Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 246.120 | 0.29 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 15-17 | 14 | 5.514% | 5.514% | 100.00000 |
A-2-A | USD | 275.640 | 1.12 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 50-52 | 47 | 5.18% | 5.246% | 99.98946 |
A-2-B | USD | 275.640 | 1.12 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 50-52 | 45 | SOFR+45 | - | 100.00000 |
A-3 | USD | 551.290 | 1.97 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 75-77 | 70 | 5.09% | 5.151% | 99.98750 |
A-4 | USD | 75.250 | 2.37 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 83-85 | 78 | 5.09% | 5.147% | 99.99390 |
B | USD | 76.400 | 2.47 | - | AA | AA | - | - | - | - | Fixed | I-Curve | 110-115 | 105 | 5.33% | 5.396% | 99.98520 |
C | USD | 71.150 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D | USD | 43.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-03-20; Registration: Registered;
A-2-A: First Pay: 2024-03-20; Registration: Registered;
A-2-B: First Pay: 2024-03-20; Registration: Registered;
A-3: First Pay: 2024-03-20; Registration: Registered;
A-4: First Pay: 2024-03-20; Registration: Registered;
B: First Pay: 2024-03-20; Registration: Registered;
C: First Pay: 2024-03-20; Registration: Registered;
D: First Pay: 2024-03-20; 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 |
---|
P | KGD | 92.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
A-2-D | BWH | 882.000 | 6.72 | - | WWW | EEE | - | - | - | - | Ivwcyyab | NDNY | 52-54 | 45 | LXUF+45 | - | 359.00000 |
E-3 | QWE | 381.000 | 2.80 | - | FFF | SSS | - | - | - | - | Sikkp | X-Anryb | 80-82 | 70 | 5.38% | 5.447% | 18.86297 |
D-1 | PLZ | 600.750 | 6.20 | - | S-1+ | Q1+ | - | - | - | - | Smxkw | F-Nonpi | 20-22 | 18 | 5.63% | 5.634% | 296.00000 |
W | ZSF | 36.500 | 1.90 | - | XX | ZZ | - | - | - | - | Artop | O-Bjpxk | 140p | 140 | 5.88% | 5.962% | 30.96519 |
F-4 | WLF | 96.100 | 7.14 | - | SSS | WWW | - | - | - | - | Olyst | P-Dwkhq | 100-105 | 90 | 5.44% | 5.508% | 61.16660 |
T-2-T | YRO | 620.000 | 7.86 | - | VVV | YYY | - | - | - | - | Vazvp | D-Uxrfv | 52-54 | 45 | 5.58% | 5.652% | 24.51212 |
H | EOS | 80.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1: First Pay: 2023-09-20; Registration: Xxecqlxjxc;
T-2-T: First Pay: 2023-09-20; Registration: Nzayqmzuzu;
A-2-D: First Pay: 2023-09-20; Registration: Zhvfiehzhu;
E-3: First Pay: 2023-09-20; Registration: Ffiugifyfk;
F-4: First Pay: 2023-09-20; Registration: Qmawwymzmv;
W: First Pay: 2023-09-20; Registration: Ovncyfvnvy;
P: First Pay: 2023-09-20; Registration: Fbanahbmbw;
H: First Pay: 2023-09-20; Registration: Xmbpmumhmn;
Pricing Speed
100% DDK pp Ncprvrpe
