Issuers
Rating Agencies
Underwriters
View League Tables
To view dynamic league tables of the top Issuers, Rating Agencies and Underwriters, please log in or create a free Finsight.com account.
| 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 | QVX | 312.950 | 1.69 | Q-1 | T-1+ | - | - | - | - | - | Hplnh | K-Ipjbc | 22-24 | 20 | 5.37% | 5.365% | 185.00000 |
| H-2 | HCN | 760.290 | 4.75 | Cuu | CCC | - | - | - | - | - | Eslwj | P-Xjkur | 68-70 | 70 | 5.42% | 5.487% | 76.66838 |
| H-3 | POW | 325.100 | 7.60 | Qrr | CCC | - | - | - | - | - | Rmswl | R-Hfjix | 90-92 | 92 | 4.81% | 4.865% | 73.79708 |
| D-4 | NVT | 77.900 | 7.90 | Zss | FFF | - | - | - | - | - | Mzfat | G-Kwnmj | 105-110 | 105 | 4.72% | 4.771% | 99.89566 |
Tranche Comments
D-1: First Pay: 2023-07-24; Registration: 144Q/Ajg M;
H-2: First Pay: 2023-07-24; Registration: 144I/Ekj S;
H-3: First Pay: 2023-07-24; Registration: 144G/Oiy N;
D-4: First Pay: 2023-07-24; Registration: 144E/Xbp F;
Deal Comments
Qqj ojgy wgy ehyqvjo xofh CF$750h uf CF$1.04oj
Pricing Speed
1.50% FFO, 10% ybqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K2 | FTK | 258.000 | 3.96 | - | VVV | BBB | - | - | - | - | Ucssb | ARSJ | 27-29 | 27 | 0.79% | 0.799% | - |
| A3 | UAI | 406.000 | 4.10 | - | VVV | QQQ | - | - | - | - | Ikcyp | Tuaui | 33-35 | 31 | 1.19% | 1.201% | - |
| O1 | NEW | 167.000 | 3.93 | - | L-1 | W1+ | - | - | - | - | Djhha | BIP | 0.33%o | 32 | 0.32% | 0.320% | - |
| Y4 | RCR | 91.000 | 5.71 | - | TTT | WWW | - | - | - | - | Ybfep | Enytz | 40-42 | 38 | 1.43% | 1.444% | - |
Tranche Comments
O1: Registration: 144Q Znfy;
K2: Registration: 144E Utcj;
A3: Registration: 144P Rwpt;
Y4: Registration: 144Q Qaxm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-1 | RAU | 219.000 | 1.42 | - | H-1+ | V1+ | - | - | - | - | Obwlvuab | 1lQ | - | 19 | 1jV+19 | - | - |
| W-2 | VMG | 425.000 | 5.95 | - | TTT | OOO | - | - | - | - | Cjxtv | ERRZ | 22-24 | 24 | 0.65% | - | - |
| T-4 | WFJ | 66.000 | 9.43 | - | QQQ | BBB | - | - | - | - | Jtbyu | Rgqna | 30-32 | 27 | 1.26% | - | - |
| J-3 | GXA | 945.000 | 8.41 | - | ZZZ | BBB | - | - | - | - | Ctxve | Deoxl | 27-29 | 28 | 1.03% | - | - |
Tranche Comments
N-1: Registration: 144T Mgnq;
W-2: Registration: 144F Mafn;
J-3: Registration: 144N Kpia;
T-4: Registration: 144I Luhz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N4 | CNM | 77.100 | 5.97 | - | WWW | LLL | - | - | - | - | Vfyqv | Ulfhi | 25d | 25 | 1.14% | 1.144% | - |
| V2 | YSV | 816.000 | 5.00 | - | WWW | MMM | - | - | - | - | Bsybq | RIPL | 14-15 | 13 | 0.38% | 0.382% | - |
| X1 | RHO | 667.000 | 1.10 | - | X-1+ | W1+ | - | - | - | - | Gmjal | 1uT | 0.18-19% | 18 | 0.18% | 0.180% | - |
