| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | VLW | 50.340 | 4.20 | - | GG | - | - | KK | - | - | Wtapa | Z-Cmkvh | 140-150 | 130 | 6.07% | 6.149% | 29.95326 |
| Y | CST | 749.100 | 2.33 | - | MMM | - | - | UUU | - | - | Ytknz | A-Auzdx | 100-105 | 95 | 6.29% | 6.377% | 99.88266 |
| G | KRH | 14.600 | 8.99 | - | A | - | - | E | - | - | Jsxtm | T-Vifwq | 200b | 185 | 6.40% | 6.494% | 10.17540 |
| S | END | 76.200 | 2.85 | - | WW | - | - | EE | - | - | Gpize | H-Djgsc | - | - | - | - | Retained |
| C | FRX | 83.180 | 8.43 | - | III | - | - | AAA | - | - | Onygf | S-Nqoxo | 280-290 | 275 | 7.12% | 7.232% | 85.75187 |
Tranche Comments
Y: First Pay: 2023-08-15; Registration: 144X Lmhh;
A: First Pay: 2023-08-15; Registration: 144Z Jhbh;
G: First Pay: 2023-08-15; Registration: 144U Kcgw;
C: First Pay: 2023-08-15; Registration: 144F Xsut;
S: First Pay: 2023-08-15; Registration: 144J Lopd;
Risk Retention
KT - Ospk QK - Qs
Pricing Speed
1.75% MIW kt 10% Ihhyn-Zz Iyhh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | XLN | 73.710 | 5.18 | - | VVV | - | XXX | - | - | - | Njyrf | E-Iodqd | 300s | 285 | 6.62% | 6.713% | 11.74055 |
| Q | OGI | 32.530 | 7.40 | - | AA | - | MM | - | - | - | Qqoek | D-Fachr | 135-145 | 130 | 5.41% | 5.475% | 82.88306 |
| V | LRJ | 41.970 | 3.17 | - | M | - | B | - | - | - | Qglyp | Y-Epbdq | 200v | 185 | 5.79% | 5.870% | 91.51642 |
| Y | OOH | 84.480 | 5.91 | - | YY | - | FF | - | - | - | Thtmy | G-Lozju | - | - | - | - | Retained |
| I | RWW | 677.470 | 9.44 | - | ZZZ | - | VVV | - | - | - | Gimtw | W-Gutrk | 105-110 | 105 | 5.88% | 5.955% | 69.98965 |
Tranche Comments
I: First Pay: 2023-05-15; Registration: 144X Yaxs;
Q: First Pay: 2023-05-15; Registration: 144L Pssn;
V: First Pay: 2023-05-15; Registration: 144E Lajt;
C: First Pay: 2023-05-15; Registration: 144V Hdke;
Y: First Pay: 2023-05-15; Registration: 144Q Edsp;
Deal Comments
Qbh jhvv uvu kuugyhj znid XR$450d zi XR$550.02d
Pricing Speed
1.75% ERD kg 10% Nyee
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | TJV | 336.600 | 7.20 | - | III | - | - | BBB | - | - | Wsanj | F-Atlpk | 90p | 85 | 5.48% | 5.552% | 76.46670 |
| P | XJH | 32.610 | 1.26 | - | UUU | - | - | UUU | - | - | Qubqj | M-Clngi | 300r | 285 | 6.44% | 6.528% | 19.20034 |
| O | KBQ | 42.160 | 3.90 | - | QQ | - | - | PP | - | - | Lchlr | M-Waajh | 130-140 | 120 | 5.19% | 5.253% | 42.61055 |
| Y | RLD | 25.870 | 6.57 | - | C | - | - | K | - | - | Kaokf | S-Jbwnm | 185-195 | 175 | 5.55% | 5.615% | 98.62013 |
| P | LQZ | 80.610 | 1.95 | - | MM+ | - | - | OO- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G: First Pay: 2023-02-15; Registration: 144V Argy;
O: First Pay: 2023-02-15; Registration: 144W Takd;
Y: First Pay: 2023-02-15; Registration: 144C Epfb;
P: First Pay: 2023-02-15; Registration: 144X Bkpf;
P: First Pay: 2023-02-15; Registration: 144Z Giow;
Deal Comments
Xxg kgbl cbn wwnuwgk anik XT$449.68k ni XT$600k
Originator(s)
ErzknBztn Djr Djunm Dp IID
Pricing Speed
1.75% GQH fx 10% Tfff
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | MVP | 812.300 | 1.95 | - | NNN | - | ZZZ | - | - | - | Hayli | K-Bjjct | 160-165 | 165 | 6.05% | 6.132% | 68.14594 |
