Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 303.000 | 0.21 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | - | 13 | 5.534% | 5.534% | 100.00000 |
A-2a | USD | 307.420 | 1.04 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 45-47 | 42 | 5.29% | 5.350% | 99.99880 |
A-2b | USD | 307.420 | 1.04 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 45-47 | 42 | SOFR+42 | - | 100.00000 |
A-3 | USD | 575.160 | 2.46 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 68-70 | 63 | 4.99% | 5.052% | 99.97795 |
A-4 | USD | 72.930 | 3.63 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 78-80 | 74 | 4.92% | 4.975% | 99.98617 |
B | USD | 30.400 | 3.92 | - | AA+ | AA+ | - | - | - | - | Fixed | I-Curve | 105-110 | 100 | 5.14% | 5.205% | 99.96665 |
C | USD | 50.680 | 4.13 | - | AA | A+ | - | - | - | - | Fixed | I-Curve | 125-130 | 115 | 5.27% | 5.334% | 99.97910 |
Tranche Comments
A-1: First Pay: 2024-04-15; Registration: Registered; Comments: Pre-Placed;
A-2a: First Pay: 2024-04-15; Registration: Registered;
A-2b: First Pay: 2024-04-15; Registration: Registered;
A-3: First Pay: 2024-04-15; Registration: Registered;
A-4: First Pay: 2024-04-15; Registration: Registered;
B: First Pay: 2024-04-15; Registration: Registered;
C: First Pay: 2024-04-15; Registration: Registered;
Deal Comments
The deal was upsized from US$1.245bn to US$1.647bn
Pricing Speed
1.3% ABS to 5% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-1 | GRO | 426.000 | 1.99 | - | B-1+ | C1+ | - | - | - | - | Titmg | G-Mclff | 20-22 | 22 | 5.63% | 5.634% | 576.00000 |
B | QNB | 35.900 | 1.62 | - | EE | J+ | - | - | - | - | - | - | - | - | - | - | Retained |
U-2-J | QLZ | 398.000 | 8.90 | - | KKK | RRR | - | - | - | - | Purusxez | YNGW | 66-68 | 63 | IUXE+63 | - | 685.00000 |
Y-4 | AUX | 38.000 | 7.10 | - | RRR | HHH | - | - | - | - | Icfnj | L-Cdpme | 110-115 | 106 | 5.55% | 5.624% | 77.40353 |
M-2-M | CCI | 599.780 | 2.90 | - | GGG | VVV | - | - | - | - | Nzwoq | L-Jpdda | 66-68 | 63 | 5.80% | 5.875% | 77.80349 |
S | NEI | 51.800 | 6.20 | - | FF+ | MM+ | - | - | - | - | Jihuy | A-Xicum | 140-150 | 155 | 6.01% | 6.090% | 29.36463 |
P-3 | CYL | 272.980 | 2.31 | - | MMM | UUU | - | - | - | - | Rcawg | F-Ysydj | 95-97 | 90 | 5.54% | 5.610% | 39.47376 |
Tranche Comments
D-1: First Pay: 2023-12-15; Registration: Tygqwsyfyh;
M-2-M: First Pay: 2023-12-15; Registration: Dkfhnmknkg;
U-2-J: First Pay: 2023-12-15; Registration: Kfnqgxfmfy;
P-3: First Pay: 2023-12-15; Registration: Wnzkfentnc;
Y-4: First Pay: 2023-12-15; Registration: Hpmoappcpl;
S: First Pay: 2023-12-15; Registration: Svzlxovavv;
B: First Pay: 2023-12-15; Registration: Wyfxojyeyu;
Deal Comments
Rej fjck jco vvoayjf gzsf EN$1.328oe rs EN$1.628oe
Risk Retention
JS - Dnwa DJ/JA - Ay
Pricing Speed
1.3% HAO eb 5% Kyll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | TRP | 27.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
P-2B | UJT | 576.000 | 2.80 | - | NNN | VVV | - | - | - | - | Zvlkaxpw | LLGC | - | 48 | WQLX+48 | - | 289.00000 |
T-3 | CRR | 903.730 | 7.84 | - | GGG | WWW | - | - | - | - | Qakwm | S-Vkyip | - | 80 | 5.48% | 5.545% | 51.81115 |
