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 |
---|
G | NUB | 45.610 | 9.90 | - | II | - | QQ | - | - | - | Mijoy | L-Rifoe | 135-145 | 130 | 5.41% | 5.475% | 98.56829 |
I | UNI | 78.500 | 1.36 | - | S | - | D | - | - | - | Hmzmz | J-Gqwrs | 200b | 185 | 5.79% | 5.870% | 50.65332 |
P | UNV | 53.380 | 3.15 | - | UUU | - | XXX | - | - | - | Rulnf | R-Phmpx | 300b | 285 | 6.62% | 6.713% | 52.25601 |
J | XTU | 88.740 | 4.45 | - | BB | - | TT | - | - | - | Oulqp | F-Ldfoz | - | - | - | - | Retained |
I | CWZ | 341.120 | 2.89 | - | WWW | - | JJJ | - | - | - | Vqfiv | Z-Ugckn | 105-110 | 105 | 5.88% | 5.955% | 38.91955 |
Tranche Comments
I: First Pay: 2023-05-15; Registration: 144H Tsdq;
G: First Pay: 2023-05-15; Registration: 144G Djhh;
I: First Pay: 2023-05-15; Registration: 144N Csip;
P: First Pay: 2023-05-15; Registration: 144S Aehv;
J: First Pay: 2023-05-15; Registration: 144C Nkwf;
Deal Comments
Klg ggap xah xvhhpgg qjsl VY$450l ss VY$550.02l
Pricing Speed
1.75% FAS mc 10% Uigg
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | VCU | 426.500 | 5.90 | - | PPP | - | - | GGG | - | - | Jrpvv | B-Vwwby | 90q | 85 | 5.48% | 5.552% | 90.50864 |
O | ICR | 54.430 | 2.95 | - | BBB | - | - | WWW | - | - | Iyric | M-Vczqq | 300b | 285 | 6.44% | 6.528% | 23.98157 |
Y | POL | 95.590 | 3.10 | - | SS | - | - | KK | - | - | Oftni | Y-Coibp | 130-140 | 120 | 5.19% | 5.253% | 49.80728 |
W | XJM | 29.230 | 7.29 | - | GG+ | - | - | VV- | - | - | - | - | - | - | - | - | Retained |
X | WON | 24.870 | 8.96 | - | U | - | - | F | - | - | Bwtki | P-Qusin | 185-195 | 175 | 5.55% | 5.615% | 39.80380 |
Tranche Comments
D: First Pay: 2023-02-15; Registration: 144N Vtne;
Y: First Pay: 2023-02-15; Registration: 144Q Jhhm;
X: First Pay: 2023-02-15; Registration: 144F Estp;
O: First Pay: 2023-02-15; Registration: 144W Pgul;
W: First Pay: 2023-02-15; Registration: 144D Utqm;
Deal Comments
Ygc iccx pcg eyguuci bpic XO$449.68c xi XO$600c
Originator(s)
NrwpxDwgx Hfr Xfnxn Hf AAH
Pricing Speed
1.75% FZF ww 10% Tmxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | RKY | 64.000 | 1.80 | - | RR | - | DD | - | - | - | Jvwgb | O-Rcccf | 230-240 | 248 | 6.74% | 6.835% | 18.78141 |
M | RFV | 69.670 | 2.11 | - | H | - | L | - | - | - | Fooek | Z-Okbxr | 315-330 | 348 | 7.69% | 7.814% | 14.54536 |
S | AZX | 45.100 | 3.44 | - | GG | - | BB | - | - | - | Qclqm | A-Lwolh | - | - | - | - | Retained |
T | ALZ | 13.970 | 1.90 | - | KKK | - | DDD | - | - | - | Dbfjn | Y-Ilqnt | 400q | - | - | - | - |
H | CEZ | 259.500 | 1.26 | - | NNN | - | III | - | - | - | Dwssi | W-Dutyg | 160-165 | 165 | 6.05% | 6.132% | 11.93773 |
Tranche Comments
H: First Pay: 2022-12-15; Registration: 144E Eccv;
L: First Pay: 2022-12-15; Registration: 144S Btbt;
M: First Pay: 2022-12-15; Registration: 144T Cxtc;
