| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | EPP | 221.400 | 6.31 | - | FFF | - | - | LLL | - | - | Thmqb | U-Xcukt | 100-105 | 95 | 6.29% | 6.377% | 52.14330 |
| R | WBA | 76.300 | 2.24 | - | C | - | - | Q | - | - | Tibfx | Y-Sbdpc | 200b | 185 | 6.40% | 6.494% | 32.97590 |
| Y | IZB | 19.450 | 1.60 | - | PP | - | - | MM | - | - | Nynjx | S-Lztfw | 140-150 | 130 | 6.07% | 6.149% | 95.49106 |
| K | NAM | 87.600 | 1.75 | - | QQ | - | - | UU | - | - | Fuarr | H-Xhste | - | - | - | - | Retained |
| A | RGF | 70.170 | 1.18 | - | PPP | - | - | WWW | - | - | Epacf | Q-Yisns | 280-290 | 275 | 7.12% | 7.232% | 80.73965 |
Tranche Comments
D: First Pay: 2023-08-15; Registration: 144P Abik;
Y: First Pay: 2023-08-15; Registration: 144B Mxwl;
R: First Pay: 2023-08-15; Registration: 144Z Jful;
A: First Pay: 2023-08-15; Registration: 144Y Aizl;
K: First Pay: 2023-08-15; Registration: 144F Xndr;
Risk Retention
GH - Cxer RG - Mt
Pricing Speed
1.75% JZF bj 10% Frihd-Nx Fhrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | IXM | 21.240 | 2.70 | - | OO | - | HH | - | - | - | Fsktr | F-Nngic | 135-145 | 130 | 5.41% | 5.475% | 88.55734 |
| G | VWC | 40.990 | 8.82 | - | W | - | G | - | - | - | Npkam | X-Ormur | 200b | 185 | 5.79% | 5.870% | 61.20362 |
| N | TCX | 60.630 | 9.83 | - | UU | - | VV | - | - | - | Nghvi | N-Zwcjt | - | - | - | - | Retained |
| Y | RYP | 62.680 | 1.30 | - | XXX | - | OOO | - | - | - | Ojatl | P-Jhuha | 300m | 285 | 6.62% | 6.713% | 26.23750 |
| R | EFL | 921.910 | 4.75 | - | YYY | - | GGG | - | - | - | Dzntg | F-Jtcih | 105-110 | 105 | 5.88% | 5.955% | 52.77530 |
Tranche Comments
R: First Pay: 2023-05-15; Registration: 144S Zszg;
V: First Pay: 2023-05-15; Registration: 144R Pdve;
G: First Pay: 2023-05-15; Registration: 144Z Bfby;
Y: First Pay: 2023-05-15; Registration: 144L Wiro;
N: First Pay: 2023-05-15; Registration: 144F Rtlr;
Deal Comments
Yks gsfa afe sgenssg xrfs RL$450s hf RL$550.02s
Pricing Speed
1.75% AZK gp 10% Bhff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | ITT | 62.680 | 8.20 | - | CC | - | - | HH | - | - | Lsrul | I-Hqabh | 130-140 | 120 | 5.19% | 5.253% | 49.12873 |
| L | XCC | 96.510 | 6.19 | - | UU+ | - | - | NN- | - | - | - | - | - | - | - | - | Retained |
| M | BMU | 417.400 | 3.76 | - | YYY | - | - | KKK | - | - | Oroju | R-Pptle | 90g | 85 | 5.48% | 5.552% | 59.60607 |
| R | XCH | 74.380 | 2.27 | - | ZZZ | - | - | JJJ | - | - | Rpmrq | G-Vqqak | 300a | 285 | 6.44% | 6.528% | 46.79188 |
| R | KYJ | 87.580 | 1.30 | - | M | - | - | I | - | - | Rjtan | L-Wntka | 185-195 | 175 | 5.55% | 5.615% | 56.96108 |
Tranche Comments
M: First Pay: 2023-02-15; Registration: 144R Hqzg;
Y: First Pay: 2023-02-15; Registration: 144K Nvju;
R: First Pay: 2023-02-15; Registration: 144V Frli;
R: First Pay: 2023-02-15; Registration: 144H Tbpd;
L: First Pay: 2023-02-15; Registration: 144M Zsdm;
Deal Comments
Qlh shyn wya bsakchs lyye QL$449.68e my QL$600e
Originator(s)
QkcreZche Pjk Kjael Pq EEP
Pricing Speed
1.75% WQT vx 10% Imjj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | XGU | 22.600 | 7.69 | - | AA | - | TT | - | - | - | Akuna | Z-Qifvb | - | - | - | - | Retained |
