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 |
---|
L1 | ZHE | 278.000 | 1.55 | F-1 | D-1+ | - | - | - | - | - | Akpcz | MaiN | 2-3 | 0 | 2.58% | 2.576% | 757.00000 |
P2P | UJX | 133.681 | 1.10 | Trr | HHH | - | - | - | - | - | Kfbad | UCPV | 20b | 17 | 2.66% | 2.680% | 84.51497 |
S4 | HCZ | 264.800 | 7.91 | Ryy | CCC | - | - | - | - | - | Rgjwd | Bmrej | 45h | 40 | 2.69% | 2.711% | 91.29553 |
F2F | TOG | 11.881 | 3.90 | Drr | LLL | - | - | - | - | - | Ojkphqhq | 1xM | 20s | 17 | 1qF+17 | - | 276.00000 |
E3 | MLH | 782.000 | 7.71 | Abb | GGG | - | - | - | - | - | Lzvwv | Nmdiz | 33-35 | 31 | 2.64% | 2.664% | 87.70814 |
Tranche Comments
L1: First Pay: 2019-06-17; Registration: Lffptm;
P2P: First Pay: 2019-06-17; Registration: Fgnvac;
F2F: First Pay: 2019-06-17; Registration: Pupqbv;
E3: First Pay: 2019-06-17; Registration: Gahgcx;
S4: First Pay: 2019-06-17; Registration: Ecyxun;
Deal Comments
Ww-pxixyatb HFY.
Pricing Speed
1.30% YNY ft 10% Knjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-2Q | GEN | 77.000 | 5.68 | Ayy | CCC | - | - | - | - | - | Xdjczsin | 1aR | - | 15 | 1zR+15 | - | 606.00000 |
A-1 | PSU | 902.844 | 2.94 | - | - | - | - | - | - | - | Jlpqk | - | - | - | - | - | - |
Z-2Z | VQX | 420.000 | 5.95 | Cxx | TTT | - | - | - | - | - | Hjbzt | ALHN | - | 15 | 1.59% | 1.605% | 70.86590 |
M-3 | FYL | 971.000 | 6.35 | Djj | SSS | - | - | - | - | - | Iyruu | Zefvl | - | 23 | 1.80% | 1.808% | 26.20113 |
H-4 | OWR | 76.120 | 5.50 | Gqq | III | - | - | - | - | - | Hmooj | Dxkmh | - | 36 | 2.03% | 2.042% | 84.56470 |
Tranche Comments
A-1: Registration: Pgocum;
Z-2Z: Registration: Fxzpkm;
N-2Q: Registration: Uahcxb;
M-3: Registration: Zbctap;
H-4: Registration: Rhgjtq;
Pricing Speed
1.3 ZFP ew 10% Aqhh
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-2-K | QZU | 875.000 | 8.46 | Dkk | - | GGG | - | - | - | - | Wjuww | AOWM | 55b | 53 | 1.02% | 1.025% | 31.99480 |
B-3 | GOE | 921.000 | 2.31 | Ktt | - | CCC | - | - | - | - | Lwqbi | Lrzkl | 65-67 | 65 | 1.42% | 1.432% | 68.64188 |
L-4 | LLU | 68.000 | 3.40 | Kgg | - | JJJ | - | - | - | - | Bvxrv | Ytccj | 70-75 | 75 | 1.79% | 1.801% | 64.84912 |
S-2-J | JYL | 607.000 | 8.53 | Hhh | - | DDD | - | - | - | - | Ferpjxke | 1cM | 55e | 55 | - | - | 476.00000 |
G-1 | RWU | 160.000 | 8.62 | E-1 | - | Q1+ | - | - | - | - | Gkfiz | MPP | 0.42-43% | 43 | - | 0.430% | 289.00000 |
Tranche Comments
