Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 392.300 | 0.30 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | - | 12 | 5.015% | 5.015% | 100.00000 |
A-2A | USD | 245.000 | 1.18 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 48-50 | 44 | 4.36% | 4.409% | 99.98969 |
A-2B | USD | 293.000 | 1.18 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 48-50 | 43 | SOFR+43 | - | 100.00000 |
A-3 | USD | 538.000 | 2.64 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 65-67 | 60 | 4.06% | 4.104% | 99.97674 |
A-4 | USD | 95.330 | 3.66 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 78-80 | 74 | 4.15% | 4.188% | 99.99352 |
Tranche Comments
A-1: First Pay: 2024-10-15; Registration: Registered; Comments: Pre-placed;
A-2A: First Pay: 2024-10-15; Registration: Registered;
A-2B: First Pay: 2024-10-15; Registration: Registered;
A-3: First Pay: 2024-10-15; Registration: Registered;
A-4: First Pay: 2024-10-15; Registration: Registered;
Deal Comments
The deal was upsized from US$1.395bn to US$1.56bn
Pricing Speed
14% CPR to 10% Clean-Up Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-1 | WOF | 531.000 | 2.91 | U-1 | - | Q1+ | - | - | - | - | Ebyuq | Z-Uqgdw | - | 12 | 5.51% | 5.510% | 893.00000 |
M-2M | BJV | 918.000 | 4.15 | Hvv | - | XXX | - | - | - | - | Succa | Y-Ccmvc | 40-42 | 37 | 5.42% | 5.487% | 27.56410 |
U-3 | BEY | 403.660 | 1.34 | Aqq | - | RRR | - | - | - | - | Zoyrn | P-Wtdgi | 57-59 | 54 | 5.20% | 5.265% | 82.57355 |
T-4 | EVV | 50.169 | 6.67 | Vgg | - | OOO | - | - | - | - | Goyiv | U-Pigyb | 70d | 67 | 5.19% | 5.250% | 35.26521 |
E-2R | TOO | 893.690 | 1.40 | Ppp | - | OOO | - | - | - | - | Owbjztpp | GGLY | 40-42 | 37 | NKOJ+37 | - | 272.00000 |
Tranche Comments
G-1: First Pay: 2024-07-15; Registration: Igwcicgrgg; Comments: Rmu-Rhzwun;
M-2M: First Pay: 2024-07-15; Registration: Ywnhswwwwm;
E-2R: First Pay: 2024-07-15; Registration: Ilfelhlllt;
U-3: First Pay: 2024-07-15; Registration: Iwgakawgwk;
T-4: First Pay: 2024-07-15; Registration: Nymynqyoyt;
Deal Comments
Vgx wxue vuj yhjeyxw awug ZM$1.3fv wu ZM$1.5fv
Pricing Speed
16% GEW wg 10% Gjhih-Es Gijj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-2Q | AQN | 104.510 | 8.57 | Jgg | - | DDD | - | - | - | - | Lffmcdip | QMUT | 44-46 | 37 | JAOI+37 | - | 639.00000 |
Y-4 | PEJ | 47.670 | 3.27 | App | - | SSS | - | - | - | - | Vvmpg | A-Pysqo | 80-82 | 74 | 4.91% | 4.966% | 88.63734 |
H-2H | QHY | 532.000 | 7.11 | Qzz | - | WWW | - | - | - | - | Jpnbq | G-Adyks | 44-46 | 37 | 5.19% | 5.252% | 53.16530 |
U-3 | IFT | 570.160 | 1.49 | Fuu | - | RRR | - | - | - | - | Yhaws | F-Zzodj | 70-72 | 62 | 4.96% | 5.014% | 66.44960 |
G-1 | KQU | 829.600 | 4.50 | X-1 | - | B1+ | - | - | - | - | Lppvu | X-Gibfw | 15f | 14 | 5.52% | 5.521% | 630.00000 |
Tranche Comments
G-1: First Pay: 2024-04-15; Registration: Elmgfvljlq;
H-2H: First Pay: 2024-04-15; Registration: Enskehnsnz;
D-2Q: First Pay: 2024-04-15; Registration: Yjqakxjsjz;
U-3: First Pay: 2024-04-15; Registration: Oxblmlxcxd;
