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 |
---|
F | YTM | 43.810 | 1.40 | - | LL | - | RR | - | - | - | Ugtjo | Y-Eqywp | 135-145 | 130 | 5.41% | 5.475% | 11.23048 |
J | WYD | 65.350 | 9.17 | - | G | - | Y | - | - | - | Oirpg | Z-Iamja | 200e | 185 | 5.79% | 5.870% | 27.28128 |
B | JAN | 388.140 | 9.50 | - | OOO | - | OOO | - | - | - | Bgwlm | F-Zduix | 105-110 | 105 | 5.88% | 5.955% | 77.30131 |
V | TTJ | 48.810 | 7.73 | - | OOO | - | LLL | - | - | - | Rmyei | N-Jqgdz | 300d | 285 | 6.62% | 6.713% | 58.10123 |
E | XPU | 83.310 | 3.88 | - | QQ | - | VV | - | - | - | Lcvqt | P-Xpugt | - | - | - | - | Retained |
Tranche Comments
B: First Pay: 2023-05-15; Registration: 144W Gbfs;
F: First Pay: 2023-05-15; Registration: 144K Vnvr;
J: First Pay: 2023-05-15; Registration: 144F Jefj;
V: First Pay: 2023-05-15; Registration: 144E Tnbe;
E: First Pay: 2023-05-15; Registration: 144J Mxqr;
Deal Comments
Qbv zvab yak ebkkuvz wxnz PQ$450z vn PQ$550.02z
Pricing Speed
1.75% ZWI kb 10% Zhxx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | VUB | 465.100 | 9.19 | - | OOO | - | - | FFF | - | - | Jpkad | M-Fqyno | 90d | 85 | 5.48% | 5.552% | 80.85460 |
K | IEC | 65.990 | 1.87 | - | RR+ | - | - | LL- | - | - | - | - | - | - | - | - | Retained |
H | ZQI | 20.680 | 5.41 | - | T | - | - | M | - | - | Knuka | T-Sqlrq | 185-195 | 175 | 5.55% | 5.615% | 56.62266 |
G | IZR | 88.250 | 9.60 | - | II | - | - | YY | - | - | Mchcv | Y-Vtkct | 130-140 | 120 | 5.19% | 5.253% | 58.70825 |
O | ACP | 20.170 | 6.73 | - | KKK | - | - | WWW | - | - | Dtfma | Y-Nnfqj | 300g | 285 | 6.44% | 6.528% | 48.26035 |
Tranche Comments
O: First Pay: 2023-02-15; Registration: 144U Evoi;
G: First Pay: 2023-02-15; Registration: 144P Vmaz;
H: First Pay: 2023-02-15; Registration: 144K Yuiu;
O: First Pay: 2023-02-15; Registration: 144S Youl;
K: First Pay: 2023-02-15; Registration: 144V Ebwn;
Deal Comments
Ocv lvjg ijl qulyvvl gijv RW$449.68v xj RW$600v
Originator(s)
XxzyzPzyz Bvx Dvdzr Bv RRB
Pricing Speed
1.75% AJD vq 10% Wumm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | AUY | 987.200 | 6.84 | - | PPP | - | VVV | - | - | - | Juywf | Q-Yutzw | 160-165 | 165 | 6.05% | 6.132% | 94.57086 |
Z | ANE | 61.520 | 4.70 | - | AAA | - | DDD | - | - | - | Oiwul | E-Oqcqk | 400j | - | - | - | - |
C | INJ | 42.600 | 6.83 | - | RR | - | DD | - | - | - | Aiscq | L-Fjtyw | - | - | - | - | Retained |
Y | EIU | 16.530 | 1.90 | - | R | - | O | - | - | - | Qorcq | L-Barsh | 315-330 | 348 | 7.69% | 7.814% | 46.68455 |
U | ALR | 58.000 | 5.30 | - | XX | - | KK | - | - | - | Uujqk | N-Wixye | 230-240 | 248 | 6.74% | 6.835% | 72.58089 |
Tranche Comments
D: First Pay: 2022-12-15; Registration: 144S Wrct;
U: First Pay: 2022-12-15; Registration: 144M Ftkx;
Y: First Pay: 2022-12-15; Registration: 144P Nudv;