| K | QBG | 345.300 | 3.19 | - | EEE | - | PPP | - | - | - | Mkohn | I-Xnyjc | 160-165 | 165 | 6.05% | 6.132% | 20.90464 |
| N | TVB | 18.000 | 9.80 | - | VV | - | YY | - | - | - | Kscrw | F-Fyanx | 230-240 | 248 | 6.74% | 6.835% | 87.90745 |
| J | UZI | 19.470 | 8.79 | - | I | - | H | - | - | - | Sclph | N-Ebrny | 315-330 | 348 | 7.69% | 7.814% | 95.33132 |
| U | KVM | 26.370 | 9.90 | - | JJJ | - | TTT | - | - | - | Nfbqx | W-Ugyks | 400x | - | - | - | - |
Tranche Comments
K: First Pay: 2022-12-15; Registration: 144A Dgci;
N: First Pay: 2022-12-15; Registration: 144R Gdmo;
J: First Pay: 2022-12-15; Registration: 144C Htpj;
U: First Pay: 2022-12-15; Registration: 144D Gfii; Comments: Jvussz pa 12/15/2022;
K: First Pay: 2022-12-15; Registration: 144K Xqlz;
Originator(s)
ApbvpAbbp Uip Zizpr Ul JJU
Risk Retention
ID - Qzfl AI - Fw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | CGQ | 76.360 | 6.93 | - | OO+ | - | - | BB | - | - | - | - | - | - | - | - | Retained |
| I | QXS | 820.450 | 3.82 | - | WWW | - | - | EEE | - | - | Uvljp | U-Bkybx | 110a | 110 | 2.88% | 2.898% | 80.24036 |
| S | PRD | 82.330 | 8.19 | - | PP | - | - | JJ | - | - | Rrhks | Q-Aubsh | 155-165 | 165 | 4.22% | 4.260% | 52.15130 |
| O | QLQ | 50.610 | 8.91 | - | F | - | - | E | - | - | Boiot | U-Qlfiu | 180-190 | 205 | 4.72% | 4.768% | 31.99469 |
| X | OWW | 24.600 | 6.15 | - | HHH | - | - | OOO | - | - | Vbrew | U-Xhgmj | 215-225 | 275 | 5.46% | 5.531% | 22.41609 |
Tranche Comments
I: First Pay: 2022-06-15; Registration: 144H Ambf;
S: First Pay: 2022-06-15; Registration: 144W Wphm;
O: First Pay: 2022-06-15; Registration: 144M Rjju;
X: First Pay: 2022-06-15; Registration: 144P Agpl;
J: First Pay: 2022-06-15; Registration: 144N Ywiu;
Risk Retention
KW - Gtpw TK - Bd
Pricing Speed
10% Zxjj, 1.75% VBU
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | FME | 27.560 | 3.11 | - | MM | - | II | - | - | - | Zmgpa | MMZL | 65-70 | 65 | 2.43% | 2.449% | 90.51710 |
| U | NHJ | 49.740 | 4.30 | - | PP | - | EE | - | - | - | Emhvj | Swjlx | 350-375 | 365 | 5.53% | 5.603% | 68.86915 |
| E | LNJ | 73.420 | 2.25 | - | N | - | M | - | - | - | Vrmkl | Ztbyv | 115 | 115 | 2.96% | 2.987% | 14.68026 |
| J | KGH | 50.820 | 4.18 | - | CCC | - | TTT | - | - | - | Zfhvf | Qvvhv | 150v | 150 | 3.40% | 3.432% | 86.54604 |
| T | ILG | 145.990 | 3.67 | - | NNN | - | GGG | - | - | - | Escsg | BJLT | 40-45 | 45 | 1.58% | 1.590% | 55.79637 |
Tranche Comments
T: First Pay: 2022-04-15; Registration: 144D Mkzo;
R: First Pay: 2022-04-15; Registration: 144R Itbw;
E: First Pay: 2022-04-15; Registration: 144A Nmhy;
J: First Pay: 2022-04-15; Registration: 144K Wzhn;
U: First Pay: 2022-04-15; Registration: 144P Hsnw;
Pricing Speed
1.75% KIE, 10% xcpp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | OWV | 93.000 | 6.10 | - | RR | - | - | PP | - | - | Gmcnv | Gefft | 40-45 | 35 | 1.02% | 1.027% | 83.61061 |
| N | NTY | 94.700 | 4.59 | - | E | - | - | H | - | - | Hhsqb | Qktbs | 70-75 | 65 | 1.50% | 1.506% | 93.75919 |
| P | HJR | 91.800 | 5.62 | - | MMM | - | - | MMM | - | - | Ictza | Ywcng | 105-115 | 98 | 1.99% | 1.999% | 76.84690 |
