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 | ZTJ | 99.430 | 5.45 | - | NN | - | UU | - | - | - | Piblp | N-Jmado | - | - | - | - | Retained |
L | TBK | 54.180 | 2.37 | - | KKK | - | VVV | - | - | - | Xkvca | L-Nqosd | 300m | 285 | 6.62% | 6.713% | 84.26135 |
G | GXR | 103.120 | 3.42 | - | AAA | - | OOO | - | - | - | Ncrkf | Z-Udmox | 105-110 | 105 | 5.88% | 5.955% | 16.69670 |
F | JVW | 33.830 | 3.10 | - | GG | - | TT | - | - | - | Igsjy | U-Tfcmm | 135-145 | 130 | 5.41% | 5.475% | 57.15981 |
G | AQD | 16.680 | 7.86 | - | M | - | M | - | - | - | Dszvp | F-Styno | 200r | 185 | 5.79% | 5.870% | 37.96141 |
Tranche Comments
G: First Pay: 2023-05-15; Registration: 144I Zswi;
F: First Pay: 2023-05-15; Registration: 144R Bbby;
G: First Pay: 2023-05-15; Registration: 144J Tfgo;
L: First Pay: 2023-05-15; Registration: 144M Dwrt;
M: First Pay: 2023-05-15; Registration: 144B Qotn;
Deal Comments
Bsj vjga lgk jdkpsjv lsen LO$450n ge LO$550.02n
Pricing Speed
1.75% DIJ mn 10% Fvdd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | NVN | 755.300 | 7.62 | - | WWW | - | - | PPP | - | - | Ockog | Z-Ubddc | 90p | 85 | 5.48% | 5.552% | 96.57455 |
A | RBD | 73.480 | 7.28 | - | E | - | - | V | - | - | Tbzxg | N-Nmhym | 185-195 | 175 | 5.55% | 5.615% | 79.29492 |
S | ICA | 29.640 | 8.80 | - | GG | - | - | SS | - | - | Wvnge | B-Gtcnp | 130-140 | 120 | 5.19% | 5.253% | 16.95688 |
M | WVA | 70.140 | 3.73 | - | SS+ | - | - | VV- | - | - | - | - | - | - | - | - | Retained |
X | UJZ | 71.900 | 1.45 | - | LLL | - | - | JJJ | - | - | Ylnut | F-Qhnjc | 300x | 285 | 6.44% | 6.528% | 45.55269 |
Tranche Comments
P: First Pay: 2023-02-15; Registration: 144C Widn;
S: First Pay: 2023-02-15; Registration: 144B Muqh;
A: First Pay: 2023-02-15; Registration: 144C Gpif;
X: First Pay: 2023-02-15; Registration: 144W Hxii;
M: First Pay: 2023-02-15; Registration: 144H Mfid;
Deal Comments
Jbw hwvl gve cleygwh agcw KF$449.68w hc KF$600w
Originator(s)
NjiqdVied Fmj Mmwdw Fh JJF
Pricing Speed
1.75% OHT np 10% Ksyy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | MOZ | 19.480 | 2.90 | - | ZZZ | - | JJJ | - | - | - | Lnsvl | R-Lgsof | 400q | - | - | - | - |
K | QOX | 99.000 | 8.50 | - | EE | - | ZZ | - | - | - | Sbstt | X-Wcusn | 230-240 | 248 | 6.74% | 6.835% | 99.93842 |
O | PWM | 79.800 | 5.70 | - | FF | - | VV | - | - | - | Tpbpo | S-Upmac | - | - | - | - | Retained |
C | EAJ | 555.100 | 5.41 | - | OOO | - | FFF | - | - | - | Zylqg | H-Mtbbs | 160-165 | 165 | 6.05% | 6.132% | 73.26674 |
D | HZL | 36.270 | 6.73 | - | R | - | C | - | - | - | Hqkpm | P-Gyuih | 315-330 | 348 | 7.69% | 7.814% | 90.16196 |
Tranche Comments
C: First Pay: 2022-12-15; Registration: 144L Wowb;
K: First Pay: 2022-12-15; Registration: 144R Nobq;
D: First Pay: 2022-12-15; Registration: 144H Shzr;
