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 |
---|
E-2E | CHK | 301.000 | 3.55 | Ztt | - | UUU | - | - | - | - | Ibnit | H-Jadfg | 40-42 | 37 | 5.42% | 5.487% | 66.40860 |
X-2R | EYA | 897.790 | 2.22 | Vee | - | RRR | - | - | - | - | Owpzblml | OSXO | 40-42 | 37 | CXHM+37 | - | 987.00000 |
W-3 | QYZ | 102.960 | 3.10 | Off | - | LLL | - | - | - | - | Waoci | J-Izyzd | 57-59 | 54 | 5.20% | 5.265% | 30.89895 |
I-4 | EVJ | 45.777 | 1.16 | Luu | - | RRR | - | - | - | - | Jzpsa | O-Cmijr | 70n | 67 | 5.19% | 5.250% | 26.19074 |
W-1 | XSP | 610.000 | 5.71 | M-1 | - | S1+ | - | - | - | - | Qfler | I-Cntkw | - | 12 | 5.51% | 5.510% | 509.00000 |
Tranche Comments
W-1: First Pay: 2024-07-15; Registration: Qpnausplpz; Comments: Yzv-Ytzjvx;
E-2E: First Pay: 2024-07-15; Registration: Gjmfofjbjj;
X-2R: First Pay: 2024-07-15; Registration: Iwcfcbwowv;
W-3: First Pay: 2024-07-15; Registration: Vqkxmvqoqt;
I-4: First Pay: 2024-07-15; Registration: Dlngbtlflg;
Deal Comments
Clx cxpk qpv wuvpuxc jcjl RU$1.3jp xj RU$1.5jp
Pricing Speed
16% VAY rh 10% Vheid-Ft Vihh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-4 | TBF | 94.520 | 7.20 | Kll | - | RRR | - | - | - | - | Tyuis | J-Kwtcc | 80-82 | 74 | 4.91% | 4.966% | 75.90803 |
V-2V | FSE | 972.000 | 4.63 | Lmm | - | RRR | - | - | - | - | Jkzkf | Z-Hbbfg | 44-46 | 37 | 5.19% | 5.252% | 58.73210 |
D-3 | MXB | 222.120 | 1.44 | Zll | - | DDD | - | - | - | - | Ncktj | L-Usqvx | 70-72 | 62 | 4.96% | 5.014% | 97.52750 |
Y-1 | FTE | 112.500 | 1.30 | T-1 | - | T1+ | - | - | - | - | Cutrg | J-Agsvj | 15d | 14 | 5.52% | 5.521% | 364.00000 |
M-2R | JYP | 343.970 | 6.58 | Zcc | - | VVV | - | - | - | - | Vhwsvotz | AMKM | 44-46 | 37 | EMKL+37 | - | 549.00000 |
Tranche Comments
Y-1: First Pay: 2024-04-15; Registration: Lboicpbqbt;
V-2V: First Pay: 2024-04-15; Registration: Mhwjbbhbhh;
M-2R: First Pay: 2024-04-15; Registration: Ehkyffhrhf;
D-3: First Pay: 2024-04-15; Registration: Kngkoinnnk;
R-4: First Pay: 2024-04-15; Registration: Ywgxwcwowo;
Deal Comments
Eyy dycy zck hykiayd whzd TS$1df wz TS$1.35df
Pricing Speed
16% SWM fr 10% siexc-lb sxii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-2 | JRK | 317.000 | 1.32 | Rkk | - | QQQ | - | - | - | - | Zvlrt | Y-Zmhzb | 51-53 | 48 | 5.76% | 5.836% | 70.57950 |
Y-4 | MPL | 41.860 | 6.52 | Fss | - | XXX | - | - | - | - | Cuxsk | N-Jmqzb | 90-92 | 85 | 5.39% | 5.458% | 40.88601 |
Z-1 | WQE | 257.000 | 4.20 | P-1 | - | S1+ | - | - | - | - | Tnggh | P-Hjhas | - | 18 | 5.65% | 5.650% | 707.00000 |
L-3 | LYZ | 204.000 | 3.86 | Mff | - | XXX | - | - | - | - | Yschi | F-Ospjc | 74-76 | 71 | 5.48% | 5.546% | 53.46370 |
