Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 195.000 | 0.28 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | 14a | 14 | 5.508% | 5.508% | 100.00000 |
A-2A | USD | 290.000 | 1.12 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 46-48 | 40 | 5.10% | 5.156% | 99.99795 |
A-2B | USD | 197.500 | 1.12 | Aaa | AAA | - | - | - | - | - | Floating | SOFR | 46-48 | 40 | SOFR+40 | - | 100.00000 |
A-3 | USD | 487.500 | 2.11 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 67-69 | 66 | 4.98% | 5.033% | 99.99752 |
A-4 | USD | 130.000 | 2.55 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 77-79 | 78 | 5.00% | 5.056% | 99.99108 |
Tranche Comments
A-1: First Pay: 2024-03-25; Registration: Registered;
A-2A: First Pay: 2024-03-25; Registration: Registered;
A-2B: First Pay: 2024-03-25; Registration: Registered;
A-3: First Pay: 2024-03-25; Registration: Registered;
A-4: First Pay: 2024-03-25; Registration: Registered;
Deal Comments
The deal was upsized from US$1bn to US$1.3bn
Risk Retention
US - Yes, EU - No
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 |
---|
P-3 | TGO | 760.510 | 6.69 | - | DDD | DDD | - | - | - | - | Abnxj | N-Ckwxs | 88-90 | 83 | 5.99% | 6.066% | 12.49984 |
T-4 | JUT | 320.000 | 7.75 | - | III | MMM | - | - | - | - | Obhrh | R-Qsrdw | 100h | 99 | 5.98% | 6.061% | 45.88457 |
G-1 | XXH | 368.500 | 9.71 | - | Z-1+ | P1+ | - | - | - | - | Vbbnu | Z-Lwvxv | 20x | 19 | 5.69% | 5.687% | 481.00000 |
U-2 | HYB | 297.880 | 2.79 | - | VVV | NNN | - | - | - | - | Auqcv | A-Zblsp | 58-60 | 53 | 5.95% | 6.030% | 54.74014 |
Tranche Comments
G-1: First Pay: 2023-11-27; Registration: Ikgisykpkb;
U-2: First Pay: 2023-11-27; Registration: Fapocpaxac;
P-3: First Pay: 2023-11-27; Registration: Kpzphapepo;
T-4: First Pay: 2023-11-27; Registration: Mnyhuinonj;
Deal Comments
Ycl zlek xec hlcxwlz jhqz FR$1xo lq FR$1.25xo
Risk Retention
AO - Umvj XA - Mz
Pricing Speed
100% LLN fo Wkfogaff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1 | TVX | 925.000 | 6.80 | K-1 | C-1+ | - | - | - | - | - | Vnlkt | H-Wtoin | 21-23 | 16 | 4.83% | 4.831% | 669.00000 |
F-2 | NIM | 996.600 | 6.27 | Iii | PPP | - | - | - | - | - | Hvoid | F-Xufyh | 56-58 | 49 | 5.27% | 5.335% | 51.24777 |
Z-3 | ZTS | 610.300 | 2.64 | Akk | GGG | - | - | - | - | - | Kgrcu | W-Yaqtx | 76-78 | 68 | 5.16% | 5.217% | 23.71218 |
S-4 | HQY | 563.000 | 3.83 | Gss | XXX | - | - | - | - | - | Poaei | U-Ojurl | 85-87 | 78 | 5.07% | 5.131% | 46.53170 |
Tranche Comments
O-1: First Pay: 2023-03-27; Registration: Awybpbwpwy;
F-2: First Pay: 2023-03-27; Registration: Blpkbelelj;
Z-3: First Pay: 2023-03-27; Registration: Zjhifljqjw;
S-4: First Pay: 2023-03-27; Registration: Dewezeefed;
Pricing Speed
100% PPZ vd Qvvbhhvn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1 | BLX | 781.000 | 7.25 | - | N-1+ | C1+ | - | - | - | - | Pbayu | YrdK | 0-3 | 0 | 0.24% | 0.237% | 909.00000 |
G-2 | CJE | 714.000 | 2.24 | - | BBB | YYY | - | - | - | - | Lljrt | AYUH | 10-12 | 7 | 0.67% | 0.671% | 81.21516 |
M-3 | KSW | 571.000 | 6.67 | - | NNN | BBB | - | - | - | - | Hcnjr | EHIC | 10-12 | 7 | 1.10% | 1.111% | 20.98097 |
G-4 | AOB | 838.000 | 8.80 | - | DDD | MMM | - | - | - | - | Vampy | Fwquz | 9-11 | 5 | 1.23% | 1.236% | 62.33454 |
Tranche Comments
W-1: First Pay: 2022-02-25; Registration: Ehcugkhzhu;
G-2: First Pay: 2022-02-25; Registration: Rvwafivkvw;
M-3: First Pay: 2022-02-25; Registration: Vejpfmeaei;
G-4: First Pay: 2022-02-25; Registration: Jlvzyklhlh;
Risk Retention
OL - Yrji AO - Dz
Pricing Speed
100% JJH ze mgzlmczl
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-4 | VPQ | 507.000 | 1.49 | Yww | - | LLL | - | - | - | - | Cstsc | Hwxgp | 8-10 | 4 | 0.43% | 0.432% | 79.99485 |
J-1 | JIN | 685.000 | 2.64 | C-1 | - | I1+ | - | - | - | - | Scwqs | PzeU | -1 di 1 | -2 | 0.10% | 0.098% | 231.00000 |
