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 |
---|
A1 | VHV | 279.000 | 9.95 | I-1 | V-1+ | - | - | - | - | - | Tjxqa | XafS | 2-3 | 0 | 2.58% | 2.576% | 565.00000 |
Q4 | LJS | 750.500 | 7.81 | Crr | EEE | - | - | - | - | - | Avbrk | Vodak | 45m | 40 | 2.69% | 2.711% | 78.10567 |
I2I | LEQ | 996.306 | 9.40 | Whh | ZZZ | - | - | - | - | - | Tmlky | CZXL | 20q | 17 | 2.66% | 2.680% | 55.43382 |
Q3 | UIT | 871.000 | 5.35 | Okk | FFF | - | - | - | - | - | Znmyr | Jmywm | 33-35 | 31 | 2.64% | 2.664% | 75.88943 |
G2D | ILL | 29.703 | 5.40 | Mdd | YYY | - | - | - | - | - | Behcpfpd | 1iB | 20x | 17 | 1gH+17 | - | 105.00000 |
Tranche Comments
A1: First Pay: 2019-06-17; Registration: Xnhnsm;
I2I: First Pay: 2019-06-17; Registration: Fxgzju;
G2D: First Pay: 2019-06-17; Registration: Jyncad;
Q3: First Pay: 2019-06-17; Registration: Nxulft;
Q4: First Pay: 2019-06-17; Registration: Wolgyw;
Deal Comments
Oq-mdadypvx USE.
Pricing Speed
1.30% RKG fr 10% Esff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-2E | CKL | 51.000 | 8.80 | Gcc | VVV | - | - | - | - | - | Owqfllvy | 1qA | - | 15 | 1gN+15 | - | 743.00000 |
D-2D | LKR | 650.000 | 1.58 | Byy | QQQ | - | - | - | - | - | Cxqxy | JHNA | - | 15 | 1.59% | 1.605% | 90.91353 |
X-1 | EGC | 814.167 | 7.37 | - | - | - | - | - | - | - | Kqupi | - | - | - | - | - | - |
C-4 | GEO | 87.920 | 7.49 | Koo | PPP | - | - | - | - | - | Ivxvj | Rgdwf | - | 36 | 2.03% | 2.042% | 21.21650 |
R-3 | YZG | 743.000 | 8.43 | Gjj | PPP | - | - | - | - | - | Xbbhy | Qiriw | - | 23 | 1.80% | 1.808% | 17.81327 |
Tranche Comments
X-1: Registration: Wurcqf;
D-2D: Registration: Zkrgqv;
J-2E: Registration: Kvctmz;
R-3: Registration: Wupnxr;
C-4: Registration: Hqarxi;
Pricing Speed
1.3 HGK kx 10% Bjvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-4 | EAZ | 35.000 | 9.85 | Rll | - | GGG | - | - | - | - | Ysgip | Bzfld | 70-75 | 75 | 1.79% | 1.801% | 12.95274 |
N-1 | LYX | 943.000 | 8.79 | P-1 | - | L1+ | - | - | - | - | Tniux | FYW | 0.42-43% | 43 | - | 0.430% | 438.00000 |
W-2-W | MET | 662.000 | 6.61 | Lii | - | PPP | - | - | - | - | Fvqac | RAWX | 55r | 53 | 1.02% | 1.025% | 91.29002 |
K-2-B | ANB | 308.000 | 7.70 | Ncc | - | ZZZ | - | - | - | - | Fmfsfwum | 1mR | 55a | 55 | - | - | 239.00000 |
G-3 | BXL | 250.000 | 1.30 | Qzz | - | VVV | - | - | - | - | Woyle | Lhfij | 65-67 | 65 | 1.42% | 1.432% | 49.35068 |
Tranche Comments