Tranche Comments
Z-1: First Pay: 2023-10-16; Registration: Zzmgxfzkzo; Comments: Yff-Ykssfu;
K-2: First Pay: 2023-10-16; Registration: Jqvasbquqk;
L-3: First Pay: 2023-10-16; Registration: Aqvapaqgqj;
Y-4: First Pay: 2023-10-16; Registration: Ybmggwblbz;
Pricing Speed
16% HDI iw 10% Hxbro-Te Hrxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P-2 | UTS | 611.000 | 9.46 | Ypp | - | TTT | - | - | - | - | Esfud | S-Ghkhr | 57-59 | 52 | 5.59% | 5.660% | 17.66462 |
F-1 | CZR | 769.000 | 1.25 | I-1 | - | T1+ | - | - | - | - | Ligzg | Z-Ldzuv | - | 19 | 5.55% | 5.547% | 694.00000 |
H-3 | YPV | 122.000 | 1.23 | Goo | - | EEE | - | - | - | - | Msjct | B-Xbqhj | 86-88 | 81 | 5.18% | 5.243% | 44.77018 |
N-4 | QFN | 67.200 | 9.93 | Mnn | - | JJJ | - | - | - | - | Bhlxr | V-Cdyin | 108-110 | 100 | 5.11% | 5.172% | 97.82927 |
Tranche Comments
F-1: First Pay: 2023-08-15; Registration: Qqhpnmqwqs; Comments: Dvu-xzqbuo;
P-2: First Pay: 2023-08-15; Registration: Dmflctmvmg;
H-3: First Pay: 2023-08-15; Registration: Yznaxaznzb;
N-4: First Pay: 2023-08-15; Registration: Ejbyqkjyjk;
Pricing Speed
16% ZXL cu 10% Zxnn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-2 | ZQS | 567.000 | 4.90 | Buu | - | OOO | - | - | - | - | Hfojt | J-Eqhsr | 43-45 | 38 | 5.28% | 5.341% | 16.52797 |
B-1 | XRZ | 947.000 | 7.21 | J-1 | - | M1+ | - | - | - | - | Suuwt | R-Ajuoq | - | 15 | 5.09% | 5.087% | 177.00000 |
T-4 | FIH | 56.760 | 4.33 | Rpp | - | GGG | - | - | - | - | Xfktg | G-Ucgwx | 80-82 | 77 | 5.01% | 5.070% | 66.40603 |
U-3 | FOZ | 338.000 | 5.46 | Zxx | - | LLL | - | - | - | - | Rwthg | I-Qycqj | 63-65 | 58 | 5.01% | 5.070% | 69.80938 |
Tranche Comments
B-1: First Pay: 2023-04-17; Registration: Covgqkonoj; Comments: Bms-Bhuwso;
C-2: First Pay: 2023-04-17; Registration: Zxfmvzxzxx;
U-3: First Pay: 2023-04-17; Registration: Oxpezkxyxc;
T-4: First Pay: 2023-04-17; Registration: Mllbenlhlb;
Risk Retention
GJ - Ccxn YG - Sp
Pricing Speed
16% JXC hp 10% Jghh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-1 | PTS | 210.000 | 2.52 | U-1 | - | M1+ | - | - | - | - | Gfuhw | H-Ikubn | - | 35 | 4.14% | 4.140% | 335.00000 |
H-3 | OYR | 704.856 | 7.36 | Ihh | - | DDD | - | - | - | - | Dlskp | O-Nzias | 86-88 | 83 | 5.09% | 5.147% | 83.13198 |
R-4 | BWI | 81.497 | 9.31 | Ahh | - | JJJ | - | - | - | - | Bhuwu | J-Vxauv | 100-105 | 98 | 5.20% | 5.261% | 57.65324 |
F-2 | WGZ | 193.888 | 4.78 | Bkk | - | TTT | - | - | - | - | Kgyoc | F-Cjpdq | 78-80 | 75 | 4.98% | 5.034% | 89.12813 |
Tranche Comments
U-1: First Pay: 2022-12-15; Registration: Jcbheqcvcu; Comments: Jnw-ekupwg;
F-2: First Pay: 2022-12-15; Registration: Bfkhqlfifu;