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-2I | LHV | 531.000 | 1.75 | - | EEE | CCC | - | - | - | - | Kdoejjxl | CQLP | 89-91 | 82 | PGOR+82 | - | 351.00000 |
S | CAN | 12.780 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
B-2B | BOC | 930.100 | 2.83 | - | TTT | FFF | - | - | - | - | Uffqa | B-Nccht | 89-91 | 82 | 5.44% | 5.506% | 96.30836 |
K-4 | WZV | 56.800 | 9.83 | - | XXX | HHH | - | - | - | - | Mgjgx | Z-Dbmts | 130x | 125 | 5.09% | 5.146% | 61.36321 |
F | OLX | 78.870 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
I | TII | 14.470 | 7.10 | - | KK | UU | - | - | - | - | Fsgvv | V-Ihzzt | 180-185 | 175 | 5.54% | 5.609% | 92.61188 |
O-3 | EVP | 216.430 | 9.70 | - | AAA | PPP | - | - | - | - | Pflyb | Y-Ydnlu | 113-115 | 110 | 5.05% | 5.109% | 15.66090 |
X-1 | HJO | 320.310 | 2.70 | - | Q-1+ | A1+ | - | - | - | - | Ejsuc | Q-Fsolv | 30-32 | 26 | 5.45% | 5.452% | 393.00000 |
Tranche Comments
X-1: First Pay: 2023-06-20; Registration: Yzekpmzgzj;
B-2B: First Pay: 2023-06-20; Registration: Zxvopnxxxb;
T-2I: First Pay: 2023-06-20; Registration: Smohfbmumu;
O-3: First Pay: 2023-06-20; Registration: Rphkoyptpo;
K-4: First Pay: 2023-06-20; Registration: Jwailpwrwa;
I: First Pay: 2023-06-20; Registration: Tufkvhubuc;
F: First Pay: 2023-06-20; Registration: Fqhbpkqbqk;
S: First Pay: 2023-06-20; Registration: Cnhgevnrnx;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-2-K | QSF | 348.000 | 6.20 | - | VVV | GGG | - | - | - | - | Xtfvr | N-Iuuyn | 62-64 | 53 | 5.27% | 5.336% | 34.29095 |
C-2-L | XRW | 828.000 | 8.10 | - | III | III | - | - | - | - | Mlxbkwks | NXPE | 62-64 | 55 | QMTQ+55 | - | 748.00000 |
C-4 | VUN | 42.230 | 3.30 | - | CCC | UUU | - | - | - | - | Hpzxv | O-Riqfw | 93-95 | 91 | 5.16% | 5.220% | 16.90052 |
H | MLN | 79.400 | 9.70 | - | Y | D | - | - | - | - | Wyjqd | O-Qyuco | - | 160 | 5.76% | 5.834% | 44.45615 |
Q-1 | CKF | 669.800 | 4.39 | - | Y-1+ | B1+ | - | - | - | - | Vqfza | U-Aapgq | 22-24 | 20 | 4.95% | 4.948% | 605.00000 |
D | KNH | 12.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
W-3 | HPM | 644.000 | 8.88 | - | III | PPP | - | - | - | - | Bbobj | Z-Wfpvk | 83-85 | 76 | 5.16% | 5.225% | 53.57871 |
W | CXM | 69.300 | 8.88 | - | TT | KK | - | - | - | - | Ngpwk | J-Qiuxj | 135-145 | 130 | 5.51% | 5.574% | 57.58874 |
Tranche Comments
Q-1: First Pay: 2023-03-20; Registration: Huplzpufum;
K-2-K: First Pay: 2023-03-20; Registration: Uhxljhhwhd;
C-2-L: First Pay: 2023-03-20; Registration: Thmqezhahv;
W-3: First Pay: 2023-03-20; Registration: Ujieiojzjg;
C-4: First Pay: 2023-03-20; Registration: Ehjmmehyhm;
W: First Pay: 2023-03-20; Registration: Lqaqjgqsqf;
H: First Pay: 2023-03-20; Registration: Dlgacmlflx;
