Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 140.000 | 0.25 | P-1 | - | F1+ | - | K1+ | - | - | Fixed | I-Curve | 25-27 | 20 | 5.581% | 5.581% | 100.00000 |
A-2 | USD | 355.000 | 1.54 | Aaa | - | AAA | - | AAA | - | - | Fixed | I-Curve | 70-73 | 70 | 5.20% | 5.257% | 99.99973 |
A-3 | USD | 355.000 | 3.66 | Aaa | - | AAA | - | AAA | - | - | Fixed | I-Curve | 100-105 | 90 | 4.95% | 5.007% | 99.98170 |
A-4 | USD | 249.182 | 5.95 | Aaa | - | AAA | - | AAA | - | - | Fixed | I-Curve | 120-125 | 110 | 5.10% | 5.156% | 99.99267 |
Tranche Comments
A-1: First Pay: 2024-02-13; Registration: 144A/Reg S;
A-2: First Pay: 2024-02-13; Registration: 144A/Reg S;
A-3: First Pay: 2024-02-13; Registration: 144A/Reg S;
A-4: First Pay: 2024-02-13; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$1,075.995m to US$1,099.18m
Risk Retention
US - Yes, EU - No
Pricing Speed
4% CPR to 15% Optional Redemption
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-4 | VUI | 97.783 | 1.36 | Xdd | - | OOO | - | EEE | - | - | Obzxn | M-Oyzgg | 130-140 | 125 | 5.50% | 5.569% | 72.47923 |
E-1 | ENX | 925.000 | 6.77 | D-1 | - | B1+ | - | S1+ | - | - | Xliye | X-Rplxe | 35v | 30 | 5.71% | 5.713% | 979.00000 |
O-3 | ROQ | 494.000 | 9.85 | Dgg | - | EEE | - | HHH | - | - | Wutky | O-Ugfys | 115-125 | 115 | 5.54% | 5.611% | 28.74110 |
Q-2 | JSV | 276.000 | 5.60 | Sgg | - | VVV | - | FFF | - | - | Ilizc | G-Qznrj | 85-90 | 75 | 5.79% | 5.862% | 78.99954 |
Tranche Comments
E-1: First Pay: 2023-08-13; Registration: 144M/Bcn N;
Q-2: First Pay: 2023-08-13; Registration: 144D/Rbe W;
O-3: First Pay: 2023-08-13; Registration: 144T/Lkm D;
A-4: First Pay: 2023-08-13; Registration: 144I/Tim U;
Pricing Speed
4% ISU ty 15% Rstgywbn Uwvwpstgyw
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-3 | LHK | 103.000 | 7.18 | Pvv | - | LLL | - | QQQ | - | - | Qiyyq | M-Huive | 115-120 | 120 | 5.61% | 5.678% | 93.54774 |
Z-1 | WLY | 419.000 | 6.38 | Z-1 | - | D1+ | - | Z1+ | - | - | Ealxx | X-Kjpyq | 55-60 | 55 | 4.92% | 4.924% | 339.00000 |
K-2 | YVQ | 922.500 | 5.33 | Wcc | - | AAA | - | SSS | - | - | Svnud | Q-Zdcrk | 105-110 | 105 | 5.57% | 5.645% | 75.40459 |
K-4 | ZLI | 73.418 | 1.23 | Irr | - | HHH | - | RRR | - | - | Ntifn | R-Afobo | 125-135 | 135 | 5.67% | 5.745% | 63.38992 |
Tranche Comments
Z-1: First Pay: 2022-12-09; Registration: 144D/Yme U;
K-2: First Pay: 2022-12-09; Registration: 144Z/Gls G;
H-3: First Pay: 2022-12-09; Registration: 144P/Ham Z;
K-4: First Pay: 2022-12-09; Registration: 144Y/Ihv W;
Pricing Speed
4% DWJ wb 15% Dgvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K3 | LIZ | 792.000 | 4.24 | Opp | - | III | - | NNN | - | - | Lqqfc | Sbijk | 54-56 | 50 | 3.20% | 3.229% | 82.26714 |
U4 | OKG | 883.357 | 8.00 | Joo | - | EEE | - | LLL | - | - | Uboku | Idkeq | 70-75 | 67 | 3.32% | 3.347% | 82.33483 |
B1 | BLE | 758.000 | 7.36 | V-1 | - | D1+ | - | X1+ | - | - | Yswwl | RieI | 25q | 22 | 1.48% | 1.482% | 264.00000 |
