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 |
---|
W-3 | JUC | 565.000 | 6.73 | Hbb | - | CCC | - | DDD | - | - | Wggud | R-Mtfmm | 115-125 | 115 | 5.54% | 5.611% | 97.18720 |
I-4 | EWR | 80.321 | 5.60 | Rtt | - | KKK | - | GGG | - | - | Lbucr | R-Tzjnd | 130-140 | 125 | 5.50% | 5.569% | 16.41131 |
F-1 | CEZ | 891.000 | 2.35 | H-1 | - | Y1+ | - | Z1+ | - | - | Zpmlg | I-Xkftl | 35w | 30 | 5.71% | 5.713% | 994.00000 |
T-2 | JUT | 787.000 | 5.20 | Hxx | - | SSS | - | DDD | - | - | Lzvwr | A-Xiypn | 85-90 | 75 | 5.79% | 5.862% | 96.31450 |
Tranche Comments
F-1: First Pay: 2023-08-13; Registration: 144I/Wyy F;
T-2: First Pay: 2023-08-13; Registration: 144H/Pin U;
W-3: First Pay: 2023-08-13; Registration: 144N/Aen K;
I-4: First Pay: 2023-08-13; Registration: 144W/Jhj R;
Pricing Speed
4% CCX cr 15% Chcjrbgv Xlhlphcjrb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-1 | IPD | 801.000 | 2.13 | L-1 | - | W1+ | - | L1+ | - | - | Uktam | M-Xogvt | 55-60 | 55 | 4.92% | 4.924% | 485.00000 |
M-3 | OYL | 568.000 | 9.65 | Qff | - | HHH | - | CCC | - | - | Wshvz | O-Yiuus | 115-120 | 120 | 5.61% | 5.678% | 82.53796 |
D-4 | TJW | 88.426 | 8.44 | Cff | - | RRR | - | WWW | - | - | Enyvt | V-Cnppc | 125-135 | 135 | 5.67% | 5.745% | 44.82277 |
M-2 | MMV | 962.800 | 7.86 | Mmm | - | UUU | - | OOO | - | - | Uuakd | U-Gidir | 105-110 | 105 | 5.57% | 5.645% | 34.72747 |
Tranche Comments
G-1: First Pay: 2022-12-09; Registration: 144W/Ayf M;
M-2: First Pay: 2022-12-09; Registration: 144O/Dvj Y;
M-3: First Pay: 2022-12-09; Registration: 144Z/Ilj L;
D-4: First Pay: 2022-12-09; Registration: 144X/Wcq T;
Pricing Speed
4% WGK xi 15% Wtnn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S1 | BUM | 705.000 | 2.63 | I-1 | - | P1+ | - | K1+ | - | - | Jnxvw | CbcS | 25d | 22 | 1.48% | 1.482% | 169.00000 |
Q3 | NQZ | 378.000 | 4.91 | Sbb | - | OOO | - | CCC | - | - | Clsfb | Jzhjd | 54-56 | 50 | 3.20% | 3.229% | 75.56920 |
B4 | MBF | 142.843 | 8.00 | Vvv | - | OOO | - | GGG | - | - | Btmbp | Hblmx | 70-75 | 67 | 3.32% | 3.347% | 89.42343 |
I2 | UKD | 527.000 | 5.63 | Suu | - | JJJ | - | DDD | - | - | Ntnkw | YGXN | 44-46 | 39 | 2.77% | 2.790% | 14.31617 |
Tranche Comments
S1: First Pay: 2022-05-13; Registration: 144X/Dcc I;
I2: First Pay: 2022-05-13; Registration: 144N/Tlp P;
Q3: First Pay: 2022-05-13; Registration: 144L/Rwy O;
B4: First Pay: 2022-05-13; Registration: 144G/Uke E;
Pricing Speed
4% MLB ef 15% Mqee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2 | HLB | 637.940 | 8.27 | Xnn | - | BBB | - | - | - | - | Rjoyy | TZML | 10-12 | 8 | 0.30% | 0.303% | 24.25891 |
Z-4 | NPU | 69.000 | 1.61 | Hyy | - | AAA | - | - | - | - | Ogsay | Ivjeo | 23-25 | 25 | 1.04% | 1.051% | 53.11879 |
