| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | LLF | 75.802 | 2.85 | - | - | FY | HH (C) | - | 7.40% | - | Xlxrb | N-Dczst | - | 650 | 8.28% | 10.124% | 32.90320 |
| L-1 | RFU | 606.174 | 7.65 | - | - | EEE | NNN | - | 52.40% | - | Qnoqb | W-Oqhhd | 155t | 155 | 5.94% | 5.788% | 32.51738 |
| Z-2 | OMI | 26.808 | 7.46 | - | - | EE- | CC (D) | - | 78.39% | - | Zgsmr | B-Cwfht | 230y | 230 | 6.70% | 6.538% | 51.66727 |
| O-3 | PYI | 55.300 | 8.42 | - | - | Y- | W (O) | - | 51.61% | - | Guref | A-Hqsna | 275n | 275 | 7.16% | 6.988% | 83.62280 |
| N-1 | OEA | 81.596 | 2.22 | - | - | PPP- | XXX (P) | - | 28.70% | - | Fivjc | L-Cstkd | - | 525 | 8.28% | 8.874% | 53.73965 |
Tranche Comments
L-1: First Pay: 2023-02-27; Registration: 144G/Ctf Z;
Z-2: First Pay: 2023-02-27; Registration: 144U/Ozt S;
O-3: First Pay: 2023-02-27; Registration: 144A/Irv V;
N-1: First Pay: 2023-02-27; Registration: 144X/Wtu K; Comments: Kxwtff fe 2/2/2023;
V-1: First Pay: 2023-02-27; Registration: 144Y/Vls A; Comments: Lujsly hk 2/2/2023;
Originator(s)
N&V Bldvvjvd BBK
Pricing Speed
25% OPH tn tzk 4 Gkaw Oaff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | PXE | 830.466 | 8.00 | - | - | BBB | KKK | - | 68.53% | - | Vqmiu | A-Kmjvr | - | 270 | 7.37% | 7.203% | 57.26850 |
| H-3 | JLF | 34.219 | 3.00 | - | - | U- | B (Y) | - | 49.70% | - | Lqycj | V-Cgpzg | - | 465 | 7.50% | 9.153% | 90.81307 |
| L-2 | EBS | 59.897 | 9.00 | - | - | JJ- | PP (H) | - | 38.80% | - | Cgouy | E-Zjgrj | - | 390 | 7.50% | 8.403% | 44.50609 |
Tranche Comments
S-1: First Pay: 2022-12-27; Registration: 144G/Ihg B;
L-2: First Pay: 2022-12-27; Registration: 144Q/Nnl U;
H-3: First Pay: 2022-12-27; Registration: 144P/Gqk I;
Originator(s)
A&V Wnbuslsn VVH
Pricing Speed
25% JCV iv isd 4-fdgz Jgzz (Jidf-mf Igid)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | OPK | 66.761 | 9.20 | - | - | UU- | BB (J) | - | 24.00% | - | Ljfty | Z-Qgyiy | 260s | 270 | 7.10% | 7.013% | 56.27121 |
| P-2 | XRK | 28.915 | 7.21 | - | - | FD | C (O) | - | 2.90% | - | Sfoep | S-Vmkwm | 750n | - | - | - | Retained |
| H-1 | QSE | 558.610 | 2.40 | - | - | QQQ | FFF | - | 36.72% | - | Thrfl | I-Ljork | 225y | 235 | 6.82% | 6.663% | 74.87912 |
| D-3 | QKC | 86.881 | 8.40 | - | - | H- | A (M) | - | 49.98% | - | Akgmx | G-Idtwr | 325p | 400 | 7.10% | 8.313% | 44.92237 |
| L-1 | VHX | 71.754 | 5.64 | - | - | DDD- | HHH (E) | - | 58.70% | - | Zggwi | H-Mxzme | 460-470 | 525 | 7.10% | 9.557% | 82.15306 |
| B-1 | KGD | 30.600 | 7.68 | - | - | EG | MM (Q) | - | 4.92% | - | Qmppd | F-Dlcjv | 650a | 725 | 7.10% | 11.557% | 46.86749 |
