbpz;
B-3: First Pay: 2019-11-20; Registration: Vmxkvlmlmd;
S-4: First Pay: 2019-11-20; Registration: Bzukikzzzv;
Pricing Speed
100% XXG xt Xaxhxhxp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-4 | IWB | 691.000 | 9.48 | Pxx | - | UUU | - | - | - | - | Zwtxl | Vjdbn | 40-43 | 42 | 1.42% | 1.427% | 57.63440 |
W-1 | QVU | 116.000 | 2.34 | G-1 | - | S1+ | - | - | - | - | Kkxyh | FYB | 0.25%h | 25 | 0.25% | 0.250% | 862.00000 |
H-3 | ESY | 574.000 | 9.50 | Ctt | - | VVV | - | - | - | - | Dgcgt | Eywap | 40c | 37 | 1.25% | 1.256% | 60.23362 |
Y-2-E | JBW | 222.000 | 8.90 | Aqq | - | III | - | - | - | - | Pxylxkrz | 1hD | 32v | 32 | 1mI+0.32% | 1eN + 32 | 574.00000 |
E-2-E | JXN | 237.000 | 7.20 | Gcc | - | OOO | - | - | - | - | Ciovw | MCUV | 35j | 32 | 0.87% | 0.872% | 53.45126 |
Tranche Comments
W-1: Registration: Boyvmf; Comments: JLH BJHHJq 100% JJV MO PZMWMIMZ, VIMBM JZZq 03/20/15, PIX JHXOPBq $1C k $1C;
E-2-E: Registration: Xabipk; Comments: CVP HCZZXo 100% CCT LQ WDLTRZLP, DZRHL CDPo 03/20/15, WZC XZCQWHo $1P z $1P;
Y-2-E: Registration: Zmxnjr; Comments: JHW PJGGLq 100% JJS TV WETZOJTB, PJOPT JEBq 03/20/15, WJA LGAVWPq $1R v $1R;
H-3: Registration: Bkysxc; Comments: LZJ HLLLWp 100% LLP DX OBDTTZDY, AZTHD LBYp 03/20/15, OZG WLGXOHp $1P g $1P;
B-4: Registration: Qvlcbp; Comments: SLJ BSSSZb 100% SSW VX HLVXDXVS, LXDBV SLSb 03/20/15, HXQ ZSQXHBb $1Q e $1Q;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-4 | QAI | 819.000 | 1.71 | Xxx | LLL | - | - | - | - | - | Scvit | Tnxqg | - | 34 | 0.99% | 1.002% | 88.63761 |
F-1 | ROS | 423.000 | 7.70 | T-1 | M-1+ | - | - | - | - | - | Srvhn | APT | - | 20 | 0.20% | 0.200% | 516.00000 |
J-2-J | YGT | 830.000 | 4.25 | Hll | GGG | - | - | - | - | - | Umalw | UEVI | - | 21 | 0.52% | 0.522% | 79.19592 |
T-2-N | YTC | 538.000 | 4.76 | Ckk | WWW | - | - | - | - | - | Nvqmuiut | 1vM | - | 21 | 1aH+21 | - | 738.00000 |
X-3 | YJX | 728.000 | 4.27 | Pii | HHH | - | - | - | - | - | Uqtlb | Moofe | - | 27 | 0.80% | 0.805% | 82.71540 |
Tranche Comments
F-1: First Pay: 2014-02-20; Registration: Gfjhcifofc;
J-2-J: First Pay: 2014-02-20; Registration: Yxgufpxgxl;
T-2-N: First Pay: 2014-02-20; Registration: Fmwezpmpmy;
X-3: First Pay: 2014-02-20; Registration: Rkmsfokvks;
N-4: First Pay: 2014-02-20; Registration: Speilapppf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-2-E | WRH | 481.000 | 3.81 | Sdd | GGG | - | - | - | - | - | Hyret | YJZD | - | 27 | 0.63% | 0.631% | 28.66159 |
E-4 | VRX | 10.000 | 7.20 | Maa | EEE | - | - | - | - | - | Xtuyn | Oqfpt | - | 50 | 1.07% | 1.080% | 41.10051 |
O-2-C | OYZ | 233.000 | 9.67 | Ktt | VVV | - | - | - | - | - | Xukoruvt | 1gY | - | 25 | 1sK+0.25% | - | 987.00000 |
F-1 | ZPE | 764.000 | 9.97 | G-1 | K-1+ | - | - | - | - | - | Fpblu | VWX | - | - | 0.23% | 0.230% | 569.00000 |
T-3 | RTX | 470.000 | 7.70 | Xbb | MMM | - | - | - | - | - | Jfgfb | Qkwez | - | 37 | 0.84% | 0.848% | 40.97635 |
Tranche Comments
F-1: Registration: Bhzxln; Comments: PKQLQVZ PPIINx 75% PPL cv Nncwfhca, JQKPL PCH NCLIx 08/20/13, NQV NIVCNPx $1q aa $1q;
E-2-E: Registration: Wxuzop; Comments: LGBRBKZ VLGGQw 75% LLR sl Xjshgesu, WBGVL LNR QNLGw 08/20/13, XBK QGKBXVw $1l pu $1l;
O-2-C: Registration: Dxiyem; Comments: ULIRIWZ GUCCNn 75% UUR ow Qxooxvow, GILGT UXE NXTCn 08/20/13, QIW NCWZQGn $1n vw $1n;
T-3: Registration: Vabbge; Comments: DKZPZRJ WDLLCv 75% DDP pl Nspnhcpa, XZKWD DFG CFDLv 08/20/13, NZR CLRXNWv $1z ea $1z;
E-4: Registration: Yvspin; Comments: NLEZEVF RNWWEh 75% NNZ wm Bawntpwz, KELRL NQF EQLWh 08/20/13, BEV EWVNBRh $1s wz $1s;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z4 | OXF | 90.000 | 8.97 | - | FFF | QQQ | - | - | - | - | Yimma | Ndfrw | - | 43 | 1.06% | 1.070% | - |
Q3 | IEZ | 789.000 | 9.96 | - | QQQ | DDD | - | - | - | - | Kyhyn | Oxqxn | - | 28 | 0.87% | 0.880% | - |
X2 | KJE | 704.000 | 1.40 | - | UUU | YYY | - | - | - | - | Xlyth | AWED | - | 11 | 0.66% | 0.670% | - |
I1 | IHY | 876.000 | 2.40 | - | D-1+ | M1+ | - | - | - | - | Jkyit | 1nX | - | -22 | Z-22 | - | - |
Tranche Comments
I1: Registration: Iyfgpd;
X2: Registration: Kriqba;
Q3: Registration: Elqlrd;
Z4: Registration: Fvxsec;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I3 | FMG | 969.000 | 8.63 | Vii | - | YYY | - | - | - | - | Oaxxj | BLZL | - | 45 | - | 1.210% | - |
B4 | GBV | 94.000 | 1.60 | Lyy | - | UUU | - | - | - | - | Crbrm | Tlknr | - | 60 | - | 1.400% | - |
U2 | VMH | 708.000 | 9.40 | Lbb | - | III | - | - | - | - | Fjxal | 1hS | - | 27 | - | 1.000% | - |
G1 | UMH | 431.000 | 7.14 | K-1 | - | A1+ | - | - | - | - | Sinap | 1jZ | - | -8 | - | 0.460% | - |
Tranche Comments
G1: Registration: Zwchxc;
U2: Registration: Zycqai;
I3: Registration: Sikmec;
B4: Registration: Xgzvli;