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 |
---|
L-4 | RSU | 65.940 | 6.64 | Ill | CCC | - | - | - | - | - | Fjywn | S-Kcpyi | 105-110 | 105 | 4.72% | 4.771% | 67.82678 |
J-3 | TKU | 253.300 | 8.60 | Krr | MMM | - | - | - | - | - | Apguo | J-Aplgs | 90-92 | 92 | 4.81% | 4.865% | 18.61565 |
S-2 | QIA | 434.830 | 6.22 | Sqq | FFF | - | - | - | - | - | Iwolv | H-Pgbhk | 68-70 | 70 | 5.42% | 5.487% | 93.27362 |
U-1 | BZX | 211.310 | 8.73 | V-1 | X-1+ | - | - | - | - | - | Ccnxr | K-Iijpf | 22-24 | 20 | 5.37% | 5.365% | 889.00000 |
Tranche Comments
U-1: First Pay: 2023-07-24; Registration: 144C/Lib Y;
S-2: First Pay: 2023-07-24; Registration: 144K/Xox G;
J-3: First Pay: 2023-07-24; Registration: 144V/Ycd D;
L-4: First Pay: 2023-07-24; Registration: 144F/Dft K;
Deal Comments
Hdj ejqk wqo svoadje sjxv PY$750v qx PY$1.04uo
Pricing Speed
1.50% PMO, 10% ceuu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C1 | WRB | 448.000 | 9.48 | - | D-1+ | D1+ | - | - | - | - | Xfazq | 1yM | 0.18-19% | 18 | 0.18% | 0.180% | - |
Y2 | LPU | 897.000 | 9.00 | - | BBB | OOO | - | - | - | - | Rstmk | AWCK | 14-15 | 13 | 0.38% | 0.382% | - |
T3 | HFX | 556.000 | 1.16 | - | HHH | TTT | - | - | - | - | Rykbe | CGSQ | 19-20 | 18 | 0.67% | 0.672% | - |
G4 | YLH | 94.600 | 8.11 | - | RRR | FFF | - | - | - | - | Ngfic | Cxxow | 25s | 25 | 1.14% | 1.144% | - |
Tranche Comments
C1: Registration: 144M Buwd;
Y2: Registration: 144C Akwm;
T3: Registration: 144E Ufav;
G4: Registration: 144P Mzhe;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N2 | AAH | 877.000 | 8.68 | Uuu | - | UUU | - | - | - | - | Tggyw | GVIU | - | 17 | 0.56% | 0.570% | 95.56191 |
G3 | UTT | 598.000 | 2.31 | Ucc | - | JJJ | - | - | - | - | Kuyyv | YCVH | - | 23 | 0.84% | 0.850% | 55.62913 |
E4 | FQX | 37.200 | 5.73 | Vjj | - | KKK | - | - | - | - | Yntrm | Ydouy | - | 27 | 1.19% | 1.200% | 71.14213 |
Y1 | EZC | 268.000 | 9.39 | T-1 | - | U1+ | - | - | - | - | Ujfff | 1dE | - | 5 | 0.20% | 0.200% | 268.00000 |
Tranche Comments
Y1: Registration: 144J Bzhy;
N2: Registration: 144J Jfkz;
G3: Registration: 144C Cazi;
E4: Registration: 144A Ladh;