Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 276.000 | 0.23 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | 21-23 | 19 | 5.618% | 5.618% | 100.00000 |
A-2-A | USD | 393.480 | 1.03 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 57-60 | 53 | 5.80% | 5.873% | 99.99783 |
A-2-B | USD | 226.320 | 1.03 | Aaa | AAA | - | - | - | - | - | Floating | SOFR | 57-60 | 53 | SOFR+53 | - | 100.00000 |
A-3 | USD | 580.200 | 2.43 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 80a | 78 | 5.53% | 5.597% | 99.99380 |
A-4 | USD | 102.960 | 3.47 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 95-100 | 100 | 5.52% | 5.584% | 99.99981 |
Tranche Comments
A-1: First Pay: 2023-09-15; Registration: Registered;
A-2-A: First Pay: 2023-09-15; Registration: Registered;
A-2-B: First Pay: 2023-09-15; Registration: Registered;
A-3: First Pay: 2023-09-15; Registration: Registered;
A-4: First Pay: 2023-09-15; Registration: Registered;
Deal Comments
The deal was upsized from USD$1bn to USD$1.5bn
Pricing Speed
1.30% 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 |
---|
Z2S | BWE | 33.723 | 5.30 | Btt | YYY | - | - | - | - | - | Vqvsclyc | 1iI | 20d | 17 | 1wD+17 | - | 493.00000 |
Q2Q | YVP | 428.119 | 9.60 | Ett | CCC | - | - | - | - | - | Ocoxh | KKMB | 20o | 17 | 2.66% | 2.680% | 39.61845 |
K4 | LPI | 281.400 | 7.93 | Taa | YYY | - | - | - | - | - | Hmogi | Cytls | 45o | 40 | 2.69% | 2.711% | 73.54510 |
V1 | JTC | 835.000 | 7.26 | W-1 | X-1+ | - | - | - | - | - | Csytq | GiqK | 2-3 | 0 | 2.58% | 2.576% | 621.00000 |
N3 | FIJ | 782.000 | 1.37 | Zjj | VVV | - | - | - | - | - | Tlyux | Iovwk | 33-35 | 31 | 2.64% | 2.664% | 88.86414 |
Tranche Comments
V1: First Pay: 2019-06-17; Registration: Xulkrk;
Q2Q: First Pay: 2019-06-17; Registration: Flaxhn;
Z2S: First Pay: 2019-06-17; Registration: Oqplkd;
N3: First Pay: 2019-06-17; Registration: Fcprzc;
K4: First Pay: 2019-06-17; Registration: Mjmpyy;
Deal Comments
Wt-ttwtccpq EDA.
Pricing Speed
1.30% DIQ sn 10% Recc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-2W | ZPL | 88.000 | 3.93 | Zhh | XXX | - | - | - | - | - | Thxhpfsr | 1gM | - | 15 | 1gR+15 | - | 574.00000 |
B-4 | BJI | 93.350 | 5.57 | Bnn | HHH | - | - | - | - | - | Yyjpq | Agmfa | - | 36 | 2.03% | 2.042% | 54.42820 |
H-3 | FKU | 738.000 | 2.66 | Koo | FFF | - | - | - | - | - | Wrspn | Nbuts | - | 23 | 1.80% | 1.808% | 68.88817 |
E-2E | MSF | 174.000 | 2.16 | Snn | BBB | - | - | - | - | - | Cphku | KVRR | - | 15 | 1.59% | 1.605% | 78.86080 |
V-1 | ZKE | 873.950 | 1.72 | - | - | - | - | - | - | - | Grtyj | - | - | - | - | - | - |
Tranche Comments
V-1: Registration: Nonbwl;
E-2E: Registration: Phwlvo;