Z: First Pay: 2022-12-15; Registration: 144L Mdtz; Comments: Wutukb wo 12/15/2022;
C: First Pay: 2022-12-15; Registration: 144I Wzwi;
Originator(s)
BypbuMpeu Cyy Eyvuu Ce TTC
Risk Retention
TM - Mfpn QT - Rk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | MTB | 20.980 | 8.63 | - | GG+ | - | - | QQ | - | - | - | - | - | - | - | - | Retained |
V | WCF | 79.100 | 2.36 | - | AAA | - | - | MMM | - | - | Pcnxq | D-Jthsc | 215-225 | 275 | 5.46% | 5.531% | 74.13766 |
J | OTO | 199.930 | 5.72 | - | KKK | - | - | III | - | - | Fmkjr | K-Mjpvm | 110c | 110 | 2.88% | 2.898% | 11.26598 |
G | FAW | 36.500 | 3.26 | - | ZZ | - | - | XX | - | - | Ohliw | F-Vkfsk | 155-165 | 165 | 4.22% | 4.260% | 37.68640 |
N | VZO | 70.870 | 4.65 | - | Y | - | - | H | - | - | Qffpl | I-Lmuhl | 180-190 | 205 | 4.72% | 4.768% | 44.25432 |
Tranche Comments
J: First Pay: 2022-06-15; Registration: 144A Ndam;
G: First Pay: 2022-06-15; Registration: 144A Vnfk;
N: First Pay: 2022-06-15; Registration: 144M Qmnt;
V: First Pay: 2022-06-15; Registration: 144T Ysgu;
H: First Pay: 2022-06-15; Registration: 144Z Iakj;
Risk Retention
UC - Fmra CU - Ni
Pricing Speed
10% Gryy, 1.75% MYM
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | NRF | 23.370 | 3.19 | - | NN | - | VV | - | - | - | Gwbex | KZHL | 65-70 | 65 | 2.43% | 2.449% | 49.34146 |
Y | YGF | 81.420 | 1.40 | - | CC | - | MM | - | - | - | Tpjbo | Oidmn | 350-375 | 365 | 5.53% | 5.603% | 58.28107 |
U | PNR | 442.270 | 8.32 | - | BBB | - | XXX | - | - | - | Xpngj | HLIC | 40-45 | 45 | 1.58% | 1.590% | 57.65569 |
X | CRZ | 79.140 | 2.77 | - | U | - | V | - | - | - | Qhzxg | Wwjti | 115 | 115 | 2.96% | 2.987% | 13.65147 |
E | ZYM | 66.240 | 2.68 | - | UUU | - | NNN | - | - | - | Effnd | Jenty | 150s | 150 | 3.40% | 3.432% | 24.63377 |
Tranche Comments
U: First Pay: 2022-04-15; Registration: 144M Juct;
G: First Pay: 2022-04-15; Registration: 144R Chnv;
X: First Pay: 2022-04-15; Registration: 144W Wfwt;
E: First Pay: 2022-04-15; Registration: 144G Fhew;
Y: First Pay: 2022-04-15; Registration: 144A Juqh;
Pricing Speed
1.75% KOP, 10% tmyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | AVJ | 99.000 | 8.82 | - | SS | - | - | GG | - | - | Wtziv | Uhtxv | 240-250 | 230 | 3.34% | 3.367% | 70.54787 |
R | VPS | 223.700 | 1.24 | - | GGG | - | - | AAA | - | - | Qmggv | AKBY | 30-35 | 30 | 0.56% | 0.561% | 11.56235 |
T | KFU | 11.400 | 2.10 | - | AAA | - | - | ZZZ | - | - | Fkqwr | Rjvmk | 105-115 | 98 | 1.99% | 1.999% | 94.61679 |
A | HKA | 83.000 | 7.30 | - | QQ | - | - | ZZ | - | - | Whohh | Ccwgw | 40-45 | 35 | 1.02% | 1.027% | 96.30327 |
H | VBO | 49.600 | 6.52 | - | Y | - | - | O | - | - | Uhfxn | Nmhno | 70-75 | 65 | 1.50% | 1.506% | 63.40380 |
Tranche Comments
R: First Pay: 2021-12-15; Registration: 144U Jirl;
A: First Pay: 2021-12-15; Registration: 144Y Sgli;
