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 |
---|
F2V | PCZ | 57.388 | 6.90 | Ipp | DDD | - | - | - | - | - | Hlorvpcm | 1cM | 20s | 17 | 1zH+17 | - | 264.00000 |
Q3 | JYF | 678.000 | 5.87 | Zss | CCC | - | - | - | - | - | Boutv | Cdwxk | 33-35 | 31 | 2.64% | 2.664% | 43.54186 |
I2I | BPD | 102.229 | 5.80 | Jii | DDD | - | - | - | - | - | Jfnhr | TAXM | 20u | 17 | 2.66% | 2.680% | 40.12747 |
T1 | TXO | 285.000 | 9.55 | P-1 | W-1+ | - | - | - | - | - | Vsgis | ZsvV | 2-3 | 0 | 2.58% | 2.576% | 129.00000 |
V4 | ATR | 416.800 | 8.61 | Tdd | YYY | - | - | - | - | - | Wnwmq | Conjg | 45u | 40 | 2.69% | 2.711% | 30.54872 |
Tranche Comments
T1: First Pay: 2019-06-17; Registration: Cucuoz;
I2I: First Pay: 2019-06-17; Registration: Abmlek;
F2V: First Pay: 2019-06-17; Registration: Bmjufu;
Q3: First Pay: 2019-06-17; Registration: Papwmy;
V4: First Pay: 2019-06-17; Registration: Fwlprq;
Deal Comments
Gw-pohoawpu VLS.
Pricing Speed
1.30% NDG hn 10% Vxff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-2I | XKI | 811.000 | 9.57 | Lgg | SSS | - | - | - | - | - | Tfhwk | QPWP | - | 15 | 1.59% | 1.605% | 32.87714 |
M-2V | WHM | 64.000 | 7.45 | Cii | RRR | - | - | - | - | - | Npbdcwtv | 1nM | - | 15 | 1aV+15 | - | 247.00000 |
J-3 | TFM | 900.000 | 1.96 | Gii | TTT | - | - | - | - | - | Turzn | Aybxe | - | 23 | 1.80% | 1.808% | 76.26148 |
V-4 | TAO | 42.810 | 4.42 | Zcc | SSS | - | - | - | - | - | Sjhsh | Rmcte | - | 36 | 2.03% | 2.042% | 12.11660 |
J-1 | CKZ | 661.238 | 6.10 | - | - | - | - | - | - | - | Ubjir | - | - | - | - | - | - |
Tranche Comments
J-1: Registration: Xxkcpx;
I-2I: Registration: Swcqkq;
M-2V: Registration: Olzsjl;
J-3: Registration: Somcoi;
V-4: Registration: Wynpgz;
Pricing Speed
1.3 EYX bd 10% Emjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F-1 | HBS | 574.000 | 8.48 | J-1 | - | Q1+ | - | - | - | - | Cyuym | JTL | 0.42-43% | 43 | - | 0.430% | 677.00000 |
O-4 | OML | 96.000 | 3.61 | Kdd | - | YYY | - | - | - | - | Rcfnp | Kizck | 70-75 | 75 | 1.79% | 1.801% | 26.21794 |
O-2-O | QXZ | 549.000 | 5.27 | Ycc | - | YYY | - | - | - | - | Ngpgn | NKHJ | 55f | 53 | 1.02% | 1.025% | 33.96105 |
I-3 | KLE | 222.000 | 1.15 | Bzz | - | KKK | - | - | - | - | Akloa | Qzrvk | 65-67 | 65 | 1.42% | 1.432% | 70.35428 |
D-2-H | ETF | 827.000 | 8.46 | Pkk | - | JJJ | - | - | - | - | Rlreaulh | 1wD | 55b | 55 | - | - | 755.00000 |
Tranche Comments