L: First Pay: 2022-12-15; Registration: 144B Ycst; Comments: Ajitqk jj 12/15/2022;
O: First Pay: 2022-12-15; Registration: 144S Tzfi;
Originator(s)
MuyvbRyub Gju Cjnbw Gy IIG
Risk Retention
FG - Ycsw BF - Ow
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | TRF | 744.300 | 7.64 | - | QQQ | - | - | JJJ | - | - | Hsnxi | A-Lkpwx | 110z | 110 | 2.88% | 2.898% | 64.76312 |
Z | QWW | 75.500 | 4.29 | - | CC+ | - | - | RR | - | - | - | - | - | - | - | - | Retained |
P | MXA | 14.680 | 2.86 | - | DD | - | - | CC | - | - | Wyfwp | K-Bwqkk | 155-165 | 165 | 4.22% | 4.260% | 77.93059 |
K | VMY | 60.190 | 1.93 | - | M | - | - | D | - | - | Zvfoe | H-Zwzue | 180-190 | 205 | 4.72% | 4.768% | 78.29178 |
Q | EPZ | 26.300 | 5.85 | - | ZZZ | - | - | OOO | - | - | Czymt | I-Tstbx | 215-225 | 275 | 5.46% | 5.531% | 33.56299 |
Tranche Comments
O: First Pay: 2022-06-15; Registration: 144A Irln;
P: First Pay: 2022-06-15; Registration: 144K Whgx;
K: First Pay: 2022-06-15; Registration: 144N Hepp;
Q: First Pay: 2022-06-15; Registration: 144M Rrib;
Z: First Pay: 2022-06-15; Registration: 144N Ybig;
Risk Retention
WF - Vrkz BW - Et
Pricing Speed
10% Jmrr, 1.75% VTK
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | JSB | 39.370 | 6.57 | - | HH | - | FF | - | - | - | Nibga | RWJV | 65-70 | 65 | 2.43% | 2.449% | 82.84280 |
W | WFM | 481.530 | 2.69 | - | DDD | - | EEE | - | - | - | Wufmc | GCYF | 40-45 | 45 | 1.58% | 1.590% | 53.63595 |
Z | FUB | 52.900 | 5.54 | - | L | - | Q | - | - | - | Ktjsf | Tntbh | 115 | 115 | 2.96% | 2.987% | 15.62144 |
L | ITF | 81.660 | 8.50 | - | GG | - | AA | - | - | - | Zbuof | Nlqww | 350-375 | 365 | 5.53% | 5.603% | 10.18414 |
I | ZIK | 78.480 | 2.81 | - | JJJ | - | RRR | - | - | - | Ppjcn | Htydv | 150k | 150 | 3.40% | 3.432% | 28.25496 |
Tranche Comments
W: First Pay: 2022-04-15; Registration: 144U Cinz;
V: First Pay: 2022-04-15; Registration: 144W Ysfm;
Z: First Pay: 2022-04-15; Registration: 144Z Diok;
I: First Pay: 2022-04-15; Registration: 144I Lgdi;
L: First Pay: 2022-04-15; Registration: 144F Xucb;
Pricing Speed
1.75% CXH, 10% rdff
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | NMX | 87.300 | 1.66 | - | P | - | - | E | - | - | Lflxa | Dnzti | 70-75 | 65 | 1.50% | 1.506% | 75.33722 |
S | ELR | 73.000 | 9.11 | - | AA | - | - | SS | - | - | Wquge | Hiofp | 240-250 | 230 | 3.34% | 3.367% | 24.90907 |
U | XTX | 824.800 | 1.38 | - | OOO | - | - | MMM | - | - | Avqcz | QIYP | 30-35 | 30 | 0.56% | 0.561% | 27.87970 |
U | KVS | 45.300 | 9.53 | - | BBB | - | - | YYY | - | - | Afakq | Xiukw | 105-115 | 98 | 1.99% | 1.999% | 88.78058 |
W | MCL | 27.000 | 4.60 | - | ZZ | - | - | QQ | - | - | Ovtii | Ckvpd | 40-45 | 35 | 1.02% | 1.027% | 69.77226 |
Tranche Comments
U: First Pay: 2021-12-15; Registration: 144K Xoon;
W: First Pay: 2021-12-15; Registration: 144M Eboi;
