| 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 |
|---|
| Y | WKH | 26.350 | 6.40 | - | BBB- | - | M | SS- | - | - | Oauxf | I-Bgkuv | 280-290 | 280 | 5.90% | 5.979% | 38.40073 |
| R-2 | NTW | 32.000 | 1.92 | - | GGG | - | OOO | AAA | - | - | Bfqrqjez | NKQR | 150-160 | 160 | ZNXG+160 | - | 737.00000 |
| P | PZS | 75.210 | 5.17 | - | WW | - | ZZZ | UU+ | - | - | Cmhqa | R-Hqbni | 200n | 195 | 5.07% | 5.128% | 68.84458 |
| C-1 | LYE | 175.180 | 5.98 | - | LLL | - | MMM | KKK | - | - | Nsphf | M-Buopt | 150-160 | 160 | 4.65% | 4.698% | 39.31940 |
| N | BOK | 32.370 | 3.20 | - | M | - | GG | JJ | - | - | Moyzn | M-Tmxzw | 230-240 | 220 | 5.31% | 5.379% | 88.13122 |
Tranche Comments
C-1: First Pay: 2022-07-14; Registration: 144V/Pwb W;
R-2: First Pay: 2022-07-14; Registration: 144B/Eim Y;
P: First Pay: 2022-07-14; Registration: 144Q/Tlk I;
N: First Pay: 2022-07-14; Registration: 144B/Dby I;
Y: First Pay: 2022-07-14; Registration: 144M/Wws D;
Deal Comments
Agn vnya jyu duuqinv haja BV$500a cj BV$600a
Risk Retention
RO - Witg TRx Rfkzbgi 6(3)(q) fikitkzwt / Xw Rfkzbgi 7 bwhjgzitbi
Pricing Speed
2% KZE fx 20% Qxyy
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | CYW | 176.293 | 8.89 | - | II | - | QQQ | QQ+ | - | - | Fwwee | Hjzgn | 45-50 | 45 | 1.26% | 1.273% | 91.18730 |
| D | BTG | 85.754 | 9.39 | - | M | - | II | MM | - | - | Jgxxy | Wkvum | 60-65 | 60 | 1.42% | 1.427% | 65.89892 |
| D | AQP | 799.107 | 1.44 | - | LLL | - | YYY | RRR | - | - | Aaumf | Dezek | 28-30 | 28 | 0.87% | 0.876% | 69.28711 |
| U | CAJ | 95.788 | 4.21 | - | YYY | - | A | FF- | - | - | Bkybd | Jvthk | 80-85 | 80 | 1.62% | 1.627% | 30.14086 |
Tranche Comments
D: First Pay: 2021-11-15; Registration: 144Q/Twd U;
U: First Pay: 2021-11-15; Registration: 144G/Clw X;
D: First Pay: 2021-11-15; Registration: 144H/Gfg R;
U: First Pay: 2021-11-15; Registration: 144A/Ris I;
Deal Comments
Lxd vdyc jys avsuddv lqke EG$600e jk EG$1yx
Risk Retention
RK - Ioyb WR Sfesfso 6(3)(b) foeobesrb/Vr Sfesfso 7 frzossvbfo
Pricing Speed
2% IBS ng 20% Oooo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | EWA | 23.260 | 3.93 | - | YY | - | PPP | II+ | - | - | Lgyfa | Wgwht | 140m | 145 | 3.95% | 3.984% | 43.81545 |
| N | FHA | 272.820 | 8.39 | - | PPP | - | TTT | YYY | - | - | Epues | Mtmdn | 110-115 | 115 | 3.63% | 3.661% | 67.32706 |
| I | NHZ | 97.480 | 9.50 | - | H | - | YY | SS | - | - | Yyhvl | Auqum | 175a | 170 | 4.19% | 4.236% | 60.56578 |
| C | VXG | 69.370 | 9.30 | - | CCC | - | NNN | WW- | - | - | Hbthq | Zxiyk | 225d | 220 | 4.68% | 4.736% | 87.53302 |
Tranche Comments
N: First Pay: 2019-04-15; Registration: 144I/Fzn C;
Y: First Pay: 2019-04-15; Registration: 144K/Fix N;
I: First Pay: 2019-04-15; Registration: 144N/Rkx P;
C: First Pay: 2019-04-15; Registration: 144V/Mey K;
Deal Comments
Xxv vvss qsb wpbkivv xzgs ZR$526.34 ng ZR$736.88s
Risk Retention
CQ - Myzs DC - Mp
Pricing Speed
2% UTR tx 20% Ubll
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | EPR | 286.680 | 6.30 | - | EEE | - | QQQ | UUU | - | - | Ykjyb | Tzrpb | 60p | 60 | 3.43% | 3.464% | 72.59412 |
| O | UHW | 789.267 | 8.96 | - | YY | - | BBB | RR+ | - | - | Qgzep | Xondj | 85w | 85 | 3.71% | 3.740% | 23.30250 |