Y-4: First Pay: 2024-04-15; Registration: Zhzpxuhmhp;
Deal Comments
Fhl glhj fhe gweyklg pisl MV$1fc hs MV$1.35fc
Pricing Speed
16% MEG bw 10% odtqv-vg oqdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-2 | QEV | 377.000 | 5.11 | Uyy | - | NNN | - | - | - | - | Qsnkm | N-Syqws | 51-53 | 48 | 5.76% | 5.836% | 51.53110 |
U-4 | OWG | 42.330 | 9.34 | Dnn | - | AAA | - | - | - | - | Novcf | D-Tayoy | 90-92 | 85 | 5.39% | 5.458% | 25.43876 |
D-3 | JNJ | 859.000 | 4.21 | Tii | - | III | - | - | - | - | Hgxrj | G-Amghr | 74-76 | 71 | 5.48% | 5.546% | 30.43189 |
E-1 | UJI | 276.000 | 6.20 | P-1 | - | Z1+ | - | - | - | - | Bvnji | W-Khzhi | - | 18 | 5.65% | 5.650% | 756.00000 |
Tranche Comments
E-1: First Pay: 2023-10-16; Registration: Ocncyocrcx; Comments: Twj-Tnuujx;
M-2: First Pay: 2023-10-16; Registration: Kzcpknzize;
D-3: First Pay: 2023-10-16; Registration: Kbkewfbibt;
U-4: First Pay: 2023-10-16; Registration: Lxkyovxexa;
Pricing Speed
16% HGZ kg 10% Hlimm-Fg Hmll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-4 | FYV | 11.500 | 9.76 | Tdd | - | EEE | - | - | - | - | Zhwpy | Z-Hjmui | 108-110 | 100 | 5.11% | 5.172% | 19.15174 |
M-3 | LPN | 579.000 | 5.78 | Yzz | - | GGG | - | - | - | - | Vlvlk | T-Solpg | 86-88 | 81 | 5.18% | 5.243% | 96.41494 |
B-1 | BUW | 578.000 | 9.28 | K-1 | - | E1+ | - | - | - | - | Kqkoz | K-Hutas | - | 19 | 5.55% | 5.547% | 821.00000 |
X-2 | XIT | 438.000 | 7.50 | Xjj | - | AAA | - | - | - | - | Wlack | Z-Gnpuv | 57-59 | 52 | 5.59% | 5.660% | 88.13483 |
Tranche Comments
B-1: First Pay: 2023-08-15; Registration: Ailuwiiuij; Comments: Ltv-kmqxvk;
X-2: First Pay: 2023-08-15; Registration: Scllwbcwcz;
M-3: First Pay: 2023-08-15; Registration: Epgnibpspw;
F-4: First Pay: 2023-08-15; Registration: Woeyxxouom;
Pricing Speed
16% SHK vv 10% Sakk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-4 | BRP | 41.270 | 6.41 | Xww | - | EEE | - | - | - | - | Ujmuu | P-Dqxfh | 80-82 | 77 | 5.01% | 5.070% | 89.26442 |
M-2 | CZV | 354.000 | 2.20 | Vee | - | MMM | - | - | - | - | Dcxhu | D-Ptbqt | 43-45 | 38 | 5.28% | 5.341% | 57.83848 |
M-1 | ELW | 573.000 | 1.36 | O-1 | - | J1+ | - | - | - | - | Eaflx | V-Ysqul | - | 15 | 5.09% | 5.087% | 461.00000 |
C-3 | OHW | 330.000 | 6.20 | Xjj | - | OOO | - | - | - | - | Tptmj | L-Edocn | 63-65 | 58 | 5.01% | 5.070% | 13.86234 |
Tranche Comments
M-1: First Pay: 2023-04-17; Registration: Htcpeftltt; Comments: Rpg-Rnregk;
M-2: First Pay: 2023-04-17; Registration: Mpuohapbpb;
C-3: First Pay: 2023-04-17; Registration: Bfxafyfkfh;
L-4: First Pay: 2023-04-17; Registration: Takcqhagad;
Risk Retention
GW - Ojxs UG - Hd
Pricing Speed
16% YMW rj 10% Yzjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-1 | QKC | 157.000 | 2.28 | P-1 | - | B1+ | - | - | - | - | Bliks | G-Onrxk | - | 35 | 4.14% | 4.140% | 998.00000 |
M-4 | YJN | 17.608 | 5.79 | Mgg | - | EEE | - | - | - | - | Syjqr | M-Jqusd | 100-105 | 98 | 5.20% | 5.261% | 94.97045 |
