| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | WVK | 755.900 | 7.22 | - | III | - | - | III | - | - | Emsvm | I-Fnjbj | 100-105 | 95 | 6.29% | 6.377% | 32.48193 |
| R | EFG | 54.300 | 3.16 | - | F | - | - | H | - | - | Ypfic | P-Ibkgo | 200l | 185 | 6.40% | 6.494% | 32.82060 |
| N | XNU | 33.900 | 5.14 | - | CC | - | - | AA | - | - | Tuqpr | B-Gdblj | - | - | - | - | Retained |
| K | MOD | 97.860 | 8.46 | - | WWW | - | - | GGG | - | - | Fbaux | B-Wczgx | 280-290 | 275 | 7.12% | 7.232% | 46.50439 |
| I | UIG | 86.150 | 9.90 | - | YY | - | - | TT | - | - | Krint | Q-Snkco | 140-150 | 130 | 6.07% | 6.149% | 96.25504 |
Tranche Comments
G: First Pay: 2023-08-15; Registration: 144B Zaab;
I: First Pay: 2023-08-15; Registration: 144U Rmsw;
R: First Pay: 2023-08-15; Registration: 144Q Qbzz;
K: First Pay: 2023-08-15; Registration: 144V Cfkg;
N: First Pay: 2023-08-15; Registration: 144Z Czvk;
Risk Retention
LD - Hpzr SL - Rn
Pricing Speed
1.75% GBZ wb 10% Wrlbo-Hd Wbrr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | VMG | 43.390 | 9.40 | - | OO | - | DD | - | - | - | Dnzum | W-Qfazs | 135-145 | 130 | 5.41% | 5.475% | 98.76176 |
| X | XUU | 953.700 | 8.54 | - | HHH | - | OOO | - | - | - | Sgvym | R-Iskmt | 105-110 | 105 | 5.88% | 5.955% | 37.83211 |
| J | AOW | 99.870 | 3.79 | - | AA | - | LL | - | - | - | Sziez | P-Dpbib | - | - | - | - | Retained |
| D | QAY | 48.730 | 1.22 | - | JJJ | - | WWW | - | - | - | Bvgvu | K-Hzdud | 300d | 285 | 6.62% | 6.713% | 70.54064 |
| C | HQO | 75.250 | 2.82 | - | A | - | Z | - | - | - | Snajn | V-Vohyr | 200z | 185 | 5.79% | 5.870% | 87.59203 |
Tranche Comments
X: First Pay: 2023-05-15; Registration: 144H Mvhc;
C: First Pay: 2023-05-15; Registration: 144B Ifno;
C: First Pay: 2023-05-15; Registration: 144X Zhgb;
D: First Pay: 2023-05-15; Registration: 144H Fdnf;
J: First Pay: 2023-05-15; Registration: 144G Hvay;
Deal Comments
Fbx xxye eyj sjjbaxx vazu GY$450u ez GY$550.02u
Pricing Speed
1.75% XGX ch 10% Tmii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | IQY | 60.190 | 7.20 | - | XX | - | - | GG | - | - | Gkffb | S-Gtgkk | 130-140 | 120 | 5.19% | 5.253% | 76.67086 |
| C | LLG | 89.540 | 6.61 | - | VV+ | - | - | SS- | - | - | - | - | - | - | - | - | Retained |
| B | CGH | 46.910 | 1.84 | - | RRR | - | - | BBB | - | - | Tkuho | Y-Sqmrt | 300c | 285 | 6.44% | 6.528% | 95.95108 |
| Z | PJA | 87.290 | 7.24 | - | P | - | - | D | - | - | Jpqtl | I-Tmiqi | 185-195 | 175 | 5.55% | 5.615% | 19.66083 |
| V | JAF | 121.800 | 6.41 | - | JJJ | - | - | NNN | - | - | Pvmth | F-Ncggm | 90j | 85 | 5.48% | 5.552% | 79.59300 |
Tranche Comments
V: First Pay: 2023-02-15; Registration: 144L Bdho;
B: First Pay: 2023-02-15; Registration: 144M Wakl;
Z: First Pay: 2023-02-15; Registration: 144M Ndtg;
B: First Pay: 2023-02-15; Registration: 144F Poon;
C: First Pay: 2023-02-15; Registration: 144M Onld;
Deal Comments
Kkh vhqd kqs bssbchv zayx VP$449.68x dy VP$600x
Originator(s)
DywjuJwhu Bjy Ejful Bj QQB
Pricing Speed
1.75% MXX fs 10% Tcdd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | QWR | 85.700 | 7.43 | - | UU | - | WW | - | - | - | Pquqg | L-Qznce | - | - | - | - | Retained |
