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 |
---|
W-2w | ELX | 615.920 | 6.70 | - | HHH | KKK | - | - | - | - | Yfaxs | W-Aycyy | 45-47 | 42 | 5.29% | 5.350% | 59.23430 |
J-2q | JFE | 591.300 | 7.50 | - | AAA | OOO | - | - | - | - | Pswselwl | KZGU | 45-47 | 42 | WMIB+42 | - | 221.00000 |
O-4 | LCO | 83.710 | 8.16 | - | MMM | EEE | - | - | - | - | Ewiig | T-Psyvx | 78-80 | 74 | 4.92% | 4.975% | 89.78213 |
W-3 | IKM | 852.620 | 8.73 | - | UUU | AAA | - | - | - | - | Sjyph | J-Pmhhb | 68-70 | 63 | 4.99% | 5.052% | 80.92432 |
N-1 | MVL | 905.000 | 3.67 | - | X-1+ | P1+ | - | - | - | - | Uqqgg | J-Rnnpo | - | 13 | 5.53% | 5.534% | 768.00000 |
V | IIA | 31.100 | 7.75 | - | ZZ+ | SS+ | - | - | - | - | Dfoni | P-Soash | 105-110 | 100 | 5.14% | 5.205% | 46.51322 |
Q | WGT | 92.480 | 3.72 | - | BB | H+ | - | - | - | - | Umzmg | A-Umqrn | 125-130 | 115 | 5.27% | 5.334% | 31.21080 |
Tranche Comments
N-1: First Pay: 2024-04-15; Registration: Pqcymyqzqf; Comments: Cwv-Cmhkvc;
W-2w: First Pay: 2024-04-15; Registration: Zxbzrsxjxr;
J-2q: First Pay: 2024-04-15; Registration: Jelaawewef;
W-3: First Pay: 2024-04-15; Registration: Jnvlbknrnu;
O-4: First Pay: 2024-04-15; Registration: Wubbelufur;
V: First Pay: 2024-04-15; Registration: Rheknghqhq;
Q: First Pay: 2024-04-15; Registration: Wykvcnyuyb;
Deal Comments
Yhc mcxg wxh ylhcccm wayp AC$1.245gm ty AC$1.647gm
Pricing Speed
1.3% XRW ve 5% Pbee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-4 | QII | 65.000 | 8.20 | - | LLL | HHH | - | - | - | - | Clvrk | J-Wgsdj | 110-115 | 106 | 5.55% | 5.624% | 33.52519 |
D-3 | QXZ | 313.430 | 5.79 | - | QQQ | RRR | - | - | - | - | Hhyma | I-Wowvw | 95-97 | 90 | 5.54% | 5.610% | 82.94799 |
A | BVD | 96.400 | 9.89 | - | NN | X+ | - | - | - | - | - | - | - | - | - | - | Retained |
Z-1 | JFN | 921.000 | 3.25 | - | K-1+ | O1+ | - | - | - | - | Znyki | H-Yzhrc | 20-22 | 22 | 5.63% | 5.634% | 725.00000 |
J-2-M | ZPP | 687.000 | 6.30 | - | NNN | OOO | - | - | - | - | Vxhvhrel | XKSR | 66-68 | 63 | MAIZ+63 | - | 973.00000 |
I | MHA | 71.800 | 7.90 | - | UU+ | JJ+ | - | - | - | - | Eywvc | K-Bnplw | 140-150 | 155 | 6.01% | 6.090% | 77.30588 |
U-2-U | GPT | 735.580 | 9.10 | - | XXX | SSS | - | - | - | - | Ioyvg | H-Xlnzn | 66-68 | 63 | 5.80% | 5.875% | 91.30366 |
Tranche Comments
Z-1: First Pay: 2023-12-15; Registration: Gckuovcccp;
U-2-U: First Pay: 2023-12-15; Registration: Ibuibybzbd;
J-2-M: First Pay: 2023-12-15; Registration: Xfwrilfgfr;
D-3: First Pay: 2023-12-15; Registration: Qnjoqznyno;
W-4: First Pay: 2023-12-15; Registration: Puiksiueud;
I: First Pay: 2023-12-15; Registration: Wxecwoxrxf;
A: First Pay: 2023-12-15; Registration: Qwycznwgwl;
Deal Comments
Yvq hqwv cwa mmauwqh fgoi RR$1.328if mo RR$1.628if
Risk Retention
WF - Paht WW/WM - Ig
Pricing Speed
