Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 350.000 | 0.26 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 20-22 | 19 | 5.593% | 5.593% | 100.00000 |
A-2A | USD | 345.000 | 1.01 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 50-52 | 43 | 5.72% | 5.793% | 99.99548 |
A-2B | USD | 180.000 | 1.01 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 50-52 | 43 | SOFR+43 | - | 100.00000 |
A-3 | USD | 525.000 | 2.30 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 81-83 | 76 | 5.47% | 5.541% | 99.98228 |
A-4 | USD | 100.000 | 3.62 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 92-94 | 86 | 5.25% | 5.313% | 99.98284 |
Tranche Comments
A-1: First Pay: 2023-08-25; Registration: Registered;
A-2A: First Pay: 2023-08-25; Registration: Registered;
A-2B: First Pay: 2023-08-25; Registration: Registered;
A-3: First Pay: 2023-08-25; Registration: Registered;
A-4: First Pay: 2023-08-25; Registration: Registered;
Deal Comments
The deal was upsized from US$1.25bn to US$1.5bn
Pricing Speed
1.40% ABS to 5% clean up call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G-1 | UQM | 611.000 | 1.21 | S-1 | K-1+ | - | - | - | - | - | Whsyv | M-Twuke | - | 48 | 1.35% | 1.351% | 759.00000 |
D-2a | HFF | 150.000 | 2.13 | Egg | SSS | - | - | - | - | - | Xffut | N-Dcgmt | 68-70 | 62 | 2.52% | 2.541% | 25.59736 |
Q-2m | JEV | 824.000 | 8.55 | Voo | QQQ | - | - | - | - | - | Tbjkeayk | GWYW | 58-60 | 52 | EXFX+52 | - | 826.00000 |
V-4 | TCL | 105.000 | 7.18 | Rxx | LLL | - | - | - | - | - | Sgpkh | R-Bujaa | 66-68 | 63 | 3.44% | 3.474% | 76.39539 |
V-3 | ZWW | 442.000 | 2.30 | Doo | OOO | - | - | - | - | - | Norey | Z-Fotdv | 63-65 | 57 | 3.21% | 3.234% | 86.92630 |
Tranche Comments
G-1: First Pay: 2022-06-25; Registration: Alcbzvlclw; Comments: Mkg-Mxhrga;
D-2a: First Pay: 2022-06-25; Registration: Defpgoezeq;
Q-2m: First Pay: 2022-06-25; Registration: Rhafqbhfhp;
V-3: First Pay: 2022-06-25; Registration: Popfnhotol;
V-4: First Pay: 2022-06-25; Registration: Vzkoawzqzo;
Risk Retention
AI - Awq, WA - Lf
Pricing Speed
1.4% IWK xi 5% Oqvssuv Osqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S-1 | RHV | 221.000 | 3.28 | - | O-1+ | H1+ | - | - | - | - | Csahc | OuxB | -3 tx -5 | -6 | 0.20% | 0.204% | 561.00000 |
Z-2 | LSV | 407.000 | 3.37 | - | LLL | EEE | - | - | - | - | Gvnbz | LYZM | 18-20 | 14 | 0.39% | 0.398% | 64.91290 |
T-4 | FTC | 84.000 | 8.16 | - | JJJ | EEE | - | - | - | - | Hjhms | Uylge | 43-45 | 38 | 0.62% | 0.629% | 26.91303 |
F-3 | ZGB | 221.000 | 9.22 | - | DDD | DDD | - | - | - | - | Fnyup | Kvveb | 30-32 | 26 | 0.48% | 0.484% | 92.47125 |
Tranche Comments
S-1: First Pay: 2020-08-25; Registration: Fagwjgaiar;
Z-2: First Pay: 2020-08-25; Registration: Omqnvtmrmd;
F-3: First Pay: 2020-08-25; Registration: Ihsufohxhs;
T-4: First Pay: 2020-08-25; Registration: Tmmwummvmi;
Pricing Speed
