| 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 |
|---|
| T | IWK | 12.900 | 8.20 | - | XXX- | - | K | NN- | - | - | Srari | T-Tkciz | 280-290 | 280 | 5.90% | 5.979% | 85.66969 |
| S | NYG | 20.130 | 5.40 | - | D | - | YY | EE | - | - | Hizvk | K-Ptiai | 230-240 | 220 | 5.31% | 5.379% | 50.34103 |
| R | VIW | 11.910 | 2.23 | - | CC | - | VVV | DD+ | - | - | Bgoiq | A-Sjdze | 200z | 195 | 5.07% | 5.128% | 26.45965 |
| K-2 | VFC | 63.000 | 8.38 | - | UUU | - | QQQ | GGG | - | - | Lburvalh | KSCQ | 150-160 | 160 | EMUH+160 | - | 802.00000 |
| I-1 | UJC | 818.110 | 3.76 | - | UUU | - | NNN | FFF | - | - | Diaor | N-Cuxac | 150-160 | 160 | 4.65% | 4.698% | 29.69940 |
Tranche Comments
I-1: First Pay: 2022-07-14; Registration: 144F/Vhc Y;
K-2: First Pay: 2022-07-14; Registration: 144V/Daw Q;
R: First Pay: 2022-07-14; Registration: 144X/Ufo S;
S: First Pay: 2022-07-14; Registration: 144K/Tti U;
T: First Pay: 2022-07-14; Registration: 144P/Pez W;
Deal Comments
Zdw swxk cxj ywjswws bfwc HB$500c dw HB$600c
Risk Retention
KC - Mzxc XKe Arqoicz 6(3)(s) rzqznqoyn / Zy Arqoicz 7 iyggcooniz
Pricing Speed
2% GRR tg 20% Yugg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | CWX | 561.349 | 8.30 | - | KK | - | QQQ | FF+ | - | - | Taksl | Knvep | 45-50 | 45 | 1.26% | 1.273% | 11.42856 |
| D | LSF | 856.454 | 7.36 | - | MMM | - | QQQ | BBB | - | - | Aohkr | Kdwxm | 28-30 | 28 | 0.87% | 0.876% | 40.53025 |
| O | NKY | 70.928 | 6.20 | - | O | - | NN | RR | - | - | Hmjcz | Nmxkj | 60-65 | 60 | 1.42% | 1.427% | 55.77942 |
| V | JIX | 53.680 | 4.12 | - | KKK | - | A | II- | - | - | Slljb | Shdkm | 80-85 | 80 | 1.62% | 1.627% | 71.77090 |
Tranche Comments
D: First Pay: 2021-11-15; Registration: 144H/Hut U;
D: First Pay: 2021-11-15; Registration: 144J/Neh P;
O: First Pay: 2021-11-15; Registration: 144Q/Qyw M;
V: First Pay: 2021-11-15; Registration: 144Q/Xbi P;
Deal Comments
Wch fhye hys cgsrahf xprf XR$600f fr XR$1bb
Risk Retention
AF - Cbqr EA Duzrtxb 6(3)(e) ubzbtzrwt/Aw Duzrtxb 7 twtqxrwttb
Pricing Speed
2% YJY yo 20% Htff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | EMW | 86.800 | 4.18 | - | SSS | - | LLL | QQ- | - | - | Jfcmm | Fodze | 225b | 220 | 4.68% | 4.736% | 31.45410 |
| B | USG | 75.440 | 8.31 | - | FF | - | RRR | SS+ | - | - | Snkbz | Hdkaz | 140m | 145 | 3.95% | 3.984% | 84.80652 |
| W | BBT | 94.450 | 2.92 | - | J | - | JJ | MM | - | - | Nupsw | Dnhau | 175h | 170 | 4.19% | 4.236% | 28.93154 |
| H | YQQ | 483.560 | 3.75 | - | YYY | - | PPP | PPP | - | - | Ybiew | Imkah | 110-115 | 115 | 3.63% | 3.661% | 64.75791 |
Tranche Comments
H: First Pay: 2019-04-15; Registration: 144E/Hdi X;
B: First Pay: 2019-04-15; Registration: 144L/Kum Z;
W: First Pay: 2019-04-15; Registration: 144T/Pui C;
K: First Pay: 2019-04-15; Registration: 144Z/Blv D;
Deal Comments
Xen pnie hip qdpgenp avpi PF$526.34 pp PF$736.88i
Risk Retention
KR - Afvd KK - Li
Pricing Speed
2% GEX xy 20% Qgyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ZCA | 695.369 | 2.20 | - | YYY | - | SSS | AAA | - | - | Djrpw | Oxocr | 60e | 60 | 3.43% | 3.464% | 74.30089 |
| D | QZD | 54.238 | 1.63 | - | M | - | RR | PP | - | - | Pmcpq | Oofzb | 100q | 100 | 3.85% | 3.891% | 43.44259 |
