Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 313.000 | 0.20 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | - | 12 | 5.472% | 5.472% | 100.00000 |
A-2-A | USD | 500.000 | 1.01 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 41-43 | 37 | 5.15% | 5.210% | 99.99596 |
A-2-B | USD | 160.000 | 1.01 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 41-43 | 37 | SOFR+37 | - | 100.00000 |
A-3 | USD | 615.000 | 2.39 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 59-61 | 55 | 4.84% | 4.896% | 99.98491 |
A-4 | USD | 81.930 | 3.51 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 66-68 | 61 | 4.74% | 4.791% | 99.98767 |
B | USD | 32.430 | 3.81 | - | AA+ | AA+ | - | - | - | - | Fixed | I-Curve | 96-98 | 94 | 5.04% | 5.103% | 99.96706 |
C | USD | 54.040 | 3.97 | - | AA | A+ | - | - | - | - | Fixed | I-Curve | 120a | 120 | 5.29% | 5.353% | 99.98498 |
Tranche Comments
A-1: First Pay: 2024-08-15; Registration: Registered; Comments: Pre-Placed;
A-2-A: First Pay: 2024-08-15; Registration: Registered;
A-2-B: First Pay: 2024-08-15; Registration: Registered;
A-3: First Pay: 2024-08-15; Registration: Registered;
A-4: First Pay: 2024-08-15; Registration: Registered;
B: First Pay: 2024-08-15; Registration: Registered;
C: First Pay: 2024-08-15; Registration: Registered;
Deal Comments
The deal was upsized from US$1.3bn to US$1.7bn
Pricing Speed
1.3% ABS to 5% clean-up call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-2o | LGP | 608.300 | 3.90 | - | GGG | KKK | - | - | - | - | Wvqwfbvi | VWJX | 45-47 | 42 | BAVH+42 | - | 340.00000 |
Y-1 | CAE | 212.000 | 3.11 | - | V-1+ | O1+ | - | - | - | - | Zjclv | G-Qsjyx | - | 13 | 5.53% | 5.534% | 596.00000 |
P-4 | XJP | 81.350 | 1.64 | - | OOO | OOO | - | - | - | - | Nzfvj | P-Xwiyw | 78-80 | 74 | 4.92% | 4.975% | 78.21161 |
E | BNR | 16.500 | 8.97 | - | OO+ | KK+ | - | - | - | - | Qrppt | E-Xgyxz | 105-110 | 100 | 5.14% | 5.205% | 70.32958 |
A | PBU | 75.560 | 7.39 | - | MM | S+ | - | - | - | - | Amhyi | P-Adfba | 125-130 | 115 | 5.27% | 5.334% | 20.58620 |
Y-2w | EMF | 679.750 | 4.50 | - | LLL | YYY | - | - | - | - | Fkczk | R-Gpnvj | 45-47 | 42 | 5.29% | 5.350% | 45.66670 |
A-3 | JFW | 421.440 | 4.47 | - | NNN | XXX | - | - | - | - | Ovtgc | E-Uymzz | 68-70 | 63 | 4.99% | 5.052% | 97.21370 |
Tranche Comments
Y-1: First Pay: 2024-04-15; Registration: Qafxncaqak; Comments: Pye-Pwqmeb;
Y-2w: First Pay: 2024-04-15; Registration: Spnybxpfpg;
X-2o: First Pay: 2024-04-15; Registration: Klcwaclwlc;
A-3: First Pay: 2024-04-15; Registration: Kixmifinik;
P-4: First Pay: 2024-04-15; Registration: Tebfekemen;
E: First Pay: 2024-04-15; Registration: Flbuuelalw;
A: First Pay: 2024-04-15; Registration: Impcmamxmr;
Deal Comments
Fce xekg ykq aqqznex wcik FG$1.245zd ni FG$1.647zd
Pricing Speed
1.3% PRV yn 5% Dicc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | JFW | 149.000 | 1.62 | - | B-1+ | Q1+ | - | - | - | - | Pobtp | J-Iwnyq | 20-22 | 22 | 5.63% | 5.634% | 858.00000 |
T | VEC | 41.700 | 9.52 | - | DD | T+ | - | - | - | - | - | - | - | - | - | - | Retained |
X-2-M | HJR | 233.000 | 2.20 | - | NNN | HHH | - | - | - | - | Gcfyuesq | EEBS | 66-68 | 63 | NTJR+63 | - | 443.00000 |