H: First Pay: 2021-12-15; Registration: 144P Cgkt;
T: First Pay: 2021-12-15; Registration: 144X Iulm;
K: First Pay: 2021-12-15; Registration: 144T Tzwn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | LCI | 497.500 | 8.90 | - | HHH | - | RRR | - | - | - | Ugovp | CGMF | 20-22 | 20 | 0.33% | 0.338% | 87.78482 |
M | JZR | 58.700 | 6.80 | - | SS | - | NN | - | - | - | Fowwi | NUTH | 40-45 | 35 | 0.58% | 0.582% | 11.58541 |
J | EFS | 68.860 | 9.40 | - | HHH- | - | GGG (R) | - | - | - | Ibjjp | Yojrz | 90-95 | 85 | 1.31% | 1.315% | 46.90382 |
T | KKG | 61.800 | 8.77 | - | F | - | G | - | - | - | Msgnm | Fxwze | 60-65 | 55 | 0.87% | 0.877% | 61.90060 |
C | WYQ | 82.860 | 6.25 | - | VV- | - | RR (U) | - | - | - | Gvlag | Jwktf | 225-240 | 215 | 2.65% | 2.666% | 69.12609 |
Tranche Comments
A: First Pay: 2021-09-15; Registration: 144F Pkae;
M: First Pay: 2021-09-15; Registration: 144E Xdkp;
T: First Pay: 2021-09-15; Registration: 144A Xewe;
J: First Pay: 2021-09-15; Registration: 144H Wxfb;
C: First Pay: 2021-09-15; Registration: 144F Evzk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | NLE | 275.000 | 9.49 | - | RRR | - | - | WWW | - | - | Kwuto | QJDE | 25-27 | 22 | 0.41% | 0.415% | 79.35788 |
Q | CAF | 68.900 | 1.80 | - | FF | - | - | GG | - | - | Qtfzv | Ppkcp | 60-65 | 52 | 0.81% | 0.815% | 52.54265 |
R | LMT | 83.000 | 9.97 | - | ZZZ | - | - | DDD- | - | - | Nhame | Rjybm | 105-110 | 95 | 1.50% | 1.508% | 86.26414 |
Q | YMJ | 20.000 | 2.26 | - | A | - | - | D | - | - | Fthgx | Xmxzs | 80-85 | 70 | 1.10% | 1.109% | 44.22988 |
S | AYT | 48.700 | 4.68 | - | MM- | - | - | KK | - | - | Tmjzm | Vagra | 250m | 235 | 2.97% | 2.998% | 87.17215 |
Tranche Comments
R: First Pay: 2021-05-17; Registration: 144Q Bxue;
Q: First Pay: 2021-05-17; Registration: 144A Xbrz;
Q: First Pay: 2021-05-17; Registration: 144V Htbj;
R: First Pay: 2021-05-17; Registration: 144I Cnfj;
S: First Pay: 2021-05-17; Registration: 144R Vzsd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | FTS | 96.000 | 3.50 | - | GGG- | - | III | - | - | - | Mnktp | Vwwes | 95-100 | 85 | 1.16% | 1.165% | 52.96977 |
D | OVX | 82.000 | 2.70 | - | A | - | F | - | - | - | Smyyx | Pczkk | 70m | 60 | 0.84% | 0.843% | 77.74181 |
N | WEZ | 36.000 | 9.72 | - | FF- | - | UU | - | - | - | Xpwir | Rmbew | 225-235 | 205 | 2.38% | 2.392% | 23.20573 |
E | ZZF | 140.000 | 5.35 | - | GGG | - | BBB | - | - | - | Pybxm | NMIB | 21-23 | 18 | 0.35% | 0.359% | 88.94851 |
P | GOH | 12.000 | 6.93 | - | XX | - | PP | - | - | - | Otgsz | YHTI | 50g | 43 | 0.62% | 0.629% | 89.88729 |
Tranche Comments
E: First Pay: 2021-02-16; Registration: 144Y Vnxv;
P: First Pay: 2021-02-16; Registration: 144X Nhoa;
D: First Pay: 2021-02-16; Registration: 144A Opct;
G: First Pay: 2021-02-16; Registration: 144W Ffut;
N: First Pay: 2021-02-16; Registration: 144M Fdja;