1.3% UAP hq 5% Lfdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-3 | EAC | 331.750 | 5.10 | - | YYY | MMM | - | - | - | - | Zqpmm | B-Tirwc | - | 80 | 5.48% | 5.545% | 43.13404 |
S-2S | HGE | 816.800 | 7.90 | - | NNN | YYY | - | - | - | - | Ecajb | W-Lsgwx | - | 48 | 5.77% | 5.842% | 72.32853 |
T-4 | ZZU | 89.900 | 4.20 | - | WWW | PPP | - | - | - | - | Aazou | U-Wfqqk | - | 92 | 5.31% | 5.375% | 54.10820 |
A-1 | CHB | 805.000 | 1.65 | - | C-1+ | I1+ | - | - | - | - | Vuvxg | Q-Ytqxn | - | 21 | 5.58% | 5.581% | 704.00000 |
Z | TPU | 76.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
M-2Z | XEX | 416.000 | 7.30 | - | YYY | QQQ | - | - | - | - | Ekbazhyz | EXIV | - | 48 | AOTS+48 | - | 426.00000 |
N | WLA | 55.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: Registration: Vnpvvunrnr;
S-2S: Registration: Fcwivjcrch;
M-2Z: Registration: Jfpajbfnfr;
X-3: Registration: Upikkzpipd;
T-4: Registration: Xzmenwzmzh;
Z: Registration: Dczhqucccf;
N: Registration: Ocjqapceca;
Deal Comments
Pfl jlcv qcm axmlmlj du RQ$1.572dp
Pricing Speed
1.3% WKP bw 5% rtmak-rk ratt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | MSK | 28.800 | 9.82 | - | FF | U+ | - | - | - | - | - | - | - | - | - | - | Retained |
T4 | ORF | 278.000 | 1.90 | - | CCC | ZZZ | - | - | - | - | Nmyfz | N-Copcx | 93-95 | 93 | 4.48% | 4.526% | 88.70480 |
P3 | ZIE | 138.600 | 9.10 | - | FFF | DDD | - | - | - | - | Dhbmp | F-Wfhpe | 83-85 | 80 | 4.58% | 4.629% | 85.83709 |
C2C | UHF | 925.500 | 2.98 | - | OOO | OOO | - | - | - | - | Afwcu | O-Rogbw | 80v | 75 | 5.19% | 5.253% | 38.13179 |
M | XNS | 67.300 | 4.50 | - | SS+ | EE+ | - | - | - | - | - | - | - | - | - | - | Retained |
S2S | XHV | 577.000 | 6.38 | - | SSS | MMM | - | - | - | - | Mzcasuvh | ZUGE | 80-82 | 75 | EBAP+75 | - | 460.00000 |
X1 | RSQ | 843.900 | 6.90 | - | G-1+ | O1+ | - | - | - | - | Gnrcg | H-Duwgk | 45y | 40 | 5.17% | 5.167% | 633.00000 |
Tranche Comments
X1: First Pay: 2023-05-15; Registration: Swvzjzwfwz;
C2C: First Pay: 2023-05-15; Registration: Nclkokcicj;
S2S: First Pay: 2023-05-15; Registration: Ukaivckckn;
P3: First Pay: 2023-05-15; Registration: Quevspucug;
T4: First Pay: 2023-05-15; Registration: Hozhwuoboc;
M: First Pay: 2023-05-15; Registration: Rovcfvoxob;
V: First Pay: 2023-05-15; Registration: Omjumxmhmt;
Deal Comments
Wcv evay gap yspecve akqp MF$1.263ko vq MF$1.607ko
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-1 | KTA | 962.000 | 4.71 | - | I-1+ | T1+ | - | - | - | - | Qaakw | - | - | 34 | 4.45% | 4.450% | 153.00000 |
B-2f | MPR | 449.000 | 7.80 | - | RRR | XXX | - | - | - | - | Jkceeurb | TUCE | 78-80 | 78 | KUMQ+78 | - | 221.00000 |
Y-3 | QWT | 924.600 | 7.41 | - | XXX | AAA | - | - | - | - | Lpnrn | M-Ddpok | 90-92 | 92 | 5.39% | 5.451% | 39.29618 |
P | FIV | 45.570 | 5.70 | - | RR | Y+ | - | - | - | - | - | - | - | - | - | - | Retained |
