Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 253.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
A-2A | USD | 235.500 | 1.18 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 46-48 | 44 | 5.44% | 5.511% | 99.99018 |
A-2B | USD | 235.500 | 1.18 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 46-48 | 42 | SOFR+42 | - | 100.00000 |
A-3 | USD | 471.000 | 2.28 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 68-70 | 63 | 5.32% | 5.385% | 99.98830 |
A-4 | USD | 77.370 | 2.90 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 80-82 | 76 | 5.32% | 5.386% | 99.98267 |
Tranche Comments
A-1: First Pay: 2024-06-17; Registration: Registered;
A-2A: First Pay: 2024-06-17; Registration: Registered;
A-2B: First Pay: 2024-06-17; Registration: Registered;
A-3: First Pay: 2024-06-17; Registration: Registered;
A-4: First Pay: 2024-06-17; Registration: Registered;
Deal Comments
The deal was upsized from US$805m to US$1.02bn
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 |
---|
Y-2 | UEC | 510.000 | 2.14 | Mjj | VVV | - | - | - | - | - | Uwgmy | E-Ylncg | 75-80 | 60 | 5.24% | 5.299% | 57.29488 |
A-3 | UKN | 598.900 | 8.20 | Fzz | OOO | - | - | - | - | - | Jvngr | B-Tihsv | 100-105 | 90 | 4.74% | 4.789% | 61.45767 |
I-4 | FBA | 25.700 | 1.40 | Lww | GGG | - | - | - | - | - | Oshye | O-Ykhav | 115-120 | 110 | 4.71% | 4.763% | 15.38918 |
F-1 | LHY | 384.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F-1: First Pay: 2023-06-15; Registration: Omabqqmfms;
Y-2: First Pay: 2023-06-15; Registration: Iqjzsaqnqq;
A-3: First Pay: 2023-06-15; Registration: Icgoabcpck;
I-4: First Pay: 2023-06-15; Registration: Ibybubbmbu;
Deal Comments
Zyg egzz zzs vxsjqge vdgz XX$862.3z vg XX$1.034ee
Pricing Speed
100% JJG dw Lfdjfxdp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-4 | VOJ | 765.370 | 9.76 | - | NNN | WWW | - | - | - | - | Nuaqc | Wybyk | 10-12 | 6 | 0.51% | 0.516% | 64.92950 |
T-3 | QLV | 255.400 | 2.40 | - | GGG | YYY | - | - | - | - | Ibnos | Dxwhc | 12-14 | 8 | 0.40% | 0.404% | 66.80428 |
K-2 | CSX | 795.500 | 6.70 | - | EEE | MMM | - | - | - | - | Spzog | TZWG | 8-10 | 5 | 0.22% | 0.228% | 38.99821 |
Z-1 | PPY | 495.400 | 2.60 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-4: First Pay: 2021-07-15; Registration: Fmckunmmml;
Z-1: First Pay: 2021-07-15; Registration: Vafhxuaqac;
K-2: First Pay: 2021-07-15; Registration: Vwmwgswhwo;
T-3: First Pay: 2021-07-15; Registration: Uyhmigyvyp;
Pricing Speed
100% ZZP xb tcxphqxn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-3 | NZL | 107.000 | 3.54 | Eoo | TTT | - | - | - | - | - | Ggrkg | DNND | 11-13 | 6 | 0.25% | 0.256% | 21.61394 |
I-4 | LAH | 241.810 | 3.19 | Qtt | NNN | - | - | - | - | - | Qjwga | Uivrj | 13-15 | 9 | 0.32% | 0.324% | 56.58654 |
W-1 | IFI | 568.000 | 5.98 | J-1 | E-1+ | - | - | - | - | - | Cvtiw | CsuI | -3 zo -1 | -5 | 0.15% | 0.147% | 871.00000 |
E-2 | GXZ | 579.000 | 8.84 | Ezz | VVV | - | - | - | - | - | Uqsrm | EHJH | 4-6 | 0 | 0.18% | 0.181% | 35.96093 |
Tranche Comments
W-1: First Pay: 2021-02-16; Registration: Skyknhkakh;
E-2: First Pay: 2021-02-16; Registration: Oxgpshxqxh;
I-4: First Pay: 2021-02-16; Registration: Ytfzwnttto;
C-3: First Pay: 2021-02-16; Registration: Bbvcgkbubn;
Risk Retention
LO - Wml, LL - Di
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z3 | GYE | 794.000 | 1.66 | - | HHH | GGG | - | - | - | - | Rjohp | IYEU | 28-30 | 18 | 0.40% | 0.403% | 66.27707 |
I1 | HUP | 629.000 | 3.87 | - | P-1+ | Y1+ | - | - | - | - | Hnbcv | IntC | -3 -1 | -5 | 0.18% | 0.184% | 457.00000 |
M4 | ASP | 10.680 | 8.93 | - | UUU | QQQ | - | - | - | - | Jxzex | Szzre | 38-40 | 28 | 0.50% | 0.506% | 99.18680 |
Q2 | ASU | 316.000 | 8.83 | - | III | NNN | - | - | - | - | Nbxbr | THPH | 16-18 | 8 | 0.31% | 0.320% | 49.77075 |
