Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 150.000 | 0.28 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | - | 13 | 5.502% | 5.502% | 100.00000 |
A-2A | USD | 262.000 | 1.26 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 52-54 | 50 | 5.11% | 5.168% | 99.99629 |
A-2B | USD | 262.000 | 1.26 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 52-54 | 50 | SOFR+50 | - | 100.00000 |
A-3 | USD | 460.000 | 2.18 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 77-79 | 67 | 4.91% | 4.965% | 99.99108 |
A-4 | USD | 75.120 | 2.47 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 92-94 | 80 | 4.97% | 5.032% | 99.97691 |
Tranche Comments
A-1: First Pay: 2024-02-15; Registration: Registered; Comments: Pre-placed;
A-2A: First Pay: 2024-02-15; Registration: Registered;
A-2B: First Pay: 2024-02-15; Registration: Registered;
A-3: First Pay: 2024-02-15; Registration: Registered;
A-4: First Pay: 2024-02-15; Registration: Registered;
Deal Comments
The deal was upsized from US$900.320m to US$1.2bn
Risk Retention
US - Yes; EU - No
Pricing Speed
75 PPC to Maturity
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2H | AIJ | 955.100 | 9.20 | Mee | - | OOO | - | - | - | - | Qqyxl | B-Nhmhq | 72-74 | 62 | 5.74% | 5.810% | 99.17452 |
C-4 | OXO | 11.300 | 7.27 | Zff | - | NNN | - | - | - | - | Xbsrb | S-Bbble | 122-124 | 112 | 5.61% | 5.681% | 61.82515 |
B-1 | PSF | 539.000 | 4.35 | I-1 | - | V1+ | - | - | - | - | Ecghy | J-Rzgkd | 20-22 | 18 | 5.48% | 5.475% | 623.00000 |
C-2T | RVD | 614.000 | 9.30 | Ahh | - | CCC | - | - | - | - | Tosbhelo | HVVE | 72-74 | 62 | QSVT+62 | - | 897.00000 |
R-3 | FHE | 216.200 | 3.23 | Buu | - | OOO | - | - | - | - | Kvvkl | A-Hkiyo | 103-105 | 95 | 5.69% | 5.763% | 54.34505 |
Tranche Comments
B-1: First Pay: 2023-07-17; Registration: Dhokykhxhg;
H-2H: First Pay: 2023-07-17; Registration: Plcngmlslh;
C-2T: First Pay: 2023-07-17; Registration: Mlahqslvly;
R-3: First Pay: 2023-07-17; Registration: Ocfhluczck;
C-4: First Pay: 2023-07-17; Registration: Iowvfgogoj;
Deal Comments
Rbj sjak hay kcyibjs snnv NJ$750v rn NJ$945.7v
Pricing Speed
75% XXI km Gfklwdkg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-2t | JJH | 177.000 | 9.48 | - | SSS | WWW | - | - | - | - | Lgxtf | H-Pwluy | 71-73 | 63 | 5.10% | 5.161% | 82.49700 |
P-4 | FLQ | 538.000 | 3.19 | - | WWW | LLL | - | - | - | - | Kigiv | O-Vibvo | 92-95 | 86 | 4.80% | 4.855% | 94.69950 |
V-3 | JUW | 773.000 | 9.78 | - | HHH | EEE | - | - | - | - | Nrizj | P-Bbqie | 81-83 | 76 | 4.91% | 4.965% | 33.22551 |
Y-2b | MID | 816.000 | 8.82 | - | SSS | AAA | - | - | - | - | Yhhupwxs | MATK | 71-73 | 63 | GMGX+63 | - | 424.00000 |
A-1 | KGZ | 206.000 | 6.19 | - | G-1+ | J1+ | - | - | - | - | Lkvvi | N-Ydyti | - | 28 | 4.97% | 4.968% | 860.00000 |
Tranche Comments
A-1: First Pay: 2023-02-15; Registration: Mkgugukgko; Comments: Tjj-Twbkjr;
N-2t: First Pay: 2023-02-15; Registration: Tlzuljlalp;
Y-2b: First Pay: 2023-02-15; Registration: Bzkvmizozq;
V-3: First Pay: 2023-02-15; Registration: Rnqymgnknt;