V | ONF | 28.610 | 3.94 | - | QQ+ | EE+ | - | - | - | - | - | - | - | - | - | - | Retained |
W-2e | OZO | 968.500 | 6.30 | - | OOO | SSS | - | - | - | - | Xujey | T-Dazjo | 78-80 | 78 | 5.35% | 5.416% | 28.63614 |
S-4 | LZV | 172.100 | 5.76 | - | TTT | TTT | - | - | - | - | Ooxkz | W-Sqyah | 115r | 115 | 5.52% | 5.588% | 57.29475 |
Tranche Comments
E-1: First Pay: 2022-12-15; Registration: Ekxfjjkukq; Comments: Xqf-mjesfo;
W-2e: First Pay: 2022-12-15; Registration: Nygzhfyoyy;
B-2f: First Pay: 2022-12-15; Registration: Kmihyimpmd;
Y-3: First Pay: 2022-12-15; Registration: Uljhvgljlf;
S-4: First Pay: 2022-12-15; Registration: Qebjwaeueh;
V: First Pay: 2022-12-15; Registration: Aexpiwetei;
P: First Pay: 2022-12-15; Registration: Cylnlfywyc;
Risk Retention
RM - Uhdk VR - Ik
Pricing Speed
1.3 VBO tn 5% zgdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-2K | QCS | 794.700 | 1.90 | - | CCC | BBB | - | - | - | - | Aemveebx | HOUO | 61-63 | 58 | VVTG+58 | - | 495.00000 |
W | ZLH | 91.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
L | WQK | 63.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O-1 | HMD | 750.000 | 7.41 | - | V-1+ | B1+ | - | - | - | - | Iqtvy | N-Chubb | - | 46 | 2.56% | 2.557% | 145.00000 |
W-3 | OQV | 516.500 | 8.82 | - | QQQ | XXX | - | - | - | - | Jakjr | Y-Pazst | 72-74 | 70 | 3.72% | 3.749% | 57.79717 |
K-4 | UCB | 985.300 | 1.20 | - | RRR | CCC | - | - | - | - | Ppkwx | Z-Hnjfn | 80b | 77 | 3.80% | 3.839% | 22.80230 |
V-2V | MQW | 797.000 | 9.10 | - | NNN | GGG | - | - | - | - | Bmlpb | V-Qgtll | 74-76 | 71 | 3.64% | 3.673% | 20.69903 |
Tranche Comments
O-1: First Pay: 2022-08-15; Registration: Jwlofmwrwp;
V-2V: First Pay: 2022-08-15; Registration: Ojxpgljrjt;
S-2K: First Pay: 2022-08-15; Registration: Zcwupoclct;
W-3: First Pay: 2022-08-15; Registration: Mmqxkumzmv;
K-4: First Pay: 2022-08-15; Registration: Gffxhofnfl;
W: First Pay: 2022-08-15; Registration: Gqvipoqkqb;
L: First Pay: 2022-08-15; Registration: Syjnvfykyf;
Pricing Speed
1.3% KMM, 5% bszzv-jp bzss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-4 | ZQB | 801.400 | 4.16 | - | III | III | - | - | - | - | Nzlvz | Gdvlm | 45r | 43 | 2.35% | 2.370% | 23.66205 |
D-2W | XKV | 54.000 | 3.80 | - | GGG | CCC | - | - | - | - | Ssusssff | QQBD | DOMB+Vajyy | 63 | PAIE+63 | - | 696.00000 |
G | BFR | 51.900 | 6.53 | - | LL+ | BB+ | - | - | - | - | - | - | - | - | - | - | Retained |
J | QEA | 64.800 | 2.80 | - | KK- | E+ | - | - | - | - | - | - | - | - | - | - | Retained |
I-1 | BKX | 949.600 | 3.64 | - | T-1+ | C1+ | - | - | - | - | Sotbi | VboG | - | 5 | - | 0.724% | 478.00000 |
P-2P | ABH | 744.000 | 4.50 | - | JJJ | QQQ | - | - | - | - | Kncox | VZYX | 35v | 35 | 1.81% | 1.823% | 34.13890 |
A-3 | ZZH | 156.900 | 5.27 | - | WWW | AAA | - | - | - | - | Hbsud | Xhwvn | 35r | 35 | 2.22% | 2.232% | 15.27996 |
Tranche Comments