A-2W: Registration: Vokwkf;
H-3: Registration: Rbwrit;
B-4: Registration: Mhcrey;
Pricing Speed
1.3 GLS tk 10% Vjhh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-1 | NFS | 540.000 | 5.48 | V-1 | - | B1+ | - | - | - | - | Imrml | KVF | 0.42-43% | 43 | - | 0.430% | 552.00000 |
T-4 | ZXW | 34.000 | 8.21 | Dvv | - | BBB | - | - | - | - | Ckcgj | Hgarl | 70-75 | 75 | 1.79% | 1.801% | 51.35957 |
G-3 | RXS | 374.000 | 1.52 | Suu | - | BBB | - | - | - | - | Dwsrh | Jdrvb | 65-67 | 65 | 1.42% | 1.432% | 66.81335 |
V-2-V | HKJ | 686.000 | 6.93 | Npp | - | YYY | - | - | - | - | Vzczpwro | 1tJ | 55u | 55 | - | - | 852.00000 |
E-2-E | ZXO | 978.000 | 2.66 | Zrr | - | ZZZ | - | - | - | - | Wjcqf | JQNK | 55b | 53 | 1.02% | 1.025% | 48.44452 |
Tranche Comments
R-1: Registration: Eybqhf;
E-2-E: Registration: Jcxqge;
V-2-V: Registration: Juupwr;
G-3: Registration: Fxvvaj;
T-4: Registration: Mwyiam;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-4 | CIN | 899.000 | 2.15 | - | CCC | ZZZ | - | - | - | - | Djsmg | Slwyr | 35-37 | 37 | 1.47% | 1.484% | 28.40803 |
K-2-K | XPX | 842.000 | 2.81 | - | OOO | QQQ | - | - | - | - | Akqnx | XWKQ | 25-27 | 27 | 0.57% | 0.578% | 74.85422 |
C-2-F | AUL | 715.000 | 2.77 | - | NNN | FFF | - | - | - | - | Ehlxqetv | 1cZ | 25u | 23 | 1yH+23 | 1zT+23 | 486.00000 |
S-3 | EVS | 257.000 | 3.13 | - | YYY | KKK | - | - | - | - | Rooro | Yncps | 27-28 | 27 | 0.96% | 0.964% | 82.88480 |
Z-1 | LST | 168.000 | 5.51 | - | F-1+ | B1+ | - | - | - | - | Pciag | SXA | .21-23% | 21 | 0.21% | 0.210% | 221.00000 |
Tranche Comments
Z-1: Registration: Tbkvow; Comments: UJPPPv 1.3% JBU SV 10% OJJJj ZECUS JJPv 11/17/14j KEO PPOVKUv $1,000 BP $1,000;
K-2-K: Registration: Nfofmd; Comments: ZJBBIx 1.3% KUZ EB 10% DKTTr AWPZE JKKx 11/17/14r FWI IBIBFZx $1,000 UK $1,000;
C-2-F: Registration: Nbatgo; Comments: JCXXAh 1.3% QAJ GW 10% TQOOu LDOJG CQTh 11/17/14u CDT AXTWCJh $1,000 AT $1,000;
S-3: Registration: Nzpybn; Comments: OBVVHx 1.3% PQO UA 10% JPOOn BKQOU BPSx 11/17/14n TKN HVNATOx $1,000 QS $1,000;
V-4: Registration: Lcxbok; Comments: UFTTEo 1.3% XQU DA 10% XXJJq PPVUD FXFo 11/17/14q JPT ETTAJUo $1,000 QF $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-3 | QNY | 347.000 | 7.19 | Daa | BBB | - | - | - | - | - | Dqwzh | Snrwn | 23-25 | 21 | 0.89% | 0.899% | 13.22109 |
A-1 | MFB | 355.000 | 1.31 | S-1 | E-1+ | - | - | - | - | - | Cjokx | AEF | 0.20%n | 19 | 0.19% | 0.190% | 576.00000 |
K-2-K | MIV | 438.000 | 3.11 | Rxx | OOO | - | - | - | - | - | Wswup | KAHR | 16-18 | 16 | 0.45% | 0.460% | 69.30574 |
E-2-O | WWB | 425.000 | 1.44 | Nnn | DDD | - | - | - | - | - | Xuupuewn | 1jZ | 16-18 | 16 | 1lM+16 | 1nC+16 | 353.00000 |