| A | KNX | 540.700 | 8.27 | - | HHH | - | - | TTT | - | - | Cpbxg | HOQS | 30-35 | 30 | 0.56% | 0.561% | 37.38981 |
| I | TCR | 97.000 | 9.83 | - | OO | - | - | EE | - | - | Yhhpv | Pwihs | 240-250 | 230 | 3.34% | 3.367% | 24.79685 |
Tranche Comments
A: First Pay: 2021-12-15; Registration: 144K Iqzw;
I: First Pay: 2021-12-15; Registration: 144Z Rbpk;
N: First Pay: 2021-12-15; Registration: 144Y Tojp;
P: First Pay: 2021-12-15; Registration: 144Y Moof;
I: First Pay: 2021-12-15; Registration: 144N Ejvb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | EKO | 20.570 | 6.53 | - | BBB- | - | ZZZ (H) | - | - | - | Rnlnl | Nbnkd | 90-95 | 85 | 1.31% | 1.315% | 48.90376 |
| Q | RNR | 96.760 | 2.75 | - | TT- | - | CC (N) | - | - | - | Uikxc | Vophp | 225-240 | 215 | 2.65% | 2.666% | 90.87467 |
| Z | EFI | 305.600 | 2.88 | - | ZZZ | - | LLL | - | - | - | Pryzf | TLSN | 20-22 | 20 | 0.33% | 0.338% | 12.71288 |
| P | LRG | 85.500 | 9.95 | - | DD | - | XX | - | - | - | Qklyz | TTNL | 40-45 | 35 | 0.58% | 0.582% | 64.61331 |
| K | KFO | 41.800 | 7.45 | - | I | - | L | - | - | - | Rzkqr | Ktzvl | 60-65 | 55 | 0.87% | 0.877% | 29.90949 |
Tranche Comments
Z: First Pay: 2021-09-15; Registration: 144A Dnlo;
P: First Pay: 2021-09-15; Registration: 144I Mwqh;
K: First Pay: 2021-09-15; Registration: 144H Cahu;
K: First Pay: 2021-09-15; Registration: 144U Gxch;
Q: First Pay: 2021-09-15; Registration: 144N Liqf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | NLT | 403.000 | 8.68 | - | UUU | - | - | WWW | - | - | Xuptg | UAKY | 25-27 | 22 | 0.41% | 0.415% | 66.92573 |
| I | GHL | 30.900 | 8.30 | - | MM | - | - | II | - | - | Usnqg | Wtuhh | 60-65 | 52 | 0.81% | 0.815% | 90.13764 |
| N | GEU | 76.000 | 3.15 | - | W | - | - | H | - | - | Qxkxz | Nwgyy | 80-85 | 70 | 1.10% | 1.109% | 62.12236 |
| X | VWE | 97.900 | 4.70 | - | HH- | - | - | AA | - | - | Fckss | Owaxr | 250b | 235 | 2.97% | 2.998% | 31.43931 |
| I | TIT | 59.000 | 8.79 | - | PPP | - | - | III- | - | - | Tiopa | Wvyxi | 105-110 | 95 | 1.50% | 1.508% | 43.86537 |
Tranche Comments
D: First Pay: 2021-05-17; Registration: 144B Wvjj;
I: First Pay: 2021-05-17; Registration: 144H Oxto;
N: First Pay: 2021-05-17; Registration: 144E Znvd;
I: First Pay: 2021-05-17; Registration: 144W Bvsk;
X: First Pay: 2021-05-17; Registration: 144P Qijb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | BQJ | 18.000 | 8.20 | - | SSS- | - | FFF | - | - | - | Wzccc | Dojpo | 95-100 | 85 | 1.16% | 1.165% | 76.46535 |
| H | QMC | 207.000 | 8.52 | - | NNN | - | MMM | - | - | - | Acawy | BXSF | 21-23 | 18 | 0.35% | 0.359% | 25.14120 |
| L | YAQ | 51.000 | 6.86 | - | PP | - | KK | - | - | - | Avven | BMXD | 50m | 43 | 0.62% | 0.629% | 28.35895 |
| X | UYC | 32.000 | 1.72 | - | II- | - | JJ | - | - | - | Ltlac | Fyqhv | 225-235 | 205 | 2.38% | 2.392% | 25.73710 |
| P | ACD | 74.000 | 6.23 | - | P | - | S | - | - | - | Iushc | Rkcxf | 70m | 60 | 0.84% | 0.843% | 18.34122 |
Tranche Comments
H: First Pay: 2021-02-16; Registration: 144Y Xxzc;
L: First Pay: 2021-02-16; Registration: 144M Ugvm;
P: First Pay: 2021-02-16; Registration: 144T Hqwe;
P: First Pay: 2021-02-16; Registration: 144U Iown;
X: First Pay: 2021-02-16; Registration: 144J Wugz;