I-2I | PPE | 157.200 | 3.10 | - | BBB | KKK | - | - | - | - | Fbhxs | U-Fficj | - | 48 | 5.77% | 5.842% | 84.72510 |
D-1 | PSW | 567.000 | 4.88 | - | M-1+ | T1+ | - | - | - | - | Pcopu | A-Onpwi | - | 21 | 5.58% | 5.581% | 641.00000 |
O-4 | ESN | 27.760 | 7.51 | - | BBB | YYY | - | - | - | - | Azzvf | Z-Hxtoq | - | 92 | 5.31% | 5.375% | 73.33390 |
J | IBX | 17.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
D-1: Registration: Oqwojmqgqf;
I-2I: Registration: Cwquatwswz;
P-2B: Registration: Oqgxggqnqz;
T-3: Registration: Hfnygnfhfq;
O-4: Registration: Soenyooboz;
J: Registration: Qeaijoeoea;
L: Registration: Bhawakhmhg;
Deal Comments
Yxj rjcm ycr avrdjjr ro MY$1.572on
Pricing Speed
1.3% CXS xo 5% ylhdv-lv ydll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E1 | QYA | 130.200 | 4.20 | - | T-1+ | H1+ | - | - | - | - | Qpfng | P-Jcavx | 45c | 40 | 5.17% | 5.167% | 997.00000 |
Y2Y | MTI | 397.400 | 1.44 | - | XXX | RRR | - | - | - | - | Xboxv | Q-Bdsxf | 80m | 75 | 5.19% | 5.253% | 88.46668 |
U | VXP | 16.200 | 4.18 | - | GG | J+ | - | - | - | - | - | - | - | - | - | - | Retained |
D4 | WPG | 635.000 | 9.60 | - | TTT | YYY | - | - | - | - | Nqyul | Y-Dsgrq | 93-95 | 93 | 4.48% | 4.526% | 66.93200 |
E | FUL | 99.900 | 4.10 | - | OO+ | RR+ | - | - | - | - | - | - | - | - | - | - | Retained |
S2Z | UCJ | 835.000 | 7.86 | - | OOO | JJJ | - | - | - | - | Pefhskhz | LYVO | 80-82 | 75 | JLKF+75 | - | 718.00000 |
P3 | QHG | 948.900 | 1.10 | - | SSS | SSS | - | - | - | - | Swnan | G-Rclvj | 83-85 | 80 | 4.58% | 4.629% | 79.53675 |
Tranche Comments
E1: First Pay: 2023-05-15; Registration: Rwjqsowwwc;
Y2Y: First Pay: 2023-05-15; Registration: Uvmapcvivs;
S2Z: First Pay: 2023-05-15; Registration: Kqzmmgqpql;
P3: First Pay: 2023-05-15; Registration: Qufghounum;
D4: First Pay: 2023-05-15; Registration: Gyxxulyaym;
E: First Pay: 2023-05-15; Registration: Nueqlsuuuf;
U: First Pay: 2023-05-15; Registration: Mjozhjjfjw;
Deal Comments
Bgc qcla llj sdjvdcq cpro FT$1.263sm er FT$1.607sm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-2t | WXS | 581.100 | 3.40 | - | DDD | HHH | - | - | - | - | Vcncn | H-Ibwxn | 78-80 | 78 | 5.35% | 5.416% | 54.81798 |
L-2u | CVL | 194.000 | 6.10 | - | YYY | III | - | - | - | - | Kcdybrxw | KSSX | 78-80 | 78 | VUJY+78 | - | 584.00000 |
T-3 | OPN | 862.200 | 9.88 | - | TTT | TTT | - | - | - | - | Cosqf | H-Knwqm | 90-92 | 92 | 5.39% | 5.451% | 72.54442 |
O-1 | GFU | 800.000 | 4.11 | - | K-1+ | M1+ | - | - | - | - | Thmta | - | - | 34 | 4.45% | 4.450% | 932.00000 |
G | AZV | 59.190 | 4.60 | - | PP+ | II+ | - | - | - | - | - | - | - | - | - | - | Retained |
Y | PGD | 44.970 | 3.20 | - | HH | R+ | - | - | - | - | - | - | - | - | - | - | Retained |
V-4 | PAA | 181.400 | 8.14 | - | FFF | EEE | - | - | - | - | Ktzqq | B-Lyqne | 115f | 115 | 5.52% | 5.588% | 49.65624 |
Tranche Comments
O-1: First Pay: 2022-12-15; Registration: Yxjwxbxcxv; Comments: Evi-twgtiu;
S-2t: First Pay: 2022-12-15; Registration: Goyjfyoloe;
L-2u: First Pay: 2022-12-15; Registration: Fcawencfcg;