G-1: Registration: Vmahtc;
K-2-K: Registration: Xkuicz;
S-2-J: Registration: Wzbnmt;
B-3: Registration: Sxmbpw;
L-4: Registration: Vjjycf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U-1 | LQT | 500.000 | 8.57 | - | J-1+ | P1+ | - | - | - | - | Tfcna | SQN | .21-23% | 21 | 0.21% | 0.210% | 395.00000 |
R-2-R | JBH | 506.000 | 4.96 | - | VVV | TTT | - | - | - | - | Frhsh | KBLG | 25-27 | 27 | 0.57% | 0.578% | 47.20120 |
H-4 | TCM | 721.000 | 9.51 | - | SSS | RRR | - | - | - | - | Cjgme | Zvhmy | 35-37 | 37 | 1.47% | 1.484% | 59.60308 |
K-2-A | UYJ | 932.000 | 7.87 | - | III | HHH | - | - | - | - | Mhlsxafn | 1uA | 25g | 23 | 1dE+23 | 1sL+23 | 954.00000 |
S-3 | HYA | 823.000 | 9.41 | - | UUU | ZZZ | - | - | - | - | Govof | Fzzvi | 27-28 | 27 | 0.96% | 0.964% | 17.20308 |
Tranche Comments
U-1: Registration: Lyhnvp; Comments: SDKKQt 1.3% VAS OW 10% XVAAj JOXSO DVDt 11/17/14j EOQ QKQWESt $1,000 AD $1,000;
R-2-R: Registration: Bymboq; Comments: BEXXWi 1.3% AQB ZW 10% BAXXo KEABZ EATi 11/17/14o BEF WXFWBBi $1,000 QT $1,000;
K-2-A: Registration: Mrkzex; Comments: OQWWRh 1.3% JJO KZ 10% HJLLd ADUOK QJUh 11/17/14d ODR RWRZOOh $1,000 JU $1,000;
S-3: Registration: Vhgbxc; Comments: XPTTJe 1.3% BGX IB 10% VBUUo TCJXI PBSe 11/17/14o ICT JTTBIXe $1,000 GS $1,000;
H-4: Registration: Zhqwie; Comments: VGZZJp 1.3% SSV OK 10% TSHHl CJOVO GSSp 11/17/14l LJU JZUKLVp $1,000 SS $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-2-H | GGV | 984.000 | 1.71 | Zoo | MMM | - | - | - | - | - | Etiqz | UNQO | 16-18 | 16 | 0.45% | 0.460% | 16.16126 |
N-3 | OLH | 696.000 | 9.30 | Aee | WWW | - | - | - | - | - | Wgoln | Vlkbj | 23-25 | 21 | 0.89% | 0.899% | 86.28089 |
X-4 | RKD | 792.000 | 1.88 | Occ | PPP | - | - | - | - | - | Czaqx | Vzxdt | 27-29 | 27 | 1.38% | 1.385% | 93.88575 |
K-2-F | EYV | 415.000 | 8.53 | Yuu | TTT | - | - | - | - | - | Ddokasbp | 1pL | 16-18 | 16 | 1zY+16 | 1fD+16 | 693.00000 |
E-1 | WLK | 217.000 | 2.87 | D-1 | N-1+ | - | - | - | - | - | Dvyzp | ZAE | 0.20%d | 19 | 0.19% | 0.190% | 212.00000 |
Tranche Comments
E-1: Registration: Exrpcz; Comments: WCKKZg 1.3 XHW 10% qkcvhwzf CWQWT CXGg 7/15/14f MWN ZKNEMWg $1,000 HG $1,000;
H-2-H: Registration: Kifswt; Comments: QGHHXz 1.3 ZJQ 10% trfglzcp EKKQJ GZYz 7/15/14p BKE XHEEBQz $1,000 JY $1,000;
K-2-F: Registration: Nvhmcu; Comments: HWFFAm 1.3 ZDH 10% vyyhncpl UAGHQ WZFm 7/15/14l VAK AFKFVHm $1,000 DF $1,000;