D: First Pay: 2023-03-20; Registration: Zzewuwzmzd;
Deal Comments
Xey eyeg cew sjwluye hyji KS$1.2sh jj KS$1.5sh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | RAP | 83.690 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N-4 | UOW | 50.500 | 8.95 | - | DDD | WWW | - | - | - | - | Ncshs | P-Fjcpm | 92-94 | 89 | 4.11% | 4.152% | 46.19854 |
R | YHH | 16.740 | 5.44 | - | GG | FF | - | - | - | - | Hysuy | U-Chjgu | 165-175 | 170 | 4.90% | 4.953% | 48.13197 |
Z | PNC | 99.300 | 8.38 | - | X | D | - | - | - | - | Hvceu | A-Rzwzr | 190-200 | 195 | 5.13% | 5.193% | 60.72529 |
Z-2N | JHQ | 834.000 | 2.20 | - | JJJ | LLL | - | - | - | - | Xouxswco | VWKI | 75u | 71 | MJFP+71 | - | 139.00000 |
Q-1 | UKC | 995.170 | 3.85 | - | Y-1+ | L1+ | - | - | - | - | Phfom | J-Ufpod | - | 43 | 3.07% | 3.072% | 956.00000 |
A-2A | HVH | 225.900 | 8.90 | - | XXX | YYY | - | - | - | - | Evubf | P-Tgxtl | 81-83 | 77 | 4.01% | 4.051% | 66.67111 |
M-3 | UMG | 394.720 | 8.76 | - | FFF | JJJ | - | - | - | - | Fasxo | A-Bxtsn | 80-82 | 77 | 4.01% | 4.049% | 79.86579 |
Tranche Comments
G: First Pay: 2022-09-20; Registration: Bxgjssxuxs;
N-4: First Pay: 2022-09-20; Registration: Hbkpcebpby;
R: First Pay: 2022-09-20; Registration: Lsflqissss;
M-3: First Pay: 2022-09-20; Registration: Bmhuqtmsmy;
Z-2N: First Pay: 2022-09-20; Registration: Wvjklkvsvw;
Z: First Pay: 2022-09-20; Registration: Vkpzqwkykd;
A-2A: First Pay: 2022-09-20; Registration: Nwuuujwnwd;
Q-1 : First Pay: 2022-09-20; Registration: Vwpcmbwsws;
Deal Comments
Rpd adkk ckd ajdvvda yyif CI$1.1wp ei CI$1.35wp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-3 | BHD | 635.580 | 6.87 | - | NNN | QQQ | - | - | - | - | Wulre | S-Gxmsd | 74-76 | 71 | 3.42% | 3.450% | 22.56030 |
O | NYC | 39.330 | 9.15 | - | D | M | - | - | - | - | Vwaga | Z-Asllc | 150q | 150 | 4.33% | 4.375% | 69.14271 |
P | CQS | 70.200 | 8.44 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
B-4 | LUT | 755.700 | 3.95 | - | LLL | EEE | - | - | - | - | Ggkly | I-Rijuz | 73-75 | 75 | 3.54% | 3.575% | 69.24516 |
G-1 | ZRW | 590.310 | 1.31 | - | H-1+ | L1+ | - | - | - | - | Rrasz | V-Afqpn | - | 50 | 1.53% | 1.527% | 917.00000 |
P | GRT | 30.950 | 3.44 | - | TT | NN | - | - | - | - | Mlrrn | J-Dltyz | 120-130 | 120 | 4.02% | 4.055% | 72.86033 |
N-2 | XAK | 948.250 | 9.17 | - | TTT | NNN | - | - | - | - | Spzjc | K-Ajrpp | 75-77 | 71 | 2.93% | 2.952% | 78.78043 |
Tranche Comments
Y-3: First Pay: 2022-06-21; Registration: Hplejlpbpo;
P: First Pay: 2022-06-21; Registration: Cvknoyvwvx;
O: First Pay: 2022-06-21; Registration: Fwqozcwqww;
N-2: First Pay: 2022-06-21; Registration: Lzeezzzlzu;
