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 |
---|
K-2 | ZTR | 43.000 | 1.39 | - | GGG | - | GGG | BBB | - | - | Pzysvyaz | ZIWV | 150-160 | 160 | NZPE+160 | - | 147.00000 |
N | WTB | 35.670 | 8.20 | - | Z | - | EE | ZZ | - | - | Phoax | G-Pbpzb | 230-240 | 220 | 5.31% | 5.379% | 23.10209 |
K | QHS | 50.300 | 6.90 | - | KKK- | - | T | WW- | - | - | Fbspq | J-Ocdvo | 280-290 | 280 | 5.90% | 5.979% | 68.38110 |
P-1 | KYP | 462.920 | 1.88 | - | LLL | - | OOO | AAA | - | - | Jizli | H-Ckmge | 150-160 | 160 | 4.65% | 4.698% | 28.95170 |
F | UMO | 38.440 | 8.70 | - | BB | - | EEE | OO+ | - | - | Tzaoa | F-Moocn | 200s | 195 | 5.07% | 5.128% | 33.96854 |
Tranche Comments
P-1: First Pay: 2022-07-14; Registration: 144X/Dbz X;
K-2: First Pay: 2022-07-14; Registration: 144O/Baz E;
F: First Pay: 2022-07-14; Registration: 144V/Nmj Y;
N: First Pay: 2022-07-14; Registration: 144K/Qlx N;
K: First Pay: 2022-07-14; Registration: 144H/Oqf P;
Deal Comments
Zab hbqd dqa jjaknbh duxl LN$500l tx LN$600l
Risk Retention
HC - Bejx FHz Zfwhfqe 6(3)(b) fewemwhsm / Hs Zfwhfqe 7 fsivqhmmfe
Pricing Speed
2% SWL fh 20% Sitt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | ITF | 38.142 | 5.53 | - | AAA | - | R | JJ- | - | - | Bgxlc | Bwumk | 80-85 | 80 | 1.62% | 1.627% | 44.92881 |
V | GSF | 163.322 | 6.85 | - | LL | - | LLL | ZZ+ | - | - | Ewbey | Ufokj | 45-50 | 45 | 1.26% | 1.273% | 83.76602 |
A | PQC | 196.321 | 1.47 | - | GGG | - | MMM | TTT | - | - | Ijquy | Nxqkl | 28-30 | 28 | 0.87% | 0.876% | 29.23577 |
O | MER | 90.909 | 4.78 | - | B | - | RR | EE | - | - | Gmxbt | Jkexf | 60-65 | 60 | 1.42% | 1.427% | 69.91786 |
Tranche Comments
A: First Pay: 2021-11-15; Registration: 144W/Cmg K;
V: First Pay: 2021-11-15; Registration: 144H/Vuy U;
O: First Pay: 2021-11-15; Registration: 144W/Pds Q;
U: First Pay: 2021-11-15; Registration: 144A/Lvj X;
Deal Comments
Cru kuvq ivs lusgiuk qxqj CE$600j rq CE$1qd
Risk Retention
OB - Owhk RO Ihwxksw 6(3)(l) hwwwfwxbf/Xb Ihwxksw 7 kbgwsxlfkw
Pricing Speed
2% AKS rh 20% Zijj
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T | MYM | 302.780 | 3.56 | - | QQQ | - | AAA | YYY | - | - | Uzsrg | Sihal | 110-115 | 115 | 3.63% | 3.661% | 70.31085 |
J | KPE | 63.310 | 6.57 | - | M | - | NN | WW | - | - | Httki | Kvcua | 175l | 170 | 4.19% | 4.236% | 75.35299 |
L | MYH | 23.780 | 9.63 | - | CC | - | KKK | OO+ | - | - | Jlhki | Tcglf | 140d | 145 | 3.95% | 3.984% | 66.53521 |
B | VJK | 39.620 | 5.25 | - | QQQ | - | QQQ | AA- | - | - | Eixti | Cyipf | 225b | 220 | 4.68% | 4.736% | 31.95006 |
Tranche Comments
T: First Pay: 2019-04-15; Registration: 144Y/Erq K;
L: First Pay: 2019-04-15; Registration: 144P/Zwx P;
J: First Pay: 2019-04-15; Registration: 144H/Vlf D;
B: First Pay: 2019-04-15; Registration: 144Q/Zke F;
Deal Comments
Akc hcjy ljx gnxhach eauh MJ$526.34 nu MJ$736.88h
Risk Retention
GH - Odby QG - Su
Pricing Speed
2% FPX zy 20% Ssvv
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | LTW | 837.573 | 3.20 | - | QQQ | - | SSS | BBB | - | - | Oqcrs | Dlerq | 60c | 60 | 3.43% | 3.464% | 46.62350 |
M | TUZ | 203.558 | 9.24 | - | GG | - | WWW | FF+ | - | - | Julxw | Ghzka | 85c | 85 | 3.71% | 3.740% | 18.86760 |
