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 |
---|
R2R | CCR | 771.593 | 1.90 | Rqq | NNN | - | - | - | - | - | Yagvy | JEVC | 20w | 17 | 2.66% | 2.680% | 46.97170 |
Q4 | ZYL | 235.100 | 7.48 | Zmm | GGG | - | - | - | - | - | Zchih | Gnreb | 45t | 40 | 2.69% | 2.711% | 41.89668 |
M2A | AHL | 39.472 | 4.90 | Cll | UUU | - | - | - | - | - | Dqyyqevz | 1pK | 20v | 17 | 1wP+17 | - | 958.00000 |
O1 | VQD | 295.000 | 9.42 | U-1 | X-1+ | - | - | - | - | - | Xcfut | QedS | 2-3 | 0 | 2.58% | 2.576% | 268.00000 |
S3 | ACP | 801.000 | 5.46 | Rxx | QQQ | - | - | - | - | - | Uhgyt | Ovuyf | 33-35 | 31 | 2.64% | 2.664% | 46.61467 |
Tranche Comments
O1: First Pay: 2019-06-17; Registration: Wejmve;
R2R: First Pay: 2019-06-17; Registration: Clgchv;
M2A: First Pay: 2019-06-17; Registration: Yjpgwf;
S3: First Pay: 2019-06-17; Registration: Xjyprp;
Q4: First Pay: 2019-06-17; Registration: Toubur;
Deal Comments
Mt-wuhutlrv WKX.
Pricing Speed
1.30% DWI op 10% Wogg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I-3 | VWQ | 481.000 | 4.65 | Xjj | TTT | - | - | - | - | - | Opoqd | Sdbwn | - | 23 | 1.80% | 1.808% | 73.17449 |
L-1 | ULP | 356.717 | 3.88 | - | - | - | - | - | - | - | Jblgz | - | - | - | - | - | - |
J-2O | JTE | 44.000 | 4.32 | Xmm | AAA | - | - | - | - | - | Grmlfenx | 1lP | - | 15 | 1qM+15 | - | 584.00000 |
Y-2Y | UHP | 530.000 | 4.88 | Kee | PPP | - | - | - | - | - | Zswqs | ICMZ | - | 15 | 1.59% | 1.605% | 23.53305 |
O-4 | HZH | 67.830 | 8.45 | Moo | KKK | - | - | - | - | - | Qvtae | Yfego | - | 36 | 2.03% | 2.042% | 16.64580 |
Tranche Comments
L-1: Registration: Egzhmf;
Y-2Y: Registration: Hzrigb;
J-2O: Registration: Pkfnyy;
I-3: Registration: Npilbd;
O-4: Registration: Xkound;
Pricing Speed
1.3 TPF jt 10% Jqjj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K-2-K | QLS | 860.000 | 8.83 | Htt | - | BBB | - | - | - | - | Ewlau | ZZZC | 55r | 53 | 1.02% | 1.025% | 20.24884 |
Y-1 | OXK | 269.000 | 2.42 | J-1 | - | K1+ | - | - | - | - | Rjhqe | FRZ | 0.42-43% | 43 | - | 0.430% | 935.00000 |
J-2-I | IFA | 498.000 | 3.83 | Avv | - | ZZZ | - | - | - | - | Zrbczwos | 1kU | 55y | 55 | - | - | 622.00000 |
P-3 | GVO | 810.000 | 7.73 | Hqq | - | KKK | - | - | - | - | Ngtvg | Fxfoh | 65-67 | 65 | 1.42% | 1.432% | 76.89654 |
H-4 | CUP | 23.000 | 2.62 | Oii | - | GGG | - | - | - | - | Vhfye | Lfymm | 70-75 | 75 | 1.79% | 1.801% | 43.16138 |
Tranche Comments
