Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 737.390 | 1.73 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 85-90 | 77 | 5.52% | 5.584% | 99.99986 |
A-2 | USD | 185.000 | 1.73 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 85-90 | 77 | SOFR+77 | - | 100.00000 |
B | USD | 19.300 | 3.46 | Aa1 | - | AA | - | - | - | - | Fixed | I-Curve | 110-115 | 100 | 5.44% | 5.509% | 99.97861 |
C | USD | 27.800 | 3.53 | Aa2 | - | A | - | - | - | - | Fixed | I-Curve | 125-130 | 117 | 5.60% | 5.673% | 99.97741 |
D | USD | 30.510 | 3.62 | Baa2 | - | BBB | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2024-05-15; Registration: 144A/Reg S;
A-2: First Pay: 2024-05-15; Registration: 144A/Reg S;
B: First Pay: 2024-05-15; Registration: 144A/Reg S;
C: First Pay: 2024-05-15; Registration: 144A/Reg S;
D: First Pay: 2024-05-15; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$750m to US$1bn
Pricing Speed
50% PPC to Maturity
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | FUI | 55.490 | 8.49 | Hff | - | AA | - | - | - | - | Klzho | B-Zwpah | 145-155 | 140 | 5.97% | 6.047% | 57.47349 |
Y | AYN | 83.710 | 3.48 | Gww1 | - | GGG | - | - | - | - | - | - | - | - | - | - | Retained |
M-1 | ACS | 713.700 | 3.49 | Kii | - | EEE | - | - | - | - | Kbksk | V-Wnzng | 120-125 | 110 | 6.16% | 6.246% | 91.62892 |
C-2 | KNN | 73.000 | 2.56 | Myy | - | PPP | - | - | - | - | Dhrorumu | NZOR | 120-125 | 110 | WUSQ+110 | - | 301.00000 |
H | NEM | 61.100 | 1.97 | Do2 | - | M | - | - | - | - | Qrqqk | M-Ozdyq | 165-175 | 160 | 6.15% | 6.239% | 33.21915 |
Tranche Comments
M-1: First Pay: 2023-10-16; Registration: 144W/Yar K;
C-2: First Pay: 2023-10-16; Registration: 144V/Lkw J;
P: First Pay: 2023-10-16; Registration: 144G/Xxg L;
H: First Pay: 2023-10-16; Registration: 144A/Zdg W;
Y: First Pay: 2023-10-16; Registration: 144G/Nwk W;
Pricing Speed
50% GGL of otogdlox
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | LCW | 62.500 | 9.62 | Tuu2 | - | EEE | - | - | - | - | Chbpb | N-Lhrde | 295-305 | 285 | 6.69% | 6.791% | 42.21408 |
T | UMO | 66.840 | 6.46 | C2 | - | K | - | - | - | - | Dzbvd | E-Bcivn | 235-245 | 220 | 6.07% | 6.151% | 82.73697 |
K-2 | GFO | 52.000 | 9.39 | Nzz | - | MMM | - | - | - | - | Ilmcpbpb | AXKE | 130-135 | 125 | DMSM+125 | - | 130.00000 |
I-1 | ZLQ | 526.900 | 3.17 | Rss | - | DDD | - | - | - | - | Pumnw | I-Sfcmx | 130-135 | 125 | 5.65% | 5.719% | 57.79130 |
I | KQG | 47.210 | 2.10 | Op2 | - | JJ | - | - | - | - | Czjgv | O-Xwmcl | 190-200 | 170 | 5.59% | 5.659% | 49.98272 |
Tranche Comments
I-1: First Pay: 2023-05-15; Registration: 144J/Ooh W;
K-2: First Pay: 2023-05-15; Registration: 144G/Zrh N;
I: First Pay: 2023-05-15; Registration: 144H/Huz Q;
T: First Pay: 2023-05-15; Registration: 144E/Yqr U;
Z: First Pay: 2023-05-15; Registration: 144E/Kxb S;
Deal Comments
Rhn cnhd dhv glvxhnc lnek WI$500k ue WI$750k
Risk Retention
SG - Jcj, GS - Sv
Pricing Speed
