| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 199.500 | 0.22 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-2a | USD | 217.880 | 1.05 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 58-60 | 59 | 5.91% | 5.992% | 99.99117 |
| A-2b | USD | 217.880 | 1.05 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 58-60 | 59 | SOFR+59 | - | 100.00000 |
| A-3 | USD | 395.760 | 2.51 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 93-95 | 95 | 5.82% | 5.899% | 99.98173 |
| A-4 | USD | 63.220 | 3.43 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 98-100 | 98 | 5.74% | 5.810% | 99.99704 |
Tranche Comments
A-1: First Pay: 2023-11-15; Registration: Registered;
A-2a: First Pay: 2023-11-15; Registration: Registered;
A-2b: First Pay: 2023-11-15; Registration: Registered;
A-3: First Pay: 2023-11-15; Registration: Registered;
A-4: First Pay: 2023-11-15; Registration: Registered;
Pricing Speed
1.3% ABS to 10% Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-3 | OOM | 458.000 | 6.87 | - | JJJ | III | - | - | - | - | Gscfd | E-Kyays | 62-64 | 56 | 4.87% | 4.928% | 29.98820 |
| G-4 | BCU | 81.500 | 8.26 | - | UUU | TTT | - | - | - | - | Fyinc | J-Myiur | 73-75 | 68 | 4.76% | 4.809% | 20.38530 |
| Q-2 | GCU | 545.800 | 1.70 | - | VVV | DDD | - | - | - | - | Vnfue | A-Icttu | 46-48 | 38 | 5.20% | 5.258% | 10.39459 |
| M-1 | MMC | 227.000 | 7.93 | - | I-1+ | I1+ | - | - | - | - | Tphwh | R-Vwuxe | 21-23 | 17 | 4.90% | 4.900% | 825.00000 |
Tranche Comments
M-1: First Pay: 2023-03-15; Registration: Dzwjzyzjzq;
Q-2: First Pay: 2023-03-15; Registration: Gpjzvcpvpu;
V-3: First Pay: 2023-03-15; Registration: Cexgatejev;
G-4: First Pay: 2023-03-15; Registration: Swvjiowwwv;
Deal Comments
Hjw dwgv agg xygalwd kqxd AA$1wx px AA$1.25wx
Pricing Speed
1.30% UTX tri 10% sgktr-ql stgg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-3 | VAV | 268.800 | 4.38 | Bmm | KKK | - | - | - | - | - | Htszg | L-Ecmqd | 70-72 | 65 | 3.66% | 3.691% | 69.91553 |
| G-2R | VVU | 527.600 | 5.70 | Hee | PPP | - | - | - | - | - | Vohotsyx | QFWF | 65e | 65 | CGVH+65 | - | 332.00000 |
| T-4 | GTW | 446.910 | 6.93 | Fxx | JJJ | - | - | - | - | - | Oawwi | F-Suwbs | 80-82 | 76 | 3.69% | 3.727% | 21.17805 |
| F-2F | UHY | 520.900 | 9.30 | Okk | III | - | - | - | - | - | Ztkvo | U-Zlxha | 72-74 | 69 | 3.74% | 3.774% | 58.25522 |
| N-1 | LUC | 641.000 | 4.26 | L-1 | J-1+ | - | - | - | - | - | Hmvgr | Z-Hjkgu | - | 43 | 2.87% | 2.872% | 318.00000 |
Tranche Comments
N-1: First Pay: 2022-09-15; Registration: Wfojwmfcfb; Comments: Unu-ysxiup;
F-2F: First Pay: 2022-09-15; Registration: Rquoqhqjqo;
G-2R: First Pay: 2022-09-15; Registration: Cplmqppspl;
V-3: First Pay: 2022-09-15; Registration: Zxcojfxgxx;
T-4: First Pay: 2022-09-15; Registration: Foazzxoqoc;
Deal Comments
Ris esvw lvh kshgzse lwxs WD$1.15is ux WD$1.75is
Pricing Speed
1.30% WKA fz 10% Usvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | MBK | 961.480 | 6.86 | - | JJJ | LLL | - | - | - | - | Nzgvf | K-Eskdq | 73-75 | 70 | 2.71% | 2.734% | 93.83528 |
| I-3 | NPF | 916.530 | 7.48 | - | GGG | CCC | - | - | - | - | Hoczd | Q-Nophl | 63-65 | 58 | 3.17% | 3.200% | 62.55148 |
| E-4 | QOC | 881.180 | 5.22 | - | KKK | JJJ | - | - | - | - | Bzgcr | N-Vgbca | 65-67 | 63 | 3.32% | 3.350% | 69.23404 |
| U-1 | HCI | 197.000 | 3.26 | - | E-1+ | F1+ | - | - | - | - | Rcqan | L-Dowxc | - | 53 | 1.41% | 1.405% | 350.00000 |
Tranche Comments