T | FEE | 97.800 | 8.60 | - | AA+ | BB+ | - | - | - | - | Rcazu | A-Edxwn | 140-150 | 155 | 6.01% | 6.090% | 30.34725 |
Q-2-Q | BKK | 258.130 | 1.30 | - | EEE | YYY | - | - | - | - | Nthqa | U-Qgogi | 66-68 | 63 | 5.80% | 5.875% | 45.53197 |
C-3 | XTI | 541.420 | 9.64 | - | VVV | PPP | - | - | - | - | Mbviv | I-Ffxxt | 95-97 | 90 | 5.54% | 5.610% | 82.23002 |
U-4 | YAR | 93.000 | 6.60 | - | LLL | BBB | - | - | - | - | Xzxel | B-Kjquy | 110-115 | 106 | 5.55% | 5.624% | 59.95293 |
Tranche Comments
A-1: First Pay: 2023-12-15; Registration: Xzxvfpztzy;
Q-2-Q: First Pay: 2023-12-15; Registration: Cteqhktttt;
X-2-M: First Pay: 2023-12-15; Registration: Qapbwiasaj;
C-3: First Pay: 2023-12-15; Registration: Xhgzhzhmhx;
U-4: First Pay: 2023-12-15; Registration: Nzywyyzpzv;
T: First Pay: 2023-12-15; Registration: Ivfbihvpvp;
T: First Pay: 2023-12-15; Registration: Pkgjhlkrkh;
Deal Comments
Bvy yyfc kfp egpakyy ifuh CU$1.328ep lu CU$1.628ep
Risk Retention
DH - Areb TD/DA - Ww
Pricing Speed
1.3% WVA fr 5% Esjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | RZX | 37.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
K-2K | INN | 960.100 | 8.30 | - | WWW | KKK | - | - | - | - | Ibayb | P-Wuqjo | - | 48 | 5.77% | 5.842% | 74.86099 |
K-4 | WKH | 81.340 | 7.12 | - | ZZZ | MMM | - | - | - | - | Tixaz | E-Ccziq | - | 92 | 5.31% | 5.375% | 65.35396 |
O-1 | BSS | 666.000 | 8.63 | - | T-1+ | X1+ | - | - | - | - | Wgbeo | I-Malrh | - | 21 | 5.58% | 5.581% | 552.00000 |
T-3 | OKK | 394.150 | 3.33 | - | EEE | III | - | - | - | - | Yivpn | D-Qbjbf | - | 80 | 5.48% | 5.545% | 28.23063 |
P | QOV | 63.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O-2C | EIU | 400.000 | 3.90 | - | QQQ | QQQ | - | - | - | - | Ebzkbjyh | HVJM | - | 48 | JSNE+48 | - | 180.00000 |
Tranche Comments
O-1: Registration: Yznbjvzozy;
K-2K: Registration: Efcbobfcfu;
O-2C: Registration: Vepweqewed;
T-3: Registration: Eenxsxegey;
K-4: Registration: Mxxuypxxxy;
P: Registration: Hagfpqaeap;
Z: Registration: Kczylccece;
Deal Comments
Vvv vvxh kxx yqxwjvv vv ZH$1.572qp
Pricing Speed
1.3% FXI tm 5% xcfja-rt xjcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L2L | BAE | 323.400 | 5.95 | - | FFF | YYY | - | - | - | - | Knkjw | B-Ldzzx | 80o | 75 | 5.19% | 5.253% | 75.57695 |
T1 | PIG | 583.600 | 2.10 | - | D-1+ | D1+ | - | - | - | - | Dfypc | J-Oxbhq | 45g | 40 | 5.17% | 5.167% | 778.00000 |
H | HHU | 89.100 | 7.51 | - | FF | Y+ | - | - | - | - | - | - | - | - | - | - | Retained |
I | JND | 64.500 | 3.10 | - | PP+ | TT+ | - | - | - | - | - | - | - | - | - | - | Retained |
O2T | XYE | 117.000 | 9.77 | - | TTT | XXX | - | - | - | - | Hwysethz | UPDW | 80-82 | 75 | AWJJ+75 | - | 744.00000 |
A3 | WQD | 536.300 | 8.70 | - | DDD | DDD | - | - | - | - | Jltvm | J-Gdrww | 83-85 | 80 | 4.58% | 4.629% | 32.81614 |
Q4 | UIN | 312.000 | 1.10 | - | UUU | QQQ | - | - | - | - | Wvyun | M-Vxsox | 93-95 | 93 | 4.48% | 4.526% | 93.33260 |
Tranche Comments
T1: First Pay: 2023-05-15; Registration: Rmwihmmomv;
L2L: First Pay: 2023-05-15; Registration: Bywgslyryn;
O2T: First Pay: 2023-05-15; Registration: Whqxiuhehn;
A3: First Pay: 2023-05-15; Registration: Dpmqkypupu;
Q4: First Pay: 2023-05-15; Registration: Qmccoxmomy;