| I | CMJ | 33.850 | 9.22 | - | I | - | W | - | - | - | Tyzyy | K-Icwhj | 315-330 | 348 | 7.69% | 7.814% | 27.17412 |
| B | XKT | 24.470 | 4.20 | - | BBB | - | YYY | - | - | - | Ntgyc | K-Qzxhj | 400t | - | - | - | - |
| N | POM | 353.500 | 1.72 | - | XXX | - | PPP | - | - | - | Iqsng | Y-Sxsla | 160-165 | 165 | 6.05% | 6.132% | 28.21900 |
| H | PIK | 77.000 | 3.30 | - | ZZ | - | ZZ | - | - | - | Esfpb | X-Kapmf | 230-240 | 248 | 6.74% | 6.835% | 86.50642 |
Tranche Comments
N: First Pay: 2022-12-15; Registration: 144G Wjwe;
H: First Pay: 2022-12-15; Registration: 144D Fwfz;
I: First Pay: 2022-12-15; Registration: 144E Iody;
B: First Pay: 2022-12-15; Registration: 144H Juit; Comments: Nkfkqm je 12/15/2022;
S: First Pay: 2022-12-15; Registration: 144L Qzsh;
Originator(s)
AynjbVnub Ody Ndhby Op ZZO
Risk Retention
MI - Rnfs CM - Ho
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | VAC | 93.500 | 2.29 | - | NNN | - | - | LLL | - | - | Thgeq | E-Oztyv | 215-225 | 275 | 5.46% | 5.531% | 77.82929 |
| W | TMI | 193.450 | 4.28 | - | YYY | - | - | III | - | - | Rbxoc | P-Wojco | 110k | 110 | 2.88% | 2.898% | 86.95776 |
| S | NXC | 57.490 | 8.95 | - | FF | - | - | VV | - | - | Gophf | Q-Dxkbg | 155-165 | 165 | 4.22% | 4.260% | 93.63013 |
| B | NGM | 29.360 | 7.80 | - | BB+ | - | - | TT | - | - | - | - | - | - | - | - | Retained |
| O | FOO | 97.700 | 2.60 | - | T | - | - | O | - | - | Zttmf | P-Rdimj | 180-190 | 205 | 4.72% | 4.768% | 59.97338 |
Tranche Comments
W: First Pay: 2022-06-15; Registration: 144P Mnks;
S: First Pay: 2022-06-15; Registration: 144I Ldjy;
O: First Pay: 2022-06-15; Registration: 144C Icde;
D: First Pay: 2022-06-15; Registration: 144Y Bvbp;
B: First Pay: 2022-06-15; Registration: 144J Dbbr;
Risk Retention
VW - Rqkb HV - Mn
Pricing Speed
10% Ythh, 1.75% ZFD
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | XYB | 76.920 | 5.65 | - | RRR | - | ZZZ | - | - | - | Rvgxu | Wwtps | 150t | 150 | 3.40% | 3.432% | 14.44600 |
| Y | TJP | 824.770 | 6.54 | - | YYY | - | PPP | - | - | - | Cabrc | HQVI | 40-45 | 45 | 1.58% | 1.590% | 28.67556 |
| O | YWT | 26.570 | 5.50 | - | CC | - | FF | - | - | - | Zjzio | Iwzpw | 350-375 | 365 | 5.53% | 5.603% | 10.40211 |
| J | TYE | 70.920 | 7.96 | - | QQ | - | QQ | - | - | - | Jghze | BNZL | 65-70 | 65 | 2.43% | 2.449% | 18.71264 |
| S | RFG | 41.240 | 2.44 | - | N | - | M | - | - | - | Vinbb | Viyyc | 115 | 115 | 2.96% | 2.987% | 16.16052 |
Tranche Comments
Y: First Pay: 2022-04-15; Registration: 144I Ddpm;
J: First Pay: 2022-04-15; Registration: 144K Ximc;
S: First Pay: 2022-04-15; Registration: 144H Bhjf;
H: First Pay: 2022-04-15; Registration: 144L Asip;
O: First Pay: 2022-04-15; Registration: 144I Rikb;
Pricing Speed
1.75% VPL, 10% roii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | CBK | 11.000 | 2.94 | - | II | - | - | KK | - | - | Rnfgp | Coeyg | 240-250 | 230 | 3.34% | 3.367% | 49.56060 |
| S | FZI | 32.100 | 9.90 | - | Y | - | - | P | - | - | Mukvc | Ilcwg | 70-75 | 65 | 1.50% | 1.506% | 18.74225 |
| J | MYM | 84.200 | 2.24 | - | III | - | - | XXX | - | - | Cgyii | Pwohm | 105-115 | 98 | 1.99% | 1.999% | 56.12853 |
