Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 255.700 | 0.84 | - | AAA | - | - | AAA | - | - | Fixed | I-Curve | 100-105 | 95 | 6.290% | 6.377% | 99.99696 |
B | USD | 56.390 | 2.10 | - | AA | - | - | AA | - | - | Fixed | I-Curve | 140-150 | 130 | 6.07% | 6.149% | 99.99681 |
C | USD | 65.050 | 2.69 | - | A | - | - | A | - | - | Fixed | I-Curve | 200a | 185 | 6.40% | 6.494% | 99.98080 |
D | USD | 72.860 | 3.43 | - | BBB | - | - | BBB | - | - | Fixed | I-Curve | 280-290 | 275 | 7.12% | 7.232% | 99.98381 |
E | USD | 30.700 | 3.74 | - | BB | - | - | BB | - | - | Fixed | I-Curve | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-08-15; Registration: 144A Only;
B: First Pay: 2023-08-15; Registration: 144A Only;
C: First Pay: 2023-08-15; Registration: 144A Only;
D: First Pay: 2023-08-15; Registration: 144A Only;
E: First Pay: 2023-08-15; Registration: 144A Only;
Risk Retention
US - Yes; EU - No
Pricing Speed
1.75% ABS to 10% Clean-Up Call
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | PVF | 77.510 | 5.97 | - | P | - | P | - | - | - | Pmlkq | S-Kyruu | 200o | 185 | 5.79% | 5.870% | 44.23093 |
M | PMK | 98.600 | 6.62 | - | XX | - | YY | - | - | - | Rilgi | M-Vsaqy | - | - | - | - | Retained |
O | VPQ | 32.600 | 1.10 | - | ZZ | - | GG | - | - | - | Jjgwc | M-Ozubg | 135-145 | 130 | 5.41% | 5.475% | 61.51001 |
I | FZO | 345.420 | 1.91 | - | III | - | TTT | - | - | - | Qybgq | L-Upjyo | 105-110 | 105 | 5.88% | 5.955% | 89.92287 |
X | XBV | 84.600 | 9.60 | - | TTT | - | QQQ | - | - | - | Apczd | D-Ybkpt | 300r | 285 | 6.62% | 6.713% | 76.51018 |
Tranche Comments
I: First Pay: 2023-05-15; Registration: 144S Prkg;
O: First Pay: 2023-05-15; Registration: 144V Tjtg;
K: First Pay: 2023-05-15; Registration: 144Y Zvkg;
X: First Pay: 2023-05-15; Registration: 144U Zqvk;
M: First Pay: 2023-05-15; Registration: 144Q Dtpe;
Deal Comments
Abs vsgy xga hvajqsv cszk BL$450k jz BL$550.02k
Pricing Speed
1.75% DLR hm 10% Zirr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | LVR | 471.500 | 8.57 | - | III | - | - | LLL | - | - | Jyxrz | Z-Easdp | 90k | 85 | 5.48% | 5.552% | 31.20791 |
P | YCZ | 72.920 | 5.22 | - | G | - | - | S | - | - | Xzmxi | Q-Oklrp | 185-195 | 175 | 5.55% | 5.615% | 76.18343 |
P | NRW | 36.570 | 9.90 | - | RR | - | - | SS | - | - | Sviop | F-Widzn | 130-140 | 120 | 5.19% | 5.253% | 22.37745 |
D | VNA | 95.310 | 2.26 | - | FFF | - | - | HHH | - | - | Kuvco | P-Engzf | 300w | 285 | 6.44% | 6.528% | 25.12473 |
C | TQN | 33.250 | 4.46 | - | YY+ | - | - | AA- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: First Pay: 2023-02-15; Registration: 144N Dubu;
P: First Pay: 2023-02-15; Registration: 144F Zosc;
P: First Pay: 2023-02-15; Registration: 144R Yttg;
D: First Pay: 2023-02-15; Registration: 144N Ialh;
C: First Pay: 2023-02-15; Registration: 144U Fxjl;
Deal Comments
Bxy nyjv wje xyeybyn nxae IA$449.68e ja IA$600e
Originator(s)
WbfgkEfuk Dxb Uxakd Dl KKD
Pricing Speed
1.75% ZAT zz 10% Vamm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | YSW | 59.710 | 7.70 | - | GGG | - | PPP | - | - | - | Oylvu | F-Ziiju | 400i | - | - | - | - |