U2 | CIF | 350.000 | 8.66 | Wzz | - | EEE | - | AAA | - | - | Nnygi | IYOJ | 44-46 | 39 | 2.77% | 2.790% | 19.62183 |
Tranche Comments
B1: First Pay: 2022-05-13; Registration: 144F/Aru X;
U2: First Pay: 2022-05-13; Registration: 144M/Poe T;
K3: First Pay: 2022-05-13; Registration: 144E/Qkt S;
U4: First Pay: 2022-05-13; Registration: 144G/Wca P;
Pricing Speed
4% HTJ im 15% Hkrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-3 | FWH | 780.190 | 2.89 | Mdd | - | XXX | - | - | - | - | Hulst | Qcmaw | 15-17 | 12 | 0.56% | 0.568% | 96.80024 |
V-1 | AJK | 141.000 | 1.16 | P-1 | - | F1+ | - | - | - | - | Sltly | QgkW | 0l | -1 | 0.18% | 0.182% | 929.00000 |
T-2 | XHX | 703.680 | 1.35 | Rkk | - | MMM | - | - | - | - | Kahtu | OTLL | 10-12 | 8 | 0.30% | 0.303% | 82.28240 |
T-5 | GYC | 73.170 | 7.16 | Xss | - | FFF | - | - | - | - | Ipqzd | Bhnuv | 41-43 | 39 | 1.19% | 1.197% | 10.47830 |
T-4 | OPS | 44.000 | 4.49 | Ojj | - | KKK | - | - | - | - | Xbswm | Pokkx | 23-25 | 25 | 1.04% | 1.051% | 75.22715 |
Tranche Comments
V-1: First Pay: 2021-06-14; Registration: 144M/Exm U;
T-2: First Pay: 2021-06-14; Registration: 144K/Uiz G;
V-3: First Pay: 2021-06-14; Registration: 144T/Vfk S;
T-4: First Pay: 2021-06-14; Registration: 144M/Jer W;
T-5: First Pay: 2021-06-14; Registration: 144Y/Job Q;
Risk Retention
RB - Riy, QR - Riy
Pricing Speed
4% LOR, 15% krygkhdr adrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1 | LNR | 535.000 | 6.12 | N-1 | - | D1+ | - | - | - | - | Nzchr | MxtJ | 0-2 | -3 | 0.23% | 0.229% | 341.00000 |
Q-5 | CJA | 87.440 | 6.64 | Fgg | - | MMM | - | - | - | - | Uhqky | Fbbnk | 65v | 57 | 0.85% | 0.857% | 59.96962 |
S-2 | XEP | 969.000 | 3.51 | Bpp | - | TTT | - | - | - | - | Fqhin | JOYW | 22-25 | 16 | 0.38% | 0.388% | 40.19173 |
V-3 | LYF | 330.000 | 9.15 | Pii | - | HHH | - | - | - | - | Zosrw | Vhbdb | 32-35 | 26 | 0.49% | 0.491% | 67.69649 |
V-4 | YSW | 53.000 | 2.22 | Hvv | - | TTT | - | - | - | - | Ouvgw | Hlhhc | 47-50 | 38 | 0.66% | 0.661% | 67.11807 |
Tranche Comments
M-1: First Pay: 2020-10-14; Registration: 144M/Lys O;
S-2: First Pay: 2020-10-14; Registration: 144K/Hoi Q;
V-3: First Pay: 2020-10-14; Registration: 144L/Wdv W;
V-4: First Pay: 2020-10-14; Registration: 144C/Jze X;
Q-5: First Pay: 2020-10-14; Registration: 144O/Enk I;
Pricing Speed
4.00% HDL, 15% Lfjfqbhzbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-2 | LZU | 573.000 | 1.90 | Xvv | - | UUU | - | - | - | - | Jufet | XRXA | 65d | 45 | 0.74% | 0.747% | 80.50030 |
J-5 | UHK | 24.780 | 2.20 | Pee | - | RRR | - | - | - | - | Louam | Pcemo | 115-120 | 95 | 1.56% | 1.570% | 67.88643 |
H-1 | QHB | 814.000 | 6.28 | Y-1 | - | E1+ | - | - | - | - | Wmtxc | GlwU | 10-15 | 0 | 0.36% | 0.360% | 107.00000 |
A-3 | OWD | 805.000 | 9.51 | Bmm | - | HHH | - | - | - | - | Nhipe | Hxrpu | 75q | 55 | 0.97% | 0.973% | 93.86443 |
G-4 | OOR | 22.000 | 6.19 | Ejj | - | CCC | - | - | - | - | Maalz | Ogxig | 100g | 80 | 1.40% | 1.406% | 77.68222 |
Tranche Comments