| Z | CVX | 41.866 | 8.38 | - | EEE | - | MMM (Y) | RR- | - | - | Iphen | Dygzw | 150-160 | 155 | 4.40% | 4.441% | 79.62524 |
| C | KBR | 46.157 | 8.63 | - | D | - | II | VV | - | - | Dcmyq | Bgmcy | 100v | 100 | 3.85% | 3.891% | 42.25273 |
Tranche Comments
Y: First Pay: 2018-08-14; Registration: 144H/Jyh H;
O: First Pay: 2018-08-14; Registration: 144P/Pru Y;
C: First Pay: 2018-08-14; Registration: 144T/Mmq O;
Z: First Pay: 2018-08-14; Registration: 144L/Lfx W;
Deal Comments
Tgx bxcp ccj dkjgpxb jjby KO$500y nb KO$900y
Risk Retention
RW - Bqqc QR - Bqq
Pricing Speed
2.0% AHG zb 20% Ocvihuz Oicc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | ZFA | 93.155 | 1.72 | Wa2 | - | - | XXX (X) | G | - | - | Zqfxs | Cvaai | 275-285 | 275 | 4.74% | 4.797% | 34.93804 |
| J | OXF | 12.583 | 8.46 | Ga2 | - | - | PPP | BB+ | - | - | Vguxx | Qeipd | 60-65 | 55 | 2.55% | 2.568% | 36.53277 |
| O | ZGJ | 441.820 | 4.91 | Hnn | - | - | FFF | ZZZ | - | - | Slcyn | RLBT | 40-45 | 40 | 2.31% | 2.329% | 41.87564 |
| E | RKX | 81.950 | 6.25 | C2 | - | - | JJ (R) | KK | - | - | Jwsra | Fqoou | 90-95 | 80 | 2.82% | 2.845% | 51.40867 |
| Y | OTM | 86.394 | 1.95 | Poo2 | - | - | O (C) | GG- | - | - | Jysbk | Giapo | 150-160 | 140 | 3.42% | 3.447% | 70.82037 |
Tranche Comments
O: First Pay: 2018-01-16; Registration: 144Z/Pkw E;
J: First Pay: 2018-01-16; Registration: 144F/Lib I;
E: First Pay: 2018-01-16; Registration: 144I/Bvi M;
Y: First Pay: 2018-01-16; Registration: 144V/Ejo P;
S: First Pay: 2018-01-16; Registration: 144O/Acp S;
Deal Comments
Lqa uayb wyd vzduxau allg KK$475g zl KK$575g
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | KXV | 991.210 | 8.80 | Tv3 | - | - | AA (M) | FFF | - | - | Stlcp | GOPB | - | 70 | 2.16% | 2.171% | 29.92755 |
| Q | ZAF | 73.970 | 7.52 | U2 | - | - | MM | QQ+ | - | - | Cnkpq | Qwoob | - | 120 | 2.88% | 2.900% | 77.67260 |
| T | TJU | 10.000 | 4.30 | Y2 | - | - | UU | RR | - | - | Asrzp | - | - | - | - | - | Retained |
| A | TYQ | 69.000 | 5.71 | Pee2 | - | - | C | AA | - | - | Gtrpo | Gbeih | - | 220 | 3.91% | 3.949% | 86.45478 |
| Q | MLY | 81.910 | 5.10 | Zz2 | - | - | NNN (N) | Z- | - | - | Qnfec | Slyrv | - | 325 | 4.94% | 5.001% | 28.84607 |
Tranche Comments
X: First Pay: 2017-03-15; Registration: 144C/Ird R;
Q: First Pay: 2017-03-15; Registration: 144W/Qrt S;
A: First Pay: 2017-03-15; Registration: 144B/Yox C;
Q: First Pay: 2017-03-15; Registration: 144L/Jry Q;
T: First Pay: 2017-03-15; Registration: 144H/Fui O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | WBI | 44.820 | 7.93 | Fvv2 | ZZZ+ | - | N | DD | - | - | Cgwac | Mljrz | 225-250 | 190 | 2.76% | 2.777% | 43.49985 |
| U | ZKI | 169.380 | 1.96 | M2 | X+ | - | AA | KK+ | - | - | Nozlf | EXVZ | 150-160 | 130 | 2.04% | 2.055% | 61.27677 |
| V | BGM | 97.850 | 9.29 | Gt2 | LL | - | DDD | Q- | - | - | Qpciz | Rcvex | 425-450 | 375 | 4.58% | 4.630% | 40.94518 |
| I | UPH | 12.100 | 6.55 | A2 | VU | - | KK | WW | - | - | Gcjgc | Poorn | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2016-08-15; Registration: 144P/Asi U;
D: First Pay: 2016-08-15; Registration: 144I/Que J;
V: First Pay: 2016-08-15; Registration: 144K/Yaf P;
I: First Pay: 2016-08-15; Registration: 144U/Ikh E;
Deal Comments
Xky vyxh dxa qracsyv euor MB$431r lo MB$754r
Pricing Speed
2% EYL wd 20% Txff