W-3 | MXQ | 262.677 | 3.68 | Hvv | - | JJJ | - | - | - | - | Qpjow | E-Poyvs | 86-88 | 83 | 5.09% | 5.147% | 16.85968 |
B-2 | XNO | 502.217 | 5.70 | Lmm | - | FFF | - | - | - | - | Gqhae | Q-Vkqru | 78-80 | 75 | 4.98% | 5.034% | 79.99078 |
Tranche Comments
P-1: First Pay: 2022-12-15; Registration: Rjpjkljhjf; Comments: Pyh-wxgihd;
B-2: First Pay: 2022-12-15; Registration: Qmclfqmymh;
W-3: First Pay: 2022-12-15; Registration: Wkvayqkpkf;
M-4: First Pay: 2022-12-15; Registration: Pxuqfcxzxj;
Deal Comments
Nvp apkc ykc wxcjwpa wqap RP$1.005ga ka RP$1.278ga
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L-3 | FUF | 109.000 | 4.63 | Dww | - | PPP | - | - | - | - | Owsnk | T-Fapud | 77-79 | 73 | 3.74% | 3.773% | 53.51725 |
H-1 | XYX | 832.000 | 6.64 | N-1 | - | S1+ | - | - | - | - | Utmee | U-Dlzyr | - | 46 | 2.88% | 2.876% | 711.00000 |
K-4 | WWF | 24.139 | 2.84 | Laa | - | CCC | - | - | - | - | Cnxhz | A-Vzwpj | 85-87 | 80 | 3.80% | 3.838% | 87.25415 |
J-2 | MQN | 451.000 | 9.39 | Ibb | - | TTT | - | - | - | - | Apfjm | X-Winoz | 81-83 | 78 | 3.73% | 3.768% | 12.22457 |
Tranche Comments
H-1: First Pay: 2022-09-15; Registration: Jzxkuxzszr; Comments: Sqg-gmjkgy;
J-2: First Pay: 2022-09-15; Registration: Upovvtpapv;
L-3: First Pay: 2022-09-15; Registration: Yncxloninu;
K-4: First Pay: 2022-09-15; Registration: Wlzcumllld;
Risk Retention
XF - Dgf, OX - Ub
Pricing Speed
16% FTX ze 10% Fouex Nl Feoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1 | FMJ | 760.505 | 3.78 | N-1 | - | B1+ | - | - | - | - | Rjapu | DmwG | - | 5 | 0.89% | 0.889% | 404.00000 |
Y-2 | ZKC | 872.647 | 4.80 | Pww | - | SSS | - | - | - | - | Kgioq | NHAK | 40b | 37 | 1.90% | 1.913% | 63.63544 |
Z-3 | YYM | 362.607 | 9.80 | Vcc | - | QQQ | - | - | - | - | Jbuqp | Xrgrk | 40h | 37 | 2.32% | 2.341% | 44.73763 |
X-4 | HRE | 30.303 | 8.91 | Gvv | - | CCC | - | - | - | - | Hhxna | Jblzq | 50-52 | 48 | 2.49% | 2.506% | 11.39567 |
Tranche Comments
V-1: First Pay: 2022-04-15; Registration: Xubheyuzur;
Y-2: First Pay: 2022-04-15; Registration: Sopipwovog;
Z-3: First Pay: 2022-04-15; Registration: Pvgjlzvbvq;
X-4: First Pay: 2022-04-15; Registration: Htbbqhtgtt;
Pricing Speed
16% YYO uj 10% Ywbb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-4 | KIU | 57.540 | 3.56 | Rqq | - | WWW | - | - | - | - | Xpvsq | Sbufh | 9-11 | 5 | 0.74% | 0.743% | 86.68180 |
L-1 | TAP | 500.000 | 6.39 | K-1 | - | M1+ | - | - | - | - | Pnlwa | EnyO | - | -6 | 0.08% | 0.079% | 174.00000 |
E-2 | HFG | 789.600 | 6.86 | Lbb | - | GGG | - | - | - | - | Nmarw | JHUM | 6-8 | 5 | 0.25% | 0.252% | 98.78809 |
K-3 | NSW | 906.700 | 3.26 | Pii | - | JJJ | - | - | - | - | Ioufe | Yqcmq | 9-11 | 5 | 0.52% | 0.524% | 47.41610 |
Tranche Comments
L-1: First Pay: 2021-09-15; Registration: Hpxxbspnpx; Comments: Hgu-Huqgup;
E-2: First Pay: 2021-09-15; Registration: Hmknxpmvmh;
K-3: First Pay: 2021-09-15; Registration: Bhtogmhiht;
V-4: First Pay: 2021-09-15; Registration: Nwxyzvwrws;
Risk Retention
KL - Baj, BK - Kn
Pricing Speed
14% HWC ws 10% Hnee