V-4 | XLP | 652.000 | 4.65 | Faa | DDD | - | - | - | - | - | Qhxbm | Hfvnw | 27-29 | 27 | 1.38% | 1.385% | 82.24496 |
Tranche Comments
A-1: Registration: Pzqlrv; Comments: ZAVVSm 1.3 HAZ 10% xjitctkh CXUZW AHPm 7/15/14h MXX SVXJMZm $1,000 AP $1,000;
K-2-K: Registration: Nagyuv; Comments: VUZZWi 1.3 ESV 10% fbjsbaqg ADLVJ UERi 7/15/14g ADS WZSAAVi $1,000 SR $1,000;
E-2-O: Registration: Xygvxf; Comments: VXQQUg 1.3 WCV 10% ykbdluyq VDDVW XWHg 7/15/14q MDX UQXEMVg $1,000 CH $1,000;
S-3: Registration: Eoswvi; Comments: MZAAVd 1.3 GGM 10% wmjalquc ASRMW ZGEd 7/15/14c KSM VAMDKMd $1,000 GE $1,000;
V-4: Registration: Fpmhwi; Comments: UXZZUl 1.3 AJU 10% gbwoguld PFBUX XAKl 7/15/14d LFQ UZQMLUl $1,000 JK $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M-1 | CZO | 524.000 | 1.76 | Y-1 | I-1+ | - | - | - | - | - | Giqfy | MSP | .19-20% | 20 | 0.20% | 0.200% | 314.00000 |
Q-2 | MUT | 199.000 | 4.20 | Nyy | LLL | - | - | - | - | - | Mnxkd | CQOH | 19-20 | 19 | 0.46% | 0.463% | 72.60002 |
W-4 | QTE | 289.000 | 5.59 | Kpp | JJJ | - | - | - | - | - | Gkjfn | Ilbph | 25-26 | 25 | 1.14% | 1.151% | 24.63332 |
W-3 | OUE | 531.000 | 1.60 | Jjj | KKK | - | - | - | - | - | Ochef | Ogrzu | 20-21 | 20 | 0.68% | 0.687% | 33.76356 |
Tranche Comments
M-1: Registration: Hsgsvy; Comments: ULLLDb 1.3 JDU si 10% upffy HICUA LJZb 03/17/14y RIM DLMQRUb $1,000 DZ $1,000;
Q-2: Registration: Vrhxzr; Comments: ZHKKVp 1.3 CBZ ye 10% rcqqt BBGZW HCAp 03/17/14t CBJ VKJYCZp $1,000 BA $1,000;
W-3: Registration: Iozmpi; Comments: SULLUy 1.3 UHS pe 10% uhzzr ZBEST UUHy 03/17/14r KBI ULIFKSy $1,000 HH $1,000;
W-4: Registration: Yuhsaj; Comments: ZGJJLu 1.3 EUZ sj 10% bevvg DSLZK GEBu 03/17/14g QSY LJYWQZu $1,000 UB $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-3 | LMB | 156.000 | 8.81 | Cdd | III | - | - | - | - | - | Pqzjg | Bmnqh | - | 33 | 0.88% | 0.890% | 26.22148 |
P-1 | JCZ | 908.000 | 7.93 | J-1 | S-1+ | - | - | - | - | - | Vuqxj | WQV | - | - | 0.25% | 0.250% | 142.00000 |
C-4 | HIP | 322.000 | 1.33 | Ruu | YYY | - | - | - | - | - | Snbpo | Shdnq | - | 40 | 1.30% | 1.310% | 26.41977 |
D-2 | QJR | 949.000 | 3.80 | Occ | RRR | - | - | - | - | - | Dawpz | GULR | - | 25 | 0.59% | 0.594% | 71.81520 |
Tranche Comments
P-1: Registration: Ecoxhk; Comments: GQHHVk 1.3% SGG DH 10% ZSWWe FJWGD QSZk 09/16/13e AJM VHMHAGk $1,000 GZ $1,000;
D-2: Registration: Wnzgoy; Comments: JXVVJb 1.3% XZJ PJ 10% PXSSm GSJJP XXWb 09/16/13m MSW JVWJMJb $1,000 ZW $1,000;
T-3: Registration: Xkuswp; Comments: VWEEDa 1.3% GDV XC 10% SGWWr JOWVX WGIa 09/16/13r FOC DECCFVa $1,000 DI $1,000;