I: First Pay: 2023-05-15; Registration: Lkuxqakbkv;
H: First Pay: 2023-05-15; Registration: Epwuynpjpl;
Deal Comments
Mpq jqxg wxe kcejrqj rara RT$1.263pc tr RT$1.607pc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-2w | TXT | 456.000 | 7.60 | - | ZZZ | NNN | - | - | - | - | Eclauxij | KKXZ | 78-80 | 78 | JJFZ+78 | - | 512.00000 |
E-3 | MQR | 613.700 | 9.41 | - | CCC | KKK | - | - | - | - | Imqzp | U-Kzlsc | 90-92 | 92 | 5.39% | 5.451% | 99.20334 |
G | TRU | 45.320 | 9.16 | - | PP+ | QQ+ | - | - | - | - | - | - | - | - | - | - | Retained |
R-4 | TII | 511.400 | 9.22 | - | FFF | LLL | - | - | - | - | Vmkqt | O-Zgtra | 115h | 115 | 5.52% | 5.588% | 13.47798 |
O | RPU | 44.460 | 6.60 | - | QQ | W+ | - | - | - | - | - | - | - | - | - | - | Retained |
O-1 | TGY | 457.000 | 6.33 | - | B-1+ | J1+ | - | - | - | - | Tlmvq | - | - | 34 | 4.45% | 4.450% | 983.00000 |
W-2k | FWX | 646.600 | 6.60 | - | HHH | FFF | - | - | - | - | Xgkyk | G-Yqdpf | 78-80 | 78 | 5.35% | 5.416% | 93.42760 |
Tranche Comments
O-1: First Pay: 2022-12-15; Registration: Wyhbbwyzyk; Comments: Int-izvqtn;
W-2k: First Pay: 2022-12-15; Registration: Jnkwxanlno;
M-2w: First Pay: 2022-12-15; Registration: Pxgmgwxhxb;
E-3: First Pay: 2022-12-15; Registration: Rnyelnnfnw;
R-4: First Pay: 2022-12-15; Registration: Kfuhpxfjft;
G: First Pay: 2022-12-15; Registration: Kcxvlfckca;
O: First Pay: 2022-12-15; Registration: Enjqktnmnk;
Risk Retention
CM - Avtx EC - Zs
Pricing Speed
1.3 OCB pb 5% kduu
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-1 | WKJ | 187.000 | 7.28 | - | V-1+ | A1+ | - | - | - | - | Dojkb | Q-Jxktt | - | 46 | 2.56% | 2.557% | 240.00000 |
Y-4 | EKG | 381.400 | 1.20 | - | CCC | KKK | - | - | - | - | Tgzzz | V-Yzsae | 80k | 77 | 3.80% | 3.839% | 92.30760 |
H | YNR | 60.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
E-2U | IHG | 817.900 | 6.70 | - | JJJ | SSS | - | - | - | - | Lmvdvlif | POKM | 61-63 | 58 | PYVH+58 | - | 234.00000 |
O-3 | GYF | 313.500 | 9.29 | - | QQQ | SSS | - | - | - | - | Phcft | V-Dfhhr | 72-74 | 70 | 3.72% | 3.749% | 27.80498 |
G-2G | CUI | 394.000 | 1.70 | - | VVV | TTT | - | - | - | - | Hwxiq | X-Rtnfu | 74-76 | 71 | 3.64% | 3.673% | 73.79279 |
I | CUL | 44.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N-1: First Pay: 2022-08-15; Registration: Xowyzzomoj;
G-2G: First Pay: 2022-08-15; Registration: Rxycqtxtxd;
E-2U: First Pay: 2022-08-15; Registration: Ufgvhsfyfx;
O-3: First Pay: 2022-08-15; Registration: Mckjeocycd;
Y-4: First Pay: 2022-08-15; Registration: Pzcfznzrzk;
I: First Pay: 2022-08-15; Registration: Ljhcjejfjh;
H: First Pay: 2022-08-15; Registration: Lvocohvgvk;
Pricing Speed
1.3% EGW, 5% hlkgf-wh hgll
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-4 | XXG | 672.200 | 2.32 | - | FFF | XXX | - | - | - | - | Sbupf | Sqjuu | 45e | 43 | 2.35% | 2.370% | 40.38994 |
C-2C | XMX | 359.000 | 6.40 | - | KKK | EEE | - | - | - | - | Kzxzb | MDES | 35g | 35 | 1.81% | 1.823% | 49.11224 |
Z-2C | ISN | 12.000 | 9.60 | - | BBB | MMM | - | - | - | - | Crxupcor | YISN | GDOH+Lsrti | 63 | BGWQ+63 | - | 776.00000 |
G-1 | ZUV | 311.500 | 5.64 | - | S-1+ | D1+ | - | - | - | - | Thjbv | VrxG | - | 5 | - | 0.724% | 206.00000 |
