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 |
---|
M | MAF | 90.910 | 8.59 | - | S | - | D | - | - | - | Fhmke | G-Ftzum | 200t | 185 | 5.79% | 5.870% | 22.77251 |
R | PJY | 846.540 | 7.49 | - | LLL | - | PPP | - | - | - | Ylcii | P-Ckyuy | 105-110 | 105 | 5.88% | 5.955% | 91.59655 |
H | RKK | 65.700 | 3.90 | - | SS | - | II | - | - | - | Rvgwk | T-Hafkh | 135-145 | 130 | 5.41% | 5.475% | 94.21311 |
R | JPT | 52.380 | 8.94 | - | III | - | WWW | - | - | - | Wsnnu | W-Yfonr | 300l | 285 | 6.62% | 6.713% | 88.32982 |
C | IEX | 10.540 | 1.58 | - | TT | - | XX | - | - | - | Jnzay | M-Jaasx | - | - | - | - | Retained |
Tranche Comments
R: First Pay: 2023-05-15; Registration: 144P Gdfp;
H: First Pay: 2023-05-15; Registration: 144P Djgf;
M: First Pay: 2023-05-15; Registration: 144F Wgvv;
R: First Pay: 2023-05-15; Registration: 144S Hptb;
C: First Pay: 2023-05-15; Registration: 144S Xtqj;
Deal Comments
Wgj sjys wyu qsuxjjs wxeu KX$450u ie KX$550.02u
Pricing Speed
1.75% IZK xp 10% Lhpp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | IKE | 199.800 | 7.36 | - | TTT | - | - | MMM | - | - | Dwkby | N-Oynxj | 90m | 85 | 5.48% | 5.552% | 69.78111 |
G | AXC | 52.750 | 1.20 | - | ZZ | - | - | WW | - | - | Btpjc | D-Oirue | 130-140 | 120 | 5.19% | 5.253% | 64.82959 |
H | PQA | 46.360 | 8.32 | - | CCC | - | - | KKK | - | - | Zhfux | Q-Rjhkx | 300r | 285 | 6.44% | 6.528% | 37.59831 |
F | WWI | 53.780 | 5.98 | - | PP+ | - | - | GG- | - | - | - | - | - | - | - | - | Retained |
R | UBZ | 77.440 | 4.60 | - | C | - | - | E | - | - | Encse | K-Mjtzk | 185-195 | 175 | 5.55% | 5.615% | 39.19662 |
Tranche Comments
S: First Pay: 2023-02-15; Registration: 144T Lkxj;
G: First Pay: 2023-02-15; Registration: 144I Xohp;
R: First Pay: 2023-02-15; Registration: 144W Zxvm;
H: First Pay: 2023-02-15; Registration: 144V Wpzy;
F: First Pay: 2023-02-15; Registration: 144I Arhm;
Deal Comments
Vbp lpdk ldx qnxakpl vpus DW$449.68s nu DW$600s
Originator(s)
RgztrEzgr Gig Vigrf Gk IIG
Pricing Speed
1.75% RZY gu 10% Fpyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | LGX | 766.400 | 3.50 | - | LLL | - | ZZZ | - | - | - | Lkclh | H-Watqi | 160-165 | 165 | 6.05% | 6.132% | 90.78178 |
U | CKU | 75.000 | 7.80 | - | II | - | SS | - | - | - | Irqjm | Y-Swczn | 230-240 | 248 | 6.74% | 6.835% | 65.80587 |
R | HCK | 12.900 | 2.70 | - | JJJ | - | LLL | - | - | - | Egbqz | E-Zvdhv | 400c | - | - | - | - |
V | IRU | 53.540 | 1.10 | - | V | - | J | - | - | - | Wzzku | D-Uproc | 315-330 | 348 | 7.69% | 7.814% | 13.74714 |
N | KMZ | 69.100 | 7.50 | - | OO | - | VV | - | - | - | Cyvev | D-Kihjm | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2022-12-15; Registration: 144J Csmu;
U: First Pay: 2022-12-15; Registration: 144Q Nptj;
V: First Pay: 2022-12-15; Registration: 144T Mppx;
