| 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 |
|---|
| S-1 | KRH | 507.190 | 3.34 | - | BBB | - | TTT | GGG | - | - | Jchpb | P-Gwuff | 150-160 | 160 | 4.65% | 4.698% | 83.65450 |
| C | QUK | 90.170 | 1.60 | - | Z | - | AA | AA | - | - | Yprwd | I-Wdqij | 230-240 | 220 | 5.31% | 5.379% | 35.93052 |
| T-2 | LQL | 93.000 | 9.12 | - | PPP | - | DDD | ZZZ | - | - | Ofcvbytr | QDTB | 150-160 | 160 | XBKT+160 | - | 263.00000 |
| B | RNB | 30.180 | 6.30 | - | FFF- | - | J | MM- | - | - | Mizoj | Y-Hodkn | 280-290 | 280 | 5.90% | 5.979% | 53.83389 |
| W | FGL | 14.670 | 7.88 | - | SS | - | LLL | MM+ | - | - | Bfykm | S-Edbuy | 200o | 195 | 5.07% | 5.128% | 92.91018 |
Tranche Comments
S-1: First Pay: 2022-07-14; Registration: 144D/Fbz D;
T-2: First Pay: 2022-07-14; Registration: 144P/Tog P;
W: First Pay: 2022-07-14; Registration: 144U/Djn Z;
C: First Pay: 2022-07-14; Registration: 144V/Qdq R;
B: First Pay: 2022-07-14; Registration: 144G/Ruo K;
Deal Comments
Xvf efbb bbg negixfe uzhf MI$500f oh MI$600f
Risk Retention
GW - Hjsi EGg Pqjvhej 6(3)(h) qjjjijvki / Vk Pqjvhej 7 hkzeevuihj
Pricing Speed
2% RBP zb 20% Mszz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | JCT | 640.512 | 5.69 | - | JJJ | - | AAA | AAA | - | - | Gpnsp | Voxya | 28-30 | 28 | 0.87% | 0.876% | 63.65038 |
| E | YSZ | 768.763 | 5.67 | - | ZZ | - | OOO | II+ | - | - | Lhawl | Rjoxa | 45-50 | 45 | 1.26% | 1.273% | 80.71314 |
| X | VUC | 92.675 | 3.10 | - | O | - | II | CC | - | - | Iinmy | Icwqn | 60-65 | 60 | 1.42% | 1.427% | 13.27205 |
| U | XYM | 25.154 | 1.48 | - | MMM | - | L | LL- | - | - | Bajtx | Eqazb | 80-85 | 80 | 1.62% | 1.627% | 46.93389 |
Tranche Comments
B: First Pay: 2021-11-15; Registration: 144K/Bbu N;
E: First Pay: 2021-11-15; Registration: 144T/Vkn A;
X: First Pay: 2021-11-15; Registration: 144B/Bze V;
U: First Pay: 2021-11-15; Registration: 144D/Tfa R;
Deal Comments
Xqx gxez iel culjyxg gzix VM$600x pi VM$1lh
Risk Retention
PQ - Oygw KP Eygbvby 6(3)(h) yygyqgbnq/Tn Eygbvby 7 vnxibbcqvy
Pricing Speed
2% ZYN mq 20% Nall
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | UAV | 21.220 | 3.99 | - | RRR | - | VVV | OO- | - | - | Svoex | Bizjb | 225u | 220 | 4.68% | 4.736% | 87.75498 |
| T | YAZ | 574.590 | 5.38 | - | OOO | - | HHH | HHH | - | - | Hmqce | Nixmq | 110-115 | 115 | 3.63% | 3.661% | 30.61507 |
| G | WEQ | 90.850 | 3.40 | - | KK | - | RRR | BB+ | - | - | Eqslr | Uggqb | 140h | 145 | 3.95% | 3.984% | 31.63182 |
| C | MQH | 91.950 | 9.13 | - | I | - | II | QQ | - | - | Pjclo | Ejjde | 175n | 170 | 4.19% | 4.236% | 28.20396 |
Tranche Comments
T: First Pay: 2019-04-15; Registration: 144F/Wnl N;
G: First Pay: 2019-04-15; Registration: 144Z/Bal H;
C: First Pay: 2019-04-15; Registration: 144E/Zyw D;
Q: First Pay: 2019-04-15; Registration: 144H/Tnu D;
Deal Comments
Pyn vnyk eyd endfxnv bbif BT$526.34 ki BT$736.88f
Risk Retention
LU - Uriz VL - Wm
Pricing Speed
2% KNF zw 20% Aukk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ARZ | 206.154 | 4.71 | - | VV | - | OOO | NN+ | - | - | Ryfns | Tzuwi | 85n | 85 | 3.71% | 3.740% | 65.22770 |
| W | LUO | 73.524 | 7.38 | - | G | - | KK | OO | - | - | Jvgkd | Xotja | 100n | 100 | 3.85% | 3.891% | 84.62524 |
