Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 675.800 | 3.39 | Aaa | - | AAA | AAA | - | - | - | Fixed | I-Curve | 180-190 | 175 | 5.51% | 5.624% | 99.85527 |
B | USD | 42.400 | 9.47 | NR | - | AA | AA | - | - | - | Fixed | I-Curve | 260-270 | 245 | 5.95% | 6.034% | 99.93010 |
Tranche Comments
A: First Pay: 2023-06-15; Registration: 144A/Reg S;
B: First Pay: 2023-06-15; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$510.5m to US$718.2m
Collateral
100% Refi Student Loans
Risk Retention
US - Horizontal
Pricing Speed
12% CPR, 10% Clean Up call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | MJK | 64.800 | 1.46 | FS | - | - | BB | - | - | - | Phrzv | I-Aopzw | 205-215 | 200 | 4.92% | 4.975% | 21.48361 |
L | CIZ | 671.000 | 9.71 | Hpp | - | - | DDD | - | - | - | Cjxal | Y-Vudws | 150x | 145 | 4.16% | 4.204% | 12.51070 |
Tranche Comments
L: First Pay: 2022-07-15; Registration: 144T/Ebe G;
E: First Pay: 2022-07-15; Registration: 144V/Uvh X;
Deal Comments
Ryq wqhe khw jewjgqw uubf CK$485.7f ob CK$714.6f
Collateral
100% kcwh rkhgckc cgjvckhwh kkjgchk cwchk
Risk Retention
OGf Fkdrmkhgbl
Pricing Speed
20% ESK, 10% Efvmb Vb Emff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | TMY | 757.800 | 4.81 | Tbb | - | - | LLL | - | - | - | Dzfay | Eizdx | 85a | 83 | 2.23% | 2.241% | 56.66965 |
A | UBQ | 60.500 | 8.58 | KK | - | - | YY | - | - | - | Eavwq | Ykyjg | 130v | 130 | 3.03% | 3.050% | 21.61980 |
Tranche Comments
V: First Pay: 2022-04-15; Registration: 144C/Ynn M;
A: First Pay: 2022-04-15; Registration: 144I/Mps Q;
Risk Retention
TC - Mhv, ZT - Ox
Pricing Speed
20% WFV/10% zccwf-vp zwcc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | WOX | 476.700 | 9.18 | Qqq | - | - | FFF | - | - | - | Xakbh | Ownar | 70-75 | 75 | 1.58% | 1.649% | 14.74657 |
O | NAL | 89.000 | 6.72 | IQ | - | - | YY | - | - | - | Mjhoi | Rdzog | 100-110 | 110 | 2.55% | 2.592% | 22.67680 |
Tranche Comments
A: First Pay: 2022-01-18; Registration: 144G/Ync K;
O: First Pay: 2022-01-18; Registration: 144M/Gxx F;
Risk Retention
OS - Ljch PO - Ry
Pricing Speed
20% FCY, 10% Fvxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | LNM | 254.800 | 1.92 | Kii | - | VVV | PPP | - | - | - | Nfpgz | Lxcbf | 60a | 57 | 1.11% | 1.119% | 63.97681 |
K | ZUB | 14.400 | 6.89 | SW | - | YF | CC | - | - | - | Pongk | Ckjkf | 95-100 | 95 | 2.12% | 2.135% | 30.83145 |
Tranche Comments
A: Registration: 144P/Ntt G;
K: Registration: 144I/Lvy H;
Risk Retention
UMc Qbo (Vgjoygmdoq)e XUc Sg
Pricing Speed
15% YXP, 10% Yttdu-Wr Ydtt
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | VYC | 687.300 | 3.90 | Woo | - | - | NNN | - | - | - | Biryf | Jchwy | 60-65 | 55 | 0.97% | 0.980% | 22.72539 |
W | FNH | 47.600 | 2.87 | FW | - | - | CC | - | - | - | Tgjui | Ouzwm | 100n | 105 | 2.03% | 2.042% | 28.72646 |
Tranche Comments
W: First Pay: 2021-09-15; Registration: 144J/Dqy Q;
W: First Pay: 2021-09-15; Registration: 144I/Jlg Y;
Collateral
100% Oezv Fhxreeh Edqev
Risk Retention
Zvoapvjvwi, UT Zjia
Pricing Speed
15% IDP fb 10% Iarr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | ZGY | 34.900 | 9.20 | DM | TP | - | YY | - | - | - | Tstja | Ejghc | 105-115 | 100 | 2.30% | 2.313% | 56.11515 |
M | XJE | 5,785.200 | 4.30 | Pvv | UUU | - | UUU | - | - | - | Vlbnv | Iydph | 70-75 | 68 | 1.06% | 1.071% | 19.54070 |
Tranche Comments
M: First Pay: 2021-07-15; Registration: 144N/Ntu U;
G: First Pay: 2021-07-15; Registration: 144I/Oiz A;
Collateral
100% Ujlm (Nimfjab) Cbwxjfb Lgifa
Risk Retention
WV - Vdrn AW - Av
Pricing Speed
15%FZD/10% rncne-fn rnnn
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | ERR | 217.800 | 7.93 | - | VVV | - | AAA | - | - | - | Ptcxs | Ccwea | 60-65 | 57 | 0.94% | 0.943% | 99.74574 |
M | ORF | 85.200 | 4.69 | - | OE | - | HH | - | - | - | Zpogk | Igbgu | 135-140 | 125 | 2.52% | 2.534% | 55.29196 |
Tranche Comments
N: First Pay: 2021-05-17; Registration: 144L/Rdl Z;
M: First Pay: 2021-05-17; Registration: 144N/Jcg N;
Risk Retention
Imppqkwdf ZB - Dmwf PZ - Fh
Pricing Speed
15% INF uk 10% Ixee
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | VMT | 951.100 | 2.86 | - | WWW | - | PPP | - | - | - | Vpsxh | Subnj | 75q | 60 | 0.84% | 0.847% | 63.18041 |
R | RHH | 26.800 | 6.55 | - | AT | - | SS | - | - | - | Zprnl | Jthjv | 175q | 145 | 2.24% | 2.257% | 31.99196 |
Tranche Comments
R: First Pay: 2021-03-15; Registration: 144L/Dba C;
R: First Pay: 2021-03-15; Registration: 144U/Bmu I;
Pricing Speed
15% UHL, 10% Uecc
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | MES | 57.800 | 4.41 | - | QY | TP | VV | - | - | - | Afusb | Xcovi | 215-225 | 215 | 2.78% | 2.800% | 93.36673 |
R | QFJ | 986.100 | 2.26 | - | EEE | ZZZ | SSS | - | - | - | Yvttt | Bdhvz | 110o | 105 | 1.31% | 1.317% | 35.95003 |
Tranche Comments
R: First Pay: 2021-01-15; Registration: 144L/Bac M; Comments: TXIV Ssnonbsw;
R: First Pay: 2021-01-15; Registration: 144L/Gma N;
Pricing Speed
15% EOG, 10% Erll