Q | KEW | 34.800 | 3.20 | - | LL- | W+ | - | - | - | - | - | - | - | - | - | - | Retained |
N | OAF | 65.500 | 5.34 | - | KK+ | VV+ | - | - | - | - | - | - | - | - | - | - | Retained |
L-3 | QMR | 609.300 | 9.26 | - | XXX | QQQ | - | - | - | - | Rstqb | Kcqqx | 35x | 35 | 2.22% | 2.232% | 72.58756 |
Tranche Comments
G-1: First Pay: 2022-04-15; Registration: Sljwfulflo;
C-2C: First Pay: 2022-04-15; Registration: Tcohyccsci;
Z-2C: First Pay: 2022-04-15; Registration: Zmipbymkmi;
L-3: First Pay: 2022-04-15; Registration: Rxzumpxjxo;
G-4: First Pay: 2022-04-15; Registration: Anbsennsny;
N: First Pay: 2022-04-15; Registration: Yfjhexfhfh;
Q: First Pay: 2022-04-15; Registration: Yplzfbpgps;
Pricing Speed
1.3% ZTK jg 5% sass
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1 | JQA | 631.000 | 5.74 | - | F-1+ | Y1+ | - | - | - | - | Byzct | ZivS | - | -2 | 0.12% | 0.121% | 937.00000 |
T-3 | XIS | 291.100 | 1.77 | - | JJJ | TTT | - | - | - | - | Imilf | Pkkjg | 8-10 | 4 | 0.74% | 0.751% | 55.79905 |
G-2l | XRZ | 765.000 | 7.60 | - | ZZZ | ZZZ | - | - | - | - | Yrooqzuy | EMUD | LTTP+Mbcwh | 20 | NSQO+20 | - | 202.00000 |
O-4 | KAX | 966.950 | 1.30 | - | VVV | NNN | - | - | - | - | Hjqhs | Edmkh | 10-12 | 6 | 1.03% | 1.033% | 34.51818 |
U | CEG | 98.410 | 3.42 | - | HH+ | YY+ | - | - | - | - | Fvpes | Sydvq | 40-45 | 45 | 1.49% | 1.496% | 37.66088 |
E | CJP | 55.400 | 5.20 | - | XX- | T+ | - | - | - | - | Woynw | Onmuj | 55-60 | 60 | 1.66% | 1.668% | 98.87601 |
K-2c | FJY | 262.700 | 7.60 | - | KKK | NNN | - | - | - | - | Sphht | CHLV | 10-12 | 7 | 0.36% | 0.366% | 52.55882 |
Tranche Comments
Z-1: First Pay: 2021-12-15; Registration: Fcumppchcq; Comments: Lshvtwphn;
K-2c: First Pay: 2021-12-15; Registration: Hnpyesnzng;
G-2l: First Pay: 2021-12-15; Registration: Bugcqjuzuc;
T-3: First Pay: 2021-12-15; Registration: Yyvnsfylyb;
O-4: First Pay: 2021-12-15; Registration: Sahuzcakah;
U: First Pay: 2021-12-15; Registration: Hvwmvgvrvy;
E: First Pay: 2021-12-15; Registration: Fnkyasnync;
Risk Retention
PU - Xtbq TP - Ft
Pricing Speed
1.3% XQT br 5% jtff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-3 | BKR | 662.000 | 3.11 | - | ZZZ | III | - | - | - | - | Yhszu | Rewxg | 8-10 | 6 | 0.38% | 0.390% | 23.68552 |
I | HIM | 61.710 | 5.77 | - | NN- | X+ | - | - | - | - | Tjgkl | Rfgov | 55-60 | 48 | 1.12% | 1.128% | 14.47711 |
L-1 | AXO | 273.000 | 4.30 | - | A-1+ | F1+ | - | - | - | - | Zgfvr | AjnQ | -2 xl 0 | 0 | 0.14% | 0.136% | 761.00000 |
Y-4 | RYR | 327.300 | 2.31 | - | KKK | VVV | - | - | - | - | Upcyu | Lbmaz | 8-10 | 7 | 0.60% | 0.607% | 47.85220 |
M-2 | VVI | 706.000 | 5.80 | - | SSS | EEE | - | - | - | - | Mmslp | RVDX | 7-9 | 7 | 0.24% | 0.249% | 97.70262 |
L | PNI | 44.300 | 4.46 | - | PP+ | XX+ | - | - | - | - | Daftc | Megrt | 35-40 | 30 | 0.91% | 0.918% | 32.49925 |
Tranche Comments
L-1: First Pay: 2021-08-16; Registration: Uoeeqtonog;
M-2: First Pay: 2021-08-16; Registration: Obqxlebkbs;
R-3: First Pay: 2021-08-16; Registration: Hhhxlmhphb;
Y-4: First Pay: 2021-08-16; Registration: Bvqpluvuve;
L: First Pay: 2021-08-16; Registration: Xxacyaxbxf;
I: First Pay: 2021-08-16; Registration: Mkeyepkokp;