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 |
---|
V2J | FED | 10.273 | 3.50 | Znn | YYY | - | - | - | - | - | Mzyrwvoj | 1gP | 20c | 17 | 1yD+17 | - | 836.00000 |
U3 | OMK | 498.000 | 9.99 | Upp | LLL | - | - | - | - | - | Giilm | Qyapp | 33-35 | 31 | 2.64% | 2.664% | 52.83932 |
V1 | OSX | 671.000 | 3.29 | V-1 | Z-1+ | - | - | - | - | - | Mphie | WxgF | 2-3 | 0 | 2.58% | 2.576% | 174.00000 |
B2B | LOK | 455.448 | 9.50 | Poo | JJJ | - | - | - | - | - | Mcglq | WVCF | 20h | 17 | 2.66% | 2.680% | 28.57752 |
D4 | ZZG | 201.800 | 4.77 | Mzz | PPP | - | - | - | - | - | Wcibx | Vlqkk | 45t | 40 | 2.69% | 2.711% | 97.42244 |
Tranche Comments
V1: First Pay: 2019-06-17; Registration: Sbuurk;
B2B: First Pay: 2019-06-17; Registration: Wfyogd;
V2J: First Pay: 2019-06-17; Registration: Xaswor;
U3: First Pay: 2019-06-17; Registration: Rvptxz;
D4: First Pay: 2019-06-17; Registration: Dmpkzl;
Deal Comments
Op-yvjvpcqx YBF.
Pricing Speed
1.30% GXS hj 10% Pxss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R-4 | KZP | 34.780 | 3.89 | Dee | VVV | - | - | - | - | - | Mqctk | Qualm | - | 36 | 2.03% | 2.042% | 22.25600 |
P-1 | LWJ | 192.886 | 9.37 | - | - | - | - | - | - | - | Kccnm | - | - | - | - | - | - |
B-2B | TVN | 284.000 | 1.75 | Lxx | BBB | - | - | - | - | - | Ghvgf | KCDF | - | 15 | 1.59% | 1.605% | 22.49812 |
U-2U | TXA | 62.000 | 9.22 | Muu | CCC | - | - | - | - | - | Uhjkcpzo | 1zO | - | 15 | 1fR+15 | - | 870.00000 |
K-3 | OXI | 636.000 | 8.47 | Gaa | YYY | - | - | - | - | - | Kiwur | Ukjpv | - | 23 | 1.80% | 1.808% | 52.42698 |
Tranche Comments
P-1: Registration: Nuvgwy;
B-2B: Registration: Dfbxce;
U-2U: Registration: Yyjjfx;
K-3: Registration: Awqpms;
R-4: Registration: Uzprza;
Pricing Speed
1.3 IOG nk 10% Wjii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1 | MFO | 829.000 | 8.35 | Y-1 | - | R1+ | - | - | - | - | Imwqk | OME | 0.42-43% | 43 | - | 0.430% | 525.00000 |
Y-3 | ZFM | 627.000 | 3.58 | Vgg | - | HHH | - | - | - | - | Isrfo | Avwmm | 65-67 | 65 | 1.42% | 1.432% | 31.14202 |
X-2-Z | ZQY | 234.000 | 3.24 | Rxx | - | LLL | - | - | - | - | Bphrvuyg | 1jI | 55j | 55 | - | - | 352.00000 |
H-4 | FMU | 12.000 | 8.21 | Lss | - | RRR | - | - | - | - | Rbszk | Euylv | 70-75 | 75 | 1.79% | 1.801% | 34.63936 |
F-2-F | HMI | 120.000 | 4.11 | Puu | - | ZZZ | - | - | - | - | Upkjr | ZWGB | 55p | 53 | 1.02% | 1.025% | 16.31216 |
Tranche Comments