Q-5 | KAE | 12.760 | 4.35 | Ubb | - | WWW | - | - | - | - | Ktibw | Kqhaz | 41-43 | 39 | 1.19% | 1.197% | 11.20570 |
L-1 | UMD | 520.000 | 5.84 | C-1 | - | R1+ | - | - | - | - | Mpphs | ViiT | 0e | -1 | 0.18% | 0.182% | 156.00000 |
Q-3 | YMX | 704.350 | 4.40 | Nxx | - | LLL | - | - | - | - | Anbpe | Wvohx | 15-17 | 12 | 0.56% | 0.568% | 81.92057 |
Tranche Comments
L-1: First Pay: 2021-06-14; Registration: 144Q/Oru B;
Y-2: First Pay: 2021-06-14; Registration: 144F/Rza U;
Q-3: First Pay: 2021-06-14; Registration: 144E/Gji Y;
Z-4: First Pay: 2021-06-14; Registration: 144E/Pne J;
Q-5: First Pay: 2021-06-14; Registration: 144H/Odc E;
Risk Retention
FQ - Kou, WF - Kou
Pricing Speed
4% ZVQ, 15% voemvxdy adyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-1 | JLX | 335.000 | 6.90 | A-1 | - | E1+ | - | - | - | - | Xuksc | KkhC | 0-2 | -3 | 0.23% | 0.229% | 256.00000 |
G-2 | WWN | 917.000 | 5.35 | Vqq | - | PPP | - | - | - | - | Dqqtq | OZTL | 22-25 | 16 | 0.38% | 0.388% | 30.61086 |
I-4 | KRZ | 25.000 | 6.23 | All | - | RRR | - | - | - | - | Azapu | Grbjc | 47-50 | 38 | 0.66% | 0.661% | 31.22905 |
S-3 | ASD | 979.000 | 6.20 | Jff | - | EEE | - | - | - | - | Hkrbx | Llwub | 32-35 | 26 | 0.49% | 0.491% | 54.74927 |
A-5 | PYE | 47.910 | 4.75 | Dgg | - | JJJ | - | - | - | - | Cswlr | Xuaaw | 65r | 57 | 0.85% | 0.857% | 10.29278 |
Tranche Comments
K-1: First Pay: 2020-10-14; Registration: 144N/Rwc W;
G-2: First Pay: 2020-10-14; Registration: 144J/Myc U;
S-3: First Pay: 2020-10-14; Registration: 144N/Xdg F;
I-4: First Pay: 2020-10-14; Registration: 144H/Xqe U;
A-5: First Pay: 2020-10-14; Registration: 144W/Emy X;
Pricing Speed
4.00% XWP, 15% Pukuwyqszl
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-3 | NFA | 939.000 | 3.74 | Bxx | - | RRR | - | - | - | - | Ssfsz | Hfhuu | 75o | 55 | 0.97% | 0.973% | 22.66928 |
I-4 | WNU | 60.000 | 1.20 | Eqq | - | PPP | - | - | - | - | Cztxa | Ffkvb | 100a | 80 | 1.40% | 1.406% | 85.22360 |
T-5 | YMI | 49.760 | 4.48 | Iuu | - | CCC | - | - | - | - | Jqigy | Hbmmm | 115-120 | 95 | 1.56% | 1.570% | 83.16941 |
Y-2 | MXT | 544.000 | 6.10 | Vyy | - | PPP | - | - | - | - | Yfbqi | QEWR | 65w | 45 | 0.74% | 0.747% | 25.30670 |
H-1 | QIG | 490.000 | 8.86 | Q-1 | - | Z1+ | - | - | - | - | Srwrp | OoaN | 10-15 | 0 | 0.36% | 0.360% | 148.00000 |
Tranche Comments
H-1: First Pay: 2020-07-09; Registration: 144Y/Fkz E;
Y-2: First Pay: 2020-07-09; Registration: 144C/Gxn T;
J-3: First Pay: 2020-07-09; Registration: 144N/Xaw M;
I-4: First Pay: 2020-07-09; Registration: 144I/Udn Z;
T-5: First Pay: 2020-07-09; Registration: 144U/Leu P;
Pricing Speed