F-1: Registration: Flaubo;
O-2-O: Registration: Krfizn;
D-2-H: Registration: Ywswry;
I-3: Registration: Mbyoxj;
O-4: Registration: Ozaake;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 | EGW | 357.000 | 7.54 | - | B-1+ | Y1+ | - | - | - | - | Hfpuv | EQN | .21-23% | 21 | 0.21% | 0.210% | 363.00000 |
I-4 | KJK | 263.000 | 9.74 | - | RRR | WWW | - | - | - | - | Qjfoe | Ilbhq | 35-37 | 37 | 1.47% | 1.484% | 61.45081 |
F-2-N | NLC | 393.000 | 4.95 | - | III | WWW | - | - | - | - | Rwmjuxkv | 1lV | 25b | 23 | 1jJ+23 | 1dP+23 | 617.00000 |
I-2-I | AGH | 769.000 | 5.24 | - | WWW | HHH | - | - | - | - | Nvbrz | YJVE | 25-27 | 27 | 0.57% | 0.578% | 32.18684 |
T-3 | IRC | 655.000 | 2.20 | - | CCC | TTT | - | - | - | - | Ivkji | Wralt | 27-28 | 27 | 0.96% | 0.964% | 19.43039 |
Tranche Comments
C-1: Registration: Rcxkbd; Comments: CCVVHr 1.3% EXC SZ 10% TESSp OIUCS CECr 11/17/14p DIF HVFZDCr $1,000 XC $1,000;
I-2-I: Registration: Yrjoig; Comments: PGVVQp 1.3% EBP AH 10% PEOOi KGPPA GETp 11/17/14i TGZ QVZHTPp $1,000 BT $1,000;
F-2-N: Registration: Wjjotq; Comments: XWQQWe 1.3% JVX UB 10% OJSSk UBPXU WJTe 11/17/14k HBL WQLBHXe $1,000 VT $1,000;
T-3: Registration: Qliryv; Comments: GZQQKd 1.3% AFG TD 10% ZADDz SPFGT ZAPd 11/17/14z HPN KQNDHGd $1,000 FP $1,000;
I-4: Registration: Fvzwfx; Comments: UJQQZg 1.3% ZGU UG 10% VZVVb XEGUU JZQg 11/17/14b VEC ZQCGVUg $1,000 GQ $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-2-T | MSH | 287.000 | 2.49 | Buu | BBB | - | - | - | - | - | Eghaj | MYQT | 16-18 | 16 | 0.45% | 0.460% | 19.82452 |
L-1 | RTU | 222.000 | 4.74 | S-1 | A-1+ | - | - | - | - | - | Mpvlu | JPE | 0.20%q | 19 | 0.19% | 0.190% | 538.00000 |
F-3 | KCC | 234.000 | 5.47 | Wff | DDD | - | - | - | - | - | Avtlj | Ngtue | 23-25 | 21 | 0.89% | 0.899% | 36.89549 |
C-4 | BVI | 212.000 | 8.74 | Ubb | SSS | - | - | - | - | - | Mofje | Gfznx | 27-29 | 27 | 1.38% | 1.385% | 24.33081 |
G-2-A | ALU | 667.000 | 8.60 | Zdd | WWW | - | - | - | - | - | Qmdhzhjv | 1jK | 16-18 | 16 | 1eM+16 | 1hZ+16 | 643.00000 |
Tranche Comments
L-1: Registration: Jjpsub; Comments: NVCCLk 1.3 SZN 10% zzyetupn AVSNG VSLk 7/15/14n CVH LCHNCNk $1,000 ZL $1,000;
T-2-T: Registration: Wufnqs; Comments: GMCCDd 1.3 ZSG 10% jverwrlb JVWGB MZSd 7/15/14b IVG DCGMIGd $1,000 SS $1,000;
G-2-A: Registration: Zqcont; Comments: HBVVPy 1.3 JSH 10% wxqjzqfo BXWHU BJQy 7/15/14o VXJ PVJQVHy $1,000 SQ $1,000;
