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 |
---|
D-1 | BTB | 788.500 | 9.37 | K-1 | L-1+ | - | - | - | - | - | Kgcvx | R-Vpzjl | 22-24 | 20 | 5.37% | 5.365% | 651.00000 |
R-2 | TXR | 445.230 | 9.84 | Xnn | CCC | - | - | - | - | - | Boaij | B-Suzwn | 68-70 | 70 | 5.42% | 5.487% | 25.76614 |
Q-3 | BNL | 247.500 | 1.40 | Bqq | JJJ | - | - | - | - | - | Nhfqc | I-Ypckb | 90-92 | 92 | 4.81% | 4.865% | 52.47630 |
X-4 | FBU | 75.720 | 5.48 | Fee | EEE | - | - | - | - | - | Bprgw | P-Xzrty | 105-110 | 105 | 4.72% | 4.771% | 41.57325 |
Tranche Comments
D-1: First Pay: 2023-07-24; Registration: 144U/Dxe D;
R-2: First Pay: 2023-07-24; Registration: 144O/Xal K;
Q-3: First Pay: 2023-07-24; Registration: 144E/Vfw W;
X-4: First Pay: 2023-07-24; Registration: 144W/Zlv Y;
Deal Comments
Hxe seeh wek lpklqes ujkf VD$750f qk VD$1.04xs
Pricing Speed
1.50% DAW, 10% haqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I3 | IKQ | 487.000 | 5.53 | - | ZZZ | FFF | - | - | - | - | Dtpfz | EBVW | 19-20 | 18 | 0.67% | 0.672% | - |
A1 | UTD | 484.000 | 6.30 | - | W-1+ | H1+ | - | - | - | - | Wtoaf | 1xH | 0.18-19% | 18 | 0.18% | 0.180% | - |
N4 | ZEK | 53.900 | 1.35 | - | TTT | WWW | - | - | - | - | Pghpj | Nmqup | 25f | 25 | 1.14% | 1.144% | - |
J2 | VAF | 730.000 | 1.00 | - | ZZZ | III | - | - | - | - | Rgfcu | KGVH | 14-15 | 13 | 0.38% | 0.382% | - |
Tranche Comments
A1: Registration: 144P Nsxo;
J2: Registration: 144T Jhjw;
I3: Registration: 144K Hfzb;
N4: Registration: 144J Osgg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X2 | QXC | 356.000 | 4.77 | Fmm | - | RRR | - | - | - | - | Uwhqi | RVUW | - | 17 | 0.56% | 0.570% | 36.68130 |
C4 | WKZ | 16.300 | 7.84 | Guu | - | EEE | - | - | - | - | Puxqh | Hinwy | - | 27 | 1.19% | 1.200% | 34.85281 |
Z1 | LOF | 794.000 | 1.49 | O-1 | - | X1+ | - | - | - | - | Qwxau | 1xC | - | 5 | 0.20% | 0.200% | 470.00000 |
S3 | XKS | 289.000 | 6.89 | Arr | - | PPP | - | - | - | - | Zoaou | CJYM | - | 23 | 0.84% | 0.850% | 22.81898 |
Tranche Comments
Z1: Registration: 144D Qoma;
X2: Registration: 144J Igtl;
S3: Registration: 144J Qboz;
C4: Registration: 144H Sadt;