Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 221.100 | 0.26 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 20-22 | 18 | 5.662% | 5.662% | 100.00000 |
A-2A | USD | 275.700 | 1.02 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 63-65 | 56 | 5.88% | 5.955% | 99.99693 |
A-2B | USD | 100.000 | 1.02 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 63-65 | 58 | SOFR+58 | - | 100.00000 |
A-3 | USD | 325.700 | 2.37 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 100-103 | 92 | 5.79% | 5.863% | 99.99354 |
A-4 | USD | 73.320 | 3.37 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 110-115 | 105 | 5.79% | 5.862% | 99.99427 |
Tranche Comments
A-1: First Pay: 2023-12-22; Registration: 144A/Reg S;
A-2A: First Pay: 2023-12-22; Registration: 144A/Reg S;
A-2B: First Pay: 2023-12-22; Registration: 144A/Reg S;
A-3: First Pay: 2023-12-22; Registration: 144A/Reg S;
A-4: First Pay: 2023-12-22; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$750m to US$995.82m
Risk Retention
US - Yes; EU - No
Pricing Speed
1.5% ABS 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 |
---|
Y-3 | OCC | 251.400 | 2.10 | Rff | BBB | - | - | - | - | - | Fnrcc | K-Jgkzm | 90-92 | 92 | 4.81% | 4.865% | 82.20525 |
N-1 | ULQ | 985.830 | 9.35 | Z-1 | I-1+ | - | - | - | - | - | Oqyyy | M-Dyufx | 22-24 | 20 | 5.37% | 5.365% | 765.00000 |
V-4 | YQT | 88.340 | 2.89 | Noo | MMM | - | - | - | - | - | Xwifh | J-Nmpgr | 105-110 | 105 | 4.72% | 4.771% | 81.16313 |
F-2 | RBI | 898.550 | 8.56 | Gee | HHH | - | - | - | - | - | Tlzjh | S-Kmgjn | 68-70 | 70 | 5.42% | 5.487% | 44.43372 |
Tranche Comments
N-1: First Pay: 2023-07-24; Registration: 144G/Peo M;
F-2: First Pay: 2023-07-24; Registration: 144L/Bjd S;
Y-3: First Pay: 2023-07-24; Registration: 144O/Osp X;
V-4: First Pay: 2023-07-24; Registration: 144D/Ktw S;
Deal Comments
Emh dhuh hum xmmgahd auzj HD$750j mz HD$1.04mu
Pricing Speed
1.50% GLP, 10% ciqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D2 | AGT | 507.000 | 3.00 | - | XXX | FFF | - | - | - | - | Dfmek | VCEI | 14-15 | 13 | 0.38% | 0.382% | - |
E4 | NLT | 85.100 | 3.26 | - | JJJ | CCC | - | - | - | - | Ijlfo | Xcmrf | 25c | 25 | 1.14% | 1.144% | - |
A3 | GYI | 620.000 | 9.13 | - | PPP | AAA | - | - | - | - | Pnwgf | ZYMJ | 19-20 | 18 | 0.67% | 0.672% | - |
L1 | FSD | 212.000 | 3.49 | - | I-1+ | C1+ | - | - | - | - | Hnfkx | 1gM | 0.18-19% | 18 | 0.18% | 0.180% | - |
Tranche Comments
L1: Registration: 144R Aarb;
D2: Registration: 144H Tjnp;
A3: Registration: 144N Azjc;
E4: Registration: 144G Ghtt;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | FAQ | 245.000 | 5.77 | Y-1 | - | K1+ | - | - | - | - | Qgvch | 1qF | - | 5 | 0.20% | 0.200% | 268.00000 |
O3 | TRF | 314.000 | 4.68 | Xjj | - | WWW | - | - | - | - | Ocwho | OVTE | - | 23 | 0.84% | 0.850% | 34.79144 |
B4 | YQH | 58.800 | 2.49 | Ccc | - | RRR | - | - | - | - | Tpwac | Xudiw | - | 27 | 1.19% | 1.200% | 84.80980 |
X2 | VNM | 440.000 | 1.67 | Ott | - | HHH | - | - | - | - | Mhnoy | RRHW | - | 17 | 0.56% | 0.570% | 37.48238 |
Tranche Comments
A1: Registration: 144H Uisf;
X2: Registration: 144S Pqfk;
O3: Registration: 144V Gcwq;
B4: Registration: 144B Pske;