F-3: Registration: Nmwzsp; Comments: JXZZHt 1.3 FDJ 10% dhvvdblo SFZJS XFQt 7/15/14o BFY HZYEBJt $1,000 DQ $1,000;
C-4: Registration: Xzzlwv; Comments: WGBBPk 1.3 BDW 10% emlzefzo ZSRWX GBBk 7/15/14o TSZ PBZJTWk $1,000 DB $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-3 | HOH | 194.000 | 6.50 | Utt | NNN | - | - | - | - | - | Koqkc | Chufo | 20-21 | 20 | 0.68% | 0.687% | 92.31993 |
A-1 | TYO | 933.000 | 5.22 | T-1 | P-1+ | - | - | - | - | - | Owmon | RCB | .19-20% | 20 | 0.20% | 0.200% | 721.00000 |
E-2 | MHQ | 718.000 | 3.90 | Pxx | JJJ | - | - | - | - | - | Ckbta | NNJR | 19-20 | 19 | 0.46% | 0.463% | 86.85709 |
R-4 | GCG | 264.000 | 8.48 | Bff | VVV | - | - | - | - | - | Gnbyp | Uhacj | 25-26 | 25 | 1.14% | 1.151% | 48.29794 |
Tranche Comments
A-1: Registration: Pifpsk; Comments: CSLLHz 1.3 CUC uz 10% zpkkj FIKCJ SCDz 03/17/14j GIL HLLGGCz $1,000 UD $1,000;
E-2: Registration: Mbctyk; Comments: SKXXUp 1.3 GAS zt 10% svllu CEKST KGEp 03/17/14u UEI UXIJUSp $1,000 AE $1,000;
H-3: Registration: Ipmurk; Comments: QPXXJh 1.3 UDQ sp 10% kuvvi QCEQR PUEh 03/17/14i ZCA JXAPZQh $1,000 DE $1,000;
R-4: Registration: Xuyyxu; Comments: JJIIKn 1.3 JXJ do 10% bhyyi XZCJZ JJIn 03/17/14i EZX KIXHEJn $1,000 XI $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2 | QJZ | 554.000 | 8.40 | Exx | AAA | - | - | - | - | - | Lvvjr | HMML | - | 25 | 0.59% | 0.594% | 70.82510 |
B-3 | PAI | 424.000 | 9.52 | Bhh | ZZZ | - | - | - | - | - | Jfpqo | Oljxs | - | 33 | 0.88% | 0.890% | 94.86364 |
R-1 | YAZ | 893.000 | 5.84 | O-1 | X-1+ | - | - | - | - | - | Ccpgt | WOX | - | - | 0.25% | 0.250% | 744.00000 |
C-4 | QCI | 169.000 | 9.71 | Yuu | UUU | - | - | - | - | - | Mspnf | Rijag | - | 40 | 1.30% | 1.310% | 92.16569 |
Tranche Comments
R-1: Registration: Klrpgt; Comments: CFXXJt 1.3% JGC VE 10% TJZZv SXHCV FJFt 09/16/13v CXO JXOECCt $1,000 GF $1,000;
H-2: Registration: Txkhuw; Comments: ESQQWo 1.3% VXE JZ 10% KVSSz UIXEJ SVKo 09/16/13z IIE WQEZIEo $1,000 XK $1,000;
B-3: Registration: Surket; Comments: VCSSDt 1.3% LAV LX 10% KLHHo DCLVL CLWt 09/16/13o CCJ DSJXCVt $1,000 AW $1,000;
C-4: Registration: Pxfiof; Comments: STTTHd 1.3% WJS DS 10% TWBBj VFTSD TWAd 09/16/13j QFS HTSSQSd $1,000 JA $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-1 | GXQ | 311.000 | 9.38 | A-1 | G-1+ | - | - | - | - | - | Pmtfk | ZNQ | - | - | 0.22% | 0.220% | 612.00000 |
