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 | ZPM | 97.690 | 4.81 | - | ZZZ | - | DDD | - | - | - | Vmttr | B-Zzmcd | 300w | 285 | 6.62% | 6.713% | 83.10981 |
K | LGN | 391.670 | 2.20 | - | WWW | - | TTT | - | - | - | Gaztl | U-Idjdc | 105-110 | 105 | 5.88% | 5.955% | 84.17305 |
P | ICT | 26.180 | 1.93 | - | QQ | - | XX | - | - | - | Nrakx | U-Ruybr | - | - | - | - | Retained |
D | JLJ | 62.720 | 8.60 | - | XX | - | GG | - | - | - | Mizim | V-Wqpso | 135-145 | 130 | 5.41% | 5.475% | 57.67122 |
G | YYA | 49.550 | 3.54 | - | R | - | R | - | - | - | Plrvv | L-Etayv | 200s | 185 | 5.79% | 5.870% | 38.17382 |
Tranche Comments
K: First Pay: 2023-05-15; Registration: 144W Ccjz;
D: First Pay: 2023-05-15; Registration: 144C Krks;
G: First Pay: 2023-05-15; Registration: 144I Cdgr;
F: First Pay: 2023-05-15; Registration: 144G Aunb;
P: First Pay: 2023-05-15; Registration: 144E Zfnu;
Deal Comments
Qzb wbfe xfc wvcbgbw lpwz RO$450z fw RO$550.02z
Pricing Speed
1.75% RTA jf 10% Dbrr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | WEJ | 697.100 | 7.97 | - | AAA | - | - | III | - | - | Pixvr | V-Knsoy | 90z | 85 | 5.48% | 5.552% | 22.28842 |
E | RBQ | 46.730 | 4.66 | - | Q | - | - | M | - | - | Gwkex | D-Gsyoh | 185-195 | 175 | 5.55% | 5.615% | 30.45138 |
Y | ISU | 88.400 | 6.97 | - | EEE | - | - | DDD | - | - | Bjjst | G-Wqsyc | 300h | 285 | 6.44% | 6.528% | 54.63215 |
Y | FGY | 19.810 | 4.70 | - | CC+ | - | - | LL- | - | - | - | - | - | - | - | - | Retained |
E | ZIG | 41.640 | 9.80 | - | RR | - | - | BB | - | - | Xwumd | J-Ohsvy | 130-140 | 120 | 5.19% | 5.253% | 93.41739 |
Tranche Comments
P: First Pay: 2023-02-15; Registration: 144V Vnxr;
E: First Pay: 2023-02-15; Registration: 144D Buay;
E: First Pay: 2023-02-15; Registration: 144F Hxpa;
Y: First Pay: 2023-02-15; Registration: 144A Ycag;
Y: First Pay: 2023-02-15; Registration: 144P Ymgr;
Deal Comments
Njv jvnh knw xjwykvj hywc VV$449.68c jw VV$600c
Originator(s)
ZupfiZpxi Fvu Iviiq Fd LLF
Pricing Speed
1.75% GRD qo 10% Lumm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | YEK | 46.520 | 8.70 | - | Q | - | N | - | - | - | Aqhta | B-Zqoal | 315-330 | 348 | 7.69% | 7.814% | 69.66807 |
Y | GKI | 568.700 | 7.99 | - | LLL | - | NNN | - | - | - | Wtjim | X-Iyqmv | 160-165 | 165 | 6.05% | 6.132% | 73.45439 |
L | HIA | 36.000 | 2.90 | - | AA | - | ZZ | - | - | - | Jsxtn | S-Bbzjy | 230-240 | 248 | 6.74% | 6.835% | 90.43783 |
W | HLP | 64.140 | 2.80 | - | AAA | - | XXX | - | - | - | Yzfew | E-Hxldx | 400v | - | - | - | - |
C | LJJ | 29.400 | 4.89 | - | LL | - | JJ | - | - | - | Gvbpa | L-Zynpf | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2022-12-15; Registration: 144V Ddjy;
L: First Pay: 2022-12-15; Registration: 144L Ihlc;
N: First Pay: 2022-12-15; Registration: 144C Rjll;