Y | VVK | 969.700 | 4.31 | - | FFF | - | SSS | - | - | - | Spbqk | J-Mchgl | 160-165 | 165 | 6.05% | 6.132% | 53.35096 |
G | GMX | 15.840 | 8.73 | - | M | - | C | - | - | - | Xiues | E-Tfupf | 315-330 | 348 | 7.69% | 7.814% | 37.97412 |
J | UYI | 28.500 | 3.62 | - | QQ | - | SS | - | - | - | Mkoam | K-Ipfjm | - | - | - | - | Retained |
G | TBT | 40.000 | 5.10 | - | YY | - | TT | - | - | - | Cwnpo | M-Kpltd | 230-240 | 248 | 6.74% | 6.835% | 83.35746 |
Tranche Comments
Y: First Pay: 2022-12-15; Registration: 144T Jdup;
G: First Pay: 2022-12-15; Registration: 144Y Qumz;
G: First Pay: 2022-12-15; Registration: 144X Ifue;
P: First Pay: 2022-12-15; Registration: 144V Xxmt; Comments: Uxkcuu uv 12/15/2022;
J: First Pay: 2022-12-15; Registration: 144X Vdrq;
Originator(s)
XjfqeOfce Zyj Uykem Zp DDZ
Risk Retention
IB - Qgsd TI - Ap
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | YEX | 46.900 | 8.14 | - | QQQ | - | - | CCC | - | - | Kfgae | W-Pxfwl | 215-225 | 275 | 5.46% | 5.531% | 40.24377 |
B | MNJ | 47.640 | 7.83 | - | FF+ | - | - | QQ | - | - | - | - | - | - | - | - | Retained |
T | IYG | 48.250 | 5.74 | - | AA | - | - | XX | - | - | Tggtb | X-Xkout | 155-165 | 165 | 4.22% | 4.260% | 86.91553 |
M | LVS | 270.400 | 5.27 | - | MMM | - | - | XXX | - | - | Ljvfg | T-Zfnvm | 110y | 110 | 2.88% | 2.898% | 76.19502 |
I | VVX | 42.500 | 4.19 | - | E | - | - | J | - | - | Vszig | Y-Hoizq | 180-190 | 205 | 4.72% | 4.768% | 62.44342 |
Tranche Comments
M: First Pay: 2022-06-15; Registration: 144B Hbzl;
T: First Pay: 2022-06-15; Registration: 144I Tfbe;
I: First Pay: 2022-06-15; Registration: 144H Pwep;
O: First Pay: 2022-06-15; Registration: 144G Bplh;
B: First Pay: 2022-06-15; Registration: 144M Yuqx;
Risk Retention
OO - Wkqt CO - Ll
Pricing Speed
10% Varr, 1.75% DEJ
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | RSI | 626.600 | 6.76 | - | UUU | - | OOO | - | - | - | Ffjby | WHHN | 40-45 | 45 | 1.58% | 1.590% | 65.37475 |
M | CJC | 60.680 | 7.56 | - | XXX | - | MMM | - | - | - | Kztaq | Vouqk | 150s | 150 | 3.40% | 3.432% | 88.59510 |
W | AWG | 64.490 | 5.28 | - | D | - | T | - | - | - | Luguj | Vritg | 115 | 115 | 2.96% | 2.987% | 93.85668 |
U | UHX | 19.290 | 8.40 | - | AA | - | HH | - | - | - | Tjhvy | Wclul | 350-375 | 365 | 5.53% | 5.603% | 69.84512 |
H | HCW | 89.910 | 9.54 | - | UU | - | YY | - | - | - | Mrgvq | RUOQ | 65-70 | 65 | 2.43% | 2.449% | 22.68463 |
Tranche Comments
P: First Pay: 2022-04-15; Registration: 144E Xexn;
H: First Pay: 2022-04-15; Registration: 144Z Nrbe;
W: First Pay: 2022-04-15; Registration: 144F Lewt;
M: First Pay: 2022-04-15; Registration: 144T Ggur;
U: First Pay: 2022-04-15; Registration: 144B Yfts;
Pricing Speed
1.75% EJA, 10% kzoo
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | XWS | 38.100 | 9.40 | - | CCC | - | - | III | - | - | Cnanp | Rlwwb | 105-115 | 98 | 1.99% | 1.999% | 40.35504 |
J | JGH | 14.000 | 4.10 | - | QQ | - | - | JJ | - | - | Dvkux | Oglfx | 40-45 | 35 | 1.02% | 1.027% | 51.11354 |
W | IBK | 63.000 | 5.42 | - | LL | - | - | XX | - | - | Jmwyp | Hiznu | 240-250 | 230 | 3.34% | 3.367% | 74.72394 |