Tranche Comments
H-1: First Pay: 2022-10-25; Registration: 144Z/Xmv G;
A-2: First Pay: 2022-10-25; Registration: 144U/Nrl P;
D-3: First Pay: 2022-10-25; Registration: 144Q/Zyv V;
L-1: First Pay: 2022-10-25; Registration: 144F/Xtv G;
B-1: First Pay: 2022-10-25; Registration: 144L/Nlz E;
P-2: First Pay: 2022-10-25; Registration: 144F/Fhw Z;
Pricing Speed
25 CGD pb 4 Kudj Cdee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M-1 | JGV | 219.342 | 2.10 | - | - | DDD | - | KKK | 30.20% | - | Qlcvp | K-Xhxwf | - | 228 | 5.39% | 5.254% | 57.80633 |
| S-1 | FBO | 54.673 | 5.94 | - | - | FW | - | WW- | 3.60% | - | Fohtj | Z-Vdjvd | - | - | - | - | - |
| A-1 | IXQ | 73.570 | 5.43 | - | - | III- | - | JJJ | 89.26% | - | Uqjss | F-Gkquu | - | 520 | 6.25% | 8.011% | 17.88430 |
| T-3 | TFX | 76.470 | 8.90 | - | - | F- | - | K- | 69.00% | - | Olczv | N-Yyftu | - | 360 | 6.25% | 6.574% | 73.12587 |
| I-2 | GBX | 13.426 | 8.39 | - | - | JI | - | I- | 2.10% | - | Yrmed | V-Sffxv | - | - | - | - | - |
| L-2 | GKC | 96.344 | 1.40 | - | - | OO- | - | JJ | 94.40% | - | Yjzit | Z-Nbzmz | - | 300 | 6.12% | 5.974% | 13.64940 |
Tranche Comments
M-1: First Pay: 2022-08-25; Registration: 144P/Bci A;
L-2: First Pay: 2022-08-25; Registration: 144G/Xvh L;
T-3: First Pay: 2022-08-25; Registration: 144O/Xud J;
A-1: First Pay: 2022-08-25; Registration: 144I/Ocv N;
S-1: First Pay: 2022-08-25; Registration: 144K/Ytq A; Comments: Quq-uvxmqv;
I-2: First Pay: 2022-08-25; Registration: 144Q/Qia M; Comments: Oht-uqsztw;
Pricing Speed
25 LVJ pk 4 Ktdp Ldzz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | NCN | 84.581 | 4.71 | - | - | SS- | - | EE+ | 47.31% | - | Nhzge | M-Sirll | 295j | 295 | 5.04% | 5.591% | 79.34159 |
| Z-1 | GUK | 471.448 | 8.58 | - | - | ZZZ | - | MMM | 15.80% | - | Earea | T-Rkhtx | 185t | 200 | 4.77% | 4.641% | 83.86453 |
Tranche Comments
Z-1: First Pay: 2022-06-25; Registration: 144O/Qsi X;
L-2: First Pay: 2022-06-25; Registration: 144A/Fxf J;
Pricing Speed
25% XIW fj 4 Swjp Xjpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1 | QXC | 26.711 | 4.50 | - | - | NN- | - | PP | 6.60% | - | Sqfno | F-Thkyd | - | - | - | - | - |
| J-2 | TQC | 30.801 | 8.10 | - | - | WW- | - | DD+ | 17.50% | - | Utjur | V-Xkxlm | - | - | - | - | - |
| W-1 | EAA | 297.216 | 9.97 | - | - | UUU | - | MMM | 85.70% | - | Khxpz | D-Momyy | 205a | 200 | 4.38% | 4.229% | 24.71120 |
| T-3 | VUE | 67.379 | 3.50 | - | - | S- | - | E- | 37.70% | - | Pfkeu | Y-Cyfgj | - | - | - | - | - |
| Q-1 | XJP | 56.291 | 3.30 | - | - | BBB- | - | KKK | 96.82% | - | Lqmym | J-Dwdwr | - | - | - | - | - |
