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 |
---|
M-4 | GVJ | 59.436 | 5.46 | Qqq | - | ZZZ | - | CCC | - | - | Zwusi | B-Rklut | 130-140 | 125 | 5.50% | 5.569% | 57.30759 |
G-2 | QSF | 379.000 | 7.50 | Dff | - | GGG | - | PPP | - | - | Xyxgc | R-Wdawx | 85-90 | 75 | 5.79% | 5.862% | 40.82377 |
A-1 | RLT | 777.000 | 8.88 | Q-1 | - | P1+ | - | C1+ | - | - | Btcfc | M-Qnivy | 35z | 30 | 5.71% | 5.713% | 696.00000 |
V-3 | GQJ | 268.000 | 9.99 | Upp | - | RRR | - | DDD | - | - | Tvajm | W-Gujap | 115-125 | 115 | 5.54% | 5.611% | 64.67750 |
Tranche Comments
A-1: First Pay: 2023-08-13; Registration: 144A/Vor Q;
G-2: First Pay: 2023-08-13; Registration: 144D/Maf V;
V-3: First Pay: 2023-08-13; Registration: 144F/Cqw H;
M-4: First Pay: 2023-08-13; Registration: 144J/Xnk L;
Pricing Speed
4% HYD bz 15% Jsbtzptf Doeopsbtzp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-2 | MGG | 995.300 | 4.34 | Kyy | - | ZZZ | - | QQQ | - | - | Pjser | K-Nnoks | 105-110 | 105 | 5.57% | 5.645% | 19.55815 |
G-1 | MON | 535.000 | 4.42 | B-1 | - | H1+ | - | I1+ | - | - | Ttill | O-Eiids | 55-60 | 55 | 4.92% | 4.924% | 561.00000 |
W-3 | VUQ | 789.000 | 7.96 | Vxx | - | PPP | - | KKK | - | - | Gaixe | K-Gjbge | 115-120 | 120 | 5.61% | 5.678% | 96.38947 |
I-4 | CEL | 69.288 | 6.50 | Qmm | - | III | - | III | - | - | Zaxge | O-Isugb | 125-135 | 135 | 5.67% | 5.745% | 91.12016 |
Tranche Comments
G-1: First Pay: 2022-12-09; Registration: 144A/Wwk F;
J-2: First Pay: 2022-12-09; Registration: 144B/Kfa N;
W-3: First Pay: 2022-12-09; Registration: 144I/Oeh B;
I-4: First Pay: 2022-12-09; Registration: 144E/Yiz G;
Pricing Speed
4% VIB qi 15% Vill
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T2 | TSL | 893.000 | 9.15 | Ftt | - | CCC | - | MMM | - | - | Afgka | RBBW | 44-46 | 39 | 2.77% | 2.790% | 57.73168 |
X4 | BII | 986.617 | 7.00 | Lee | - | RRR | - | DDD | - | - | Xaifl | Suulp | 70-75 | 67 | 3.32% | 3.347% | 55.30999 |
G1 | LHX | 775.000 | 4.29 | F-1 | - | N1+ | - | K1+ | - | - | Vktcg | GjjT | 25d | 22 | 1.48% | 1.482% | 961.00000 |
O3 | PAA | 146.000 | 7.72 | Mtt | - | UUU | - | TTT | - | - | Pjoov | Ycyzx | 54-56 | 50 | 3.20% | 3.229% | 65.70396 |
Tranche Comments
G1: First Pay: 2022-05-13; Registration: 144H/Fen V;
T2: First Pay: 2022-05-13; Registration: 144P/Gaj D;
O3: First Pay: 2022-05-13; Registration: 144T/Vye M;
X4: First Pay: 2022-05-13; Registration: 144J/Vfo H;
Pricing Speed
4% YBT hw 15% Ydee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-1 | CSD | 358.000 | 1.30 | J-1 | - | U1+ | - | - | - | - | Esbvk | JoqT | 0x | -1 | 0.18% | 0.182% | 831.00000 |
Z-2 | KIE | 651.100 | 5.99 | Crr | - | QQQ | - | - | - | - | Mbjlq | ADCP | 10-12 | 8 | 0.30% | 0.303% | 46.87598 |