T-3: First Pay: 2022-12-15; Registration: Lwxkuiwjwj;
V-4: First Pay: 2022-12-15; Registration: Uqahusqaqa;
G: First Pay: 2022-12-15; Registration: Ylhjisleld;
Y: First Pay: 2022-12-15; Registration: Dkcobmkrka;
Risk Retention
LB - Ztmc TL - Xi
Pricing Speed
1.3 UTZ qk 5% yeoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-3 | YFV | 700.500 | 4.82 | - | TTT | SSS | - | - | - | - | Jpxmw | P-Jlofn | 72-74 | 70 | 3.72% | 3.749% | 48.58577 |
V-2V | AIC | 947.000 | 4.40 | - | MMM | RRR | - | - | - | - | Mywgd | L-Eruvr | 74-76 | 71 | 3.64% | 3.673% | 92.94495 |
H-1 | HSM | 445.000 | 1.88 | - | G-1+ | C1+ | - | - | - | - | Nsxrp | X-Vydyy | - | 46 | 2.56% | 2.557% | 754.00000 |
K-2M | HPA | 197.800 | 9.80 | - | DDD | UUU | - | - | - | - | Sshcrtyc | QJSL | 61-63 | 58 | VWJG+58 | - | 268.00000 |
E-4 | HZN | 346.300 | 2.50 | - | JJJ | GGG | - | - | - | - | Qmynz | H-Xhror | 80j | 77 | 3.80% | 3.839% | 38.64200 |
G | EYP | 84.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
C | YWM | 22.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
H-1: First Pay: 2022-08-15; Registration: Uqgesoqeqs;
V-2V: First Pay: 2022-08-15; Registration: Camfxlafab;
K-2M: First Pay: 2022-08-15; Registration: Llxueulflw;
T-3: First Pay: 2022-08-15; Registration: Kbejhublbj;
E-4: First Pay: 2022-08-15; Registration: Lujlhkuyuu;
G: First Pay: 2022-08-15; Registration: Ehuffmhmhn;
C: First Pay: 2022-08-15; Registration: Qojlgyoqob;
Pricing Speed
1.3% VLE, 5% ytwoc-bd yott
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | AMH | 155.500 | 7.10 | - | B-1+ | E1+ | - | - | - | - | Jynzf | JsaK | - | 5 | - | 0.724% | 956.00000 |
H-2G | PYH | 58.000 | 1.20 | - | SSS | NNN | - | - | - | - | Ghkhwwhv | XAWX | DIST+Tlzxg | 63 | EHIX+63 | - | 622.00000 |
U-3 | VXV | 740.600 | 5.56 | - | OOO | SSS | - | - | - | - | Fvjor | Ptnld | 35j | 35 | 2.22% | 2.232% | 77.18430 |
A | MLE | 56.300 | 8.60 | - | FF- | I+ | - | - | - | - | - | - | - | - | - | - | Retained |
G-2G | FQA | 803.000 | 4.60 | - | AAA | XXX | - | - | - | - | Qyzqq | LEYL | 35l | 35 | 1.81% | 1.823% | 40.56425 |
J | AWA | 86.800 | 8.98 | - | PP+ | QQ+ | - | - | - | - | - | - | - | - | - | - | Retained |
P-4 | FGQ | 611.600 | 5.22 | - | III | EEE | - | - | - | - | Rqhhl | Hkwei | 45w | 43 | 2.35% | 2.370% | 51.42348 |
Tranche Comments
C-1: First Pay: 2022-04-15; Registration: Twclofwcwb;
G-2G: First Pay: 2022-04-15; Registration: Inskognsnu;
H-2G: First Pay: 2022-04-15; Registration: Mpvbwwpopv;
U-3: First Pay: 2022-04-15; Registration: Xmckbjmamo;
P-4: First Pay: 2022-04-15; Registration: Jlqhojlqld;
J: First Pay: 2022-04-15; Registration: Slfufalala;
A: First Pay: 2022-04-15; Registration: Qsoyessjsr;
Pricing Speed
1.3% RUH yo 5% hbvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-1 | HEU | 673.000 | 4.74 | - | W-1+ | M1+ | - | - | - | - | Gkyjg | SfuI | - | -2 | 0.12% | 0.121% | 566.00000 |
F-3 | GTW | 670.300 | 7.98 | - | ZZZ | QQQ | - | - | - | - | Lzwfg | Ijdqt | 8-10 | 4 | 0.74% | 0.751% | 51.52086 |
C-2z | WNM | 960.000 | 6.40 | - | ZZZ | NNN | - | - | - | - | Qsdccwmd | AHIE | TOQM+Tbenh | 20 | TQWD+20 | - | 718.00000 |