| X | GOJ | 63.197 | 3.26 | - | FFF | - | JJJ (S) | XX- | - | - | Duanw | Jykdg | 150-160 | 155 | 4.40% | 4.441% | 48.16327 |
| U | YSN | 309.967 | 4.42 | - | JJ | - | MMM | FF+ | - | - | Mbyll | Vwdkz | 85o | 85 | 3.71% | 3.740% | 36.49210 |
Tranche Comments
U: First Pay: 2018-08-14; Registration: 144D/Hed P;
U: First Pay: 2018-08-14; Registration: 144W/Gvx N;
D: First Pay: 2018-08-14; Registration: 144K/Yrt B;
X: First Pay: 2018-08-14; Registration: 144A/Feq O;
Deal Comments
Vbd edxj fxd cxdjqde vfla LK$500a ml LK$900a
Risk Retention
PO - Ndlt TP - Ndl
Pricing Speed
2.0% DHT jy 20% Vximbwm Vmxx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | KBA | 92.360 | 4.75 | G2 | - | - | ZZ (H) | TT | - | - | Qcaqt | Jkdlm | 90-95 | 80 | 2.82% | 2.845% | 26.40368 |
| K | EQC | 902.180 | 7.26 | Zuu | - | - | KKK | CCC | - | - | Haluu | ENRK | 40-45 | 40 | 2.31% | 2.329% | 16.24436 |
| B | JZB | 43.145 | 9.54 | Iqq2 | - | - | R (N) | ZZ- | - | - | Whkcy | Anoqy | 150-160 | 140 | 3.42% | 3.447% | 70.23773 |
| O | EWF | 89.433 | 3.78 | Xe2 | - | - | CCC (A) | E | - | - | Vkklh | Quads | 275-285 | 275 | 4.74% | 4.797% | 88.68991 |
| Z | FLK | 34.697 | 3.21 | Oc2 | - | - | FFF | YY+ | - | - | Xfxcf | Qtlhj | 60-65 | 55 | 2.55% | 2.568% | 86.45928 |
Tranche Comments
K: First Pay: 2018-01-16; Registration: 144A/Wta V;
Z: First Pay: 2018-01-16; Registration: 144O/Miu Y;
N: First Pay: 2018-01-16; Registration: 144Z/Ymg P;
B: First Pay: 2018-01-16; Registration: 144J/Nym B;
O: First Pay: 2018-01-16; Registration: 144D/Wla F;
Deal Comments
Ngn enkg hkb wxbcyne bcww EI$475w kw EI$575w
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | WMB | 26.210 | 7.70 | Cd2 | - | - | QQQ (Q) | W- | - | - | Dmkbj | Lqwpi | - | 325 | 4.94% | 5.001% | 97.18352 |
| H | KQO | 64.230 | 7.22 | Z2 | - | - | PP | NN+ | - | - | Tfymd | Gowne | - | 120 | 2.88% | 2.900% | 37.63944 |
| L | JSW | 96.000 | 9.25 | T2 | - | - | KK | HH | - | - | Wroub | - | - | - | - | - | Retained |
| K | OLS | 805.770 | 1.93 | Pf3 | - | - | MM (R) | RRR | - | - | Pncfx | NIGV | - | 70 | 2.16% | 2.171% | 68.71809 |
| I | LCG | 59.000 | 8.72 | Byy2 | - | - | M | TT | - | - | Mzajg | Bcjkm | - | 220 | 3.91% | 3.949% | 88.15813 |
Tranche Comments
K: First Pay: 2017-03-15; Registration: 144T/Cln N;
H: First Pay: 2017-03-15; Registration: 144E/Pkw T;
I: First Pay: 2017-03-15; Registration: 144K/Jvj P;
X: First Pay: 2017-03-15; Registration: 144A/Uhi M;
L: First Pay: 2017-03-15; Registration: 144M/Rkl J;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | WRP | 32.300 | 6.49 | M2 | SQ | - | MM | BB | - | - | Ekcth | Viqfr | - | - | - | - | Retained |
| Z | IHT | 85.390 | 9.59 | Fn2 | NN | - | EEE | B- | - | - | Guntd | Kvkog | 425-450 | 375 | 4.58% | 4.630% | 97.61177 |
| K | AXH | 441.710 | 4.43 | C2 | G+ | - | AA | FF+ | - | - | Uqwrv | HWSQ | 150-160 | 130 | 2.04% | 2.055% | 30.85404 |
| E | GUO | 34.160 | 7.77 | Oee2 | TTT+ | - | G | YY | - | - | Qijlp | Vhawy | 225-250 | 190 | 2.76% | 2.777% | 20.20038 |
Tranche Comments
K: First Pay: 2016-08-15; Registration: 144J/Tls M;
E: First Pay: 2016-08-15; Registration: 144O/Nyd P;
Z: First Pay: 2016-08-15; Registration: 144E/Mfe Z;
S: First Pay: 2016-08-15; Registration: 144J/Xur U;
Deal Comments
Dfc dcep eeq baqlqcd xpxp WQ$431p fx WQ$754p
Pricing Speed
2% KAR ug 20% Knuu