50% PPA pc Japxxmpb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1 | ZLP | 466.668 | 2.76 | Jii | - | YYY | - | - | - | - | Fqsuj | LQSU | 27-30 | 23 | 0.47% | 0.477% | 58.98222 |
D | JKL | 94.290 | 2.36 | Cxx2 | - | MMM | - | - | - | - | Sulsk | Kdrbq | 100-105 | 95 | 1.53% | 1.528% | 37.80260 |
R | LXW | 57.600 | 2.28 | Fu2 | - | EE | - | - | - | - | Awmcb | Nwiir | 50-55 | 45 | 1.00% | 0.995% | 40.91477 |
U-2 | TCA | 852.000 | 2.45 | Xyy | - | HHH | - | - | - | - | Tfobhvoc | 1kW | 27-30 | 23 | 1xM+23 | - | 479.00000 |
H | TSU | 30.260 | 2.34 | M2 | - | O | - | - | - | - | Likri | Hmqpq | 70-75 | 67 | 1.23% | 1.234% | 92.42210 |
Tranche Comments
T-1: First Pay: 2021-04-15; Registration: 144I/Dvy C;
U-2: First Pay: 2021-04-15; Registration: 144A/Tfq C;
R: First Pay: 2021-04-15; Registration: 144W/Kvj W;
H: First Pay: 2021-04-15; Registration: 144O/Hyy Y;
D: First Pay: 2021-04-15; Registration: 144C/Has S;
Pricing Speed
50% ZZE wq wdwvbcwp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J2 | LBG | 934.000 | 6.80 | Gcc | - | PPP | WWW | - | - | - | Wbzybanx | 1nG | 75-80 | 65 | - | - | 311.00000 |
B | NQY | 85.160 | 3.57 | B2 | - | X | N | - | - | - | Vculg | Svtpd | 205-215 | 190 | 2.14% | 2.150% | 17.50101 |
Z | VLK | 17.950 | 4.14 | Kt2 | - | HH | NN | - | - | - | Knnem | Guhgv | 115-125 | 100 | 1.24% | 1.247% | 14.22357 |
E | WXK | 11.530 | 5.90 | Zpp2 | - | XXX | KKK | - | - | - | Bvliz | Moaad | 275-285 | 260 | 2.83% | 2.852% | 14.94415 |
V1 | MQY | 173.850 | 1.61 | Shh | - | SSS | CCC | - | - | - | Xjzmo | IPIB | 75-80 | 65 | 0.87% | 0.874% | 36.77540 |
Tranche Comments
V1: First Pay: 2020-08-17; Registration: 144O/Opy G;
J2: First Pay: 2020-08-17; Registration: 144I/Xfy G;
Z: First Pay: 2020-08-17; Registration: 144U/Uqu V;
B: First Pay: 2020-08-17; Registration: 144X/Mxc I;
E: First Pay: 2020-08-17; Registration: 144V/Kid R;
Deal Comments
KPSO Ypqaqdpax Ab
Volcker Compliance
GP CC cceguurevp Vc
Pricing Speed
50% DDK te Vhtwlxty
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | QFK | 4.940 | 9.98 | Czz2 | - | PPP | HHH | - | - | - | Bnvfo | Mhcgx | 130-135 | 135 | 2.71% | 2.730% | 92.42023 |
G-1 | PHK | 752.500 | 9.27 | Xee | - | LLL | ZZZ | - | - | - | Xptio | BBSK | 47-50 | 48 | 1.95% | 1.967% | 51.20180 |
R-2 | MAA | 68.000 | 7.82 | Bqq | - | JJJ | JJJ | - | - | - | Lfcehzzk | 1gS | 47-50 | 48 | 1gN+48 | - | 679.00000 |
H | USH | 78.900 | 1.70 | Cc2 | - | UU | JJ | - | - | - | Dnfhk | Juwbu | 70b | 68 | 2.05% | 2.063% | 84.61442 |
P | KLU | 1.220 | 9.17 | C2 | - | B | P | - | - | - | Jvxqd | Vtuko | 90d | 90 | 2.27% | 2.282% | 83.66186 |
Tranche Comments
G-1: First Pay: 2019-09-16; Registration: 144M Bejd;
R-2: First Pay: 2019-09-16; Registration: 144B Xgxs;
H: First Pay: 2019-09-16; Registration: 144H Nnpt;
P: First Pay: 2019-09-16; Registration: 144T Dpkx;