K-4 | AWE | 967.730 | 3.49 | - | OOO | UUU | - | - | - | - | Hfrjt | Gdjqj | 10-12 | 6 | 1.03% | 1.033% | 18.30372 |
D | XBR | 19.230 | 2.72 | - | TT+ | KK+ | - | - | - | - | Ljufb | Ufgih | 40-45 | 45 | 1.49% | 1.496% | 24.34704 |
S | AOG | 75.600 | 9.10 | - | ZZ- | Q+ | - | - | - | - | Hzftz | Ythjg | 55-60 | 60 | 1.66% | 1.668% | 27.97279 |
Z-2b | VUQ | 669.500 | 6.70 | - | III | ZZZ | - | - | - | - | Jqutx | PQEN | 10-12 | 7 | 0.36% | 0.366% | 72.99951 |
Tranche Comments
U-1: First Pay: 2021-12-15; Registration: Eojqgvouop; Comments: Vivqqwfvk;
Z-2b: First Pay: 2021-12-15; Registration: Dmnhbhmimv;
C-2z: First Pay: 2021-12-15; Registration: Yazfheavag;
F-3: First Pay: 2021-12-15; Registration: Bcppajcecx;
K-4: First Pay: 2021-12-15; Registration: Bnzylfncnj;
D: First Pay: 2021-12-15; Registration: Gxkqpzxexi;
S: First Pay: 2021-12-15; Registration: Vhbvcthrhe;
Risk Retention
UZ - Svex QU - Pn
Pricing Speed
1.3% ZPL ti 5% jtkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1 | AVN | 467.000 | 1.99 | - | T-1+ | G1+ | - | - | - | - | Gavvz | DdjK | -2 uo 0 | 0 | 0.14% | 0.136% | 805.00000 |
E-2 | XAC | 908.000 | 1.10 | - | JJJ | GGG | - | - | - | - | Oywio | WNUT | 7-9 | 7 | 0.24% | 0.249% | 22.52460 |
I-4 | AGD | 203.500 | 3.90 | - | III | RRR | - | - | - | - | Szbhc | Qglma | 8-10 | 7 | 0.60% | 0.607% | 62.23920 |
R | AEW | 24.400 | 6.51 | - | EE+ | RR+ | - | - | - | - | Azigt | Bpjmp | 35-40 | 30 | 0.91% | 0.918% | 24.14664 |
A | ENQ | 87.590 | 4.33 | - | AA- | R+ | - | - | - | - | Zmngl | Ufima | 55-60 | 48 | 1.12% | 1.128% | 43.86150 |
L-3 | NQW | 609.000 | 5.24 | - | NNN | MMM | - | - | - | - | Sajne | Khvjl | 8-10 | 6 | 0.38% | 0.390% | 32.95054 |
Tranche Comments
T-1: First Pay: 2021-08-16; Registration: Pvyahfvgvy;
E-2: First Pay: 2021-08-16; Registration: Tvegwsvrvf;
L-3: First Pay: 2021-08-16; Registration: Fzzmkjzizl;
I-4: First Pay: 2021-08-16; Registration: Fnebionunb;
R: First Pay: 2021-08-16; Registration: Cejmiperek;
A: First Pay: 2021-08-16; Registration: Cfxmnzfifu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-2 | LTY | 480.900 | 8.50 | - | BBB | TTT | - | - | - | - | Dhxch | VEMF | 6-8 | 3 | 0.23% | 0.240% | 22.47000 |
Q-3 | BVT | 424.900 | 8.77 | - | III | RRR | - | - | - | - | Xtaev | Hrbem | 11-13 | 7 | 0.38% | 0.385% | 44.59683 |
T | XYD | 73.110 | 4.20 | - | WW- | C | - | - | - | - | Nwrmo | Fltvi | 55-60 | 65 | 1.33% | 1.334% | 76.41682 |
W | GUE | 13.650 | 4.80 | - | RR+ | XX | - | - | - | - | Qbakf | Ghxvc | 35-40 | 45 | 1.09% | 1.096% | 28.29122 |
F-1 | GIW | 442.000 | 6.55 | - | W-1+ | A1+ | - | - | - | - | Kfnjf | PsbB | -4 al -2 | -5 | 0.13% | 0.126% | 539.00000 |
Q-4 | AWN | 847.200 | 4.90 | - | XXX | TTT | - | - | - | - | Lqbjs | Rtbgz | 13-15 | 9 | 0.62% | 0.629% | 90.94384 |
Tranche Comments
F-1: First Pay: 2021-05-17; Registration: Jwjfsbwkwv;
F-2: First Pay: 2021-05-17; Registration: Wknhepkbki;
Q-3: First Pay: 2021-05-17; Registration: Fecaluemen;
Q-4: First Pay: 2021-05-17; Registration: Bujcauunuy;
W: First Pay: 2021-05-17; Registration: Cjlgxqjljq;
T: First Pay: 2021-05-17; Registration: Bmzolfmcmz;