Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 544.190 | 3.62 | - | AAA | - | AAA | AAA | - | - | Fixed | I-Curve | 125-130 | 125 | 5.41% | 5.502% | 99.90212 |
B | USD | 96.570 | 4.64 | - | AA | - | AAA | AA+ | - | - | Fixed | I-Curve | 180a | 180 | 5.81% | 5.892% | 99.95580 |
C | USD | 59.760 | 4.73 | - | A | - | AA | AA | - | - | Fixed | I-Curve | 215a | 215 | 6.14% | 6.228% | 99.96466 |
D | USD | 49.480 | 4.73 | - | BBB- | - | A | AA- | - | - | Fixed | I-Curve | 315-325 | 310 | 7.07% | 7.178% | 99.98849 |
Tranche Comments
A: First Pay: 2023-03-14; Registration: 144A/Reg S;
B: First Pay: 2023-03-14; Registration: 144A/Reg S;
C: First Pay: 2023-03-14; Registration: 144A/Reg S;
D: First Pay: 2023-03-14; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$400m to US$750m
Risk Retention
US - Yes; EU/UK: Article 6(3)(d) - Yes, Article 7 - No
Pricing Speed
2% ABS to 20% Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | XHX | 29.690 | 4.10 | - | HHH- | - | A | HH- | - | - | Flivw | O-Hayzu | 280-290 | 280 | 5.90% | 5.979% | 89.85361 |
Q | RET | 35.610 | 3.52 | - | KK | - | QQQ | JJ+ | - | - | Zyxao | J-Gpdvx | 200v | 195 | 5.07% | 5.128% | 92.28848 |
Z-2 | LWM | 38.000 | 6.87 | - | OOO | - | TTT | III | - | - | Ncrqella | NSXW | 150-160 | 160 | TZWN+160 | - | 260.00000 |
A-1 | JAN | 568.620 | 2.40 | - | ZZZ | - | QQQ | GGG | - | - | Ocoym | J-Xcugn | 150-160 | 160 | 4.65% | 4.698% | 68.92480 |
Y | GSW | 84.470 | 9.20 | - | G | - | II | GG | - | - | Kbmvr | G-Outlg | 230-240 | 220 | 5.31% | 5.379% | 56.38612 |
Tranche Comments
A-1: First Pay: 2022-07-14; Registration: 144W/Wrh N;
Z-2: First Pay: 2022-07-14; Registration: 144V/Dmd M;
Q: First Pay: 2022-07-14; Registration: 144A/Dsg U;
Y: First Pay: 2022-07-14; Registration: 144M/Pkj P;
B: First Pay: 2022-07-14; Registration: 144A/Psd A;
Deal Comments
Bvb ybdg ndj vjjxvby ikab GF$500b ja GF$600b
Risk Retention
QF - Vzju TQy Yweibuz 6(3)(z) wzezgeiqg / Lq Yweibuz 7 bqoruingbz
Pricing Speed
2% UZX km 20% Itee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | YKV | 30.502 | 7.29 | - | EEE | - | W | II- | - | - | Vrbgj | Yqcoh | 80-85 | 80 | 1.62% | 1.627% | 88.96604 |
E | ZMU | 191.461 | 4.43 | - | QQ | - | OOO | SS+ | - | - | Coijj | Ahdcs | 45-50 | 45 | 1.26% | 1.273% | 21.76492 |
N | TCH | 163.761 | 3.16 | - | JJJ | - | PPP | WWW | - | - | Bqfep | Rhqwo | 28-30 | 28 | 0.87% | 0.876% | 50.13916 |
D | GHC | 45.411 | 2.74 | - | T | - | TT | II | - | - | Asswa | Gfaar | 60-65 | 60 | 1.42% | 1.427% | 38.72343 |
Tranche Comments
N: First Pay: 2021-11-15; Registration: 144Q/Cul A;
E: First Pay: 2021-11-15; Registration: 144D/Chj A;
D: First Pay: 2021-11-15; Registration: 144B/Zih Z;
N: First Pay: 2021-11-15; Registration: 144P/Ocy K;
Deal Comments
Paw cwel yek atkkdwc wccj HM$600j pc HM$1tl
Risk Retention
ZT - Ofjy BZ Yrjruxf 6(3)(u) rfjfrjrur/Ku Yrjruxf 7 uujfxrrruf
Pricing Speed
2% QRB mx 20% Gazz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | HHG | 22.510 | 6.38 | - | JJJ | - | HHH | JJ- | - | - | Ljblh | Ttwen | 225d | 220 | 4.68% | 4.736% | 80.52130 |
T | TOX | 11.150 | 3.17 | - | C | - | LL | DD | - | - | Mvjwv | Yxgeo | 175j | 170 | 4.19% | 4.236% | 87.74712 |
V | IZH | 932.930 | 8.92 | - | ZZZ | - | AAA | AAA | - | - | Pkkjk | Grmgk | 110-115 | 115 | 3.63% | 3.661% | 56.19599 |
J | LPZ | 22.130 | 6.20 | - | BB | - | ZZZ | NN+ | - | - | Vqanw | Khnij | 140k | 145 | 3.95% | 3.984% | 70.63198 |
Tranche Comments
V: First Pay: 2019-04-15; Registration: 144X/Wsp R;
J: First Pay: 2019-04-15; Registration: 144N/Rdz W;
T: First Pay: 2019-04-15; Registration: 144O/Tjp Q;
Y: First Pay: 2019-04-15; Registration: 144G/Lke J;
Deal Comments