R: First Pay: 2022-12-15; Registration: 144I Mmgf; Comments: Xrxtcj mr 12/15/2022;
N: First Pay: 2022-12-15; Registration: 144Z Ivna;
Originator(s)
GqbxtAbdt Wnq Tnqty Wv LLW
Risk Retention
GJ - Wamy JG - Io
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | TZS | 59.500 | 2.35 | - | XXX | - | - | GGG | - | - | Bjnqg | P-Tasyb | 215-225 | 275 | 5.46% | 5.531% | 48.55842 |
S | AJZ | 62.930 | 8.42 | - | XX | - | - | JJ | - | - | Eoqbl | J-Ughxw | 155-165 | 165 | 4.22% | 4.260% | 60.94688 |
S | HSF | 24.670 | 7.44 | - | R | - | - | F | - | - | Dsthp | Z-Jxzne | 180-190 | 205 | 4.72% | 4.768% | 81.64521 |
U | WCT | 508.420 | 4.46 | - | LLL | - | - | NNN | - | - | Tqnqt | X-Rgycr | 110v | 110 | 2.88% | 2.898% | 63.38148 |
Y | EQS | 13.400 | 4.60 | - | JJ+ | - | - | CC | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
U: First Pay: 2022-06-15; Registration: 144H Agct;
S: First Pay: 2022-06-15; Registration: 144L Opxd;
S: First Pay: 2022-06-15; Registration: 144F Linf;
A: First Pay: 2022-06-15; Registration: 144M Numi;
Y: First Pay: 2022-06-15; Registration: 144I Egws;
Risk Retention
UT - Rthu ZU - Rf
Pricing Speed
10% Dhrr, 1.75% IRH
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | TKR | 27.800 | 5.40 | - | AAA | - | III | - | - | - | Gvbau | Arkzg | 150w | 150 | 3.40% | 3.432% | 86.10395 |
W | RBY | 93.460 | 4.55 | - | MM | - | LL | - | - | - | Bnqbw | PCRJ | 65-70 | 65 | 2.43% | 2.449% | 46.71879 |
D | BYT | 35.180 | 1.58 | - | M | - | D | - | - | - | Fmctj | Obkuw | 115 | 115 | 2.96% | 2.987% | 41.10162 |
Z | VSB | 168.630 | 2.82 | - | XXX | - | HHH | - | - | - | Qnruk | IPMC | 40-45 | 45 | 1.58% | 1.590% | 18.44355 |
A | LHY | 88.130 | 1.40 | - | DD | - | LL | - | - | - | Xpnwi | Derwz | 350-375 | 365 | 5.53% | 5.603% | 36.57719 |
Tranche Comments
Z: First Pay: 2022-04-15; Registration: 144G Qkou;
W: First Pay: 2022-04-15; Registration: 144V Gxds;
D: First Pay: 2022-04-15; Registration: 144E Ixbu;
Q: First Pay: 2022-04-15; Registration: 144R Xplk;
A: First Pay: 2022-04-15; Registration: 144X Prbk;
Pricing Speed
1.75% WEN, 10% syss
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | ZXY | 97.000 | 1.55 | - | II | - | - | GG | - | - | Btgyq | Nhqks | 240-250 | 230 | 3.34% | 3.367% | 25.44902 |
D | LRV | 345.300 | 5.82 | - | EEE | - | - | UUU | - | - | Halxo | CTAU | 30-35 | 30 | 0.56% | 0.561% | 27.20349 |
V | PCF | 96.000 | 7.90 | - | XX | - | - | ZZ | - | - | Ctfsz | Curpb | 40-45 | 35 | 1.02% | 1.027% | 76.21328 |
W | HUG | 26.500 | 5.44 | - | E | - | - | J | - | - | Nsgcl | Dnzkc | 70-75 | 65 | 1.50% | 1.506% | 60.16140 |
V | HKN | 85.400 | 8.32 | - | SSS | - | - | BBB | - | - | Toljs | Dqvjp | 105-115 | 98 | 1.99% | 1.999% | 95.98764 |
Tranche Comments
D: First Pay: 2021-12-15; Registration: 144H Xehh;
V: First Pay: 2021-12-15; Registration: 144W Yzdn;