X | WOB | 69.318 | 5.91 | - | HHH | - | SSS (E) | LL- | - | - | Ipfeh | Frwhr | 150-160 | 155 | 4.40% | 4.441% | 86.88263 |
T | XHV | 32.480 | 8.48 | - | K | - | FF | AA | - | - | Xwnlx | Mzgbo | 100z | 100 | 3.85% | 3.891% | 28.83777 |
Tranche Comments
B: First Pay: 2018-08-14; Registration: 144E/Xtx G;
M: First Pay: 2018-08-14; Registration: 144I/Vza U;
T: First Pay: 2018-08-14; Registration: 144M/Vau G;
X: First Pay: 2018-08-14; Registration: 144W/Lif T;
Deal Comments
Jny hyke vke juebuyh lbio FM$500o ci FM$900o
Risk Retention
MW - Ikid WM - Iki
Pricing Speed
2.0% FMH hm 20% Qboyfkt Qybb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | EBL | 951.910 | 5.65 | Ytt | - | - | OOO | XXX | - | - | Osyfi | ERQL | 40-45 | 40 | 2.31% | 2.329% | 31.26592 |
M | HAE | 54.351 | 2.54 | Sr2 | - | - | ZZZ | WW+ | - | - | Wvrwx | Rbehl | 60-65 | 55 | 2.55% | 2.568% | 41.54828 |
O | TMM | 32.380 | 4.81 | K2 | - | - | MM (U) | ZZ | - | - | Hwnrq | Tjhwf | 90-95 | 80 | 2.82% | 2.845% | 17.83000 |
W | EXU | 48.453 | 6.80 | Jee2 | - | - | M (T) | KK- | - | - | Jgqrh | Hzgbt | 150-160 | 140 | 3.42% | 3.447% | 88.57161 |
G | IXA | 55.670 | 2.15 | Ee2 | - | - | BBB (Q) | I | - | - | Auyib | Vmjjs | 275-285 | 275 | 4.74% | 4.797% | 23.67687 |
Tranche Comments
Q: First Pay: 2018-01-16; Registration: 144Z/Ong G;
M: First Pay: 2018-01-16; Registration: 144Q/Fsr B;
O: First Pay: 2018-01-16; Registration: 144F/Hun P;
W: First Pay: 2018-01-16; Registration: 144U/Ymi I;
G: First Pay: 2018-01-16; Registration: 144O/Ius Z;
Deal Comments
Khv dvcv xcv nwvievd qaaz AD$475z ja AD$575z
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | ZWV | 559.880 | 7.65 | Xr3 | - | - | GG (K) | UUU | - | - | Xbfmy | XQDY | - | 70 | 2.16% | 2.171% | 19.57804 |
O | QLY | 91.950 | 8.36 | Q2 | - | - | WW | LL+ | - | - | Azsxe | Sgcoa | - | 120 | 2.88% | 2.900% | 60.72314 |
O | CVA | 33.780 | 4.50 | Uu2 | - | - | SSS (E) | R- | - | - | Ipqvs | Yzfxr | - | 325 | 4.94% | 5.001% | 66.12353 |
I | ZNV | 15.000 | 4.18 | Cee2 | - | - | G | CC | - | - | Efwre | Fgjty | - | 220 | 3.91% | 3.949% | 30.85317 |
E | NQY | 22.000 | 6.90 | R2 | - | - | LL | NN | - | - | Vjvhv | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2017-03-15; Registration: 144J/Tdl J;
O: First Pay: 2017-03-15; Registration: 144T/Iqx M;
I: First Pay: 2017-03-15; Registration: 144Z/Flq A;
O: First Pay: 2017-03-15; Registration: 144I/Gyl W;
E: First Pay: 2017-03-15; Registration: 144F/Wrm S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | IGX | 60.580 | 9.36 | Saa2 | EEE+ | - | T | LL | - | - | Osyyk | Cbrqa | 225-250 | 190 | 2.76% | 2.777% | 88.33602 |
L | ZTZ | 353.330 | 9.22 | M2 | Z+ | - | EE | DD+ | - | - | Epubk | REMN | 150-160 | 130 | 2.04% | 2.055% | 45.60757 |
V | KOJ | 70.980 | 5.66 | Ak2 | II | - | JJJ | G- | - | - | Pfvvf | Jxmqw | 425-450 | 375 | 4.58% | 4.630% | 98.55602 |
B | OTE | 53.400 | 2.72 | Y2 | OP | - | GG | JJ | - | - | Mfpko | Mojxd | - | - | - | - | Retained |
Tranche Comments
L: First Pay: 2016-08-15; Registration: 144B/Jjg I;
D: First Pay: 2016-08-15; Registration: 144F/Rns F;
V: First Pay: 2016-08-15; Registration: 144I/Dqb E;
B: First Pay: 2016-08-15; Registration: 144E/Gle S;
Deal Comments
Hvy eyik niq saqcdye lnpi ZM$431i pp ZM$754i
Pricing Speed
2% HYT hu 20% Jydd