O: First Pay: 2021-12-15; Registration: 144H Dwtm;
U: First Pay: 2021-12-15; Registration: 144R Kbsz;
S: First Pay: 2021-12-15; Registration: 144J Zhxl;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | LJL | 63.880 | 4.57 | - | GG- | - | ZZ (V) | - | - | - | Tucmu | Nkdkr | 225-240 | 215 | 2.65% | 2.666% | 38.92487 |
L | ERR | 430.900 | 3.72 | - | FFF | - | OOO | - | - | - | Nysgj | TVPA | 20-22 | 20 | 0.33% | 0.338% | 92.61330 |
X | EST | 18.200 | 3.66 | - | U | - | L | - | - | - | Oytmg | Uoknx | 60-65 | 55 | 0.87% | 0.877% | 98.90853 |
K | NMP | 66.340 | 1.70 | - | VVV- | - | MMM (K) | - | - | - | Yjitc | Puwpx | 90-95 | 85 | 1.31% | 1.315% | 84.86395 |
A | GRG | 86.500 | 4.26 | - | CC | - | WW | - | - | - | Mazqb | XTWW | 40-45 | 35 | 0.58% | 0.582% | 10.95933 |
Tranche Comments
L: First Pay: 2021-09-15; Registration: 144Q Quoo;
A: First Pay: 2021-09-15; Registration: 144L Pbjq;
X: First Pay: 2021-09-15; Registration: 144I Fwfb;
K: First Pay: 2021-09-15; Registration: 144D Deqa;
U: First Pay: 2021-09-15; Registration: 144J Kecc;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S | RAY | 592.000 | 2.27 | - | FFF | - | - | QQQ | - | - | Wgina | AZZW | 25-27 | 22 | 0.41% | 0.415% | 55.82170 |
M | CFR | 41.000 | 9.52 | - | K | - | - | P | - | - | Vphrm | Bwlcj | 80-85 | 70 | 1.10% | 1.109% | 37.96479 |
X | ARB | 69.400 | 4.62 | - | XX- | - | - | DD | - | - | Sbqex | Dirpu | 250n | 235 | 2.97% | 2.998% | 24.62445 |
V | ANW | 22.200 | 4.30 | - | II | - | - | II | - | - | Gvchh | Ikaaz | 60-65 | 52 | 0.81% | 0.815% | 71.99881 |
N | YXV | 53.000 | 6.18 | - | UUU | - | - | FFF- | - | - | Cmlpp | Purcy | 105-110 | 95 | 1.50% | 1.508% | 73.79415 |
Tranche Comments
S: First Pay: 2021-05-17; Registration: 144G Spxj;
V: First Pay: 2021-05-17; Registration: 144K Yovl;
M: First Pay: 2021-05-17; Registration: 144J Wgxc;
N: First Pay: 2021-05-17; Registration: 144D Dfxs;
X: First Pay: 2021-05-17; Registration: 144A Ckpg;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | CSA | 782.000 | 2.70 | - | CCC | - | VVV | - | - | - | Qzmfu | TURF | 21-23 | 18 | 0.35% | 0.359% | 18.12463 |
Q | ECL | 97.000 | 8.20 | - | BBB- | - | TTT | - | - | - | Apkjg | Gkliz | 95-100 | 85 | 1.16% | 1.165% | 48.81824 |
C | YIC | 11.000 | 5.23 | - | B | - | A | - | - | - | Jhtja | Hhlmt | 70y | 60 | 0.84% | 0.843% | 20.26518 |
H | HVG | 32.000 | 3.60 | - | VV | - | TT | - | - | - | Ljvrd | CVRM | 50r | 43 | 0.62% | 0.629% | 88.57018 |
Y | ABR | 25.000 | 9.48 | - | II- | - | PP | - | - | - | Znuor | Njwny | 225-235 | 205 | 2.38% | 2.392% | 72.73504 |
Tranche Comments
L: First Pay: 2021-02-16; Registration: 144S Ewur;
H: First Pay: 2021-02-16; Registration: 144V Azrd;
C: First Pay: 2021-02-16; Registration: 144U Ezro;
Q: First Pay: 2021-02-16; Registration: 144A Fnae;
Y: First Pay: 2021-02-16; Registration: 144K Esjy;