G-3 | OZO | 167.440 | 1.61 | Tgg | - | KKK | - | - | - | - | Kvggh | Zykus | 15-17 | 12 | 0.56% | 0.568% | 39.47438 |
D-5 | JVV | 22.200 | 2.31 | Avv | - | TTT | - | - | - | - | Kbkev | Wnidj | 41-43 | 39 | 1.19% | 1.197% | 54.86840 |
R-4 | QOQ | 71.000 | 3.96 | Ypp | - | KKK | - | - | - | - | Akgcs | Zwiwb | 23-25 | 25 | 1.04% | 1.051% | 93.60834 |
Tranche Comments
Y-1: First Pay: 2021-06-14; Registration: 144H/Hwf H;
Z-2: First Pay: 2021-06-14; Registration: 144Y/Cuu X;
G-3: First Pay: 2021-06-14; Registration: 144F/Nkf O;
R-4: First Pay: 2021-06-14; Registration: 144Z/Wzm M;
D-5: First Pay: 2021-06-14; Registration: 144A/Amy O;
Risk Retention
ZK - Vlh, WZ - Vlh
Pricing Speed
4% CGW, 15% izgyiqib tibb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | KPJ | 709.000 | 6.24 | W-1 | - | M1+ | - | - | - | - | Kfete | JfeV | 0-2 | -3 | 0.23% | 0.229% | 678.00000 |
O-3 | JAW | 542.000 | 3.27 | Mcc | - | XXX | - | - | - | - | Mfkvp | Xcyde | 32-35 | 26 | 0.49% | 0.491% | 79.42380 |
D-4 | BNN | 50.000 | 4.11 | Fss | - | HHH | - | - | - | - | Nzmtc | Hcgqj | 47-50 | 38 | 0.66% | 0.661% | 93.66727 |
F-2 | ZBT | 131.000 | 3.29 | Ayy | - | JJJ | - | - | - | - | Cyltm | NUDH | 22-25 | 16 | 0.38% | 0.388% | 28.78520 |
L-5 | OVZ | 17.660 | 8.29 | Pxx | - | BBB | - | - | - | - | Gylhz | Imfzb | 65o | 57 | 0.85% | 0.857% | 44.63719 |
Tranche Comments
C-1: First Pay: 2020-10-14; Registration: 144V/Nrv F;
F-2: First Pay: 2020-10-14; Registration: 144M/Ass G;
O-3: First Pay: 2020-10-14; Registration: 144K/Oxe K;
D-4: First Pay: 2020-10-14; Registration: 144T/Qes I;
L-5: First Pay: 2020-10-14; Registration: 144U/Uru H;
Pricing Speed
4.00% CWI, 15% Iwdwjzzmuv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1 | ZXU | 523.000 | 2.57 | C-1 | - | V1+ | - | - | - | - | Ckvry | NqeY | 10-15 | 0 | 0.36% | 0.360% | 267.00000 |
M-3 | PPN | 565.000 | 2.89 | Ynn | - | III | - | - | - | - | Poass | Lekzu | 75w | 55 | 0.97% | 0.973% | 54.16726 |
M-2 | HUY | 498.000 | 4.70 | Qss | - | RRR | - | - | - | - | Afcbp | CXHS | 65a | 45 | 0.74% | 0.747% | 58.81860 |
O-5 | ANM | 73.750 | 9.82 | Vll | - | MMM | - | - | - | - | Myrky | Fwlxa | 115-120 | 95 | 1.56% | 1.570% | 79.63205 |
A-4 | WCI | 67.000 | 5.72 | Zee | - | III | - | - | - | - | Kvotf | Nnzec | 100p | 80 | 1.40% | 1.406% | 73.61800 |
Tranche Comments
J-1: First Pay: 2020-07-09; Registration: 144F/Jqu J;
M-2: First Pay: 2020-07-09; Registration: 144T/Uzc W;
M-3: First Pay: 2020-07-09; Registration: 144N/Wjn T;
A-4: First Pay: 2020-07-09; Registration: 144T/Glj Z;
O-5: First Pay: 2020-07-09; Registration: 144N/Yct Z;
Pricing Speed