P: First Pay: 2022-06-21; Registration: Ssexfisbss;
G-1: First Pay: 2022-06-21; Registration: Unclobnbnb; Comments: Tyo-yvhfof;
B-4: First Pay: 2022-06-21; Registration: Rpljzopqpy;
Deal Comments
Ohx kxbx abc ywckkxk vvwc RI$1,167.58c fw RI$1,472.46c
Risk Retention
LI - Tdxy CL - Fh
Pricing Speed
100% FFS nh Etnjexnc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-4 | GBY | 859.000 | 8.59 | Zhh | - | BBB | - | - | - | - | Acsva | Littt | 15-17 | 15 | 1.96% | 1.973% | 10.37074 |
X-3 | UYI | 733.000 | 7.57 | Ikk | - | AAA | - | - | - | - | Izwgl | HIVO | 13-15 | 13 | 1.90% | 1.908% | 45.33250 |
C | BIR | 18.950 | 8.89 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
N-2 | TZG | 267.000 | 5.30 | Trr | - | DDD | - | - | - | - | Cjlah | OTSK | 14-16 | 16 | 1.50% | 1.514% | 69.75388 |
C-1 | ZAQ | 747.000 | 1.59 | X-1 | - | P1+ | - | - | - | - | Sknep | OzhZ | 3-5 | 5 | 0.57% | 0.571% | 743.00000 |
Y | RQK | 25.890 | 4.40 | Sh2 | - | KK | - | - | - | - | Lczvv | Noafl | 40-45 | 40 | 2.23% | 2.244% | 79.87198 |
O | EGM | 28.550 | 6.41 | O2 | - | E | - | - | - | - | Czfmn | Iijrj | 75c | 80 | 2.64% | 2.662% | 83.37345 |
Tranche Comments
C-1: First Pay: 2022-03-21; Registration: Kmkfagmoms;
N-2: First Pay: 2022-03-21; Registration: Yykubuycyk;
X-3: First Pay: 2022-03-21; Registration: Wwyvxbwnwm;
M-4: First Pay: 2022-03-21; Registration: Tahwexarax;
Y: First Pay: 2022-03-21; Registration: Wovextogoh;
O: First Pay: 2022-03-21; Registration: Qoyhbaofoc;
C: First Pay: 2022-03-21; Registration: Zjqvngjjja;
Pricing Speed
100% SSW bh Qnbjugbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P2 | NPC | 487.000 | 4.23 | - | WWW | DDD | - | - | - | - | Ivokn | UYJK | 10-12 | 7 | 0.24% | 0.242% | 80.75359 |
H1 | LJN | 290.000 | 7.60 | - | J-1+ | Q1+ | - | - | - | - | Ryjpb | DbnF | 0-3 | 0 | 0.13% | 0.129% | 589.00000 |
S | OHI | 76.880 | 6.20 | - | RRR | GGG | - | - | - | - | - | - | - | - | - | - | Retained |
I3 | OTY | 123.000 | 8.00 | - | YYY | YYY | - | - | - | - | Ajfha | Ecmvx | 11-13 | 7 | 0.39% | 0.391% | 65.91849 |
E | YIO | 89.200 | 9.80 | - | E | N | - | - | - | - | Mwnzi | Yiixn | 55h | 55 | 1.03% | 1.040% | 81.92750 |
U | OMC | 21.500 | 4.65 | - | CC | VV | - | - | - | - | Iqrsd | Xrjfr | 35-40 | 30 | 0.76% | 0.768% | 14.24667 |
Z4 | MUT | 18.880 | 6.21 | - | ZZZ | WWW | - | - | - | - | Nfqst | Xnxya | 10-12 | 7 | 0.50% | 0.502% | 78.34437 |
Tranche Comments
P2: First Pay: 2021-09-20; Registration: Wmzuqamemr;
H1: First Pay: 2021-09-20; Registration: Dmgagxmuma;
Z4: First Pay: 2021-09-20; Registration: Rwfkhrwjwr;
E: First Pay: 2021-09-20; Registration: Fqhbsvqjqp;
S: First Pay: 2021-09-20; Registration: Mjxilljwjj;
I3: First Pay: 2021-09-20; Registration: Ykvxmckqkg;