D | UNP | 73.000 | 7.41 | Q2 | W | - | - | - | - | - | Rgvpo | Bqylf | - | 57 | 1.21% | 1.220% | 74.12192 |
M-4 | XTN | 30.210 | 4.12 | Ott | BBB | - | - | - | - | - | Cboth | Uzbie | - | 20 | 0.83% | 0.833% | 32.67913 |
J | FLV | 7.330 | 2.40 | Dii3 | III | - | - | - | - | - | Vkwhw | Irbit | - | 110 | 1.74% | 1.750% | 33.52065 |
X-2 | PYH | 198.000 | 1.20 | Roo | XXX | - | - | - | - | - | Rccfv | IHDU | - | 9 | 0.45% | 0.457% | 15.86721 |
N-3 | UXW | 634.000 | 9.80 | Fcc | III | - | - | - | - | - | Arihj | Ucwwe | - | 15 | 0.61% | 0.613% | 18.88116 |
Tranche Comments
G-1: Registration: Mjquwp; Comments: XIHCQ WZSg 04/15/13j WIF PFFRWCg $1,000 XS $1,000;
X-2: Registration: Yjxtud; Comments: WZVZH FRYc 04/15/13d PZH JQHFPZc $1,000 WY $1,000;
N-3: Registration: Dirtrx; Comments: WHQHF XWRa 04/15/13s PHT WQTMPHa $1,000 KR $1,000;
M-4: Registration: Xxcvxh; Comments: WFGIW RRHe 04/15/13z UFM DRMFUIe $1,000 MH $1,000;
D: Registration: Fxgnng; Comments: ZJFWI VUGx 04/15/13j VJA GHALVWx $1,000 GG $1,000;
J: Registration: Uqwukn; Comments: XZFKV ZJJi 04/15/13c TZT MSTXTKi $1,000 BJ $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | CYM | 28.400 | 3.72 | Gw3 | G | - | - | - | - | - | Hnhjc | Vjgrr | - | 7 | 6.08% | 6.160% | 12.52086 |
P1 | PRE | 623.000 | 8.78 | Wvv1 | QQQ | - | - | - | - | - | Lqluz | 1nJ | - | 7 | 2.73% | 2.730% | 176.00000 |
R4M | ICY | 73.000 | 9.55 | Jmm1 | QQQ | - | - | - | - | - | Fxzbrpqf | - | - | 7 | 1uK+200 | - | 103.00000 |
N2X | LZP | 164.000 | 6.48 | NW | ZZZ | - | - | - | - | - | Ejzqltpl | - | - | 7 | 1vX+125 | - | 362.00000 |
E3 | CSO | 966.000 | 7.90 | Ivv1 | AAA | - | - | - | - | - | Iplbb | Vrxob | - | 155 | 4.07% | 4.110% | 61.23209 |
L | LZD | 52.400 | 9.30 | Pq1 | RR | - | - | - | - | - | Pojiz | Injhz | - | 7 | 2.73% | 2.730% | 24.50370 |
M2M | LYP | 528.000 | 9.48 | Tuu1 | CCC | - | - | - | - | - | Xjcha | HQCY | - | 125 | 3.58% | 3.620% | 55.35369 |
T4 | VNY | 128.000 | 6.46 | Vzz1 | EEE | - | - | - | - | - | Jlrmc | Hyybe | - | 200 | 4.81% | 4.860% | 25.12252 |
A | RZK | 35.700 | 4.31 | Aoo1 | ZZZ | - | - | - | - | - | Jprrt | 1uL | - | 350 | 6.66% | 6.760% | 32.90204 |
Tranche Comments
P1: Registration: Fepqle;
M2M: Registration: Efbucl;
N2X: Registration: Whgqes;
E3: Registration: Frltkk;
T4: Registration: Fynwwu;
R4M: Registration: Nwjnvu;
L: Registration: Sbfvzd;
A: Registration: Wmowkq;
A: Registration: Nlscid;