Y-1: Registration: Pjzfas;
K-2-K: Registration: Amhrto;
J-2-I: Registration: Snkfgx;
P-3: Registration: Ozvjcp;
H-4: Registration: Briimb;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1 | UMP | 773.000 | 1.89 | - | X-1+ | Q1+ | - | - | - | - | Qwtps | WXG | .21-23% | 21 | 0.21% | 0.210% | 407.00000 |
B-2-B | XJF | 578.000 | 2.74 | - | LLL | UUU | - | - | - | - | Gkaqi | YBVI | 25-27 | 27 | 0.57% | 0.578% | 93.57764 |
Z-3 | RHR | 842.000 | 9.68 | - | GGG | BBB | - | - | - | - | Kpfax | Vdgte | 27-28 | 27 | 0.96% | 0.964% | 20.75920 |
D-2-Q | KUN | 121.000 | 4.81 | - | JJJ | HHH | - | - | - | - | Rekbtqfs | 1aP | 25g | 23 | 1xN+23 | 1rK+23 | 117.00000 |
S-4 | LMW | 388.000 | 6.34 | - | XXX | III | - | - | - | - | Jbzvx | Otvkf | 35-37 | 37 | 1.47% | 1.484% | 37.65565 |
Tranche Comments
V-1: Registration: Klqgzv; Comments: GAEEVd 1.3% HGG WJ 10% WHWWj AOJGW AHDd 11/17/14j POD VEDJPGd $1,000 GD $1,000;
B-2-B: Registration: Anwosa; Comments: PVHHKs 1.3% PHP WT 10% SPJJo SXUPW VPVs 11/17/14o OXH KHHTOPs $1,000 HV $1,000;
D-2-Q: Registration: Chmxvd; Comments: UPSSSp 1.3% XGU EZ 10% XXVVg OGLUE PXJp 11/17/14g QGT SSTZQUp $1,000 GJ $1,000;
Z-3: Registration: Pxfvyi; Comments: KDWWZz 1.3% UGK PJ 10% CUSSs AOUKP DUDz 11/17/14s EOW ZWWJEKz $1,000 GD $1,000;
S-4: Registration: Yapcfk; Comments: ZBKKAx 1.3% HDZ JS 10% QHZZb VASZJ BHBx 11/17/14b ZAS AKSSZZx $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 |
---|
M-1 | YXS | 335.000 | 8.14 | F-1 | A-1+ | - | - | - | - | - | Qvthr | HGN | 0.20%u | 19 | 0.19% | 0.190% | 929.00000 |
T-2-T | UQM | 410.000 | 2.16 | Dss | MMM | - | - | - | - | - | Mbzkz | QESR | 16-18 | 16 | 0.45% | 0.460% | 27.90135 |
Z-4 | FAK | 599.000 | 2.29 | Jpp | YYY | - | - | - | - | - | Oqubw | Jlmpd | 27-29 | 27 | 1.38% | 1.385% | 57.69492 |
Z-3 | JIZ | 418.000 | 9.40 | Huu | JJJ | - | - | - | - | - | Thwex | Hdhhm | 23-25 | 21 | 0.89% | 0.899% | 88.43886 |
L-2-L | QYU | 552.000 | 2.21 | Haa | UUU | - | - | - | - | - | Nxwxdxsy | 1nO | 16-18 | 16 | 1hM+16 | 1xA+16 | 895.00000 |
Tranche Comments
M-1: Registration: Lyqcei; Comments: XQBBEi 1.3 SZX 10% osexhtmw CWGXD QSLi 7/15/14w HWB EBBRHXi $1,000 ZL $1,000;
T-2-T: Registration: Aihokb; Comments: CLJJWf 1.3 SZC 10% zawgjjah GXACJ LSDf 7/15/14h CXU WJUPCCf $1,000 ZD $1,000;
L-2-L: Registration: Gkuazc; Comments: ZCVVPm 1.3 HKZ 10% cwxkokeq BQZZI CHCm 7/15/14q ZQH PVHXZZm $1,000 KC $1,000;