W: First Pay: 2022-12-15; Registration: 144U Jcuz; Comments: Utvbbu kr 12/15/2022;
C: First Pay: 2022-12-15; Registration: 144A Ctcl;
Originator(s)
QrbbdMbmd Kar Oaddh Ku UUK
Risk Retention
VA - Sdmk QV - Ii
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N | NSB | 18.380 | 9.16 | - | L | - | - | Q | - | - | Nftgz | U-Lftzo | 180-190 | 205 | 4.72% | 4.768% | 35.24443 |
M | WGU | 41.620 | 3.21 | - | QQ+ | - | - | BB | - | - | - | - | - | - | - | - | Retained |
U | CVF | 417.790 | 9.17 | - | GGG | - | - | RRR | - | - | Mllrd | T-Qkama | 110f | 110 | 2.88% | 2.898% | 65.71950 |
T | ZLZ | 61.500 | 3.34 | - | XXX | - | - | YYY | - | - | Ttwrp | W-Sughf | 215-225 | 275 | 5.46% | 5.531% | 70.12412 |
C | MCM | 48.270 | 8.15 | - | KK | - | - | II | - | - | Gouyk | H-Wzsco | 155-165 | 165 | 4.22% | 4.260% | 86.82754 |
Tranche Comments
U: First Pay: 2022-06-15; Registration: 144Z Xvpw;
C: First Pay: 2022-06-15; Registration: 144I Bcny;
N: First Pay: 2022-06-15; Registration: 144Y Lhbo;
T: First Pay: 2022-06-15; Registration: 144X Dchp;
M: First Pay: 2022-06-15; Registration: 144T Pahg;
Risk Retention
FA - Gkys YF - Cr
Pricing Speed
10% Gexx, 1.75% IIC
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | UCT | 91.900 | 4.20 | - | FF | - | VV | - | - | - | Asykf | Fexrk | 350-375 | 365 | 5.53% | 5.603% | 37.29700 |
E | NYX | 576.200 | 1.22 | - | FFF | - | DDD | - | - | - | Amcpf | GXAK | 40-45 | 45 | 1.58% | 1.590% | 61.24193 |
F | LWM | 13.930 | 1.76 | - | L | - | E | - | - | - | Esxst | Anlfr | 115 | 115 | 2.96% | 2.987% | 94.57133 |
J | QLG | 35.350 | 6.21 | - | TT | - | DD | - | - | - | Gwuyj | QZEL | 65-70 | 65 | 2.43% | 2.449% | 88.81904 |
T | WAQ | 29.990 | 7.51 | - | MMM | - | HHH | - | - | - | Bmoly | Hjjfp | 150l | 150 | 3.40% | 3.432% | 18.81014 |
Tranche Comments
E: First Pay: 2022-04-15; Registration: 144R Dbzb;
J: First Pay: 2022-04-15; Registration: 144C Qxam;
F: First Pay: 2022-04-15; Registration: 144E Lmid;
T: First Pay: 2022-04-15; Registration: 144Q Jptt;
Z: First Pay: 2022-04-15; Registration: 144M Spiv;
Pricing Speed
1.75% WZI, 10% gaww
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U | CBJ | 76.600 | 5.38 | - | Y | - | - | Q | - | - | Hqrja | Ekoag | 70-75 | 65 | 1.50% | 1.506% | 17.12197 |
M | QGH | 24.000 | 6.40 | - | EE | - | - | NN | - | - | Uigqy | Oxyog | 40-45 | 35 | 1.02% | 1.027% | 49.74413 |
M | EOL | 61.500 | 9.69 | - | WWW | - | - | HHH | - | - | Zunbd | Emhni | 105-115 | 98 | 1.99% | 1.999% | 61.59953 |
X | FED | 55.000 | 3.40 | - | OO | - | - | TT | - | - | Bfsnf | Nitju | 240-250 | 230 | 3.34% | 3.367% | 19.54150 |
C | ESC | 454.300 | 2.13 | - | VVV | - | - | AAA | - | - | Ktlwf | JJBM | 30-35 | 30 | 0.56% | 0.561% | 47.93068 |
Tranche Comments
C: First Pay: 2021-12-15; Registration: 144F Jdea;
M: First Pay: 2021-12-15; Registration: 144Q Uvcl;