| Q | HSL | 30.000 | 5.80 | - | JJ | - | - | MM | - | - | Dkayj | Egxum | 40-45 | 35 | 1.02% | 1.027% | 26.30295 |
| G | XVJ | 339.500 | 4.77 | - | ZZZ | - | - | OOO | - | - | Dcsso | GGTZ | 30-35 | 30 | 0.56% | 0.561% | 84.71569 |
Tranche Comments
G: First Pay: 2021-12-15; Registration: 144M Yjdn;
Q: First Pay: 2021-12-15; Registration: 144B Ygbq;
S: First Pay: 2021-12-15; Registration: 144V Jppd;
J: First Pay: 2021-12-15; Registration: 144W Xijl;
A: First Pay: 2021-12-15; Registration: 144B Efwg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | UCF | 49.300 | 2.28 | - | D | - | X | - | - | - | Mghnh | Vcdvq | 60-65 | 55 | 0.87% | 0.877% | 96.72738 |
| O | CQD | 912.300 | 8.78 | - | XXX | - | III | - | - | - | Cqhau | TJNT | 20-22 | 20 | 0.33% | 0.338% | 57.75234 |
| S | FSL | 26.910 | 1.30 | - | QQ- | - | NN (I) | - | - | - | Zysiz | Tdozo | 225-240 | 215 | 2.65% | 2.666% | 20.34186 |
| N | VUS | 96.900 | 5.75 | - | KK | - | LL | - | - | - | Ebvkl | HJLA | 40-45 | 35 | 0.58% | 0.582% | 24.16765 |
| L | GSB | 69.880 | 6.93 | - | TTT- | - | PPP (V) | - | - | - | Brcwr | Htlpf | 90-95 | 85 | 1.31% | 1.315% | 24.29615 |
Tranche Comments
O: First Pay: 2021-09-15; Registration: 144V Qude;
N: First Pay: 2021-09-15; Registration: 144I Krkp;
B: First Pay: 2021-09-15; Registration: 144I Makx;
L: First Pay: 2021-09-15; Registration: 144X Rbic;
S: First Pay: 2021-09-15; Registration: 144E Mkql;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | AMA | 177.000 | 8.26 | - | XXX | - | - | OOO | - | - | Osrat | CTTQ | 25-27 | 22 | 0.41% | 0.415% | 83.78076 |
| F | WRR | 54.000 | 1.86 | - | N | - | - | T | - | - | Leyle | Icxrn | 80-85 | 70 | 1.10% | 1.109% | 93.74754 |
| U | GAF | 62.800 | 3.37 | - | ZZ- | - | - | UU | - | - | Hkwuw | Phmeu | 250n | 235 | 2.97% | 2.998% | 20.34885 |
| O | IVH | 98.900 | 6.10 | - | NN | - | - | WW | - | - | Icyqm | Qwzny | 60-65 | 52 | 0.81% | 0.815% | 61.18878 |
| W | ZEE | 23.000 | 4.79 | - | JJJ | - | - | OOO- | - | - | Elhci | Edylf | 105-110 | 95 | 1.50% | 1.508% | 79.60833 |
Tranche Comments
Q: First Pay: 2021-05-17; Registration: 144Y Hxbr;
O: First Pay: 2021-05-17; Registration: 144A Axck;
F: First Pay: 2021-05-17; Registration: 144E Nkfk;
W: First Pay: 2021-05-17; Registration: 144D Kbzl;
U: First Pay: 2021-05-17; Registration: 144S Akxa;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | UGU | 93.000 | 5.63 | - | Z | - | M | - | - | - | Styeu | Oxfoc | 70b | 60 | 0.84% | 0.843% | 56.35233 |
| H | PHY | 949.000 | 4.39 | - | DDD | - | DDD | - | - | - | Jinkl | YJIQ | 21-23 | 18 | 0.35% | 0.359% | 71.92180 |
| K | WUD | 57.000 | 1.31 | - | HH | - | FF | - | - | - | Ayrcc | KJUJ | 50e | 43 | 0.62% | 0.629% | 64.40741 |
| Y | WTN | 63.000 | 2.80 | - | KKK- | - | UUU | - | - | - | Kboer | Nozmu | 95-100 | 85 | 1.16% | 1.165% | 59.24798 |
| N | IRE | 77.000 | 5.43 | - | KK- | - | AA | - | - | - | Waqty | Levzl | 225-235 | 205 | 2.38% | 2.392% | 14.27589 |
Tranche Comments
H: First Pay: 2021-02-16; Registration: 144Z Qbzo;
K: First Pay: 2021-02-16; Registration: 144S Xulv;
A: First Pay: 2021-02-16; Registration: 144K Fuls;
Y: First Pay: 2021-02-16; Registration: 144I Yjru;
N: First Pay: 2021-02-16; Registration: 144A Lszg;