N-3: Registration: Rmypks; Comments: XCHHWk 1.3 JVX 10% grwdysrt DLEXH CJDk 7/15/14t VLV WHVPVXk $1,000 VD $1,000;
X-4: Registration: Qmgqky; Comments: SUHHJm 1.3 CBS 10% qxsrceri YIQSG UCXm 7/15/14i YIV JHVTYSm $1,000 BX $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-4 | AIS | 136.000 | 6.63 | Foo | KKK | - | - | - | - | - | Qrrjj | Awrir | 25-26 | 25 | 1.14% | 1.151% | 24.70822 |
R-1 | RFE | 441.000 | 5.17 | O-1 | Y-1+ | - | - | - | - | - | Hgfyb | BJI | .19-20% | 20 | 0.20% | 0.200% | 636.00000 |
E-2 | MIZ | 571.000 | 6.80 | Raa | TTT | - | - | - | - | - | Kgpoq | GMJS | 19-20 | 19 | 0.46% | 0.463% | 38.93721 |
L-3 | FVW | 420.000 | 1.30 | Foo | OOO | - | - | - | - | - | Dmktv | Anxmb | 20-21 | 20 | 0.68% | 0.687% | 88.90886 |
Tranche Comments
R-1: Registration: Boajjb; Comments: UPPPAf 1.3 DAU qw 10% foiin ZAAUV PDVf 03/17/14n HAK APKJHUf $1,000 AV $1,000;
E-2: Registration: Hfszwk; Comments: CHGGSk 1.3 DBC br 10% sdbbj QFPCJ HDUk 03/17/14j TFX SGXJTCk $1,000 BU $1,000;
L-3: Registration: Cxffoy; Comments: XUZZDd 1.3 AAX tw 10% kgvvm CUXXV UAEd 03/17/14m GUF DZFDGXd $1,000 AE $1,000;
G-4: Registration: Lmhqsc; Comments: QEXXXu 1.3 ZSQ iw 10% fxqqb JEVQJ EZLu 03/17/14b YEQ XXQUYQu $1,000 SL $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O-1 | AVO | 813.000 | 1.65 | Z-1 | U-1+ | - | - | - | - | - | Dpbjn | WTD | - | - | 0.25% | 0.250% | 806.00000 |
C-3 | CEU | 496.000 | 4.77 | Stt | VVV | - | - | - | - | - | Dvvyv | Xmrtv | - | 33 | 0.88% | 0.890% | 33.36415 |
X-2 | HRH | 812.000 | 3.90 | Iii | SSS | - | - | - | - | - | Uyfyd | GLUP | - | 25 | 0.59% | 0.594% | 82.25330 |
L-4 | ACO | 912.000 | 4.47 | Ubb | VVV | - | - | - | - | - | Yuyej | Dfzae | - | 40 | 1.30% | 1.310% | 92.79436 |
Tranche Comments
O-1: Registration: Mixfcd; Comments: HQPPJr 1.3% EKH TG 10% DEXXt DEQHT QEYr 09/16/13t XED JPDGXHr $1,000 KY $1,000;
X-2: Registration: Mknzpr; Comments: PWKKLl 1.3% UAP XS 10% AUEEa SDPPX WUZl 09/16/13a XDL LKLSXPl $1,000 AZ $1,000;
C-3: Registration: Cbqiol; Comments: ZSZZKq 1.3% JQZ ZJ 10% KJXXk DVQZZ SJUq 09/16/13k IVX KZXJIZq $1,000 QU $1,000;
L-4: Registration: Ixnbkq; Comments: HFWWDl 1.3% FJH KO 10% HFWWy GFKHK FFOl 09/16/13y OFF DWFOOHl $1,000 JO $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-3 | XZS | 359.000 | 7.60 | Vvv | TTT | - | - | - | - | - | Hmsrk | Poune | - | 15 | 0.61% | 0.613% | 12.41557 |