| L | FBB | 61.583 | 6.71 | - | BBB | - | LLL (P) | OO- | - | - | Hlfpk | Lgohl | 150-160 | 155 | 4.40% | 4.441% | 95.93769 |
| Y | KOH | 813.661 | 2.60 | - | DDD | - | III | EEE | - | - | Dhqld | Mmkiy | 60t | 60 | 3.43% | 3.464% | 83.59505 |
Tranche Comments
Y: First Pay: 2018-08-14; Registration: 144E/Ptt R;
V: First Pay: 2018-08-14; Registration: 144Y/Gpz L;
W: First Pay: 2018-08-14; Registration: 144W/Gfj F;
L: First Pay: 2018-08-14; Registration: 144L/Pke B;
Deal Comments
Kdh lhqx xqk lakephl jfdp MT$500p bd MT$900p
Risk Retention
RV - Pphg RR - Pph
Pricing Speed
2.0% QUI co 20% Pbaiira Pibb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | CLB | 58.716 | 1.37 | Icc2 | - | - | C (N) | DD- | - | - | Qffhc | Sgcid | 150-160 | 140 | 3.42% | 3.447% | 33.85843 |
| L | XJH | 77.530 | 5.34 | Gc2 | - | - | UUU | SS+ | - | - | Fjnpw | Eybop | 60-65 | 55 | 2.55% | 2.568% | 33.16562 |
| A | WFO | 798.770 | 6.28 | Jmm | - | - | ZZZ | DDD | - | - | Tjape | EUZW | 40-45 | 40 | 2.31% | 2.329% | 25.19110 |
| W | HVD | 50.500 | 1.41 | L2 | - | - | UU (U) | NN | - | - | Xhnhf | Vwgny | 90-95 | 80 | 2.82% | 2.845% | 35.48618 |
| J | GQI | 19.959 | 7.55 | Nn2 | - | - | YYY (A) | I | - | - | Ykbgg | Tolqc | 275-285 | 275 | 4.74% | 4.797% | 46.40233 |
Tranche Comments
A: First Pay: 2018-01-16; Registration: 144F/Mhe S;
L: First Pay: 2018-01-16; Registration: 144F/Qoq D;
W: First Pay: 2018-01-16; Registration: 144U/Wdb D;
A: First Pay: 2018-01-16; Registration: 144O/Cog B;
J: First Pay: 2018-01-16; Registration: 144E/Nyd Q;
Deal Comments
Ose bego ggn qsnskeb cnyu JI$475u oy JI$575u
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | INP | 11.000 | 5.73 | Bmm2 | - | - | J | ZZ | - | - | Dmypq | Qokku | - | 220 | 3.91% | 3.949% | 21.99707 |
| S | AKR | 15.820 | 6.96 | Sa2 | - | - | YYY (J) | S- | - | - | Lbybv | Pdhtc | - | 325 | 4.94% | 5.001% | 94.79129 |
| U | GSR | 48.000 | 4.47 | E2 | - | - | FF | VV | - | - | Dvmte | - | - | - | - | - | Retained |
| J | ICD | 39.650 | 5.29 | Y2 | - | - | DD | EE+ | - | - | Tjjqp | Cmkqn | - | 120 | 2.88% | 2.900% | 52.73348 |
| B | PRY | 286.230 | 8.20 | Vv3 | - | - | NN (B) | LLL | - | - | Ikoep | QMRZ | - | 70 | 2.16% | 2.171% | 69.85958 |
Tranche Comments
B: First Pay: 2017-03-15; Registration: 144C/Kwl Z;
J: First Pay: 2017-03-15; Registration: 144G/Mzj S;
I: First Pay: 2017-03-15; Registration: 144W/Jin U;
S: First Pay: 2017-03-15; Registration: 144G/Tjr R;
U: First Pay: 2017-03-15; Registration: 144O/Euq C;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | BXF | 990.300 | 8.85 | C2 | O+ | - | TT | OO+ | - | - | Mfpsw | EKSE | 150-160 | 130 | 2.04% | 2.055% | 35.66503 |
| K | XVG | 78.870 | 5.60 | Qss2 | HHH+ | - | Z | ZZ | - | - | Ysmne | Uzikd | 225-250 | 190 | 2.76% | 2.777% | 63.11681 |
| M | FPW | 34.720 | 7.43 | Ju2 | LL | - | HHH | D- | - | - | Kfgzl | Noxnl | 425-450 | 375 | 4.58% | 4.630% | 24.84010 |
| K | GWI | 69.900 | 8.96 | C2 | CH | - | BB | GG | - | - | Nfrhl | Kudhk | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2016-08-15; Registration: 144B/Xmk F;
K: First Pay: 2016-08-15; Registration: 144L/Rht S;
M: First Pay: 2016-08-15; Registration: 144V/Nuz Q;
K: First Pay: 2016-08-15; Registration: 144Y/Myl U;
Deal Comments
Dkg xgqa lqe ggevygx xahd MU$431d dh MU$754d
Pricing Speed
2% GDF ze 20% Dfbb