Tranche Comments
I1: First Pay: 2020-10-15; Registration: Rpfbgipmpv;
Z3: First Pay: 2020-10-15; Registration: Ubzxwibybd;
Q2: First Pay: 2020-10-15; Registration: Cozuumoroh;
M4: First Pay: 2020-10-15; Registration: Qeefbweeeu;
Risk Retention
EI LL Emqlqcmqp Hn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2 | LHV | 606.000 | 2.10 | Vdd | TTT | - | - | - | - | - | Wvibe | CEGG | 16-18 | 12 | 1.82% | 1.832% | 40.15122 |
E-3 | GVP | 471.000 | 2.40 | Kee | YYY | - | - | - | - | - | Gzhbe | YBHF | 28-30 | 24 | 1.84% | 1.855% | 75.86034 |
H-4 | MZT | 656.300 | 9.20 | Xyy | ZZZ | - | - | - | - | - | Umkzt | Dwrtc | 34-36 | 30 | 1.88% | 1.896% | 18.31822 |
B-1 | BOB | 507.000 | 8.46 | SA | BQ | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-3: First Pay: 2020-02-18; Registration: Twyzefwhwq;
H-4: First Pay: 2020-02-18; Registration: Oexxekeneh;
B-1: First Pay: 2020-02-18;
P-2: First Pay: 2020-02-18; Registration: Hafqboayan;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-3 | CNH | 887.000 | 5.64 | - | XXX | PPP | - | - | - | - | Gffzf | YDSJ | 37-39 | 33 | 2.00% | 2.018% | 21.63230 |
Q-2 | MRK | 171.000 | 9.50 | - | DDD | UUU | - | - | - | - | Lahcu | PLEE | 27-29 | 24 | 2.01% | 2.025% | 76.29704 |
L-1 | UOG | 740.000 | 9.83 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K-4 | QLL | 813.650 | 3.61 | - | SSS | VVV | - | - | - | - | Asbjf | Dmygb | 44-46 | 41 | 2.05% | 2.068% | 42.39777 |
Tranche Comments
L-1: First Pay: 2019-12-16; Registration: Dfqxumfpfq;
Q-2: First Pay: 2019-12-16; Registration: Unizcgnkni;
K-4: First Pay: 2019-12-16; Registration: Zlypvflmls;
K-3: First Pay: 2019-12-16; Registration: Hzxxyqztzh;
Risk Retention
YS Xxgg Xfafaaxyac Yy.
Pricing Speed
100% OOX Ow Pzszolsb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | KOO | 212.000 | 7.13 | K-1 | L-1+ | - | - | - | - | - | Nafjr | XiyT | 0-2 | -1 | 2.74% | 2.743% | 493.00000 |
V-2 | GCZ | 378.000 | 4.30 | Fbb | XXX | - | - | - | - | - | Aqorh | JDCA | 30-32 | 28 | 3.01% | 3.030% | 58.33150 |
T-4 | LEQ | 69.650 | 4.50 | Nss | TTT | - | - | - | - | - | Cyvyu | Gwdrc | 58-60 | 55 | 3.25% | 3.282% | 36.62474 |
D-3 | WGH | 808.000 | 8.54 | Vii | QQQ | - | - | - | - | - | Qcbgi | XCEP | 40-42 | 37 | 3.10% | 3.122% | 65.38773 |
Tranche Comments
A-1: Registration: Pjpfrr;
V-2: Registration: Tcymyg;
D-3: Registration: Iiqxyf;
T-4: Registration: Ezmzvk;
Pricing Speed
100% LLF xw Lgxpztxy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-3 | FSA | 403.000 | 1.76 | - | ZZZ | WWW | - | - | - | - | Tpiwk | NGGT | 25-28 | 23 | 3.21% | 3.233% | 37.68068 |
F-2 | ZSC | 792.000 | 5.14 | - | OOO | BBB | - | - | - | - | Ptrth | CIYT | 17-20 | 20 | 3.04% | 3.067% | 80.98098 |
L-4 | QVN | 87.700 | 8.23 | - | FFF | KKK | - | - | - | - | Oktng | Rzkmh | 32-35 | 30 | 3.31% | 3.336% | 10.10539 |
B-1 | RXP | 231.000 | 9.98 | - | P-1+ | V1+ | - | - | - | - | Ptgya | RheQ | 5d | 5 | 2.72% | 2.716% | 124.00000 |
Tranche Comments
B-1: Registration: Cwyhpx;
F-2: Registration: Qnzbjc;
Z-3: Registration: Yhicyy;
L-4: Registration: Grphsj;
Pricing Speed
100% GGK ez Sselaxew
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-4 | KMS | 199.771 | 9.90 | - | FFF | ZZZ | - | - | - | - | Tksod | Ecxrh | 30-32 | 27 | 2.51% | 2.532% | 15.82122 |
V-3 | YQQ | 314.000 | 3.31 | - | JJJ | GGG | - | - | - | - | Vlvnj | XTUC | 24-36 | 22 | 2.41% | 2.427% | 36.71363 |
Q-1 | ZMQ | 215.000 | 9.42 | - | R-1+ | V1+ | - | - | - | - | Bmbcv | AKO | 1.70-.75% | - | 1.75% | 1.750% | 223.00000 |
A-2 | EKH | 760.000 | 2.64 | - | FFF | SSS | - | - | - | - | Guxpc | PMAH | 18-20 | 18 | 2.20% | 2.211% | 45.66735 |
Tranche Comments
V-3: Registration: Aljwnx;
V-4: Registration: Wivgbz;
A-2: Registration: Nhbwva;
Q-1: Registration: Qwqkqq;