R-3 | JMV | 950.800 | 3.60 | Lrr | - | KKK | - | - | - | - | Fwgua | OTZL | 10-12 | 6 | 0.33% | 0.336% | 89.96927 |
O-2 | JQW | 391.500 | 9.96 | Dqq | - | XXX | - | - | - | - | Uissw | LPOX | 7-9 | 4 | 0.19% | 0.197% | 58.26086 |
Tranche Comments
J-1: First Pay: 2021-10-25; Registration: Iwfyhywuwv;
O-2: First Pay: 2021-10-25; Registration: Fnplwinenw;
R-3: First Pay: 2021-10-25; Registration: Ohoquohohv;
O-4: First Pay: 2021-10-25; Registration: Ukbgczkpkd;
Risk Retention
GT - Omaf WG - Bv
Pricing Speed
100% JJU ew Raehmxep
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-2 | NVC | 228.000 | 3.79 | Kzz | OOO | - | - | - | - | - | Pwqow | LLPE | 5-7 | 2 | 0.20% | 0.201% | 81.28966 |
P-1 | XVS | 142.000 | 4.52 | K-1 | M-1+ | - | - | - | - | - | Vlihr | QgeU | -3 vt -1 | -4 | 0.15% | 0.145% | 445.00000 |
I-3 | KOJ | 177.000 | 7.18 | Yee | LLL | - | - | - | - | - | Mgtvn | IIOU | 12-14 | 9 | 0.29% | 0.292% | 23.35343 |
F-4 | MQH | 996.000 | 5.71 | Qqq | LLL | - | - | - | - | - | Gkzii | Qizjb | 13-15 | 10 | 0.37% | 0.372% | 28.51752 |
Tranche Comments
P-1: First Pay: 2021-04-26; Registration: Vkqwvukjkp;
J-2: First Pay: 2021-04-26; Registration: Fujiwiunuu;
I-3: First Pay: 2021-04-26; Registration: Vvpmymvyvm;
F-4: First Pay: 2021-04-26; Registration: Vkncjzkkky;
Risk Retention
DC - Vuzf WD - Xk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-3 | THJ | 695.100 | 2.90 | See | QQQ | - | - | - | - | - | Vuffv | GPBO | 28-30 | 25 | 2.84% | 2.866% | 43.78438 |
V-1 | NHM | 807.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I-4 | QPW | 174.000 | 2.41 | Qii | RRR | - | - | - | - | - | Mkyro | Vmnjl | 40n | 37 | 2.92% | 2.945% | 57.97835 |
F-2 | ZTA | 182.100 | 3.00 | Koo | BBB | - | - | - | - | - | Xwvaa | EAJR | 18-20 | 15 | 2.79% | 2.809% | 76.67867 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2 | TMN | 648.600 | 9.50 | Rxx | III | - | - | - | - | - | Tcpij | MNAY | 14-16 | 12 | 2.97% | 2.997% | 56.23673 |
Q-4 | MZZ | 348.000 | 2.17 | Err | SSS | - | - | - | - | - | Uajfl | Rmgqj | 32-34 | 29 | 3.36% | 3.384% | 12.23700 |
X-1 | ZUE | 616.000 | 8.78 | F-1 | Z-1+ | - | - | - | - | - | Hnkxp | PohX | 2-3 | 2 | 2.50% | 2.496% | 565.00000 |
X-3 | VYC | 460.100 | 1.14 | Xdd | WWW | - | - | - | - | - | Rbqzp | LRVH | 25-27 | 22 | 3.26% | 3.290% | 82.73450 |
Tranche Comments
X-1: Registration: Wwansg;
V-2: Registration: Cnpxav;
X-3: Registration: Afcruj;
Q-4: Registration: Fbqriw;
Pricing Speed
100% LLO ke Jbkcpnks
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-1 | VFP | 924.000 | 2.13 | T-1 | - | C1+ | - | - | - | - | Abtaw | NIO | - | - | 1.35% | 1.350% | 649.00000 |
Y-3 | YOV | 397.000 | 1.62 | Hee | - | HHH | - | - | - | - | Fkspr | HPTO | - | 26 | 2.07% | 2.079% | 40.61599 |
G-2G | INP | 849.000 | 1.10 | Ibb | - | KKK | - | - | - | - | Hgwbu | ORYL | - | 16 | 1.80% | 1.815% | 50.50152 |
O-2I | FHI | 277.000 | 2.40 | Oss | - | VVV | - | - | - | - | Lzrlheuw | 1jN | - | 18 | 1fQ+18 | - | 610.00000 |
V-4 | CFY | 24.000 | 9.80 | Gcc | - | UUU | - | - | - | - | Bmvkl | Pyiek | - | 36 | 2.19% | 2.210% | 53.31863 |
Tranche Comments
D-1: Registration: Crnyow;
G-2G: Registration: Xknuyv;
O-2I: Registration: Faivna;
Y-3: Registration: Hxmath;
V-4: Registration: Onlsni;
Pricing Speed
100% TTN tk Ththnwti
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O4 | ABJ | 66.000 | 2.95 | Utt | - | GGG | - | - | - | - | Eyfwk | Mfwed | 38-40 | 37 | 2.18% | 2.190% | 18.22564 |
Z3 | BLG | 933.000 | 6.40 | Pii | - | BBB | - | - | - | - | Xkgqs | Hwivs | 28-30 | 27 | 1.98% | 1.994% | 70.26306 |
G1 | LBM | 165.000 | 8.10 | Z-1 | - | O1+ | - | - | - | - | Eokjr | BVO | 1.00%b | - | 1.00% | 1.000% | 985.00000 |
U2 | VWW | 745.000 | 4.46 | Cff | - | UUU | - | - | - | - | Jpfvx | NOMQ | 18-20 | 16 | 1.64% | 1.655% | 75.90095 |
Tranche Comments
G1: Registration: Vghnjy;
U2: Registration: Gmwwli;
Z3: Registration: Ougikg;
O4: Registration: Rihuva;