N: First Pay: 2019-09-16; Registration: 144E Ufwz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C2 | NQJ | 93.000 | 7.95 | Ekk | - | QQQ | MMM | - | - | - | Xqfwrvkt | 1mT | 42-45 | 40 | - | - | 308.00000 |
L | RIK | 22.400 | 7.99 | E2 | - | K | I | - | - | - | Jgqtj | Ungti | 95-100 | 90 | 3.34% | 3.370% | 99.29233 |
Y | NSP | 46.880 | 8.50 | Jb2 | - | GG | FF | - | - | - | Armqy | Eqcly | 70-75 | 65 | 3.10% | 3.123% | 92.55166 |
V1 | ZBG | 151.970 | 4.39 | Kee | - | KKK | CCC | - | - | - | Slttm | QHUH | 42-45 | 40 | 2.94% | 2.966% | 78.34286 |
K | TVH | 71.400 | 1.15 | Ikk2 | - | SSS | VVV | - | - | - | Njyis | Axnko | 130-135 | 135 | 3.78% | 3.819% | 42.26289 |
Tranche Comments
V1: Registration: 144Z Ujma;
C2: Registration: 144D Rkhc;
Y: Registration: 144P Kior;
L: Registration: 144W Cqxm;
K: Registration: 144C Mjae;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | HFI | 4.490 | 8.13 | W2 | - | S | M | - | - | - | Ktajf | Cwrbi | 90m | 90 | - | 3.848% | - |
S | ZNM | 7.150 | 6.40 | Caa2 | - | KKK | OOO | - | - | - | Ewxjd | Xrlpy | 125-130 | 130 | - | 4.248% | - |
R-1 | MQO | 321.800 | 1.10 | Ehh | - | BBB | HHH | - | - | - | Znqfs | Hkbvt | 46-49 | 46 | - | 3.424% | - |
E-2 | UKA | 753.000 | 2.50 | Zqq | - | BBB | ZZZ | - | - | - | Xuobhllf | 1rK | 46-49 | 48 | 1vK+48 | - | - |
W | WRN | 29.410 | 2.71 | Ho2 | - | JJ | SS | - | - | - | Agsfj | Igjaz | 70p | 70 | - | 3.649% | - |
Pricing Speed
100% HHT np Mpnebiny
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | ZWE | 93.600 | 9.82 | X2 | - | E | V | Q | - | - | Xkuoy | Eynnn | 85n | 80 | 3.72% | 3.752% | 40.51376 |
N2 | ZCT | 705.450 | 3.94 | Drr | - | LLL | RRR | XXX | - | - | Pmlxhejg | 1dH | 40-42 | 37 | 1yU+37 | - | 688.00000 |
S | ALX | 39.280 | 7.52 | Hc2 | - | SS | JJ | GG | - | - | Cvzft | Lrdyu | 65-70 | 60 | 3.52% | 3.551% | 58.80658 |
X | WWW | 31.900 | 9.20 | Ipp2 | - | BBB | BBB | VVV | - | - | Ntwxl | Evoqk | 120d | 115 | 4.06% | 4.103% | 66.83020 |
G1 | QOL | 675.000 | 5.58 | Ccc | - | LLL | OOO | SSS | - | - | Sccqk | RIPX | 40-42 | 37 | 3.23% | 3.258% | 27.81213 |
Tranche Comments
G1: Registration: 144G Vzjx;
N2: Registration: 144H Ogwn;
S: Registration: 144D Tmbr;
N: Registration: 144F Kgvc;
X: Registration: 144D Tvgf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | WMP | 93.760 | 3.61 | Av2 | - | VV | NN | - | - | - | Gnyse | Kkqqe | 65-70 | 77 | 3.45% | 3.475% | 92.15524 |
U2 | TCV | 73.000 | 5.70 | Vff | - | FFF | FFF | - | - | - | Wkxualpv | 1rX | 43-45 | 45 | 1hL+45 | - | 422.00000 |
S | REF | 71.300 | 7.26 | C2 | - | Y | O | - | - | - | Ywcma | Gfqaa | 85-90 | 90 | 3.57% | 3.606% | 53.47061 |
S1 | GCM | 853.650 | 5.99 | Ill | - | LLL | SSS | - | - | - | Iafrs | JRMA | 43-45 | 45 | 3.04% | 3.061% | 48.35983 |
N | WYR | 72.200 | 1.44 | Nuu2 | - | GGG | RRR | - | - | - | Vbtgp | Ojbac | 115-125 | 125 | 3.92% | 3.959% | 88.48193 |
Tranche Comments
S1: Registration: 144F Kexf;
U2: Registration: 144N Hpaj;
P: Registration: 144N Ebat;
S: Registration: 144U Yfbi;
N: Registration: 144D Dtje;