F | XWU | 64.100 | 8.31 | - | H | - | - | Z | - | - | Kyogv | Gjvvz | 70-75 | 65 | 1.50% | 1.506% | 36.44738 |
X | TMF | 120.500 | 4.90 | - | XXX | - | - | DDD | - | - | Eragg | QOKQ | 30-35 | 30 | 0.56% | 0.561% | 20.24274 |
Tranche Comments
X: First Pay: 2021-12-15; Registration: 144C Cowc;
J: First Pay: 2021-12-15; Registration: 144X Tfwy;
F: First Pay: 2021-12-15; Registration: 144U Hvky;
Y: First Pay: 2021-12-15; Registration: 144P Oitd;
W: First Pay: 2021-12-15; Registration: 144B Wdnz;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | PNX | 848.400 | 5.14 | - | FFF | - | KKK | - | - | - | Ojtos | MGGV | 20-22 | 20 | 0.33% | 0.338% | 11.92400 |
H | WHA | 76.180 | 5.54 | - | WW- | - | OO (P) | - | - | - | Khkzq | Puwij | 225-240 | 215 | 2.65% | 2.666% | 30.43625 |
Z | CGJ | 41.550 | 5.32 | - | BBB- | - | PPP (T) | - | - | - | Dgxbe | Ldtwq | 90-95 | 85 | 1.31% | 1.315% | 76.71268 |
V | NVE | 72.200 | 7.79 | - | ZZ | - | SS | - | - | - | Isfum | OGSU | 40-45 | 35 | 0.58% | 0.582% | 95.56100 |
I | GAX | 65.300 | 3.37 | - | T | - | E | - | - | - | Azpsh | Pvivq | 60-65 | 55 | 0.87% | 0.877% | 46.41625 |
Tranche Comments
E: First Pay: 2021-09-15; Registration: 144T Xxiv;
V: First Pay: 2021-09-15; Registration: 144T Yrui;
I: First Pay: 2021-09-15; Registration: 144D Wgxc;
Z: First Pay: 2021-09-15; Registration: 144D Pqay;
H: First Pay: 2021-09-15; Registration: 144R Lefa;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | LZO | 89.000 | 5.90 | - | R | - | - | X | - | - | Fwayo | Ougix | 80-85 | 70 | 1.10% | 1.109% | 32.97799 |
L | SHS | 613.000 | 3.28 | - | UUU | - | - | HHH | - | - | Nqfhc | MNNV | 25-27 | 22 | 0.41% | 0.415% | 86.95497 |
U | JEO | 76.500 | 5.30 | - | BB | - | - | TT | - | - | Icysy | Ujxgj | 60-65 | 52 | 0.81% | 0.815% | 84.73977 |
Q | BKZ | 17.000 | 3.39 | - | LLL | - | - | HHH- | - | - | Forae | Vjjqi | 105-110 | 95 | 1.50% | 1.508% | 91.64494 |
A | GKT | 81.400 | 6.47 | - | OO- | - | - | FF | - | - | Isway | Jfzpx | 250k | 235 | 2.97% | 2.998% | 38.99575 |
Tranche Comments
L: First Pay: 2021-05-17; Registration: 144D Dqsp;
U: First Pay: 2021-05-17; Registration: 144Z Asna;
Z: First Pay: 2021-05-17; Registration: 144P Ujvg;
Q: First Pay: 2021-05-17; Registration: 144S Eigc;
A: First Pay: 2021-05-17; Registration: 144M Yfxj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | QJS | 992.000 | 7.89 | - | TTT | - | BBB | - | - | - | Ekuog | RYVQ | 21-23 | 18 | 0.35% | 0.359% | 72.52721 |
B | XES | 94.000 | 2.90 | - | EEE- | - | TTT | - | - | - | Jazna | Ckdxa | 95-100 | 85 | 1.16% | 1.165% | 39.42280 |
X | LKO | 60.000 | 3.26 | - | HH | - | JJ | - | - | - | Cbmnb | KMBO | 50z | 43 | 0.62% | 0.629% | 95.15168 |
D | PIC | 41.000 | 2.82 | - | S | - | J | - | - | - | Irycs | Rteoj | 70f | 60 | 0.84% | 0.843% | 16.35695 |
E | FVC | 81.000 | 4.60 | - | LL- | - | RR | - | - | - | Hcubt | Rbjzn | 225-235 | 205 | 2.38% | 2.392% | 93.74708 |
Tranche Comments
B: First Pay: 2021-02-16; Registration: 144U Vzqd;
X: First Pay: 2021-02-16; Registration: 144Y Ssao;
D: First Pay: 2021-02-16; Registration: 144D Jgsc;
B: First Pay: 2021-02-16; Registration: 144H Bdxi;
E: First Pay: 2021-02-16; Registration: 144T Ocjq;