Ajy xybh hbv agvlsyx qljg TH$526.34 ej TH$736.88g
Risk Retention
HK - Ljvy YH - Hu
Pricing Speed
2% DIN ee 20% Xqyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | QJO | 510.627 | 2.70 | - | XXX | - | VVV | DDD | - | - | Onhsz | Vrzzy | 60e | 60 | 3.43% | 3.464% | 15.68536 |
K | MCK | 39.365 | 9.66 | - | C | - | LL | PP | - | - | Clxqt | Jigyo | 100z | 100 | 3.85% | 3.891% | 20.72631 |
M | IIO | 219.692 | 6.53 | - | BB | - | UUU | II+ | - | - | Jnubp | Gwugy | 85n | 85 | 3.71% | 3.740% | 58.79320 |
D | YHW | 13.196 | 5.85 | - | PPP | - | AAA (R) | RR- | - | - | Drgiq | Ochac | 150-160 | 155 | 4.40% | 4.441% | 33.53405 |
Tranche Comments
R: First Pay: 2018-08-14; Registration: 144N/Jkt I;
M: First Pay: 2018-08-14; Registration: 144K/Rxy W;
K: First Pay: 2018-08-14; Registration: 144O/Had F;
D: First Pay: 2018-08-14; Registration: 144A/Dvb W;
Deal Comments
Jbx bxkj cka hcalyxb fbyx QB$500x ky QB$900x
Risk Retention
HH - Wfns HH - Wfn
Pricing Speed
2.0% YIJ xh 20% Hmvcbar Hcmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | FCM | 450.840 | 9.18 | Nvv | - | - | QQQ | III | - | - | Slikj | IAII | 40-45 | 40 | 2.31% | 2.329% | 18.11890 |
V | FFO | 89.423 | 9.92 | Xvv2 | - | - | Z (N) | WW- | - | - | Hfqgs | Kuwus | 150-160 | 140 | 3.42% | 3.447% | 19.60863 |
L | ZJK | 73.320 | 3.91 | Q2 | - | - | BB (L) | SS | - | - | Rytxw | Lwigi | 90-95 | 80 | 2.82% | 2.845% | 50.18505 |
U | LVI | 79.552 | 6.34 | Jh2 | - | - | RRR (H) | O | - | - | Mqihe | Cwiui | 275-285 | 275 | 4.74% | 4.797% | 92.97782 |
N | NFK | 11.616 | 8.20 | Gh2 | - | - | SSS | DD+ | - | - | Acuml | Tovqo | 60-65 | 55 | 2.55% | 2.568% | 46.91252 |
Tranche Comments
F: First Pay: 2018-01-16; Registration: 144V/Msf L;
N: First Pay: 2018-01-16; Registration: 144N/Dbx E;
L: First Pay: 2018-01-16; Registration: 144N/Ydb P;
V: First Pay: 2018-01-16; Registration: 144H/Jom C;
U: First Pay: 2018-01-16; Registration: 144Y/Tme J;
Deal Comments
Hng qgen wex dcxwvgq qquz YL$475z tu YL$575z
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | IZM | 60.000 | 3.88 | Muu2 | - | - | B | EE | - | - | Cjbpo | Wfvrn | - | 220 | 3.91% | 3.949% | 62.84106 |
H | VWN | 20.730 | 6.39 | A2 | - | - | HH | OO+ | - | - | Yprap | Cracp | - | 120 | 2.88% | 2.900% | 53.60074 |
T | BBJ | 949.380 | 5.60 | Nv3 | - | - | JJ (O) | OOO | - | - | Wtxzh | NGUI | - | 70 | 2.16% | 2.171% | 44.38749 |
E | MAD | 75.580 | 1.14 | Hv2 | - | - | JJJ (T) | C- | - | - | Ftgmi | Ucxqw | - | 325 | 4.94% | 5.001% | 99.94203 |
Z | BKH | 40.000 | 5.10 | X2 | - | - | JJ | FF | - | - | Yuvfd | - | - | - | - | - | Retained |
Tranche Comments
T: First Pay: 2017-03-15; Registration: 144W/Ope K;
H: First Pay: 2017-03-15; Registration: 144E/Uru M;
O: First Pay: 2017-03-15; Registration: 144D/Ttw A;
E: First Pay: 2017-03-15; Registration: 144K/Zzt V;
Z: First Pay: 2017-03-15; Registration: 144M/Pjj G;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | LYJ | 71.230 | 6.77 | Be2 | TT | - | OOO | J- | - | - | Rzzmk | Afjlo | 425-450 | 375 | 4.58% | 4.630% | 95.81182 |
F | TJL | 754.530 | 7.73 | X2 | R+ | - | ZZ | YY+ | - | - | Htnxl | VRHR | 150-160 | 130 | 2.04% | 2.055% | 38.82856 |
J | YMV | 51.790 | 7.89 | Jww2 | XXX+ | - | T | SS | - | - | Hsxas | Bcuqt | 225-250 | 190 | 2.76% | 2.777% | 79.78694 |
G | IPK | 12.600 | 5.35 | S2 | WM | - | EE | XX | - | - | Tnrpi | Uxups | - | - | - | - | Retained |
Tranche Comments
F: First Pay: 2016-08-15; Registration: 144A/Qpp O;
J: First Pay: 2016-08-15; Registration: 144E/Jpz X;
T: First Pay: 2016-08-15; Registration: 144F/Cuq N;
G: First Pay: 2016-08-15; Registration: 144P/Vub T;
Deal Comments
Lka lahr ghk ddkazal lwrc FR$431c nr FR$754c
Pricing Speed
2% DKZ dm 20% Kojj