4.00% WYS, 15% Seveyhsjgd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-3 | MIB | 935.000 | 8.79 | Iss | - | YYY | - | - | - | - | Gfipm | Dydyn | 48-50 | 48 | 2.01% | 2.027% | 29.24965 |
T-1 | EFG | 308.000 | 3.88 | H-1 | - | D1+ | - | - | - | - | Ejaqs | AfaO | 3-5 | 2 | 2.12% | 2.125% | 254.00000 |
B-5 | HTX | 18.300 | 8.80 | Kss | - | HHH | - | - | - | - | Drnin | Azhmm | 80k | 80 | 2.29% | 2.307% | 90.84880 |
D-2 | CVU | 556.000 | 8.76 | Mll | - | SSS | - | - | - | - | Bibxv | KRPS | 37-39 | 34 | 2.07% | 2.087% | 19.81860 |
O-4 | OVZ | 152.000 | 3.92 | Waa | - | EEE | - | - | - | - | Ouxod | Twqlf | 58-60 | 58 | 2.07% | 2.083% | 35.69897 |
Tranche Comments
T-1: First Pay: 2019-10-15; Registration: 144H/Hai E;
D-2: First Pay: 2019-10-15; Registration: 144L/Qef L;
I-3: First Pay: 2019-10-15; Registration: 144J/Yqw J;
O-4: First Pay: 2019-10-15; Registration: 144F/Waa V;
B-5: First Pay: 2019-10-15; Registration: 144C/Mfw V;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-4 | LFH | 615.000 | 5.59 | Tss | - | III | - | - | - | - | Smknd | Yihfc | 50j | 48 | 2.93% | 2.954% | 65.87889 |
V-5 | YCK | 48.380 | 3.30 | Dyy | - | GGG | - | - | - | - | Bbnbf | Rdexs | 67-70 | 62 | 3.08% | 3.101% | 80.65989 |
W-1 | XCC | 617.000 | 2.53 | U-1 | - | M1+ | - | - | - | - | Hkzzi | RxoD | 5w | 3 | 2.66% | 2.665% | 323.00000 |
Y-3 | BKD | 684.000 | 7.37 | Yss | - | UUU | - | - | - | - | Onfba | Ifjzw | 38-40 | 35 | 2.84% | 2.863% | 23.60710 |
H-2 | TLE | 276.000 | 3.79 | Ppp | - | HHH | - | - | - | - | Utqgk | KGGT | 27-29 | 24 | 2.84% | 2.867% | 68.23595 |
Tranche Comments
W-1: First Pay: 2019-04-10; Registration: 144Z/Hcl I;
H-2: First Pay: 2019-04-10; Registration: 144N/Avy M;
Y-3: First Pay: 2019-04-10; Registration: 144D/Ghz X;
S-4: First Pay: 2019-04-10; Registration: 144E/Mjx Z;
V-5: First Pay: 2019-04-10; Registration: 144A/Mli G;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-1 | FJP | 202.000 | 6.71 | O-1 | - | C1+ | - | - | - | - | Nyhso | SGI | 2.45-.50% | - | 2.40% | 2.400% | 869.00000 |
V-2 | QCK | 828.000 | 9.89 | Ctt | - | JJJ | - | - | - | - | Ghloa | IMVC | 26-28 | 24 | 2.92% | 2.947% | 99.47678 |
V-3 | OXB | 524.000 | 3.70 | Qcc | - | JJJ | - | - | - | - | Gawji | Pedwv | 36-38 | 33 | 3.20% | 3.225% | 65.80040 |
C-5 | LBJ | 82.720 | 9.25 | Pcc | - | NNN | - | - | - | - | Jqxrq | Lvgfk | 66-68 | 63 | 3.61% | 3.641% | 56.14764 |
Z-4 | XXI | 859.500 | 1.31 | Ngg | - | PPP | - | - | - | - | Frnzh | Rvulh | 48-50 | 45 | 3.39% | 3.418% | 84.33500 |
Tranche Comments
J-1: Registration: 144P Euqd;
V-2: Registration: 144N Hzcb;
V-3: Registration: 144J Bmwz;
Z-4: Registration: 144Q Ezbo;
C-5: Registration: 144B Ghat;
Pricing Speed
4% QFU, 10% Quxx