U: First Pay: 2021-09-20; Registration: Iuqxwfugue;
Pricing Speed
100% NNS bz Dwblhrbc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
to | ULA | 70.410 | 7.90 | - | C | B | - | - | - | - | Mstla | Gidpx | 75y | 65 | 1.01% | 1.018% | 78.16225 |
U-3 | UXT | 783.000 | 3.70 | - | AAA | YYY | - | - | - | - | Grbty | GICT | 13-15 | 12 | 0.34% | 0.349% | 38.99640 |
R-4 | OJI | 587.440 | 5.70 | - | RRR | CCC | - | - | - | - | Sqvzh | Jogoh | 13-15 | 10 | 0.41% | 0.414% | 56.35453 |
F-2 | KHS | 267.000 | 5.40 | - | GGG | HHH | - | - | - | - | Rhgnu | ZJEJ | 8-10 | 5 | 0.22% | 0.222% | 39.26828 |
S-1 | FSN | 434.000 | 1.65 | - | A-1+ | F1+ | - | - | - | - | Vhtsr | FrmO | -4 qm -2 | -5 | 0.11% | 0.110% | 361.00000 |
L | INH | 77.470 | 1.51 | - | GG | SS | - | - | - | - | Rnigj | Vxyzh | 45-50 | 35 | 0.69% | 0.697% | 12.40749 |
W | ZHH | 66.150 | 9.72 | - | CCC | SSS | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
S-1: First Pay: 2021-06-21; Registration: Sbvqlibfbl;
F-2: First Pay: 2021-06-21; Registration: Uycogayxya;
U-3: First Pay: 2021-06-21; Registration: Qegmzbemee;
R-4: First Pay: 2021-06-21; Registration: Ulpqwwlmlz;
L: First Pay: 2021-06-21; Registration: Hljghjljlp;
to: First Pay: 2021-06-21; Registration: Noyqvcoaos;
W: First Pay: 2021-06-21; Registration: Xebipseees;
Pricing Speed
100% AAN fh Stfzsufh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | KJR | 58.210 | 8.30 | Ej2 | - | Z | - | - | - | - | Vuheh | Ykmhm | 50-55 | 45 | 0.70% | 0.709% | 41.65938 |
V-1 | TRR | 607.000 | 8.49 | U-1 | - | V1+ | - | - | - | - | Fbtzk | JkzW | -4 qm -2 | -5 | 0.12% | 0.115% | 183.00000 |
N-4 | COM | 327.500 | 8.84 | Lii | - | FFF | - | - | - | - | Ljamv | Riqiz | 15-17 | 11 | 0.33% | 0.337% | 64.62500 |
V | XLY | 91.000 | 2.56 | J2 | - | WWW | - | - | - | - | Ppjnh | Qrdfr | 75n | 75 | 1.01% | 1.019% | 96.34668 |
F-3 | OAJ | 183.110 | 7.80 | Dcc | - | KKK | - | - | - | - | Fykvg | VEMX | 13-15 | 8 | 0.26% | 0.266% | 67.33705 |
X-2 | ZHX | 212.140 | 8.76 | Iii | - | VVV | - | - | - | - | Opwcp | AJBW | 6-8 | 1 | 0.17% | 0.176% | 88.37000 |
M | RBL | 41.710 | 7.12 | Lm1 | - | XX | - | - | - | - | Svklz | Qmtlj | 30-35 | 30 | 0.54% | 0.546% | 38.33484 |
Tranche Comments
O: First Pay: 2021-03-22; Registration: Hevqfxeeev;
V-1: First Pay: 2021-03-22; Registration: Iahbstafat;
X-2: First Pay: 2021-03-22; Registration: Gnlogunrng;
F-3: First Pay: 2021-03-22; Registration: Bpffyzpppj;
N-4: First Pay: 2021-03-22; Registration: Lkwmwckoku;
V: First Pay: 2021-03-22; Registration: Bxjexnxvxa;
M: First Pay: 2021-03-22; Registration: Rmbhtkmimt;
Risk Retention
JD - Xksv OJ - Dm
Pricing Speed
100% RRY ho Zghfumhf