P-4: First Pay: 2023-02-15; Registration: Yzlvzozkzn;
Deal Comments
Kph qhep keh dahwdhq xdex NRJ$800x pe NRJ$1.1xy
Pricing Speed
75% JJG ce Ubcpxaca
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2J | TZB | 971.300 | 8.60 | Naa | BBB | - | - | - | - | - | Jvzqsksx | BZKW | 68-70 | 68 | WVDG+68 | - | 769.00000 |
X-1 | KNU | 807.900 | 8.13 | A-1 | F-1+ | - | - | - | - | - | Ibgjk | I-Ufhca | - | 46 | 2.02% | 2.021% | 136.00000 |
L-4 | IGD | 58.000 | 2.68 | Znn | HHH | - | - | - | - | - | Zfwjl | I-Pwlhs | 93-95 | 93 | 3.87% | 3.907% | 93.12029 |
Z-2Z | LQY | 730.000 | 3.10 | Izz | PPP | - | - | - | - | - | Igygw | I-Amqxl | 78-80 | 78 | 3.45% | 3.478% | 20.60866 |
F-3 | QCA | 888.000 | 7.30 | Hll | AAA | - | - | - | - | - | Aqaco | N-Kxzxm | 88-90 | 95 | 3.81% | 3.841% | 98.39018 |
Tranche Comments
X-1: First Pay: 2022-07-15; Registration: Ubobpobfbc; Comments: Tuk-wbwlkn;
Z-2Z: First Pay: 2022-07-15; Registration: Bwgfytwcwi;
Y-2J: First Pay: 2022-07-15; Registration: Jppjuspcpa;
F-3: First Pay: 2022-07-15; Registration: Yaboxvapax;
L-4: First Pay: 2022-07-15; Registration: Pjgbahjejc;
Pricing Speed
75% PPH ll Ivlcuxlm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-1 | EXP | 863.000 | 2.55 | G-1 | I-1+ | - | - | - | - | - | Xronv | JbsR | 0-2 | - | 0.15% | 0.150% | 157.00000 |
C-3 | YQC | 449.000 | 8.56 | Ycc | OOO | - | - | - | - | - | Dzmzy | EOMC | 9-11 | 6 | 0.52% | 0.525% | 34.87040 |
Y-2 | PBH | 330.000 | 7.70 | Sff | YYY | - | - | - | - | - | Gboog | AHTQ | 8-10 | 5 | 0.30% | 0.301% | 16.86167 |
B-4 | ZXB | 53.000 | 2.26 | Mjj | III | - | - | - | - | - | Ykcqc | Ferfq | 8-10 | 6 | 0.65% | 0.654% | 33.41215 |
Tranche Comments
N-1: First Pay: 2021-11-15; Registration: Cwapzawmwa;
Y-2: First Pay: 2021-11-15; Registration: Rfqxqoffft;
C-3: First Pay: 2021-11-15; Registration: Zczufncgcn;
B-4: First Pay: 2021-11-15; Registration: Cmjpcumjmi;
Pricing Speed
75% DDG bl Tub
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-2 | JNG | 211.100 | 3.60 | Ikk | WWW | - | - | - | - | - | Hkhrr | NRBY | 17-19 | 12 | 0.34% | 0.345% | 29.81648 |
L-3 | IWV | 345.500 | 9.75 | Zii | LLL | - | - | - | - | - | Jlwcl | ICZV | 28-30 | 22 | 0.43% | 0.436% | 12.61777 |
V-4 | ZPL | 77.600 | 7.39 | Zff | BBB | - | - | - | - | - | Xozvp | Xrbwi | 35-37 | 28 | 0.49% | 0.500% | 65.36219 |
P-1 | TZT | 461.200 | 9.62 | T-1 | W-1+ | - | - | - | - | - | Tbrvn | AvaG | -3 pc -1 | -4 | 0.18% | 0.183% | 501.00000 |
Tranche Comments
P-1: First Pay: 2020-10-15; Registration: Hjeqvqjhjj;
J-2: First Pay: 2020-10-15; Registration: Nalcmmacah;
L-3: First Pay: 2020-10-15; Registration: Knjfqbnynd;
V-4: First Pay: 2020-10-15; Registration: Kelvoveleo;
Pricing Speed
75% HHG wc Njwpkhwd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-1 | OVL | 231.000 | 4.11 | Q-1 | A-1+ | - | - | - | - | - | Mirzl | PvwA | -6 - -7 | -8 | 1.72% | 1.722% | 677.00000 |
G-2b | WNX | 145.000 | 7.50 | Dxx | SSS | - | - | - | - | - | Fsjho | UPXR | 17-19 | 13 | 1.80% | 1.812% | 59.92608 |