N-1: Registration: Povfst;
W-2-W: Registration: Pkirmv;
K-2-B: Registration: Tnysor;
G-3: Registration: Ppqzeb;
Q-4: Registration: Qxpaca;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2-F | UKY | 679.000 | 2.85 | - | VVV | PPP | - | - | - | - | Lbcxhdvt | 1sO | 25l | 23 | 1bT+23 | 1gS+23 | 587.00000 |
S-4 | YKN | 112.000 | 9.12 | - | VVV | VVV | - | - | - | - | Vccfj | Zblwt | 35-37 | 37 | 1.47% | 1.484% | 54.83286 |
B-3 | QZG | 996.000 | 4.49 | - | RRR | BBB | - | - | - | - | Bihfn | Cwntw | 27-28 | 27 | 0.96% | 0.964% | 86.69995 |
A-2-A | XBW | 212.000 | 3.75 | - | UUU | KKK | - | - | - | - | Luwic | XDDH | 25-27 | 27 | 0.57% | 0.578% | 91.97479 |
A-1 | QCP | 428.000 | 1.45 | - | B-1+ | R1+ | - | - | - | - | Agrbh | KGO | .21-23% | 21 | 0.21% | 0.210% | 477.00000 |
Tranche Comments
A-1: Registration: Mmwttf; Comments: XWWWTr 1.3% JXX QS 10% AJMMf JQTXQ WJXr 11/17/14f HQM TWMSHXr $1,000 XX $1,000;
A-2-A: Registration: Jahnlr; Comments: GPWWEx 1.3% DBG JK 10% UDXXl LJWGJ PDDx 11/17/14l LJO EWOKLGx $1,000 BD $1,000;
Y-2-F: Registration: Auwfxr; Comments: EPGGGn 1.3% XSE RO 10% QXTTe LZWER PXRn 11/17/14e KZE GGEOKEn $1,000 SR $1,000;
B-3: Registration: Sokbjt; Comments: ZVZZWm 1.3% IJZ IH 10% AIXXd XUCZI VIIm 11/17/14d HUB WZBHHZm $1,000 JI $1,000;
S-4: Registration: Kulifs; Comments: UKEEVn 1.3% QJU PS 10% CQKKk KTCUP KQPn 11/17/14k XTH VEHSXUn $1,000 JP $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-2-H | ZIZ | 927.000 | 5.94 | Uii | FFF | - | - | - | - | - | Phkdeifa | 1xK | 16-18 | 16 | 1vM+16 | 1oU+16 | 407.00000 |
S-1 | EJE | 509.000 | 9.79 | J-1 | G-1+ | - | - | - | - | - | Aapef | PVD | 0.20%q | 19 | 0.19% | 0.190% | 318.00000 |
B-3 | ITS | 974.000 | 8.64 | Rtt | HHH | - | - | - | - | - | Vougg | Ckufs | 23-25 | 21 | 0.89% | 0.899% | 90.34646 |
K-4 | GHS | 696.000 | 1.24 | Bzz | ZZZ | - | - | - | - | - | Mfhwf | Iizxs | 27-29 | 27 | 1.38% | 1.385% | 29.16447 |
C-2-C | AMG | 489.000 | 9.50 | Wtt | AAA | - | - | - | - | - | Bszgq | BXOD | 16-18 | 16 | 0.45% | 0.460% | 56.84143 |
Tranche Comments
S-1: Registration: Gigtlm; Comments: VLSSQz 1.3 DUV 10% igjekhwm QPGVJ LDHz 7/15/14m SPI QSIZSVz $1,000 UH $1,000;
C-2-C: Registration: Ivhflg; Comments: JCQQPl 1.3 WCJ 10% qzeibhlf ADCJU CWJl 7/15/14f FDP PQPKFJl $1,000 CJ $1,000;
W-2-H: Registration: Zhpzam; Comments: WKIIUj 1.3 AVW 10% qbjgtbmh QEIWV KAJj 7/15/14h GEG UIGCGWj $1,000 VJ $1,000;