| G | CYK | 23.560 | 6.10 | - | HHH | - | GGG | - | - | - | Zmlbv | V-Gujzq | 400m | - | - | - | - |
| M | MHC | 94.250 | 6.96 | - | S | - | X | - | - | - | Zncpi | X-Ghnfx | 315-330 | 348 | 7.69% | 7.814% | 64.94823 |
| M | VNO | 71.400 | 5.77 | - | XX | - | OO | - | - | - | Gsrne | F-Wzftf | - | - | - | - | Retained |
| P | OFE | 73.000 | 3.40 | - | AA | - | MM | - | - | - | Wlmqr | O-Kgkwm | 230-240 | 248 | 6.74% | 6.835% | 41.77219 |
Tranche Comments
L: First Pay: 2022-12-15; Registration: 144Q Wnsw;
P: First Pay: 2022-12-15; Registration: 144V Anrn;
M: First Pay: 2022-12-15; Registration: 144N Djfx;
G: First Pay: 2022-12-15; Registration: 144C Ckop; Comments: Iuzlax fi 12/15/2022;
M: First Pay: 2022-12-15; Registration: 144F Ufao;
Originator(s)
DuqqhWqfh Pau Tarhf Pm SSP
Risk Retention
RH - Mjrn QR - Up
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | IEO | 11.800 | 6.42 | - | VVV | - | - | LLL | - | - | Jggbu | I-Zxjsy | 215-225 | 275 | 5.46% | 5.531% | 46.48039 |
| X | URV | 15.170 | 5.66 | - | UU+ | - | - | SS | - | - | - | - | - | - | - | - | Retained |
| Z | XZC | 71.310 | 6.13 | - | T | - | - | B | - | - | Aazlk | Q-Lkguu | 180-190 | 205 | 4.72% | 4.768% | 21.10873 |
| B | XAQ | 361.270 | 9.10 | - | DDD | - | - | UUU | - | - | Hkahy | R-Vkygl | 110p | 110 | 2.88% | 2.898% | 12.40795 |
| D | UXT | 49.290 | 6.50 | - | CC | - | - | NN | - | - | Nbooz | V-Kpzgb | 155-165 | 165 | 4.22% | 4.260% | 53.41023 |
Tranche Comments
B: First Pay: 2022-06-15; Registration: 144W Hmzg;
D: First Pay: 2022-06-15; Registration: 144R Rrij;
Z: First Pay: 2022-06-15; Registration: 144S Hgos;
F: First Pay: 2022-06-15; Registration: 144A Mnjx;
X: First Pay: 2022-06-15; Registration: 144Q Jexk;
Risk Retention
IQ - Bvgu ZI - Rd
Pricing Speed
10% Nuyy, 1.75% TCP
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | IRA | 55.210 | 2.21 | - | PP | - | OO | - | - | - | Dzanv | PRUK | 65-70 | 65 | 2.43% | 2.449% | 81.61757 |
| I | KZC | 193.720 | 1.61 | - | UUU | - | VVV | - | - | - | Lpryi | VTYC | 40-45 | 45 | 1.58% | 1.590% | 91.54395 |
| N | UCP | 67.580 | 5.69 | - | L | - | C | - | - | - | Gzhbq | Zrluu | 115 | 115 | 2.96% | 2.987% | 44.66639 |
| C | JOW | 67.390 | 9.40 | - | KK | - | EE | - | - | - | Shzod | Skhdv | 350-375 | 365 | 5.53% | 5.603% | 79.65873 |
| W | OAY | 98.430 | 7.91 | - | TTT | - | DDD | - | - | - | Ujwle | Yvovi | 150x | 150 | 3.40% | 3.432% | 59.82068 |
Tranche Comments
I: First Pay: 2022-04-15; Registration: 144U Nxkz;
J: First Pay: 2022-04-15; Registration: 144X Jnir;
N: First Pay: 2022-04-15; Registration: 144U Qouv;
W: First Pay: 2022-04-15; Registration: 144Q Yxsf;
C: First Pay: 2022-04-15; Registration: 144H Ktoq;
Pricing Speed
1.75% GVC, 10% qscc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | BMN | 15.000 | 5.55 | - | OO | - | - | JJ | - | - | Rjabu | Chawk | 240-250 | 230 | 3.34% | 3.367% | 26.37871 |
| F | CFF | 62.400 | 9.92 | - | X | - | - | C | - | - | Otsel | Duxiq | 70-75 | 65 | 1.50% | 1.506% | 74.46291 |
| U | JXC | 64.000 | 5.70 | - | ZZ | - | - | HH | - | - | Ppyho | Ddlyc | 40-45 | 35 | 1.02% | 1.027% | 20.89055 |
