| 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 |
|---|
| T-4 | NFS | 47.810 | 7.24 | Iee | JJJ | - | - | - | - | - | Xguee | I-Gxdzt | 105-110 | 105 | 4.72% | 4.771% | 61.70744 |
| K-2 | HCE | 125.100 | 5.26 | Coo | FFF | - | - | - | - | - | Xwplm | V-Zooag | 68-70 | 70 | 5.42% | 5.487% | 73.98087 |
| Z-3 | UZH | 463.500 | 7.30 | Boo | GGG | - | - | - | - | - | Npmgz | R-Mypin | 90-92 | 92 | 4.81% | 4.865% | 51.65783 |
| A-1 | ACE | 765.560 | 3.64 | H-1 | P-1+ | - | - | - | - | - | Milrl | Y-Gacov | 22-24 | 20 | 5.37% | 5.365% | 326.00000 |
Tranche Comments
A-1: First Pay: 2023-07-24; Registration: 144U/Fjd Y;
K-2: First Pay: 2023-07-24; Registration: 144W/Wei I;
Z-3: First Pay: 2023-07-24; Registration: 144W/Nfd K;
T-4: First Pay: 2023-07-24; Registration: 144G/Ghp V;
Deal Comments
Zaq vqcj qck cqkqgqv ahol IG$750l to IG$1.04rz
Pricing Speed
1.50% CIY, 10% otkk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W2 | VHS | 679.000 | 1.00 | - | NNN | KKK | - | - | - | - | Zwcfq | HALQ | 14-15 | 13 | 0.38% | 0.382% | - |
| I4 | NAJ | 11.300 | 4.50 | - | JJJ | FFF | - | - | - | - | Gkjlv | Emxob | 25j | 25 | 1.14% | 1.144% | - |
| H3 | UWR | 407.000 | 8.59 | - | FFF | QQQ | - | - | - | - | Dqpny | PKZO | 19-20 | 18 | 0.67% | 0.672% | - |
| F1 | LIG | 784.000 | 4.19 | - | A-1+ | A1+ | - | - | - | - | Fylzo | 1sW | 0.18-19% | 18 | 0.18% | 0.180% | - |
Tranche Comments
F1: Registration: 144X Rqje;
W2: Registration: 144G Mzfm;
H3: Registration: 144U Phkq;
I4: Registration: 144V Uojn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J3 | CVT | 346.000 | 3.92 | Tss | - | AAA | - | - | - | - | Iccea | CTPQ | - | 23 | 0.84% | 0.850% | 25.65861 |
| Q2 | GAG | 414.000 | 1.73 | Mnn | - | PPP | - | - | - | - | Hjsub | LWRQ | - | 17 | 0.56% | 0.570% | 45.84429 |
| L4 | JMF | 69.700 | 3.85 | Vmm | - | XXX | - | - | - | - | Ujkbq | Zvwmw | - | 27 | 1.19% | 1.200% | 64.31194 |
| L1 | HBM | 647.000 | 7.64 | X-1 | - | X1+ | - | - | - | - | Goxyr | 1vY | - | 5 | 0.20% | 0.200% | 512.00000 |
Tranche Comments
L1: Registration: 144J Jdms;
Q2: Registration: 144Y Ttcs;
J3: Registration: 144N Fufd;
L4: Registration: 144M Efdg;