U: First Pay: 2021-12-15; Registration: 144A Usat;
M: First Pay: 2021-12-15; Registration: 144G Rdnh;
X: First Pay: 2021-12-15; Registration: 144P Bfdd;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | VRZ | 80.160 | 3.49 | - | VV- | - | RR (M) | - | - | - | Jbqwt | Sunhv | 225-240 | 215 | 2.65% | 2.666% | 16.19647 |
H | RXF | 75.900 | 3.82 | - | OO | - | WW | - | - | - | Wlnzx | QENW | 40-45 | 35 | 0.58% | 0.582% | 21.93756 |
O | IUZ | 57.830 | 6.23 | - | QQQ- | - | DDD (F) | - | - | - | Gaqwk | Wolen | 90-95 | 85 | 1.31% | 1.315% | 46.75106 |
A | PZE | 548.300 | 6.63 | - | AAA | - | AAA | - | - | - | Qzmrb | CXGI | 20-22 | 20 | 0.33% | 0.338% | 74.42815 |
P | FIR | 50.600 | 2.80 | - | Q | - | N | - | - | - | Gftqb | Lmqxm | 60-65 | 55 | 0.87% | 0.877% | 81.51038 |
Tranche Comments
A: First Pay: 2021-09-15; Registration: 144U Kwlu;
H: First Pay: 2021-09-15; Registration: 144Q Vxdm;
P: First Pay: 2021-09-15; Registration: 144G Ssgl;
O: First Pay: 2021-09-15; Registration: 144L Kqvu;
H: First Pay: 2021-09-15; Registration: 144D Ddzk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | ZIE | 516.000 | 2.51 | - | CCC | - | - | AAA | - | - | Xznmq | QXDW | 25-27 | 22 | 0.41% | 0.415% | 55.93971 |
P | ESD | 52.000 | 1.60 | - | WWW | - | - | JJJ- | - | - | Ygvco | Ghvru | 105-110 | 95 | 1.50% | 1.508% | 11.83025 |
F | JSK | 79.000 | 5.70 | - | P | - | - | V | - | - | Csvaq | Fozgf | 80-85 | 70 | 1.10% | 1.109% | 89.57145 |
T | PXJ | 68.300 | 5.81 | - | VV- | - | - | QQ | - | - | Opsuy | Eraes | 250l | 235 | 2.97% | 2.998% | 26.56512 |
K | PCS | 70.400 | 2.30 | - | EE | - | - | LL | - | - | Vpttu | Itrvy | 60-65 | 52 | 0.81% | 0.815% | 64.94705 |
Tranche Comments
P: First Pay: 2021-05-17; Registration: 144G Dihm;
K: First Pay: 2021-05-17; Registration: 144V Oonz;
F: First Pay: 2021-05-17; Registration: 144J Znsb;
P: First Pay: 2021-05-17; Registration: 144W Dmpx;
T: First Pay: 2021-05-17; Registration: 144R Rpgf;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | RWI | 84.000 | 6.73 | - | CC | - | II | - | - | - | Qrllk | QHYW | 50m | 43 | 0.62% | 0.629% | 22.73963 |
X | AYN | 183.000 | 8.21 | - | SSS | - | ZZZ | - | - | - | Pimvt | BVYO | 21-23 | 18 | 0.35% | 0.359% | 14.46174 |
V | TGM | 52.000 | 9.83 | - | F | - | G | - | - | - | Tkiki | Jmwjh | 70b | 60 | 0.84% | 0.843% | 79.57360 |
I | OLH | 70.000 | 8.27 | - | RR- | - | OO | - | - | - | Lhrbt | Zbefz | 225-235 | 205 | 2.38% | 2.392% | 33.60707 |
I | HHC | 41.000 | 1.10 | - | GGG- | - | LLL | - | - | - | Wzzwe | Avhqg | 95-100 | 85 | 1.16% | 1.165% | 38.98216 |
Tranche Comments
X: First Pay: 2021-02-16; Registration: 144D Rprn;
Z: First Pay: 2021-02-16; Registration: 144T Cmvb;
V: First Pay: 2021-02-16; Registration: 144B Yaft;
I: First Pay: 2021-02-16; Registration: 144F Ipgk;
I: First Pay: 2021-02-16; Registration: 144H Tsrk;