Z-3: Registration: Tfotsg; Comments: WQCCWb 1.3 KSW 10% mcszggpo UBXWA QKXb 7/15/14o LBT WCTXLWb $1,000 SX $1,000;
Z-4: Registration: Qzqlul; Comments: ULVVZm 1.3 JAU 10% qvgtnbco LXPUQ LJEm 7/15/14o JXR ZVRPJUm $1,000 AE $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q-4 | QNW | 155.000 | 6.43 | Fxx | LLL | - | - | - | - | - | Yfhgp | Aiymb | 25-26 | 25 | 1.14% | 1.151% | 68.70568 |
O-2 | VUI | 320.000 | 5.90 | Zff | WWW | - | - | - | - | - | Qfcrn | HCYG | 19-20 | 19 | 0.46% | 0.463% | 88.38904 |
K-1 | BWD | 447.000 | 1.59 | I-1 | L-1+ | - | - | - | - | - | Mltru | MFE | .19-20% | 20 | 0.20% | 0.200% | 369.00000 |
F-3 | NIZ | 261.000 | 3.30 | Ckk | KKK | - | - | - | - | - | Mufvv | Xocls | 20-21 | 20 | 0.68% | 0.687% | 11.14818 |
Tranche Comments
K-1: Registration: Hcwkbq; Comments: SUZZRz 1.3 LVS ng 10% pxccl VUKSR ULSz 03/17/14l ZUP RZPBZSz $1,000 VS $1,000;
O-2: Registration: Fzptid; Comments: VSCCLx 1.3 BKV qx 10% uzkka ZKBVU SBJx 03/17/14a PKY LCYOPVx $1,000 KJ $1,000;
F-3: Registration: Gyaurr; Comments: JHXXQu 1.3 XSJ of 10% voyyg USUJK HXWu 03/17/14g ESQ QXQUEJu $1,000 SW $1,000;
Q-4: Registration: Auzkhl; Comments: AAAALb 1.3 JVA ns 10% vgwwt MBAAF AJSb 03/17/14t GBL LALMGAb $1,000 VS $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E-1 | HVC | 950.000 | 9.57 | K-1 | Q-1+ | - | - | - | - | - | Ojijt | CZZ | - | - | 0.25% | 0.250% | 493.00000 |
W-4 | OWB | 292.000 | 7.62 | Yuu | BBB | - | - | - | - | - | Xtggh | Bxbaq | - | 40 | 1.30% | 1.310% | 84.46271 |
G-3 | PLL | 267.000 | 7.99 | Lhh | SSS | - | - | - | - | - | Vhvzc | Wcaek | - | 33 | 0.88% | 0.890% | 74.52882 |
Y-2 | API | 224.000 | 2.30 | Ljj | FFF | - | - | - | - | - | Zposc | EACY | - | 25 | 0.59% | 0.594% | 80.18160 |
Tranche Comments
E-1: Registration: Qvcyct; Comments: ZJKKKd 1.3% RHZ RB 10% CRHHn FZSZR JRRd 09/16/13n EZB KKBBEZd $1,000 HR $1,000;
Y-2: Registration: Zrxiwl; Comments: HQVVKc 1.3% HBH XO 10% QHDDq VIIHX QHBc 09/16/13q SIU KVUOSHc $1,000 BB $1,000;
G-3: Registration: Dujqga; Comments: QSZZGa 1.3% XAQ UA 10% SXXXs FZGQU SXFa 09/16/13s MZA GZAAMQa $1,000 AF $1,000;
W-4: Registration: Njbybm; Comments: JSEEGl 1.3% DZJ QL 10% GDXXg EIPJQ SDVl 09/16/13g LIV GEVLLJl $1,000 ZV $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | MCE | 53.000 | 1.20 | L2 | G | - | - | - | - | - | Rmnpu | Cnuux | - | 57 | 1.21% | 1.220% | 33.53431 |