| Q-2 | GBW | 2.554 | 6.50 | - | - | C- | - | L- | 7.90% | - | Jlcgh | U-Oiyfz | - | - | - | - | - |
Tranche Comments
W-1: First Pay: 2022-05-25; Registration: 144H/Ovu P;
J-2: First Pay: 2022-05-25; Registration: 144D/Chr J;
T-3: First Pay: 2022-05-25; Registration: 144X/Foc E;
Q-1: First Pay: 2022-05-25; Registration: 144W/Ydu Q;
Y-1: First Pay: 2022-05-25; Registration: 144H/Ise G;
Q-2: First Pay: 2022-05-25; Registration: 144U/Xwq U;
Pricing Speed
25 UJC uw 4 Lynp Unqq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U2 | GRK | 52.240 | 6.70 | - | - | TT- | - | WW+ | 29.80% | - | Wffvu | Ftbzu | 200u | 200 | 4.02% | 3.940% | 16.55846 |
| A3 | QKI | 77.293 | 5.10 | - | - | U- | - | L- | 86.24% | - | Snzqb | Ccqie | 220q | 220 | 4.20% | 4.140% | 52.72955 |
| L1 | LZN | 77.542 | 3.40 | - | - | DV | - | WW- | 8.10% | - | Hialx | Vilvc | 425q | - | - | - | - |
| A2 | NCY | 82.200 | 9.30 | - | - | UY | - | U- | 3.47% | - | Bflvw | Dwmpc | 525o | - | - | - | - |
| C1 | ZAC | 706.518 | 4.10 | - | - | PPP | - | RRR | 62.70% | - | Fovjd | Fyzmd | 160o | 160 | 3.64% | 3.540% | 70.88126 |
| L1 | ERN | 41.791 | 4.20 | - | - | III- | - | EEE- | 27.82% | - | Xrzbo | Obitx | 295o | - | - | - | - |
Tranche Comments
C1: First Pay: 2022-04-25; Registration: 144H/Wwi G;
U2: First Pay: 2022-04-25; Registration: 144W/Vxm Z;
A3: First Pay: 2022-04-25; Registration: 144P/Udw N;
L1: First Pay: 2022-04-25; Registration: 144D/Wjs A;
L1: First Pay: 2022-04-25; Registration: 144Q/Wzp X;
A2: First Pay: 2022-04-25; Registration: 144U/Lby G;
Pricing Speed
25% HKW zd 30% Hsii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G3 | ERA | 27.114 | 6.88 | - | - | X- | R (Q) | - | 27.10% | - | Ozanx | Pbzmz | - | 185 | 3.51% | 3.470% | 77.38927 |
| K2 | RYD | 38.652 | 8.84 | - | - | OO- | XX (H) | - | 93.84% | - | Byqcp | Ehocj | - | 155 | 3.21% | 3.170% | 64.30442 |
| K1 | VMX | 44.898 | 3.90 | - | - | XP | JJ (X) | - | 4.17% | - | Pmjhg | Vjdht | - | 400 | 4.08% | 5.620% | 68.64135 |
| B2 | OUZ | 6.700 | 2.26 | - | - | HU | Q (Z) | - | 7.17% | - | Uopjt | Jlxow | - | 485 | 4.08% | - | 27.62493 |
| Y1 | XFG | 208.532 | 8.95 | - | - | QQQ | FFF | - | 70.80% | - | Xupvz | EUKC | - | 120 | 2.49% | 2.404% | 60.74229 |
| A1 | NRG | 51.180 | 2.78 | - | - | DDD- | NNN (S) | - | 9.20% | - | Dhpjs | Gzifo | - | 245 | 4.08% | 4.070% | 53.68933 |
Tranche Comments
Y1: First Pay: 2022-02-25; Registration: 144T/Emx O;
K2: First Pay: 2022-02-25; Registration: 144E/Rdo L;
G3: First Pay: 2022-02-25; Registration: 144B/Tue Y;
A1: First Pay: 2022-02-25; Registration: 144I/Fcm Y;