T-1: Registration: Fqjmpr;
F-2-F: Registration: Vyyvyw;
X-2-Z: Registration: Xfzluv;
Y-3: Registration: Tmbwpo;
H-4: Registration: Thbsyy;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-4 | MGK | 110.000 | 4.61 | - | NNN | FFF | - | - | - | - | Oqghr | Yeidf | 35-37 | 37 | 1.47% | 1.484% | 48.94573 |
O-2-O | YEK | 713.000 | 7.90 | - | GGG | KKK | - | - | - | - | Ubxqtbqm | 1vY | 25p | 23 | 1xW+23 | 1bJ+23 | 182.00000 |
V-3 | UBQ | 395.000 | 6.91 | - | LLL | XXX | - | - | - | - | Lngwc | Ybhuf | 27-28 | 27 | 0.96% | 0.964% | 14.90696 |
C-1 | QZV | 332.000 | 1.23 | - | O-1+ | M1+ | - | - | - | - | Hakiv | EFQ | .21-23% | 21 | 0.21% | 0.210% | 185.00000 |
D-2-D | JID | 653.000 | 7.13 | - | AAA | DDD | - | - | - | - | Jqlqw | KQHJ | 25-27 | 27 | 0.57% | 0.578% | 23.90819 |
Tranche Comments
C-1: Registration: Jgnyus; Comments: AVFFVc 1.3% TZA UA 10% CTLLn WTSAU VTFc 11/17/14n UTS VFSAUAc $1,000 ZF $1,000;
D-2-D: Registration: Ggnkaq; Comments: WZUUJt 1.3% HHW QD 10% OHLLw ATSWQ ZHJt 11/17/14w MTV JUVDMWt $1,000 HJ $1,000;
O-2-O: Registration: Njnmfn; Comments: KGJJFy 1.3% UQK UJ 10% KUSSn PFFKU GUBy 11/17/14n VFH FJHJVKy $1,000 QB $1,000;
V-3: Registration: Fmfhsx; Comments: XCOODq 1.3% KEX EV 10% GKWWm ACSXE CKBq 11/17/14m OCZ DOZVOXq $1,000 EB $1,000;
S-4: Registration: Yhigyk; Comments: HUGGEf 1.3% XAH TW 10% UXHHb AQOHT UXYf 11/17/14b QQV EGVWQHf $1,000 AY $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-2-C | JEF | 485.000 | 8.86 | Bbb | GGG | - | - | - | - | - | Wywvtmjy | 1rQ | 16-18 | 16 | 1kZ+16 | 1uP+16 | 800.00000 |
U-3 | GXC | 448.000 | 9.95 | Jkk | LLL | - | - | - | - | - | Xqlrg | Hhmbv | 23-25 | 21 | 0.89% | 0.899% | 79.29516 |
V-4 | WTX | 306.000 | 7.32 | Paa | GGG | - | - | - | - | - | Omoxz | Fjfxe | 27-29 | 27 | 1.38% | 1.385% | 31.90216 |
M-1 | WLI | 539.000 | 2.29 | K-1 | Z-1+ | - | - | - | - | - | Vppcw | FNB | 0.20%s | 19 | 0.19% | 0.190% | 479.00000 |
V-2-V | FVC | 108.000 | 4.52 | Quu | KKK | - | - | - | - | - | Vkhyz | RGLW | 16-18 | 16 | 0.45% | 0.460% | 46.38395 |
Tranche Comments
M-1: Registration: Wlgcmz; Comments: KJPPWr 1.3 QHK 10% moadqiaj EAAKC JQUr 7/15/14j PAA WPADPKr $1,000 HU $1,000;
V-2-V: Registration: Ckuckr; Comments: CXUUPz 1.3 CUC 10% ryddcevo KDLCT XCUz 7/15/14o EDZ PUZFECz $1,000 UU $1,000;
X-2-C: Registration: Buvwal; Comments: VLKKUf 1.3 XWV 10% vjygycls GIHVA LXHf 7/15/14s SIE UKEWSVf $1,000 WH $1,000;
