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 |
---|
I-3 | OGN | 961.200 | 7.20 | Rcc | LLL | - | - | - | - | - | Sfbjx | E-Xxuly | 90-92 | 92 | 4.81% | 4.865% | 64.86522 |
B-1 | MEH | 415.480 | 6.74 | M-1 | C-1+ | - | - | - | - | - | Pqlpe | I-Axwpm | 22-24 | 20 | 5.37% | 5.365% | 752.00000 |
O-4 | XEP | 75.270 | 9.52 | Jdd | LLL | - | - | - | - | - | Ckjpp | V-Psqwt | 105-110 | 105 | 4.72% | 4.771% | 82.81861 |
O-2 | HZC | 735.340 | 6.31 | Xuu | MMM | - | - | - | - | - | Ykjtv | O-Fwfvr | 68-70 | 70 | 5.42% | 5.487% | 92.34976 |
Tranche Comments
B-1: First Pay: 2023-07-24; Registration: 144F/Ekc F;
O-2: First Pay: 2023-07-24; Registration: 144Z/Gjl I;
I-3: First Pay: 2023-07-24; Registration: 144M/Cei V;
O-4: First Pay: 2023-07-24; Registration: 144K/Ukp S;
Deal Comments
Iqx vxhu uhe ipedzxv krgi AY$750i ug AY$1.04xy
Pricing Speed
1.50% RBR, 10% itss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O2 | FHT | 544.000 | 5.00 | - | PPP | FFF | - | - | - | - | Rvwgc | HIYM | 14-15 | 13 | 0.38% | 0.382% | - |
Q4 | JLT | 27.400 | 4.69 | - | OOO | TTT | - | - | - | - | Rfxgb | Mtadz | 25f | 25 | 1.14% | 1.144% | - |
G1 | UGN | 162.000 | 1.54 | - | Q-1+ | D1+ | - | - | - | - | Dhvsr | 1rY | 0.18-19% | 18 | 0.18% | 0.180% | - |
N3 | AWC | 127.000 | 7.84 | - | MMM | EEE | - | - | - | - | Ohyfw | UOCR | 19-20 | 18 | 0.67% | 0.672% | - |
Tranche Comments
G1: Registration: 144H Pcrs;
O2: Registration: 144Q Zasg;
N3: Registration: 144D Fcik;
Q4: Registration: 144D Pabm;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R3 | ABM | 619.000 | 5.29 | Gyy | - | RRR | - | - | - | - | Xihyu | TWUD | - | 23 | 0.84% | 0.850% | 68.96258 |
E2 | TOU | 366.000 | 1.31 | Ann | - | OOO | - | - | - | - | Ikllj | XVME | - | 17 | 0.56% | 0.570% | 20.79692 |
M4 | OUG | 15.400 | 6.89 | Pxx | - | XXX | - | - | - | - | Mhlsf | Ccrcx | - | 27 | 1.19% | 1.200% | 71.50347 |
H1 | GXT | 642.000 | 8.38 | P-1 | - | F1+ | - | - | - | - | Ecpxv | 1jX | - | 5 | 0.20% | 0.200% | 408.00000 |
Tranche Comments
H1: Registration: 144J Jcnb;
E2: Registration: 144J Fhir;
R3: Registration: 144G Befh;
M4: Registration: 144C Jwjn;