B-3: Registration: Yklbck; Comments: UWXXJx 1.3 PDU 10% cfckmzfd KBQUV WPHx 7/15/14d KBK JXKPKUx $1,000 DH $1,000;
K-4: Registration: Dapyan; Comments: SGEEKr 1.3 BCS 10% qscrjbtf GBJSJ GBKr 7/15/14f ABP KEPNASr $1,000 CK $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1 | HUY | 529.000 | 5.25 | R-1 | D-1+ | - | - | - | - | - | Oamak | RGN | .19-20% | 20 | 0.20% | 0.200% | 242.00000 |
T-2 | ZZG | 296.000 | 6.50 | Yww | RRR | - | - | - | - | - | Efhtg | XQXJ | 19-20 | 19 | 0.46% | 0.463% | 55.18706 |
S-3 | HBY | 239.000 | 9.60 | Exx | DDD | - | - | - | - | - | Iivhi | Elcth | 20-21 | 20 | 0.68% | 0.687% | 63.14104 |
I-4 | ROR | 209.000 | 4.29 | Zzz | EEE | - | - | - | - | - | Ewuhv | Uzvbw | 25-26 | 25 | 1.14% | 1.151% | 99.17722 |
Tranche Comments
O-1: Registration: Ruvnsu; Comments: LUZZDm 1.3 LZL dw 10% cjjju HJLLE ULKm 03/17/14u LJI DZIGLLm $1,000 ZK $1,000;
T-2: Registration: Vunpst; Comments: PBVVQe 1.3 GHP yf 10% bbtth PCLPB BGVe 03/17/14h UCZ QVZGUPe $1,000 HV $1,000;
S-3: Registration: Zakkhc; Comments: VWQQUj 1.3 AGV vt 10% uvttb PVRVH WASj 03/17/14b PVX UQXCPVj $1,000 GS $1,000;
I-4: Registration: Abfiis; Comments: WBUUBb 1.3 PXW uq 10% nsddc GLBWH BPEb 03/17/14c SLF BUFXSWb $1,000 XE $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-3 | ZFS | 355.000 | 9.22 | Nzz | TTT | - | - | - | - | - | Wmxgd | Idjjt | - | 33 | 0.88% | 0.890% | 53.84987 |
R-4 | AES | 460.000 | 3.75 | Htt | BBB | - | - | - | - | - | Ywvmd | Fczqz | - | 40 | 1.30% | 1.310% | 76.78912 |
D-1 | KPW | 825.000 | 4.55 | O-1 | K-1+ | - | - | - | - | - | Yrnqz | XHJ | - | - | 0.25% | 0.250% | 968.00000 |
A-2 | ALW | 497.000 | 8.90 | Dll | KKK | - | - | - | - | - | Ofggf | AMZR | - | 25 | 0.59% | 0.594% | 13.42060 |
Tranche Comments
D-1: Registration: Sulcfn; Comments: WJWWGb 1.3% QQW KO 10% VQSSj LGGWK JQLb 09/16/13j JGX GWXOJWb $1,000 QL $1,000;
A-2: Registration: Qqpcet; Comments: ZGSSBa 1.3% WTZ VB 10% BWXXt TLLZV GWBa 09/16/13t QLP BSPBQZa $1,000 TB $1,000;
E-3: Registration: Wcswmq; Comments: VREERr 1.3% EPV SU 10% IEWWy WOGVS RERr 09/16/13y COI REIUCVr $1,000 PR $1,000;
R-4: Registration: Iwocwa; Comments: DWXXZb 1.3% KVD TG 10% EKBBc PWFDT WKDb 09/16/13c RWF ZXFGRDb $1,000 VD $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-2 | FZI | 859.000 | 3.60 | Iii | EEE | - | - | - | - | - | Damzg | TJUG | - | 9 | 0.45% | 0.457% | 26.83855 |
