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 | EUG | 80.310 | 3.74 | - | M | - | V | - | - | - | Dhvwh | D-Xkaxa | 200t | 185 | 5.79% | 5.870% | 65.61046 |
B | PWJ | 439.420 | 4.51 | - | XXX | - | XXX | - | - | - | Enkyf | A-Rqbvr | 105-110 | 105 | 5.88% | 5.955% | 49.22827 |
X | UZQ | 24.480 | 6.90 | - | YY | - | QQ | - | - | - | Ugafu | I-Lchxg | 135-145 | 130 | 5.41% | 5.475% | 80.37307 |
G | ZQW | 98.270 | 2.62 | - | BB | - | PP | - | - | - | Yumwg | N-Casvo | - | - | - | - | Retained |
D | AGA | 39.670 | 1.86 | - | MMM | - | HHH | - | - | - | Myjwi | D-Qgiks | 300s | 285 | 6.62% | 6.713% | 89.29234 |
Tranche Comments
B: First Pay: 2023-05-15; Registration: 144V Rgex;
X: First Pay: 2023-05-15; Registration: 144B Suiq;
M: First Pay: 2023-05-15; Registration: 144Y Jdcd;
D: First Pay: 2023-05-15; Registration: 144T Uchv;
G: First Pay: 2023-05-15; Registration: 144E Gbiu;
Deal Comments
Qxc ychl ohl dpldncy vago MV$450o ng MV$550.02o
Pricing Speed
1.75% NMR xx 10% Zgii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | WOO | 38.960 | 2.66 | - | ZZZ | - | - | RRR | - | - | Ejaqr | F-Kourp | 300d | 285 | 6.44% | 6.528% | 60.96362 |
X | MHI | 392.300 | 8.93 | - | WWW | - | - | LLL | - | - | Iotup | X-Txtgx | 90n | 85 | 5.48% | 5.552% | 51.11373 |
D | GCF | 69.260 | 1.41 | - | Z | - | - | Q | - | - | Jwicw | F-Ixfsr | 185-195 | 175 | 5.55% | 5.615% | 69.89922 |
L | CHN | 80.820 | 3.35 | - | TT+ | - | - | II- | - | - | - | - | - | - | - | - | Retained |
L | FNW | 92.720 | 8.70 | - | YY | - | - | NN | - | - | Fyhvz | I-Kwozr | 130-140 | 120 | 5.19% | 5.253% | 46.52833 |
Tranche Comments
X: First Pay: 2023-02-15; Registration: 144U Nxnc;
L: First Pay: 2023-02-15; Registration: 144U Crwi;
D: First Pay: 2023-02-15; Registration: 144M Rdst;
R: First Pay: 2023-02-15; Registration: 144A Jccm;
L: First Pay: 2023-02-15; Registration: 144J Vvjy;
Deal Comments
Ieb dbek yeg gvgeebd vwwx JG$449.68x ww JG$600x
Originator(s)
YyyddFywd Quy Muqdf Qy XXQ
Pricing Speed
1.75% RRS ec 10% Unxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | EST | 33.000 | 1.80 | - | VV | - | CC | - | - | - | Xqrwo | Z-Bdxtx | 230-240 | 248 | 6.74% | 6.835% | 98.58116 |
Y | BJK | 97.600 | 8.92 | - | T | - | N | - | - | - | Mqweq | O-Mzguo | 315-330 | 348 | 7.69% | 7.814% | 83.75036 |
W | WCG | 79.800 | 4.15 | - | VV | - | QQ | - | - | - | Yawle | D-Gnafw | - | - | - | - | Retained |
G | EMO | 191.700 | 9.48 | - | MMM | - | BBB | - | - | - | Svhpt | V-Qiqcs | 160-165 | 165 | 6.05% | 6.132% | 27.30688 |
Q | MFM | 90.910 | 2.70 | - | SSS | - | CCC | - | - | - | Fywwk | P-Yxotp | 400b | - | - | - | - |
Tranche Comments
G: First Pay: 2022-12-15; Registration: 144R Znqy;
X: First Pay: 2022-12-15; Registration: 144N Tjaq;
Y: First Pay: 2022-12-15; Registration: 144Z Zflc;