K1: First Pay: 2022-02-25; Registration: 144H/Eaa N;
B2: First Pay: 2022-02-25; Registration: 144O/Wcz F;
Pricing Speed
25% DBU um 30% Dgvv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | BVK | 50.423 | 7.00 | - | - | - | MMM (T) | YYY+ | 4.29% | - | Akpye | Hgocx | - | 220 | 3.45% | 3.409% | 61.46649 |
| O2 | TTC | 6.959 | 7.00 | - | - | - | F (L) | K | 6.10% | - | Dulot | Keymq | - | 440 | 4.10% | 5.609% | 55.70917 |
| E1 | NTL | 571.734 | 9.50 | - | - | - | WWW | OOO | 75.90% | - | Jmuta | Nbrxw | - | 125 | 2.09% | 2.030% | 21.37830 |
| D3 | OIY | 53.703 | 2.90 | - | - | - | A | D+ | 68.50% | - | Elhfc | Cemom | - | 160 | 2.45% | 2.380% | 84.34113 |
| R1 | NSL | 16.233 | 8.00 | - | - | - | MM (X) | LL+ | 5.30% | - | Cuocw | Oytkx | - | 350 | 4.10% | 4.709% | 50.91625 |
| P2 | QWI | 64.350 | 9.80 | - | - | - | PP | LL+ | 81.38% | - | Qgqgf | Wglqp | - | 145 | 2.30% | 2.230% | 35.28419 |
Tranche Comments
E1: First Pay: 2021-12-27; Registration: 144T/Mjl S;
P2: First Pay: 2021-12-27; Registration: 144T/Gtz N;
D3: First Pay: 2021-12-27; Registration: 144V/Ytj W;
U1: First Pay: 2021-12-27; Registration: 144O/Lhr T;
R1: First Pay: 2021-12-27; Registration: 144C/Flt C;
O2: First Pay: 2021-12-27; Registration: 144U/Gmg P;
Pricing Speed
25% BJO po 30% Bqww
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U2 | KFC | 17.150 | 3.30 | - | YY | - | WW | - | 74.33% | - | Efwly | Siwwb | 115-120 | 120 | 1.82% | 1.766% | 16.27156 |
| Z3 | TYG | 59.310 | 6.90 | - | K | - | R | - | 22.10% | - | Nkoif | Ymawc | 130-135 | 135 | 1.98% | 1.916% | 22.94483 |
| O1 | FHM | 38.327 | 3.30 | - | RRR | - | HHH | - | 87.73% | - | Ggivj | Hvffl | 190-200 | 200 | 3.12% | 3.082% | 85.62497 |
| H1 | TQM | 71.400 | 1.50 | - | XX | - | BB | - | 9.20% | - | JUP | Uzqtj | 280-290 | 320 | - | 4.282% | 37.72627 |
| S2 | EKQ | 13.524 | 8.60 | - | E | - | Y | - | 6.36% | - | JVB | Exeuc | 400-425 | 425 | - | 5.332% | 84.61010 |
| N1 | WCQ | 688.967 | 2.80 | - | UUU | - | III | - | 12.90% | - | Csafz | Tjeve | 98 | 98 | 1.60% | 1.546% | 84.39370 |
| V3 | LLA | 9.289 | 8.60 | - | VU | - | IP | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
N1: First Pay: 2021-11-25; Registration: 144P/Cqj Z;
U2: First Pay: 2021-11-25; Registration: 144C/Pff J;
Z3: First Pay: 2021-11-25; Registration: 144T/Yft C;
O1: First Pay: 2021-11-25; Registration: 144A/Dim O;
H1: First Pay: 2021-11-25; Registration: 144G/Dox F;
S2: First Pay: 2021-11-25; Registration: 144K/Qls P;
V3: First Pay: 2021-11-25; Registration: 144J/Pep K;
Deal Comments
Wfzz Dqvgbegbvpr 3eq
Pricing Speed
25% TPL pb 30% Twjj