U-3: Registration: Ixbnge; Comments: QSDDXb 1.3 DLQ 10% hjgkwonm XXRQC SDBb 7/15/14m LXU XDUKLQb $1,000 LB $1,000;
V-4: Registration: Qakrqm; Comments: VSJJVt 1.3 CVV 10% qsowvlak PGRVN SCIt 7/15/14k TGA VJANTVt $1,000 VI $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-1 | LLH | 909.000 | 4.19 | G-1 | A-1+ | - | - | - | - | - | Bmyng | GOV | .19-20% | 20 | 0.20% | 0.200% | 715.00000 |
N-3 | MBC | 386.000 | 3.80 | Bkk | MMM | - | - | - | - | - | Askfw | Lotwu | 20-21 | 20 | 0.68% | 0.687% | 13.86552 |
S-4 | OZD | 226.000 | 9.31 | Drr | RRR | - | - | - | - | - | Rhfyb | Czbih | 25-26 | 25 | 1.14% | 1.151% | 44.65576 |
I-2 | WJH | 944.000 | 1.60 | Rll | UUU | - | - | - | - | - | Ebmmf | HQIY | 19-20 | 19 | 0.46% | 0.463% | 83.86235 |
Tranche Comments
D-1: Registration: Uwubfu; Comments: CPEEGj 1.3 LLC pu 10% sruux SVYCC PLXj 03/17/14x DVY GEYLDCj $1,000 LX $1,000;
I-2: Registration: Ggxbzx; Comments: WZLLLv 1.3 KHW sy 10% kmllr FPCWI ZKIv 03/17/14r SPA LLAQSWv $1,000 HI $1,000;
N-3: Registration: Zunbie; Comments: JQZZPs 1.3 CZJ dg 10% rkssb PQEJC QCAs 03/17/14b CQH PZHVCJs $1,000 ZA $1,000;
S-4: Registration: Wchbij; Comments: ZNQQLh 1.3 KSZ fs 10% sinnm CNEZS NKKh 03/17/14m NNJ LQJNNZh $1,000 SK $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-2 | XUG | 567.000 | 4.50 | Lbb | LLL | - | - | - | - | - | Gvzau | UZZC | - | 25 | 0.59% | 0.594% | 30.63890 |
T-3 | PWQ | 539.000 | 8.23 | Kuu | EEE | - | - | - | - | - | Tjbhd | Bbvkq | - | 33 | 0.88% | 0.890% | 93.73719 |
L-4 | EUU | 124.000 | 3.88 | Mhh | III | - | - | - | - | - | Uizam | Wfdoi | - | 40 | 1.30% | 1.310% | 77.57010 |
S-1 | QUY | 945.000 | 5.47 | V-1 | S-1+ | - | - | - | - | - | Usbbp | BCT | - | - | 0.25% | 0.250% | 514.00000 |
Tranche Comments
S-1: Registration: Rkctuj; Comments: UVJJKf 1.3% WGU AW 10% UWZZg HSFUA VWQf 09/16/13g ASV KJVWAUf $1,000 GQ $1,000;
Z-2: Registration: Upjcky; Comments: XJSSXr 1.3% ZCX HU 10% AZPPe TCEXH JZVr 09/16/13e CCK XSKUCXr $1,000 CV $1,000;
T-3: Registration: Ntrjmt; Comments: KXZZBd 1.3% GUK IQ 10% WGKKr EFGKI XGId 09/16/13r BFW BZWQBKd $1,000 UI $1,000;
L-4: Registration: Lohvnf; Comments: QQHHVe 1.3% HWQ WB 10% BHYYj KDOQW QHRe 09/16/13j YDU VHUBYQe $1,000 WR $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-2 | URF | 154.000 | 8.95 | Eee | AAA | - | - | - | - | - | Jovlf | OTIJ | - | 9 | 0.45% | 0.457% | 88.94684 |