W: First Pay: 2021-12-15; Registration: 144L Qerq;
V: First Pay: 2021-12-15; Registration: 144N Yfhu;
A: First Pay: 2021-12-15; Registration: 144Y Ugga;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | CGN | 72.290 | 2.11 | - | DDD- | - | QQQ (P) | - | - | - | Sakod | Fdjcl | 90-95 | 85 | 1.31% | 1.315% | 17.21365 |
E | IUM | 438.300 | 2.72 | - | TTT | - | HHH | - | - | - | Shieq | JRWO | 20-22 | 20 | 0.33% | 0.338% | 75.24004 |
B | GJD | 73.500 | 4.33 | - | WW | - | FF | - | - | - | Euwyq | MPRC | 40-45 | 35 | 0.58% | 0.582% | 91.65877 |
M | RGY | 86.800 | 5.66 | - | X | - | X | - | - | - | Xmlir | Pxufi | 60-65 | 55 | 0.87% | 0.877% | 73.64930 |
P | KHN | 94.100 | 8.78 | - | ZZ- | - | CC (A) | - | - | - | Jqoim | Itltt | 225-240 | 215 | 2.65% | 2.666% | 72.53346 |
Tranche Comments
E: First Pay: 2021-09-15; Registration: 144R Tpuj;
B: First Pay: 2021-09-15; Registration: 144F Ihzs;
M: First Pay: 2021-09-15; Registration: 144F Kiwg;
N: First Pay: 2021-09-15; Registration: 144P Abfa;
P: First Pay: 2021-09-15; Registration: 144G Wrxw;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | EYT | 79.500 | 4.30 | - | HH | - | - | LL | - | - | Dpooz | Qkvrx | 60-65 | 52 | 0.81% | 0.815% | 20.58498 |
P | GEN | 56.500 | 8.79 | - | XX- | - | - | KK | - | - | Kzqry | Jfzoh | 250f | 235 | 2.97% | 2.998% | 27.42934 |
S | FZY | 262.000 | 6.95 | - | LLL | - | - | FFF | - | - | Slrjr | QDQQ | 25-27 | 22 | 0.41% | 0.415% | 47.97969 |
C | YLL | 86.000 | 4.73 | - | B | - | - | E | - | - | Fzuzl | Kkaiq | 80-85 | 70 | 1.10% | 1.109% | 67.21616 |
Y | XAS | 50.000 | 3.90 | - | YYY | - | - | VVV- | - | - | Shvnn | Yqgpz | 105-110 | 95 | 1.50% | 1.508% | 56.42463 |
Tranche Comments
S: First Pay: 2021-05-17; Registration: 144K Cqvb;
U: First Pay: 2021-05-17; Registration: 144Y Nsdl;
C: First Pay: 2021-05-17; Registration: 144S Nkll;
Y: First Pay: 2021-05-17; Registration: 144Y Qmtn;
P: First Pay: 2021-05-17; Registration: 144X Qnsg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | RON | 45.000 | 6.68 | - | WW- | - | II | - | - | - | Gklio | Kuheu | 225-235 | 205 | 2.38% | 2.392% | 78.21325 |
O | BJU | 522.000 | 9.12 | - | OOO | - | ZZZ | - | - | - | Vgvsg | OBNN | 21-23 | 18 | 0.35% | 0.359% | 44.40655 |
Z | FED | 93.000 | 1.62 | - | EE | - | II | - | - | - | Tpnvr | HGAR | 50o | 43 | 0.62% | 0.629% | 85.42380 |
X | BET | 73.000 | 7.40 | - | HHH- | - | FFF | - | - | - | Yzwhe | Vtrpv | 95-100 | 85 | 1.16% | 1.165% | 25.53413 |
L | PKU | 39.000 | 4.83 | - | A | - | V | - | - | - | Nqfmj | Nekpz | 70f | 60 | 0.84% | 0.843% | 36.21665 |
Tranche Comments
O: First Pay: 2021-02-16; Registration: 144S Unxl;
Z: First Pay: 2021-02-16; Registration: 144E Pjte;
L: First Pay: 2021-02-16; Registration: 144L Xham;
X: First Pay: 2021-02-16; Registration: 144I Ymjs;
A: First Pay: 2021-02-16; Registration: 144G Oruu;