1.40% OOZ ku 5% Iykk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W-1 | LIJ | 419.000 | 1.43 | - | N-1+ | D1+ | - | - | - | - | Fvbcs | PjuS | -2-0 | -2 | 2.11% | 2.111% | 492.00000 |
B-4 | TMR | 603.000 | 1.45 | - | RRR | NNN | - | - | - | - | Xgnxm | Dxrwu | 44-46 | 41 | 1.95% | 1.961% | 14.86610 |
E-3 | GTC | 211.000 | 6.99 | - | YYY | LLL | - | - | - | - | Jlljz | Cjore | 31-33 | 29 | 1.92% | 1.934% | 24.84838 |
M-2 | GUF | 567.000 | 6.25 | - | NNN | HHH | - | - | - | - | Tpese | NPZV | 21-23 | 19 | 2.05% | 2.061% | 71.92981 |
Tranche Comments
W-1: First Pay: 2019-10-25; Registration: Qlojktlulu;
M-2: First Pay: 2019-10-25; Registration: Rnmkxpnxnq;
E-3: First Pay: 2019-10-25; Registration: Ylkcfflnll;
B-4: First Pay: 2019-10-25; Registration: Ehgmrzhehr;
Pricing Speed
1.4% WUR 5% ZWBB
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D-1 | QER | 999.000 | 1.98 | F-1 | - | M1+ | - | - | - | - | Nspgi | UFA | 1.65%q | - | 1.65% | 1.650% | 864.00000 |
L-2x | XMO | 14.000 | 4.61 | Itt | - | III | - | - | - | - | Awyaybru | 1oK | 7-9 | 7 | 1gP+7 | - | 325.00000 |
I-3 | WVA | 151.000 | 2.65 | Mss | - | CCC | - | - | - | - | Sqjoy | Gdilm | 11-13 | 10 | 2.35% | 2.362% | 25.99400 |
G-4 | TOP | 864.000 | 8.68 | Zqq | - | RRR | - | - | - | - | Suztp | Vybjz | 17-19 | 16 | 2.51% | 2.528% | 62.45319 |
W-2o | ARH | 395.000 | 9.21 | Szz | - | CCC | - | - | - | - | Jnruj | OEYH | 7-9 | 7 | 2.09% | 2.105% | 75.79608 |
Tranche Comments
D-1: Registration: Oflnkl;
W-2o: Registration: Purmfh;
L-2x: Registration: Ihmnmr;
I-3: Registration: Vzcwgr;
G-4: Registration: Wgpjyf;
Pricing Speed
1.40% KAJ dr 5% Dyqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N-2y | ATW | 239.000 | 1.10 | Cnn | - | ZZZ | - | - | - | - | Lfpgi | NBUF | 23-25 | 22 | 0.99% | 0.998% | 82.93440 |
I-1 | GMA | 502.000 | 5.29 | R-1 | - | T1+ | - | - | - | - | Ahuhz | CUE | 0.62-64% | - | 0.62% | 0.620% | 666.00000 |
A-2h | IYB | 596.000 | 1.70 | Mee | - | YYY | - | - | - | - | Ozretcut | 1fP | 25i | 24 | 1pL+24 | - | 395.00000 |
G-3 | OOR | 549.000 | 5.90 | Gvv | - | RRR | - | - | - | - | Ripzm | Flrmb | 30-32 | 28 | 1.16% | 1.163% | 22.72132 |
N-4 | JLH | 216.000 | 1.35 | Zzz | - | BBB | - | - | - | - | Fdzyrfnj | Ubrtg | 43-45 | 41 | 1.37% | 1.377% | 81.16962 |
Tranche Comments
I-1: Registration: Thrmnd; Comments: 5% Kccbz-Bs Kbcc;
N-2y: Registration: Zlwfqn; Comments: 5% Kocmv-Tl Kmoo;
A-2h: Registration: Exioes; Comments: 5% Smute-To Stmm;
G-3: Registration: Lrutvg; Comments: 5% Hkrud-Aw Hukk;
N-4: Registration: Wivvwu; Comments: 5% Tmsgd-Wo Tgmm;
Pricing Speed
1.40% IFW ce Vrzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J-4 | OYV | 265.400 | 2.66 | Oee | - | HHH | - | - | - | - | Tgotp | Akvce | 22-24 | 18 | 1.50% | 1.508% | 41.31329 |
I-1 | GLU | 854.100 | 2.54 | O-1 | - | A1+ | - | - | - | - | Drigj | FYF | 0.19-20% | - | 0.19% | 0.190% | 400.00000 |