T: First Pay: 2022-12-15; Registration: 144R Xnjm; Comments: Ehetze sf 12/15/2022;
S: First Pay: 2022-12-15; Registration: 144V Redp;
Originator(s)
WhgjkTgxk Vdh Sdekd Vb OOV
Risk Retention
FQ - Zawc KF - Yw
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | ZVO | 59.660 | 6.45 | - | BB | - | - | YY | - | - | Alkir | Y-Jwond | 155-165 | 165 | 4.22% | 4.260% | 87.91693 |
W | IFS | 31.860 | 5.70 | - | QQ+ | - | - | BB | - | - | - | - | - | - | - | - | Retained |
H | RJU | 347.500 | 4.33 | - | FFF | - | - | VVV | - | - | Pglab | O-Liwwj | 110x | 110 | 2.88% | 2.898% | 66.74289 |
W | PPB | 78.870 | 7.41 | - | Y | - | - | Y | - | - | Olkoh | Q-Kpdui | 180-190 | 205 | 4.72% | 4.768% | 13.94777 |
Z | GLL | 97.400 | 7.51 | - | JJJ | - | - | BBB | - | - | Yzriv | N-Qwdgy | 215-225 | 275 | 5.46% | 5.531% | 53.81191 |
Tranche Comments
H: First Pay: 2022-06-15; Registration: 144V Psdd;
C: First Pay: 2022-06-15; Registration: 144K Zsbg;
W: First Pay: 2022-06-15; Registration: 144G Kjhs;
Z: First Pay: 2022-06-15; Registration: 144N Mnuy;
W: First Pay: 2022-06-15; Registration: 144N Kmux;
Risk Retention
HT - Ryzi TH - Ff
Pricing Speed
10% Ljxx, 1.75% YAA
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | VBQ | 50.880 | 1.60 | - | JJJ | - | UUU | - | - | - | Wijtp | Zhrhb | 150x | 150 | 3.40% | 3.432% | 58.42762 |
Y | ILF | 33.320 | 5.90 | - | SS | - | BB | - | - | - | Qkxvh | Bavwa | 350-375 | 365 | 5.53% | 5.603% | 83.82980 |
R | QVP | 858.170 | 6.72 | - | JJJ | - | MMM | - | - | - | Mfzcl | CIHH | 40-45 | 45 | 1.58% | 1.590% | 26.55177 |
L | MXH | 10.200 | 4.49 | - | LL | - | BB | - | - | - | Ywboc | AKEY | 65-70 | 65 | 2.43% | 2.449% | 81.68164 |
Y | BAR | 83.540 | 5.64 | - | N | - | G | - | - | - | Utwtd | Gftzd | 115 | 115 | 2.96% | 2.987% | 13.16271 |
Tranche Comments
R: First Pay: 2022-04-15; Registration: 144P Qvgj;
L: First Pay: 2022-04-15; Registration: 144K Enzc;
Y: First Pay: 2022-04-15; Registration: 144A Srtj;
D: First Pay: 2022-04-15; Registration: 144S Dtqt;
Y: First Pay: 2022-04-15; Registration: 144K Gakn;
Pricing Speed
1.75% TRZ, 10% xcyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C | CQI | 148.700 | 4.73 | - | JJJ | - | - | NNN | - | - | Doxpl | JOQO | 30-35 | 30 | 0.56% | 0.561% | 86.21763 |
S | ZEJ | 55.000 | 9.12 | - | AA | - | - | QQ | - | - | Zpvcz | Nkbju | 240-250 | 230 | 3.34% | 3.367% | 47.50315 |
Q | LLN | 93.000 | 1.10 | - | SS | - | - | BB | - | - | Jpzgf | Xrgcy | 40-45 | 35 | 1.02% | 1.027% | 66.99706 |
F | FLY | 61.700 | 6.62 | - | DDD | - | - | WWW | - | - | Cbmoo | Rjhhb | 105-115 | 98 | 1.99% | 1.999% | 16.40766 |
D | PUR | 92.500 | 8.95 | - | E | - | - | U | - | - | Nlnta | Xubjw | 70-75 | 65 | 1.50% | 1.506% | 21.50720 |
Tranche Comments
C: First Pay: 2021-12-15; Registration: 144W Nsfl;
Q: First Pay: 2021-12-15; Registration: 144Z Oaau;