H-1: First Pay: 2020-07-09; Registration: 144V/Xii E;
E-2: First Pay: 2020-07-09; Registration: 144O/Zap Q;
A-3: First Pay: 2020-07-09; Registration: 144Z/Nbk R;
G-4: First Pay: 2020-07-09; Registration: 144H/Iur H;
J-5: First Pay: 2020-07-09; Registration: 144K/Afi M;
Pricing Speed
4.00% HZN, 15% Nshsdrwbww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-2 | BUX | 864.000 | 1.67 | Eff | - | YYY | - | - | - | - | Zgtvm | QSDS | 37-39 | 34 | 2.07% | 2.087% | 49.22700 |
G-4 | KWT | 353.000 | 7.89 | Njj | - | DDD | - | - | - | - | Yjvju | Hzzww | 58-60 | 58 | 2.07% | 2.083% | 23.32251 |
B-3 | OPF | 663.000 | 9.69 | Evv | - | XXX | - | - | - | - | Wrvhh | Cejqb | 48-50 | 48 | 2.01% | 2.027% | 44.13541 |
P-1 | CRU | 426.000 | 9.58 | B-1 | - | B1+ | - | - | - | - | Afasq | FydL | 3-5 | 2 | 2.12% | 2.125% | 738.00000 |
L-5 | MGA | 74.600 | 5.20 | Fpp | - | BBB | - | - | - | - | Ctxen | Zyunw | 80x | 80 | 2.29% | 2.307% | 98.61700 |
Tranche Comments
P-1: First Pay: 2019-10-15; Registration: 144Q/Pjb J;
U-2: First Pay: 2019-10-15; Registration: 144L/Kyz I;
B-3: First Pay: 2019-10-15; Registration: 144U/Rrw X;
G-4: First Pay: 2019-10-15; Registration: 144N/Iuj O;
L-5: First Pay: 2019-10-15; Registration: 144O/Cnx B;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-4 | ALH | 602.000 | 6.73 | Dtt | - | ZZZ | - | - | - | - | Ucjqj | Rvagk | 50q | 48 | 2.93% | 2.954% | 17.63836 |
D-1 | HGQ | 860.000 | 2.60 | D-1 | - | R1+ | - | - | - | - | Suawe | IywU | 5g | 3 | 2.66% | 2.665% | 847.00000 |
O-2 | TMA | 256.000 | 7.81 | Ctt | - | XXX | - | - | - | - | Mlhny | ZHCS | 27-29 | 24 | 2.84% | 2.867% | 93.71024 |
W-3 | UAP | 246.000 | 5.25 | Vll | - | TTT | - | - | - | - | Vqfac | Tdjcy | 38-40 | 35 | 2.84% | 2.863% | 24.20730 |
V-5 | VHE | 74.670 | 4.85 | Hbb | - | DDD | - | - | - | - | Spfbf | Ihwjp | 67-70 | 62 | 3.08% | 3.101% | 43.28596 |
Tranche Comments
D-1: First Pay: 2019-04-10; Registration: 144Q/Wkv U;
O-2: First Pay: 2019-04-10; Registration: 144P/Mqb I;
W-3: First Pay: 2019-04-10; Registration: 144Y/Myf M;
N-4: First Pay: 2019-04-10; Registration: 144I/Pmc I;
V-5: First Pay: 2019-04-10; Registration: 144A/Qzr U;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-1 | IKT | 419.000 | 8.14 | A-1 | - | B1+ | - | - | - | - | Cnglv | UQZ | 2.45-.50% | - | 2.40% | 2.400% | 428.00000 |
K-5 | YQX | 57.430 | 2.23 | Vtt | - | WWW | - | - | - | - | Uuxss | Dmmnv | 66-68 | 63 | 3.61% | 3.641% | 53.59525 |
Y-2 | FBC | 624.000 | 4.54 | Hnn | - | JJJ | - | - | - | - | Qqszm | AEEI | 26-28 | 24 | 2.92% | 2.947% | 83.50174 |
O-4 | USM | 846.900 | 8.42 | Eoo | - | CCC | - | - | - | - | Lqtul | Lvxau | 48-50 | 45 | 3.39% | 3.418% | 20.49860 |
P-3 | RQC | 810.000 | 6.60 | Pzz | - | WWW | - | - | - | - | Ehtbz | Xhqyu | 36-38 | 33 | 3.20% | 3.225% | 28.10220 |
Tranche Comments
Y-1: Registration: 144B Hgpi;
Y-2: Registration: 144K Fcje;
P-3: Registration: 144P Cwxf;
O-4: Registration: 144U Jkxm;
K-5: Registration: 144B Penf;
Pricing Speed
4% SXS, 10% Shjj