Q: First Pay: 2022-12-15; Registration: 144U Kwfm; Comments: Ntgcev qo 12/15/2022;
W: First Pay: 2022-12-15; Registration: 144I Owoj;
Originator(s)
OufdnXfcn Kgu Cgknt Kt HHK
Risk Retention
JT - Axwp RJ - Km
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | FHA | 94.900 | 7.47 | - | HHH | - | - | DDD | - | - | Wbqvz | L-Apqqt | 215-225 | 275 | 5.46% | 5.531% | 90.61086 |
P | LBE | 563.430 | 9.58 | - | PPP | - | - | VVV | - | - | Dopxr | H-Dgoxt | 110p | 110 | 2.88% | 2.898% | 72.74487 |
X | ZJE | 55.450 | 5.57 | - | MM | - | - | RR | - | - | Wrjwo | Z-Nxrxo | 155-165 | 165 | 4.22% | 4.260% | 67.71076 |
I | BPF | 21.800 | 8.40 | - | C | - | - | A | - | - | Cuchl | Z-Habrf | 180-190 | 205 | 4.72% | 4.768% | 63.74665 |
E | ELZ | 15.300 | 8.54 | - | PP+ | - | - | GG | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: First Pay: 2022-06-15; Registration: 144A Bipv;
X: First Pay: 2022-06-15; Registration: 144D Sejf;
I: First Pay: 2022-06-15; Registration: 144Y Azek;
P: First Pay: 2022-06-15; Registration: 144T Vnxh;
E: First Pay: 2022-06-15; Registration: 144U Nefk;
Risk Retention
RA - Oeik GR - We
Pricing Speed
10% Rkyy, 1.75% JGL
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | XHO | 35.790 | 3.20 | - | V | - | Y | - | - | - | Gipem | Rmxpa | 115 | 115 | 2.96% | 2.987% | 49.64742 |
A | MPH | 98.390 | 9.40 | - | ZZ | - | QQ | - | - | - | Ppfef | Qvenw | 350-375 | 365 | 5.53% | 5.603% | 71.75735 |
E | OSI | 99.930 | 6.10 | - | NN | - | WW | - | - | - | Laswt | GKVV | 65-70 | 65 | 2.43% | 2.449% | 28.22767 |
I | VOD | 86.610 | 2.15 | - | FFF | - | EEE | - | - | - | Hlchy | Wnncp | 150i | 150 | 3.40% | 3.432% | 88.22151 |
X | WKE | 418.780 | 9.91 | - | PPP | - | LLL | - | - | - | Hhhsl | THSN | 40-45 | 45 | 1.58% | 1.590% | 18.74043 |
Tranche Comments
X: First Pay: 2022-04-15; Registration: 144G Sjri;
E: First Pay: 2022-04-15; Registration: 144K Lalu;
H: First Pay: 2022-04-15; Registration: 144I Ndhi;
I: First Pay: 2022-04-15; Registration: 144Z Bftn;
A: First Pay: 2022-04-15; Registration: 144E Ojvp;
Pricing Speed
1.75% ZQW, 10% enzz
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | PVC | 16.400 | 2.22 | - | J | - | - | K | - | - | Uyoln | Wqhbm | 70-75 | 65 | 1.50% | 1.506% | 83.17597 |
B | XHT | 94.000 | 1.80 | - | GG | - | - | ZZ | - | - | Cctoz | Lbguv | 40-45 | 35 | 1.02% | 1.027% | 33.53639 |
W | EXN | 192.300 | 3.91 | - | YYY | - | - | CCC | - | - | Qzgwm | QBXQ | 30-35 | 30 | 0.56% | 0.561% | 41.33718 |
R | CUE | 68.900 | 1.51 | - | AAA | - | - | JJJ | - | - | Kmmwe | Nwnat | 105-115 | 98 | 1.99% | 1.999% | 71.74521 |
Y | NFB | 53.000 | 4.82 | - | II | - | - | LL | - | - | Owbcb | Couym | 240-250 | 230 | 3.34% | 3.367% | 38.45176 |
Tranche Comments
W: First Pay: 2021-12-15; Registration: 144H Kmqp;
B: First Pay: 2021-12-15; Registration: 144R Qjzv;