W-4 | VTW | 44.500 | 8.15 | Xww | RRR | - | - | - | - | - | Azysb | Kwack | - | 20 | 0.83% | 0.833% | 23.76391 |
C | QAT | 90.000 | 5.60 | F2 | C | - | - | - | - | - | Izrjc | Bmwim | - | 57 | 1.21% | 1.220% | 53.50937 |
J-2 | KNF | 148.000 | 8.77 | Oii | SSS | - | - | - | - | - | Mqsje | CPUG | - | 9 | 0.45% | 0.457% | 53.69819 |
X | KFG | 7.250 | 4.85 | Ddd3 | GGG | - | - | - | - | - | Ehcwy | Bdzgq | - | 110 | 1.74% | 1.750% | 97.46095 |
C-1 | VOJ | 719.000 | 9.56 | O-1 | J-1+ | - | - | - | - | - | Bpbpp | HXV | - | - | 0.22% | 0.220% | 921.00000 |
Tranche Comments
C-1: Registration: Kvqaoq; Comments: JJUQZ JKZp 04/15/13f XJZ LVZQXQp $1,000 KZ $1,000;
J-2: Registration: Vpirlk; Comments: JQWUV FKGl 04/15/13j LQS YTSGLUl $1,000 ZG $1,000;
N-3: Registration: Hrjnbf; Comments: ZHVKZ ZWYs 04/15/13q LHN XNNGLKs $1,000 UY $1,000;
W-4: Registration: Oxglxn; Comments: WICRS TXAw 04/15/13y UIN XTNCURw $1,000 YA $1,000;
C: Registration: Bciicb; Comments: XHQRR PLZk 04/15/13d IHL HGLKIRk $1,000 FZ $1,000;
X: Registration: Euzikp; Comments: LFPLZ CPQc 04/15/13a GFW JLWJGLc $1,000 IQ $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | AJB | 97.700 | 7.23 | Mtt1 | AAA | - | - | - | - | - | Dmpbo | 1cK | - | 350 | 6.66% | 6.760% | 10.79971 |
V3 | RSS | 291.000 | 7.10 | Cqq1 | SSS | - | - | - | - | - | Gcaex | Gwmmf | - | 155 | 4.07% | 4.110% | 79.64645 |
W4I | CJP | 41.000 | 9.88 | Bii1 | MMM | - | - | - | - | - | Axljqmtu | - | - | 7 | 1jG+200 | - | 193.00000 |
N2N | OHJ | 260.000 | 9.31 | Ybb1 | VVV | - | - | - | - | - | Qityj | XDDK | - | 125 | 3.58% | 3.620% | 74.66863 |
E2A | VFU | 537.000 | 3.81 | TE | JJJ | - | - | - | - | - | Czkrerst | - | - | 7 | 1sG+125 | - | 385.00000 |
P4 | OQE | 325.000 | 5.65 | Ovv1 | JJJ | - | - | - | - | - | Sljsf | Onjza | - | 200 | 4.81% | 4.860% | 36.13446 |
C | XHG | 93.500 | 6.61 | Gt3 | H | - | - | - | - | - | Kyrpc | Khdlv | - | 7 | 6.08% | 6.160% | 35.88053 |
M1 | ESX | 232.000 | 4.85 | Add1 | RRR | - | - | - | - | - | Moxrg | 1zB | - | 7 | 2.73% | 2.730% | 361.00000 |
T | PYY | 59.300 | 3.90 | Ty1 | LL | - | - | - | - | - | Kosms | Xuabu | - | 7 | 2.73% | 2.730% | 75.30195 |
Tranche Comments
M1: Registration: Ibvjaw;
N2N: Registration: Uxhyxb;
E2A: Registration: Urfkhh;
V3: Registration: Xpczxu;
P4: Registration: Wybjki;
W4I: Registration: Uhvsfu;
T: Registration: Fuliye;
C: Registration: Qgiobz;
Q: Registration: Qupwgr;