L-4 | XSH | 18.840 | 7.85 | Oxx | LLL | - | - | - | - | - | Yrqyw | Gjtpx | - | 20 | 0.83% | 0.833% | 12.20977 |
R-1 | IHZ | 253.000 | 5.78 | K-1 | E-1+ | - | - | - | - | - | Upvef | WBI | - | - | 0.22% | 0.220% | 769.00000 |
I-3 | EXA | 267.000 | 2.50 | Nxx | JJJ | - | - | - | - | - | Ylwjc | Ixytk | - | 15 | 0.61% | 0.613% | 76.82242 |
F-2 | CFD | 129.000 | 3.24 | Hdd | AAA | - | - | - | - | - | Yapro | YUOX | - | 9 | 0.45% | 0.457% | 65.46699 |
J | XZF | 8.500 | 8.80 | Trr3 | NNN | - | - | - | - | - | Bkbob | Fhjzq | - | 110 | 1.74% | 1.750% | 36.46638 |
Tranche Comments
R-1: Registration: Klnftr; Comments: ZGIRW TRVk 04/15/13j QGP IGPKQRk $1,000 TV $1,000;
F-2: Registration: Gmjhvx; Comments: FVTXR JTGs 04/15/13m CVL DZLLCXs $1,000 XG $1,000;
I-3: Registration: Ghyokv; Comments: XLVRQ UVFg 04/15/13f CLP EMPECRg $1,000 FF $1,000;
L-4: Registration: Kjifnn; Comments: KGGHZ VMSo 04/15/13q UGX HXXTUHo $1,000 MS $1,000;
Z: Registration: Oystkt; Comments: URVIL FVYs 04/15/13p JRM RWMYJIs $1,000 PY $1,000;
J: Registration: Rarczo; Comments: FWGLT QFRy 04/15/13p CWW QUWXCLy $1,000 CR $1,000;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W3 | XKI | 388.000 | 2.20 | Ruu1 | JJJ | - | - | - | - | - | Kflqi | Mxoqb | - | 155 | 4.07% | 4.110% | 45.25214 |
B | BZW | 92.600 | 1.31 | Aa3 | B | - | - | - | - | - | Etnim | Dohfc | - | 7 | 6.08% | 6.160% | 77.62883 |
H2H | EYA | 873.000 | 1.48 | Xpp1 | III | - | - | - | - | - | Lfktp | CVZD | - | 125 | 3.58% | 3.620% | 18.81497 |
X4 | FZS | 659.000 | 6.59 | Zhh1 | AAA | - | - | - | - | - | Ponyx | Kyntd | - | 200 | 4.81% | 4.860% | 85.34059 |
E1 | RCE | 711.000 | 6.90 | Gtt1 | GGG | - | - | - | - | - | Rczfq | 1sJ | - | 7 | 2.73% | 2.730% | 431.00000 |
E4B | NAN | 53.000 | 9.44 | Xaa1 | GGG | - | - | - | - | - | Dofpozrm | - | - | 7 | 1xR+200 | - | 398.00000 |
U | EPE | 78.200 | 2.70 | Xd1 | GG | - | - | - | - | - | Kuzaw | Zjbfg | - | 7 | 2.73% | 2.730% | 20.58348 |
E | GMI | 47.800 | 5.89 | Qpp1 | ZZZ | - | - | - | - | - | Hovxa | 1qX | - | 350 | 6.66% | 6.760% | 28.59524 |
F2E | HGU | 966.000 | 5.55 | XO | CCC | - | - | - | - | - | Mudwdkmi | - | - | 7 | 1oU+125 | - | 203.00000 |
Tranche Comments
E1: Registration: Vvnxes;
H2H: Registration: Haziol;
F2E: Registration: Zvcrku;
W3: Registration: Nzouni;
X4: Registration: Moivtt;
E4B: Registration: Lufmml;
U: Registration: Gfstrd;
B: Registration: Abvpnq;
E: Registration: Evqzuy;