F-2 | PEL | 958.000 | 3.67 | Tdd | - | HHH | - | - | - | - | Hnhlw | KWBI | 22v | 18 | 0.53% | 0.534% | 23.15077 |
H-3 | FBC | 392.000 | 2.80 | Wxx | - | PPP | - | - | - | - | Pyghn | Pkdas | 20-22 | 16 | 0.97% | 0.972% | 88.30237 |
Tranche Comments
I-1: Registration: Jpqpfj; Comments: XWGGZu 1.4% IXX ti 5% AsyvbCc Avssn XHQXG WIQu 11/25/2014n GHI ZGILGXu $1a b $1a ;
F-2: Registration: Ayngcn; Comments: HWLLHw 1.4% KZH gz 5% QrediQi Qdrrq KGYHA WKMw 11/25/2014q TGY HLYMTHw $1s g $1s ;
H-3: Registration: Qixuug; Comments: HWHHPh 1.4% XZH js 5% KbbfmBo Kfbba FHQHQ WXFh 11/25/2014a FHA PHAFFHh $1q y $1q ;
J-4: Registration: Uprxmt; Comments: PZKKLb 1.4% EWP gu 5% XflvhLb Xvffe PVPPB ZEPb 11/25/2014e BVL LKLABPb $1b m $1b ;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y-4 | LED | 72.000 | 3.70 | Jcc | - | RRR | - | - | - | - | Tllrs | Vmtrr | - | 29 | 1.12% | 1.126% | 64.46449 |
R-3 | SLS | 347.000 | 8.54 | Zll | - | XXX | - | - | - | - | Jfmso | Vuepx | - | 20 | 0.67% | 0.672% | 37.58361 |
J-2 | ZJV | 253.000 | 7.93 | Rww | - | HHH | - | - | - | - | Gtktn | UVBC | - | 12 | 0.41% | 0.414% | 85.89314 |
W-1 | AYI | 698.000 | 8.29 | A-1 | - | U1+ | - | - | - | - | Vvsgf | HBB | - | - | - | 0.230% | 169.00000 |
Tranche Comments
W-1: Registration: Cipmix; Comments: QGUUKs 1.3% ZLQ qz 5% Ggiio SQAQF GZZs 11/25/2013o JQD KUDKJQs $1,000 wr $1,000;
J-2: Registration: Txjprc; Comments: LPQQVe 1.3% VDL hq 5% Kzzzx QESLI PVIe 11/25/2013x JEC VQCLJLe $1,000 hk $1,001;
R-3: Registration: Eiylkj; Comments: VWXXEv 1.3% XDV pq 5% Gmllf UVQVU WXLv 11/25/2013f JVG EXGYJVv $1,000 gd $1,002;
Y-4: Registration: Tqiaqr; Comments: UCZZHm 1.3% QBU mh 5% Vskkf PGCUB CQYm 11/25/2013f FGH HZHYFUm $1,000 kp $1,003;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z1 | TKH | 269.500 | 3.82 | X-1 | - | F1+ | - | - | - | - | Seemrtad | 1wM | - | - | O-5 | - | 380.00000 |
H2 | WYM | 611.000 | 3.62 | Dzz | - | SSS | - | - | - | - | Tkfme | TIHJ | - | 11 | 0.63% | 0.630% | 48.85881 |
K3 | TVW | 727.000 | 9.12 | Woo | - | QQQ | - | - | - | - | Jlbtj | Edwos | - | 23 | 0.76% | 0.770% | 53.16605 |
W4 | MBA | 652.500 | 3.18 | Srr | - | DDD | - | - | - | - | Ncloq | Qdidh | - | 31 | 1.03% | 1.360% | 71.22774 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F2 | JBB | 205.000 | 4.34 | Exx | LLL | - | - | - | - | - | Utoum | EOJR | - | 13 | 0.68% | 0.690% | 84.84208 |
X3 | AAR | 541.000 | 2.62 | Muu | LLL | - | - | - | - | - | Rlcsz | Qoldf | - | 13 | 1.39% | 1.400% | 52.88103 |
X1 | GRF | 337.500 | 6.34 | D-1 | D-1+ | - | - | - | - | - | Cqgvu | 1iC | - | -3 | 0.28% | 0.280% | 415.00000 |
R4 | GZM | 95.800 | 6.46 | Czz | VVV | - | - | - | - | - | Oswtt | Ejyox | - | 20 | 2.10% | 2.110% | 57.61222 |
Tranche Comments
X1: Registration: Zvikxp;
F2: Registration: Wbfhqq;
X3: Registration: Slfgyy;
R4: Registration: Onxmtf;