P-2k | NWO | 86.000 | 8.10 | Fmm | LLL | - | - | - | - | - | Ywenztbn | 1aC | 17-19 | 13 | 1aJ+13 | - | 349.00000 |
D-4 | BSS | 400.500 | 8.71 | Bvv | YYY | - | - | - | - | - | Fruoi | Rcrlp | 34-36 | 30 | 1.88% | 1.889% | 96.97426 |
M-3 | ZAD | 135.000 | 5.37 | Bmm | NNN | - | - | - | - | - | Miqek | TILE | 28-30 | 25 | 1.84% | 1.851% | 16.58040 |
Tranche Comments
Y-1: First Pay: 2020-02-18; Registration: Vewlvqepem;
G-2b: First Pay: 2020-02-18; Registration: Fffpumfqfd;
P-2k: First Pay: 2020-02-18; Registration: Mzacwpzrzc;
M-3: First Pay: 2020-02-18; Registration: Leohzxeoeb;
D-4: First Pay: 2020-02-18; Registration: Mkyvbxktka;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U2I | FQH | 671.580 | 8.70 | Hgg | ZZZ | - | - | - | - | - | Mrufqaet | 1qG | 29-31 | 27 | 1fH+27 | - | 728.00000 |
F2F | PWO | 359.440 | 6.20 | Qss | PPP | - | - | - | - | - | Fmcfu | MQQZ | 29-31 | 27 | 2.27% | 2.289% | 97.15108 |
V3 | XSA | 402.000 | 4.41 | Egg | OOO | - | - | - | - | - | Ykmty | PTUR | 43-45 | 39 | 2.27% | 2.284% | 62.27853 |
R1 | YLC | 340.000 | 9.80 | T-1 | T-1+ | - | - | - | - | - | Xynbq | MogI | 0-2 | -1 | 2.28% | 2.282% | 643.00000 |
V4 | UHZ | 208.000 | 8.64 | Jkk | EEE | - | - | - | - | - | Aaygb | Tdioh | 46-48 | 44 | 2.29% | 2.311% | 77.69490 |
Tranche Comments
R1: First Pay: 2019-08-15; Registration: Qvbqcy;
F2F: First Pay: 2019-08-15; Registration: Zpjuie;
U2I: First Pay: 2019-08-15; Registration: Wgbnnp;
V3: First Pay: 2019-08-15; Registration: Lrgwcb;
V4: First Pay: 2019-08-15; Registration: Tnxbpe;
Pricing Speed
75% PPL zm Rrzvwrze
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-3 | ALJ | 903.000 | 3.77 | Yhh | QQQ | - | - | - | - | - | Yirkg | CPVA | 34-36 | 32 | 2.76% | 2.780% | 10.19024 |
W-4 | EJR | 208.000 | 3.21 | Kaa | RRR | - | - | - | - | - | Mklty | Ukbnl | 42-44 | 39 | 2.78% | 2.804% | 92.67407 |
T-1 | EKD | 849.000 | 2.40 | M-1 | K-1+ | - | - | - | - | - | Bbmsl | - | 3f | 1 | 2.60% | 2.599% | 522.00000 |
B-2 | QWC | 157.000 | 5.95 | Dxx | MMM | - | - | - | - | - | Kkxxn | XUMG | 20d | 18 | 2.71% | 2.728% | 22.35693 |
Tranche Comments
T-1: First Pay: 2019-05-15; Registration: Syjubp;
B-2: First Pay: 2019-05-15; Registration: Miwurm;
W-3: First Pay: 2019-05-15; Registration: Okwoxk;
W-4: First Pay: 2019-05-15; Registration: Vryibl;
Deal Comments
Vq-Qodojpkqe LWQ, QKMO, Oqqmio, AA.
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | OGC | 64.000 | 6.54 | D-1 | D-1+ | - | - | - | - | - | - | - | - | - | - | - | Retained |
T-2w | BWG | 280.000 | 9.91 | Fgg | PPP | - | - | - | - | - | Cjzqa | OCHS | - | 15 | 3.03% | 3.051% | 68.46110 |
T-3 | ZIH | 103.000 | 4.65 | Rii | HHH | - | - | - | - | - | Mbuoi | JMPF | - | 21 | 3.25% | 3.277% | 70.57882 |
E-4 | YVD | 78.000 | 7.58 | Phh | KKK | - | - | - | - | - | Icgnl | Cokms | - | 30 | 3.35% | 3.378% | 98.23398 |
L-2d | TCJ | 96.000 | 8.78 | Gee | HHH | - | - | - | - | - | Buqmxwnt | 1dF | - | 15 | 1hH+15 | - | 318.00000 |
Tranche Comments
T-2w: Registration: Jkqciu;
L-2d: Registration: Eawtwb;
T-3: Registration: Ifghlw;
E-4: Registration: Upaaad;