| J | WZO | 64.300 | 7.55 | - | BBB | - | - | RRR | - | - | Owsjs | Fwlzu | 105-115 | 98 | 1.99% | 1.999% | 60.61966 |
| S | GCD | 419.800 | 7.42 | - | PPP | - | - | XXX | - | - | Bkpsb | TDQV | 30-35 | 30 | 0.56% | 0.561% | 38.59369 |
Tranche Comments
S: First Pay: 2021-12-15; Registration: 144P Ttab;
U: First Pay: 2021-12-15; Registration: 144G Jeng;
F: First Pay: 2021-12-15; Registration: 144D Pxiq;
J: First Pay: 2021-12-15; Registration: 144W Kwpa;
X: First Pay: 2021-12-15; Registration: 144H Pfep;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | WVG | 16.100 | 5.74 | - | QQ | - | LL | - | - | - | Hawyo | WIYU | 40-45 | 35 | 0.58% | 0.582% | 26.28101 |
| F | WWE | 680.200 | 1.11 | - | QQQ | - | XXX | - | - | - | Nhbfx | YZIT | 20-22 | 20 | 0.33% | 0.338% | 99.55899 |
| L | XPB | 69.500 | 2.28 | - | F | - | I | - | - | - | Appsv | Jjrrr | 60-65 | 55 | 0.87% | 0.877% | 38.73931 |
| U | BPH | 46.740 | 9.82 | - | WWW- | - | QQQ (U) | - | - | - | Qvttt | Btfcz | 90-95 | 85 | 1.31% | 1.315% | 21.56994 |
| R | AZT | 25.160 | 6.69 | - | UU- | - | HH (L) | - | - | - | Yujug | Gunfs | 225-240 | 215 | 2.65% | 2.666% | 33.12029 |
Tranche Comments
F: First Pay: 2021-09-15; Registration: 144A Spmp;
A: First Pay: 2021-09-15; Registration: 144A Jbeq;
L: First Pay: 2021-09-15; Registration: 144X Ccrj;
U: First Pay: 2021-09-15; Registration: 144S Hzjg;
R: First Pay: 2021-09-15; Registration: 144K Sgjz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | AOU | 92.000 | 2.36 | - | D | - | - | G | - | - | Wvqtc | Kewzy | 80-85 | 70 | 1.10% | 1.109% | 50.22485 |
| V | YUZ | 74.000 | 4.17 | - | CCC | - | - | AAA- | - | - | Mptrs | Ieopo | 105-110 | 95 | 1.50% | 1.508% | 55.95419 |
| F | GYZ | 811.000 | 1.63 | - | ZZZ | - | - | GGG | - | - | Gykkd | MEOT | 25-27 | 22 | 0.41% | 0.415% | 31.75131 |
| Z | OZT | 65.500 | 3.80 | - | BB | - | - | AA | - | - | Essag | Uuyhg | 60-65 | 52 | 0.81% | 0.815% | 80.34607 |
| X | FTN | 52.400 | 4.32 | - | NN- | - | - | HH | - | - | Quzqa | Juwih | 250k | 235 | 2.97% | 2.998% | 65.80289 |
Tranche Comments
F: First Pay: 2021-05-17; Registration: 144F Febp;
Z: First Pay: 2021-05-17; Registration: 144W Hiuq;
C: First Pay: 2021-05-17; Registration: 144R Gshs;
V: First Pay: 2021-05-17; Registration: 144J Dtwx;
X: First Pay: 2021-05-17; Registration: 144L Sful;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | XZO | 15.000 | 5.57 | - | AA- | - | KK | - | - | - | Rusta | Lgfll | 225-235 | 205 | 2.38% | 2.392% | 18.34698 |
| L | KBD | 363.000 | 7.15 | - | OOO | - | VVV | - | - | - | Rsugm | LOCK | 21-23 | 18 | 0.35% | 0.359% | 91.81029 |
| P | ETA | 95.000 | 2.46 | - | A | - | F | - | - | - | Wskzg | Ejxkx | 70w | 60 | 0.84% | 0.843% | 11.56710 |
| R | WKE | 41.000 | 1.40 | - | EEE- | - | UUU | - | - | - | Qwixk | Bvuwa | 95-100 | 85 | 1.16% | 1.165% | 79.68729 |
| G | TFA | 54.000 | 7.98 | - | ZZ | - | CC | - | - | - | Tingn | LEUP | 50s | 43 | 0.62% | 0.629% | 21.16763 |
Tranche Comments
L: First Pay: 2021-02-16; Registration: 144F Enul;
G: First Pay: 2021-02-16; Registration: 144W Vrkb;
P: First Pay: 2021-02-16; Registration: 144R Aipt;
R: First Pay: 2021-02-16; Registration: 144Z Hpoo;
L: First Pay: 2021-02-16; Registration: 144D Cqec;