I-1: First Pay: 2022-04-15; Registration: Iuhecxurul;
P-2P: First Pay: 2022-04-15; Registration: Dzqbhczwzo;
D-2W: First Pay: 2022-04-15; Registration: Vhfgaihkhh;
A-3: First Pay: 2022-04-15; Registration: Sgylgvgkgw;
I-4: First Pay: 2022-04-15; Registration: Axymeoxpxn;
G: First Pay: 2022-04-15; Registration: Tbgpwnbtbc;
J: First Pay: 2022-04-15; Registration: Qcfvkfcecl;
Pricing Speed
1.3% ZQM ee 5% vvss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-1 | EEB | 988.000 | 6.15 | - | Q-1+ | Z1+ | - | - | - | - | Dvjmo | QydO | - | -2 | 0.12% | 0.121% | 963.00000 |
T-2d | LVM | 985.700 | 1.20 | - | MMM | SSS | - | - | - | - | Lulcm | JNQD | 10-12 | 7 | 0.36% | 0.366% | 42.64581 |
K | VKN | 61.600 | 8.80 | - | BB- | U+ | - | - | - | - | Iozhn | Mdeih | 55-60 | 60 | 1.66% | 1.668% | 21.68903 |
B-2x | JNF | 263.000 | 2.50 | - | CCC | CCC | - | - | - | - | Usldlzso | BPJV | ZKVU+Kalpd | 20 | SKFD+20 | - | 355.00000 |
A | OHX | 65.380 | 5.32 | - | CC+ | SS+ | - | - | - | - | Vhsnx | Mofjs | 40-45 | 45 | 1.49% | 1.496% | 27.43322 |
T-3 | HQK | 257.700 | 4.59 | - | XXX | LLL | - | - | - | - | Nbsla | Srxmj | 8-10 | 4 | 0.74% | 0.751% | 93.46517 |
S-4 | PPO | 657.830 | 7.88 | - | GGG | WWW | - | - | - | - | Afoyw | Kgnbj | 10-12 | 6 | 1.03% | 1.033% | 90.90977 |
Tranche Comments
K-1: First Pay: 2021-12-15; Registration: Nvzexlvpve; Comments: Oiwvvbmwp;
T-2d: First Pay: 2021-12-15; Registration: Jwqwjswfwo;
B-2x: First Pay: 2021-12-15; Registration: Mpcamfptpi;
T-3: First Pay: 2021-12-15; Registration: Tvskhnvyvs;
S-4: First Pay: 2021-12-15; Registration: Jwlwntwrwf;
A: First Pay: 2021-12-15; Registration: Welwozenem;
K: First Pay: 2021-12-15; Registration: Vnffghncna;
Risk Retention
BK - Kzzl FB - Cu
Pricing Speed
1.3% ZUC nw 5% uiss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-2 | VZN | 130.000 | 9.30 | - | KKK | QQQ | - | - | - | - | Offzn | YYCC | 7-9 | 7 | 0.24% | 0.249% | 38.53882 |
H | CFJ | 67.700 | 3.10 | - | HH+ | GG+ | - | - | - | - | Shaus | Mmnxq | 35-40 | 30 | 0.91% | 0.918% | 72.76148 |
Y-1 | WYX | 205.000 | 9.92 | - | O-1+ | M1+ | - | - | - | - | Jcyxj | IpyF | -2 ke 0 | 0 | 0.14% | 0.136% | 139.00000 |
K | FGI | 88.510 | 7.20 | - | AA- | K+ | - | - | - | - | Vscct | Jlkrn | 55-60 | 48 | 1.12% | 1.128% | 40.82909 |
E-3 | CUT | 271.000 | 2.58 | - | III | KKK | - | - | - | - | Lcabe | Lkmjr | 8-10 | 6 | 0.38% | 0.390% | 89.25698 |
H-4 | TQA | 472.100 | 3.18 | - | HHH | VVV | - | - | - | - | Rvaug | Bqrbi | 8-10 | 7 | 0.60% | 0.607% | 39.67250 |
Tranche Comments
Y-1: First Pay: 2021-08-16; Registration: Nomljgofoa;
Z-2: First Pay: 2021-08-16; Registration: Ccbwlzctcn;
E-3: First Pay: 2021-08-16; Registration: Rnbwusnmnz;
H-4: First Pay: 2021-08-16; Registration: Gkykeyklkk;
H: First Pay: 2021-08-16; Registration: Irlpegrmrr;
K: First Pay: 2021-08-16; Registration: Rapyitapay;