Z: First Pay: 2021-12-15; Registration: 144S Dubt;
R: First Pay: 2021-12-15; Registration: 144D Ydqu;
Y: First Pay: 2021-12-15; Registration: 144C Xcfp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | FXM | 291.600 | 3.61 | - | AAA | - | ZZZ | - | - | - | Vubma | JBKU | 20-22 | 20 | 0.33% | 0.338% | 42.88377 |
F | BNE | 72.390 | 6.88 | - | PP- | - | SS (L) | - | - | - | Sjvoh | Jwkzw | 225-240 | 215 | 2.65% | 2.666% | 42.31242 |
I | JXT | 17.580 | 1.29 | - | HHH- | - | JJJ (Q) | - | - | - | Zbzuv | Zwakw | 90-95 | 85 | 1.31% | 1.315% | 78.56555 |
B | GYW | 52.500 | 4.86 | - | JJ | - | XX | - | - | - | Vmiua | IYGE | 40-45 | 35 | 0.58% | 0.582% | 17.96337 |
H | LQE | 99.200 | 6.43 | - | H | - | T | - | - | - | Fbknc | Tnlnz | 60-65 | 55 | 0.87% | 0.877% | 86.70288 |
Tranche Comments
P: First Pay: 2021-09-15; Registration: 144E Rjvs;
B: First Pay: 2021-09-15; Registration: 144Q Ddrk;
H: First Pay: 2021-09-15; Registration: 144P Kxgq;
I: First Pay: 2021-09-15; Registration: 144U Wxkc;
F: First Pay: 2021-09-15; Registration: 144S Uccj;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | IVH | 327.000 | 1.59 | - | WWW | - | - | QQQ | - | - | Nwmes | TXMD | 25-27 | 22 | 0.41% | 0.415% | 81.38652 |
T | HKY | 23.000 | 9.18 | - | W | - | - | L | - | - | Llmmh | Fvqog | 80-85 | 70 | 1.10% | 1.109% | 20.56840 |
O | ZWI | 36.000 | 3.56 | - | NNN | - | - | EEE- | - | - | Shace | Hcqmn | 105-110 | 95 | 1.50% | 1.508% | 86.30867 |
I | RUD | 17.200 | 3.40 | - | NN | - | - | II | - | - | Ttcgz | Mlnfi | 60-65 | 52 | 0.81% | 0.815% | 68.43375 |
Z | OJH | 56.700 | 3.73 | - | ZZ- | - | - | WW | - | - | Sjyos | Xvqyy | 250e | 235 | 2.97% | 2.998% | 68.80152 |
Tranche Comments
P: First Pay: 2021-05-17; Registration: 144J Zzwf;
I: First Pay: 2021-05-17; Registration: 144E Lvgi;
T: First Pay: 2021-05-17; Registration: 144I Krkv;
O: First Pay: 2021-05-17; Registration: 144F Mrlz;
Z: First Pay: 2021-05-17; Registration: 144P Epmh;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | LNI | 36.000 | 2.18 | - | GG- | - | DD | - | - | - | Yukqc | Dwaqo | 225-235 | 205 | 2.38% | 2.392% | 84.19190 |
E | SIS | 29.000 | 3.27 | - | V | - | H | - | - | - | Tgujv | Ffxlg | 70t | 60 | 0.84% | 0.843% | 47.22076 |
I | ERW | 71.000 | 6.41 | - | SS | - | VV | - | - | - | Gvzyu | XOIH | 50e | 43 | 0.62% | 0.629% | 17.28824 |
G | OZK | 11.000 | 5.20 | - | PPP- | - | WWW | - | - | - | Hifvo | Sbeka | 95-100 | 85 | 1.16% | 1.165% | 80.22687 |
Y | JHV | 972.000 | 9.21 | - | FFF | - | JJJ | - | - | - | Gkuor | AUXK | 21-23 | 18 | 0.35% | 0.359% | 41.68689 |
Tranche Comments
Y: First Pay: 2021-02-16; Registration: 144W Mwql;
I: First Pay: 2021-02-16; Registration: 144N Txaw;
E: First Pay: 2021-02-16; Registration: 144Z Aipk;
G: First Pay: 2021-02-16; Registration: 144B Gvpy;
X: First Pay: 2021-02-16; Registration: 144H Foze;