I | ZQD | 8.110 | 6.26 | Hjj3 | FFF | - | - | - | - | - | Ohkie | Thtgb | - | 110 | 1.74% | 1.750% | 72.91627 |
O-1 | ZGP | 892.000 | 4.41 | O-1 | F-1+ | - | - | - | - | - | Jjgca | CAP | - | - | 0.22% | 0.220% | 758.00000 |
R-3 | LEM | 176.000 | 8.90 | Lxx | XXX | - | - | - | - | - | Nnitm | Alwgf | - | 15 | 0.61% | 0.613% | 38.68965 |
T-4 | QTK | 38.140 | 5.42 | Ott | ZZZ | - | - | - | - | - | Vpbgq | Wqymu | - | 20 | 0.83% | 0.833% | 94.86203 |
Q | HOB | 46.000 | 6.19 | P2 | I | - | - | - | - | - | Ptpjy | Zkvvm | - | 57 | 1.21% | 1.220% | 55.96049 |
Tranche Comments
O-1: Registration: Hrchao; Comments: GWKQZ LPJl 04/15/13x AWM UDMWAQl $1,000 FJ $1,000;
Y-2: Registration: Uliywj; Comments: MKKFU UGWb 04/15/13s YKL KALMYFb $1,000 BW $1,000;
R-3: Registration: Uypfcl; Comments: XXKNT GVSz 04/15/13r AXR DPRNANz $1,000 XS $1,000;
T-4: Registration: Pnhvoq; Comments: LHIVD SWTs 04/15/13g HHX CRXHHVs $1,000 DT $1,000;
Q: Registration: Ufglqt; Comments: KAIFU WCUc 04/15/13f AAP ZQPCAFc $1,000 LU $1,000;
I: Registration: Snqwpv; Comments: JRLMT ZJRb 04/15/13x GRI KEIQGMb $1,000 MR $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V4 | ATL | 303.000 | 6.82 | Gyy1 | III | - | - | - | - | - | Rgjxh | Ioumm | - | 200 | 4.81% | 4.860% | 41.66438 |
O1 | RTU | 402.000 | 4.80 | Agg1 | YYY | - | - | - | - | - | Purow | 1pV | - | 7 | 2.73% | 2.730% | 267.00000 |
R2Z | UXJ | 343.000 | 3.63 | WS | YYY | - | - | - | - | - | Drluhkyu | - | - | 7 | 1uR+125 | - | 400.00000 |
U4E | HHX | 92.000 | 1.90 | Ypp1 | VVV | - | - | - | - | - | Bbdqacbd | - | - | 7 | 1iT+200 | - | 199.00000 |
L3 | UVH | 316.000 | 9.30 | Vll1 | SSS | - | - | - | - | - | Luxfj | Neqyq | - | 155 | 4.07% | 4.110% | 52.87439 |
W | TAB | 24.600 | 6.60 | Fz1 | CC | - | - | - | - | - | Xqzbv | Azfbk | - | 7 | 2.73% | 2.730% | 59.12709 |
C2C | MZC | 726.000 | 7.79 | Kii1 | EEE | - | - | - | - | - | Cibbu | MYXH | - | 125 | 3.58% | 3.620% | 62.35000 |
G | QRF | 95.400 | 7.29 | Kw3 | R | - | - | - | - | - | Zsyqu | Vbayd | - | 7 | 6.08% | 6.160% | 29.58289 |
C | EPE | 11.700 | 6.75 | Rnn1 | DDD | - | - | - | - | - | Xvbvs | 1zN | - | 350 | 6.66% | 6.760% | 95.82172 |
Tranche Comments
O1: Registration: Tkmzxj;
C2C: Registration: Canpoh;
R2Z: Registration: Bghljf;
L3: Registration: Kqyfee;
V4: Registration: Jbnviq;
U4E: Registration: Yoybto;
W: Registration: Ivynez;
G: Registration: Fjhhns;
C: Registration: Qkipyx;