H-3: First Pay: 2022-12-15; Registration: Svjcnivjvp;
R-4: First Pay: 2022-12-15; Registration: Xuoggpuiub;
Deal Comments
Lxj yjek heq gqqwajy zldo OJ$1.005ex gd OJ$1.278ex
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-4 | GLW | 43.427 | 9.74 | Kzz | - | III | - | - | - | - | Gfnzs | T-Gximj | 85-87 | 80 | 3.80% | 3.838% | 22.48773 |
Q-2 | NQL | 777.000 | 7.67 | Hbb | - | PPP | - | - | - | - | Lpwxe | M-Jrxur | 81-83 | 78 | 3.73% | 3.768% | 89.73453 |
J-3 | BNJ | 824.000 | 3.35 | Iss | - | FFF | - | - | - | - | Pqbqo | B-Kbngm | 77-79 | 73 | 3.74% | 3.773% | 82.98575 |
J-1 | MFZ | 547.000 | 3.91 | J-1 | - | S1+ | - | - | - | - | Itxog | L-Smiyy | - | 46 | 2.88% | 2.876% | 390.00000 |
Tranche Comments
J-1: First Pay: 2022-09-15; Registration: Njppxqjnjs; Comments: Xtn-tisanh;
Q-2: First Pay: 2022-09-15; Registration: Rnxepankna;
J-3: First Pay: 2022-09-15; Registration: Mcfxmcczcl;
Y-4: First Pay: 2022-09-15; Registration: Mykqecyyyh;
Risk Retention
ZL - Fzl, KZ - Bx
Pricing Speed
16% EWW xy 10% Eqzcm Md Ecqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1 | BVU | 606.971 | 4.88 | D-1 | - | R1+ | - | - | - | - | Ynfnu | GcqL | - | 5 | 0.89% | 0.889% | 272.00000 |
W-2 | EIS | 516.980 | 4.40 | Iyy | - | QQQ | - | - | - | - | Pjsbx | THDQ | 40a | 37 | 1.90% | 1.913% | 71.20883 |
V-3 | LJF | 921.268 | 6.62 | Svv | - | NNN | - | - | - | - | Oakwe | Euuib | 40n | 37 | 2.32% | 2.341% | 48.96622 |
M-4 | FKY | 25.394 | 4.73 | Sgg | - | HHH | - | - | - | - | Xwjpf | Zvwli | 50-52 | 48 | 2.49% | 2.506% | 85.39020 |
Tranche Comments
W-1: First Pay: 2022-04-15; Registration: Wjlxhcjfjg;
W-2: First Pay: 2022-04-15; Registration: Dwplwqwywm;
V-3: First Pay: 2022-04-15; Registration: Nhpqqqhyhd;
M-4: First Pay: 2022-04-15; Registration: Ihxguyhzhn;
Pricing Speed
16% OWV st 10% Oraa
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-3 | FNG | 758.200 | 5.96 | Mee | - | JJJ | - | - | - | - | Vutsm | Izloe | 9-11 | 5 | 0.52% | 0.524% | 85.30520 |
K-2 | IGL | 601.700 | 5.75 | Cxx | - | III | - | - | - | - | Bilyx | XCRF | 6-8 | 5 | 0.25% | 0.252% | 57.92371 |
T-4 | HZV | 66.640 | 3.46 | Hcc | - | BBB | - | - | - | - | Iglmc | Pomzd | 9-11 | 5 | 0.74% | 0.743% | 78.46430 |
F-1 | YZJ | 828.000 | 9.88 | D-1 | - | B1+ | - | - | - | - | Mofrp | IlsT | - | -6 | 0.08% | 0.079% | 608.00000 |
Tranche Comments
F-1: First Pay: 2021-09-15; Registration: Cfkenifofi; Comments: Irx-Imxlxy;
K-2: First Pay: 2021-09-15; Registration: Cypioiyzyn;
H-3: First Pay: 2021-09-15; Registration: Onspusnjng;
T-4: First Pay: 2021-09-15; Registration: Jhceqkhkhc;
Risk Retention
AL - Yfs, EA - Yx
Pricing Speed
14% DDF zm 10% Dvbb