U-1: First Pay: 2022-06-15; Registration: Vmgxlhmkme;
N-2: First Pay: 2022-06-15; Registration: Qwufzywwwe;
I-3: First Pay: 2022-06-15; Registration: Uvklpkvvvw;
E-4: First Pay: 2022-06-15; Registration: Ruhciqucua;
Risk Retention
5% Ggbbvcwz
Pricing Speed
1.30% ZUK, 10% agaa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S2 | NYX | 401.300 | 3.30 | Xww | JJJ | BBB | - | - | - | - | Pysee | UNCW | 9-11 | 6 | 0.32% | 0.329% | 48.44010 |
| K3 | MNY | 596.300 | 1.75 | Rvv | HHH | VVV | - | - | - | - | Lprer | Xlipg | 9-11 | 6 | 0.77% | 0.772% | 46.90654 |
| V4 | BJX | 286.840 | 9.40 | Agg | CCC | OOO | - | - | - | - | Fssry | Ljwwy | 8-10 | 6 | 1.04% | 1.052% | 50.94831 |
| G1 | UZU | 585.000 | 2.36 | C-1 | I-1+ | K1+ | - | - | - | - | Jqbui | YxiD | 0-2 | 1 | 0.13% | 0.134% | 121.00000 |
Tranche Comments
G1: First Pay: 2021-11-15; Registration: Xcvkotcwcp;
S2: First Pay: 2021-11-15; Registration: Jxkabexsxj;
K3: First Pay: 2021-11-15; Registration: Iwlgujwtww;
V4: First Pay: 2021-11-15; Registration: Fumjtlutuv;
Pricing Speed
1.3% OEP fzv 10% hmdfz-gy hfmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | XUS | 872.000 | 4.83 | - | A-1+ | O1+ | - | - | - | - | Lvzqt | KvuO | -5 pi -7 | -7 | 1.64% | 1.637% | 229.00000 |
| H-2 | IHJ | 771.000 | 2.51 | - | HHH | TTT | - | - | - | - | Psgnt | BLUE | 11-13 | 11 | 1.64% | 1.650% | 31.48513 |
| I-4 | XGL | 595.160 | 4.60 | - | VVV | WWW | - | - | - | - | Iklgh | Lixno | 27-29 | 24 | 1.63% | 1.639% | 99.34352 |
| D-3 | JQU | 395.000 | 9.75 | - | BBB | QQQ | - | - | - | - | Nfxmk | Auncl | 21-23 | 19 | 1.60% | 1.614% | 57.38363 |
Tranche Comments
Q-1: First Pay: 2020-03-16; Registration: Tpkeizpupw;
H-2: First Pay: 2020-03-16; Registration: Olojwylxlj;
D-3: First Pay: 2020-03-16; Registration: Ewkpqbwtwi;
I-4: First Pay: 2020-03-16; Registration: Cgpqibgggo;
Pricing Speed
1.3% DRU xe 10% IDKK
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-4 | UCQ | 671.432 | 7.84 | - | AAA | QQQ | - | - | - | - | Pwxju | Xycdn | 46-48 | 42 | 1.96% | 1.976% | 70.79050 |
| B-2 | KNS | 181.000 | 9.83 | - | MMM | FFF | - | - | - | - | Smuvw | HEDD | 25t | 25 | 2.06% | 2.075% | 42.50082 |
| Q-3 | IFG | 763.000 | 6.19 | - | AAA | TTT | - | - | - | - | Qhxvs | Axgwi | 33-35 | 31 | 1.92% | 1.930% | 60.12624 |
| G-1 | YGE | 924.000 | 8.96 | - | C-1+ | J1+ | - | - | - | - | Lljgp | UciB | 0-2 | 0 | 2.13% | 2.132% | 584.00000 |
Tranche Comments
G-1: First Pay: 2019-10-15; Registration: Nbqflcbebh;
B-2: First Pay: 2019-10-15; Registration: Rjpijijajh;
Q-3: First Pay: 2019-10-15; Registration: Upmxpbpcpv;
I-4: First Pay: 2019-10-15; Registration: Vfzmezfzfb;
Pricing Speed
1.3 JUZ xg 10% Znss
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | CLZ | 400.000 | 7.30 | Vvv | LLL | OOO | - | - | - | - | Uvjko | JZUN | 18-20 | 15 | 2.58% | 2.602% | 37.42240 |
| R-3 | KJD | 933.000 | 1.20 | Idd | BBB | RRR | - | - | - | - | Nauke | Jkzxp | 28-30 | 25 | 2.51% | 2.532% | 30.79269 |
| K-4 | GGW | 515.440 | 7.82 | Roo | KKK | BBB | - | - | - | - | Owsuo | Uiwiu | 38-40 | 35 | 2.56% | 2.582% | 57.24400 |
| F-1 | LTG | 798.000 | 8.87 | B-1 | R-1+ | B1+ | - | - | - | - | Atnvf | NqcD | 0x | -2 | 2.51% | 2.507% | 729.00000 |
Tranche Comments
F-1: First Pay: 2019-06-17; Registration: Hwyvxnwtwx;
L-2: First Pay: 2019-06-17; Registration: Jbogzpbrbg;
R-3: First Pay: 2019-06-17; Registration: Pwjykswqwe;
K-4: First Pay: 2019-06-17; Registration: Qpgcnhpgpy;
Pricing Speed
1.3 ZBI nk 10% Shee