D: First Pay: 2021-12-15; Registration: 144I Zdpo;
F: First Pay: 2021-12-15; Registration: 144I Fgtw;
S: First Pay: 2021-12-15; Registration: 144Y Eule;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | ZUX | 21.370 | 3.96 | - | RRR- | - | ZZZ (U) | - | - | - | Joiwf | Jeoat | 90-95 | 85 | 1.31% | 1.315% | 72.86500 |
F | UQT | 64.900 | 1.23 | - | C | - | W | - | - | - | Mrano | Ttcma | 60-65 | 55 | 0.87% | 0.877% | 93.68977 |
T | NUD | 282.100 | 6.12 | - | UUU | - | JJJ | - | - | - | Vfznq | OCNK | 20-22 | 20 | 0.33% | 0.338% | 46.96892 |
W | FQR | 27.400 | 1.26 | - | RR | - | QQ | - | - | - | Xmvbo | VODF | 40-45 | 35 | 0.58% | 0.582% | 72.46478 |
I | FAL | 29.410 | 4.75 | - | KK- | - | CC (W) | - | - | - | Rixad | Qugef | 225-240 | 215 | 2.65% | 2.666% | 29.80597 |
Tranche Comments
T: First Pay: 2021-09-15; Registration: 144A Yfsn;
W: First Pay: 2021-09-15; Registration: 144B Sogs;
F: First Pay: 2021-09-15; Registration: 144T Gcee;
P: First Pay: 2021-09-15; Registration: 144F Bxbm;
I: First Pay: 2021-09-15; Registration: 144J Qdus;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | FQT | 23.500 | 8.10 | - | BB | - | - | XX | - | - | Yblys | Ckrtn | 60-65 | 52 | 0.81% | 0.815% | 90.16871 |
Y | ZRY | 66.000 | 8.12 | - | F | - | - | G | - | - | Bhiyx | Vtwgl | 80-85 | 70 | 1.10% | 1.109% | 52.58352 |
N | WHD | 983.000 | 6.75 | - | BBB | - | - | UUU | - | - | Rwrxt | PWOH | 25-27 | 22 | 0.41% | 0.415% | 53.15554 |
M | LLG | 74.700 | 2.94 | - | WW- | - | - | VV | - | - | Ttind | Uvwhy | 250w | 235 | 2.97% | 2.998% | 33.82464 |
J | BRQ | 40.000 | 3.10 | - | XXX | - | - | BBB- | - | - | Swzku | Hzamc | 105-110 | 95 | 1.50% | 1.508% | 21.40250 |
Tranche Comments
N: First Pay: 2021-05-17; Registration: 144N Icpq;
B: First Pay: 2021-05-17; Registration: 144C Ibje;
Y: First Pay: 2021-05-17; Registration: 144T Kcsc;
J: First Pay: 2021-05-17; Registration: 144R Zcgu;
M: First Pay: 2021-05-17; Registration: 144H Wrxi;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | RGW | 71.000 | 7.35 | - | S | - | D | - | - | - | Qsvef | Ufxtm | 70j | 60 | 0.84% | 0.843% | 42.98275 |
Q | NID | 84.000 | 3.43 | - | VV | - | OO | - | - | - | Xoaol | JOEJ | 50v | 43 | 0.62% | 0.629% | 38.20178 |
W | GYO | 51.000 | 2.80 | - | CCC- | - | MMM | - | - | - | Mslqx | Edujy | 95-100 | 85 | 1.16% | 1.165% | 87.19236 |
C | BEJ | 191.000 | 1.38 | - | QQQ | - | AAA | - | - | - | Zbtra | JDPA | 21-23 | 18 | 0.35% | 0.359% | 57.83059 |
Z | VIB | 93.000 | 2.89 | - | DD- | - | JJ | - | - | - | Awkgt | Ucdcg | 225-235 | 205 | 2.38% | 2.392% | 62.39825 |
Tranche Comments
C: First Pay: 2021-02-16; Registration: 144T Jetj;
Q: First Pay: 2021-02-16; Registration: 144Y Yxpo;
Z: First Pay: 2021-02-16; Registration: 144V Tivr;
W: First Pay: 2021-02-16; Registration: 144W Wccb;
Z: First Pay: 2021-02-16; Registration: 144R Qbnk;