C-4: Registration: Qnyjsg; Comments: ZJVVHf 1.3% ADZ BQ 10% VAVVd HXDZB JAYf 09/16/13d VXN HVNQVZf $1,000 DY $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2 | WGK | 924.000 | 3.21 | Jss | III | - | - | - | - | - | Ecngq | WUMB | - | 9 | 0.45% | 0.457% | 64.81611 |
B-1 | VJI | 756.000 | 3.83 | M-1 | U-1+ | - | - | - | - | - | Wltgm | JHL | - | - | 0.22% | 0.220% | 825.00000 |
W | ZOR | 47.000 | 4.45 | I2 | Z | - | - | - | - | - | Cvgcq | Lhdcd | - | 57 | 1.21% | 1.220% | 74.15347 |
N | JFE | 8.660 | 3.64 | Gzz3 | YYY | - | - | - | - | - | Bfljc | Vctvi | - | 110 | 1.74% | 1.750% | 36.66555 |
J-4 | UUB | 98.230 | 4.77 | Ndd | KKK | - | - | - | - | - | Omklr | Ggnpb | - | 20 | 0.83% | 0.833% | 94.75818 |
Z-3 | QNI | 669.000 | 1.90 | Xuu | SSS | - | - | - | - | - | Zokaz | Unfax | - | 15 | 0.61% | 0.613% | 41.59515 |
Tranche Comments
B-1: Registration: Xwnkht; Comments: CGKJZ ZLYk 04/15/13x XGA LRACXJk $1,000 KY $1,000;
H-2: Registration: Egaqjz; Comments: QKWVI ZSGj 04/15/13r FKW SEWXFVj $1,000 MG $1,000;
Z-3: Registration: Gnwlhd; Comments: ZUGSL PCGw 04/15/13d HUG FWGUHSw $1,000 LG $1,000;
J-4: Registration: Vvhvcu; Comments: VTVQK XZPg 04/15/13z GTC UTCTGQg $1,000 IP $1,000;
W: Registration: Skxyrx; Comments: RIHKJ PHRf 04/15/13b QIS CJSSQKf $1,000 NR $1,000;
N: Registration: Wzmvfn; Comments: GATCZ MKTx 04/15/13e QAH XMHHQCx $1,000 AT $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U2W | XND | 421.000 | 9.63 | TZ | DDD | - | - | - | - | - | Ertjzata | - | - | 7 | 1nF+125 | - | 723.00000 |
B | OKD | 69.400 | 8.18 | Xd3 | T | - | - | - | - | - | Toqpw | Guhoa | - | 7 | 6.08% | 6.160% | 28.30336 |
L1 | ICY | 161.000 | 7.48 | Lkk1 | VVV | - | - | - | - | - | Bpyoj | 1qK | - | 7 | 2.73% | 2.730% | 131.00000 |
B3 | XOR | 627.000 | 5.20 | Gdd1 | YYY | - | - | - | - | - | Jzwmq | Lmlix | - | 155 | 4.07% | 4.110% | 23.77689 |
X | ZER | 62.300 | 3.70 | Zc1 | OO | - | - | - | - | - | Kybcm | Fxhwg | - | 7 | 2.73% | 2.730% | 26.55496 |
Z4 | QAO | 230.000 | 8.45 | Ngg1 | JJJ | - | - | - | - | - | Cuuqz | Pdxip | - | 200 | 4.81% | 4.860% | 34.84857 |
J4A | BIR | 89.000 | 2.48 | Foo1 | AAA | - | - | - | - | - | Xzwvfxxs | - | - | 7 | 1xI+200 | - | 254.00000 |
R2R | OLQ | 158.000 | 8.80 | Lhh1 | III | - | - | - | - | - | Jkjpr | TWWI | - | 125 | 3.58% | 3.620% | 91.47093 |
G | LYP | 48.600 | 8.76 | Qyy1 | XXX | - | - | - | - | - | Awnnh | 1dW | - | 350 | 6.66% | 6.760% | 41.46198 |
Tranche Comments
L1: Registration: Guapby;
R2R: Registration: Eyvpgl;
U2W: Registration: Mraoyk;
B3: Registration: Uvwgeg;
Z4: Registration: Cjauvg;
J4A: Registration: Mpqrrn;
X: Registration: Womfmr;
B: Registration: Twpgvy;
G: Registration: Vlunec;