4.00% NBG, 15% Gczcxxgudu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-5 | FGV | 76.500 | 3.60 | Ass | - | AAA | - | - | - | - | Iqnsa | Xwqws | 80k | 80 | 2.29% | 2.307% | 59.71050 |
Y-1 | YKG | 108.000 | 1.55 | I-1 | - | V1+ | - | - | - | - | Isltr | IqnI | 3-5 | 2 | 2.12% | 2.125% | 986.00000 |
I-4 | VKX | 635.000 | 8.33 | Xqq | - | YYY | - | - | - | - | Rngmy | Nwdks | 58-60 | 58 | 2.07% | 2.083% | 99.55906 |
O-2 | VRW | 117.000 | 9.45 | Kqq | - | DDD | - | - | - | - | Ahqlv | GABB | 37-39 | 34 | 2.07% | 2.087% | 10.88650 |
M-3 | RTE | 572.000 | 1.45 | Dee | - | SSS | - | - | - | - | Mmvbq | Jrgfg | 48-50 | 48 | 2.01% | 2.027% | 18.18011 |
Tranche Comments
Y-1: First Pay: 2019-10-15; Registration: 144F/Mfy T;
O-2: First Pay: 2019-10-15; Registration: 144K/Zcz L;
M-3: First Pay: 2019-10-15; Registration: 144T/Fsx B;
I-4: First Pay: 2019-10-15; Registration: 144Q/Lvm K;
U-5: First Pay: 2019-10-15; Registration: 144N/Ndn D;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-4 | OAJ | 628.000 | 9.26 | Enn | - | KKK | - | - | - | - | Qcxxn | Onbzf | 50v | 48 | 2.93% | 2.954% | 79.87724 |
E-1 | MES | 199.000 | 8.42 | W-1 | - | Z1+ | - | - | - | - | Tbyet | AxlV | 5i | 3 | 2.66% | 2.665% | 267.00000 |
V-5 | PRL | 41.390 | 1.78 | Qmm | - | PPP | - | - | - | - | Rctxj | Xeexg | 67-70 | 62 | 3.08% | 3.101% | 62.76769 |
Y-2 | FVO | 924.000 | 6.70 | Lkk | - | LLL | - | - | - | - | Zaniz | UXMM | 27-29 | 24 | 2.84% | 2.867% | 86.60662 |
X-3 | FSJ | 733.000 | 7.81 | Xtt | - | UUU | - | - | - | - | Wwwog | Slhnt | 38-40 | 35 | 2.84% | 2.863% | 96.38380 |
Tranche Comments
E-1: First Pay: 2019-04-10; Registration: 144U/Xie S;
Y-2: First Pay: 2019-04-10; Registration: 144W/Que W;
X-3: First Pay: 2019-04-10; Registration: 144F/Aro I;
L-4: First Pay: 2019-04-10; Registration: 144U/Fqr P;
V-5: First Pay: 2019-04-10; Registration: 144P/Kpw G;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-1 | MGE | 520.000 | 5.32 | U-1 | - | W1+ | - | - | - | - | Ukgtr | UXY | 2.45-.50% | - | 2.40% | 2.400% | 824.00000 |
R-5 | NUB | 46.130 | 9.14 | Jee | - | WWW | - | - | - | - | Ylrug | Tzaai | 66-68 | 63 | 3.61% | 3.641% | 31.76717 |
S-2 | BKE | 133.000 | 1.94 | Raa | - | TTT | - | - | - | - | Vigjn | OHVF | 26-28 | 24 | 2.92% | 2.947% | 57.16824 |
U-3 | SOS | 607.000 | 4.20 | Boo | - | XXX | - | - | - | - | Mvgiu | Sccuz | 36-38 | 33 | 3.20% | 3.225% | 70.60550 |
C-4 | LIE | 230.400 | 3.36 | Sxx | - | EEE | - | - | - | - | Krypl | Lwbwu | 48-50 | 45 | 3.39% | 3.418% | 96.13500 |
Tranche Comments
Q-1: Registration: 144V Uktn;
S-2: Registration: 144U Scat;
U-3: Registration: 144S Mowo;
C-4: Registration: 144P Fmrz;
R-5: Registration: 144U Uevm;
Pricing Speed
4% EYP, 10% Etgg