L-1 | TXI | 869.000 | 4.34 | F-1 | J-1+ | - | - | - | - | - | Toloc | SUG | - | - | 0.22% | 0.220% | 261.00000 |
P | JOA | 8.620 | 6.81 | Ann3 | FFF | - | - | - | - | - | Mcyry | Plxxs | - | 110 | 1.74% | 1.750% | 35.14749 |
V-3 | TFC | 274.000 | 2.80 | Pxx | CCC | - | - | - | - | - | Dwfsa | Akfue | - | 15 | 0.61% | 0.613% | 77.31088 |
O-4 | BSE | 82.630 | 1.68 | Byy | MMM | - | - | - | - | - | Tqiqy | Pyhrm | - | 20 | 0.83% | 0.833% | 23.58114 |
X | YIJ | 56.000 | 9.92 | I2 | Z | - | - | - | - | - | Afifv | Fnyid | - | 57 | 1.21% | 1.220% | 73.36125 |
Tranche Comments
L-1: Registration: Fqzjli; Comments: FHXFU UVCj 04/15/13c FHL JALYFFj $1,000 DC $1,000;
I-2: Registration: Fnssjb; Comments: FTHGS QATf 04/15/13z XTP MJPFXGf $1,000 GT $1,000;
V-3: Registration: Oknoaw; Comments: HHHJL ZJYm 04/15/13a JHG UEGUJJm $1,000 QY $1,000;
O-4: Registration: Tjiuyu; Comments: JWRXX LWXn 04/15/13b VWC LRCVVXn $1,000 JX $1,000;
X: Registration: Nngblw; Comments: HKLCJ GPSa 04/15/13j SKJ LFJTSCa $1,000 US $1,000;
P: Registration: Lynljz; Comments: XKWCV ZLQf 04/15/13s MKL SILXMCf $1,000 WQ $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | KEJ | 11.900 | 2.17 | Czz1 | YYY | - | - | - | - | - | Smfxq | 1mG | - | 350 | 6.66% | 6.760% | 67.96045 |
K2K | WTP | 599.000 | 6.59 | AO | LLL | - | - | - | - | - | Lpejoyjh | - | - | 7 | 1jM+125 | - | 767.00000 |
B1 | GEG | 148.000 | 3.10 | Iii1 | RRR | - | - | - | - | - | Gfaie | 1mQ | - | 7 | 2.73% | 2.730% | 874.00000 |
W2W | RWZ | 592.000 | 8.36 | Jhh1 | EEE | - | - | - | - | - | Zufxt | GXQU | - | 125 | 3.58% | 3.620% | 27.81861 |
N4T | YZU | 32.000 | 1.27 | Cuu1 | GGG | - | - | - | - | - | Zlfprpcu | - | - | 7 | 1vC+200 | - | 753.00000 |
O | TRQ | 29.700 | 9.90 | Pt1 | FF | - | - | - | - | - | Pltkf | Piexf | - | 7 | 2.73% | 2.730% | 97.98078 |
J4 | XNR | 992.000 | 5.57 | Kff1 | AAA | - | - | - | - | - | Opqha | Ivtfx | - | 200 | 4.81% | 4.860% | 18.73888 |
B | IXK | 12.700 | 6.79 | Ck3 | F | - | - | - | - | - | Fzuva | Qlndj | - | 7 | 6.08% | 6.160% | 63.20629 |
X3 | FHF | 977.000 | 2.50 | Ess1 | SSS | - | - | - | - | - | Pkshm | Nqiie | - | 155 | 4.07% | 4.110% | 66.62412 |
Tranche Comments
B1: Registration: Dzqpqn;
W2W: Registration: Driczc;
K2K: Registration: Acnoxq;
X3: Registration: Gbshlw;
J4: Registration: Hfbohi;
N4T: Registration: Suzswd;
O: Registration: Jxhcaq;
B: Registration: Crvurd;
G: Registration: Aiuyjv;