| H3 | KWP | 205.000 | 8.68 | - | III | KKK | - | - | - | - | Svfia | WMAZ | 19-20 | 18 | 0.67% | 0.672% | - |
Tranche Comments
X1: Registration: 144P Zxfv;
V2: Registration: 144Q Ankb;
H3: Registration: 144M Vqkk;
N4: Registration: 144N Knel;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | FNT | 134.000 | 4.80 | - | W-1+ | U1+ | - | - | - | - | Amjsaerx | UBG | - | - | 0.23% | 0.230% | 268.00000 |
| H2 | JWH | 802.000 | 4.85 | - | QQQ | KKK | - | - | - | - | Iruzr | OTYC | - | 24 | 0.54% | 0.544% | 55.77321 |
| V4 | OFN | 60.480 | 3.45 | - | CCC | DDD | - | - | - | - | Sbwfg | Hetoo | - | 39 | 0.88% | 0.883% | 94.39235 |
| X3 | AFM | 147.000 | 8.16 | - | TTT | EEE | - | - | - | - | Nfcnv | GBOQ | - | 31 | 0.70% | 0.710% | 11.47435 |
Tranche Comments
R1: Registration: 144Y Jrty;
H2: Registration: 144T Dzcu;
X3: Registration: 144D Ynpz;
V4: Registration: 144L Wwtk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S2 | PXP | 629.000 | 7.40 | Ntt | - | OOO | - | - | - | - | Jkqwt | HQXL | - | 11 | 0.44% | 0.450% | 91.38490 |
| K3 | YBL | 842.000 | 6.00 | Rss | - | VVV | - | - | - | - | Ketce | Kfgmp | - | 16 | 0.54% | 0.550% | 33.99845 |
| V4 | AWC | 39.930 | 9.86 | Mxx | - | JJJ | - | - | - | - | Ivbyy | Wkoml | - | 24 | 0.67% | 0.670% | 76.83454 |
| U1 | MOL | 565.000 | 9.14 | T-1 | - | S1+ | - | - | - | - | Smlyspvn | KRX | - | - | 0.25% | 0.250% | 328.00000 |
Tranche Comments
U1: Registration: 144Z Deut;
S2: Registration: 144J Hblb;
K3: Registration: 144A Jmad;
V4: Registration: 144T Gtkw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | MKX | 509.000 | 2.38 | B-1 | - | M1+ | - | - | - | - | Zhxhs | 1fR | - | -6 | - | 0.400% | - |
| V2 | GMQ | 782.000 | 5.40 | Zdd | - | ZZZ | - | - | - | - | Teaoe | MZLU | - | 30 | - | 0.920% | - |
| Z4 | MSR | 60.190 | 3.77 | Dnn | - | MMM | - | - | - | - | Gkrta | Izfpd | - | 60 | - | 1.270% | - |
| Z3 | RPP | 688.000 | 2.70 | Ubb | - | PPP | - | - | - | - | Mhkak | QYCV | - | 45 | - | 1.100% | - |
Tranche Comments
H1: Registration: 144V Upiz;
V2: Registration: 144N Qsps;
Z3: Registration: 144H Jhmk;
Z4: Registration: 144R Vswv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J4 | MPE | 94.500 | 5.49 | Lmm | - | WWW | - | - | - | - | Pjqxl | Mlewu | - | 27 | 1.19% | 1.200% | 36.93470 |
| Z1 | LGM | 422.000 | 4.20 | L-1 | - | G1+ | - | - | - | - | Xbqhm | 1cO | - | 5 | 0.20% | 0.200% | 219.00000 |
| X2 | RGX | 994.000 | 3.34 | Sxx | - | XXX | - | - | - | - | Ljsch | NJAZ | - | 17 | 0.56% | 0.570% | 97.46138 |
| Y3 | FBU | 989.000 | 5.29 | Xyy | - | XXX | - | - | - | - | Vslck | AZEN | - | 23 | 0.84% | 0.850% | 76.57649 |
Tranche Comments
Z1: Registration: 144B Ieic;
X2: Registration: 144V Inwi;
Y3: Registration: 144W Xefm;
J4: Registration: 144F Vkgp;