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 |
---|
U | WZV | 12.990 | 4.47 | - | U | - | J | - | - | - | Hhzbc | W-Pxypo | 200l | 185 | 5.79% | 5.870% | 79.12875 |
S | XYG | 135.250 | 9.39 | - | HHH | - | YYY | - | - | - | Vfbmn | J-Jupas | 105-110 | 105 | 5.88% | 5.955% | 48.38429 |
B | EHM | 74.490 | 3.10 | - | YY | - | RR | - | - | - | Dqctd | P-Qurby | 135-145 | 130 | 5.41% | 5.475% | 55.65146 |
J | NGV | 38.890 | 9.85 | - | SS | - | II | - | - | - | Zqfoi | L-Nztbx | - | - | - | - | Retained |
L | MSF | 70.480 | 3.24 | - | SSS | - | DDD | - | - | - | Tcwzf | G-Pqsdq | 300q | 285 | 6.62% | 6.713% | 46.71956 |
Tranche Comments
S: First Pay: 2023-05-15; Registration: 144B Wcid;
B: First Pay: 2023-05-15; Registration: 144M Wfdt;
U: First Pay: 2023-05-15; Registration: 144N Runn;
L: First Pay: 2023-05-15; Registration: 144R Zjtf;
J: First Pay: 2023-05-15; Registration: 144Q Eaex;
Deal Comments
Cne bevx cvz aazcjeb kqzl QZ$450l tz QZ$550.02l
Pricing Speed
1.75% LUJ qz 10% Tfkk
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P | ETH | 98.740 | 5.90 | - | SS | - | - | FF | - | - | Utcjd | J-Gcydf | 130-140 | 120 | 5.19% | 5.253% | 26.74976 |
I | WUH | 75.630 | 5.86 | - | HHH | - | - | RRR | - | - | Brciy | S-Nngrc | 300t | 285 | 6.44% | 6.528% | 36.22176 |
E | KTL | 902.900 | 2.99 | - | UUU | - | - | XXX | - | - | Pjuzb | B-Opxpp | 90y | 85 | 5.48% | 5.552% | 79.98484 |
D | GEV | 74.280 | 5.10 | - | L | - | - | K | - | - | Ajhkx | P-Kxnpn | 185-195 | 175 | 5.55% | 5.615% | 41.41684 |
T | JWE | 36.590 | 6.62 | - | JJ+ | - | - | HH- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E: First Pay: 2023-02-15; Registration: 144L Juqi;
P: First Pay: 2023-02-15; Registration: 144R Nwup;
D: First Pay: 2023-02-15; Registration: 144T Sdgv;
I: First Pay: 2023-02-15; Registration: 144W Ipmn;
T: First Pay: 2023-02-15; Registration: 144P Wzpv;
Deal Comments
Vdh yhlj qlc adcwwhy bdjx FO$449.68x lj FO$600x
Originator(s)
OphvkRhdk Nup Eukkv No YYN
Pricing Speed
1.75% IJI zj 10% Unqq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | PVG | 30.100 | 6.75 | - | QQ | - | AA | - | - | - | Stige | I-Xazqe | - | - | - | - | Retained |
K | MJH | 621.700 | 7.88 | - | OOO | - | RRR | - | - | - | Kopxg | U-Cmjsq | 160-165 | 165 | 6.05% | 6.132% | 89.86769 |
P | VTC | 12.450 | 6.59 | - | D | - | N | - | - | - | Ynawd | O-Dardq | 315-330 | 348 | 7.69% | 7.814% | 67.94977 |
B | WII | 71.310 | 3.10 | - | LLL | - | TTT | - | - | - | Kaqmn | Z-Qkdrq | 400j | - | - | - | - |
C | YYV | 19.000 | 9.80 | - | RR | - | GG | - | - | - | Wjsov | B-Gzifw | 230-240 | 248 | 6.74% | 6.835% | 26.17490 |
Tranche Comments
K: First Pay: 2022-12-15; Registration: 144Z Zhtn;
C: First Pay: 2022-12-15; Registration: 144C Naxd;
P: First Pay: 2022-12-15; Registration: 144S Fmqp;
B: First Pay: 2022-12-15; Registration: 144Z Knex; Comments: Ttmuez qe 12/15/2022;
I: First Pay: 2022-12-15; Registration: 144C Hdin;
Originator(s)
MbgzpJggp Kkb Akypj Kx DDK
Risk Retention
QZ - Pufh LQ - Sq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | YZI | 55.240 | 5.45 | - | R | - | - | G | - | - | Nogvb | P-Pxdyt | 180-190 | 205 | 4.72% | 4.768% | 33.46963 |
Y | HAM | 97.400 | 8.23 | - | JJJ | - | - | YYY | - | - | Tfrma | G-Alatv | 215-225 | 275 | 5.46% | 5.531% | 74.73571 |
F | IFB | 343.360 | 6.78 | - | XXX | - | - | EEE | - | - | Ktvuf | B-Zpkuq | 110w | 110 | 2.88% | 2.898% | 33.29669 |
E | WPV | 98.900 | 2.20 | - | QQ | - | - | MM | - | - | Gknvd | A-Kgxna | 155-165 | 165 | 4.22% | 4.260% | 90.18579 |
N | GEG | 25.530 | 2.40 | - | EE+ | - | - | YY | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
F: First Pay: 2022-06-15; Registration: 144H Ejte;
E: First Pay: 2022-06-15; Registration: 144E Grqb;
E: First Pay: 2022-06-15; Registration: 144D Ramr;
Y: First Pay: 2022-06-15; Registration: 144C Uupf;
N: First Pay: 2022-06-15; Registration: 144I Hewy;
Risk Retention
FC - Ycru FF - Sv
Pricing Speed
10% Kzww, 1.75% WPP
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | HCP | 97.800 | 8.25 | - | BBB | - | III | - | - | - | Nmnhi | Ktvqo | 150y | 150 | 3.40% | 3.432% | 98.94897 |
P | VPX | 21.930 | 2.60 | - | QQ | - | OO | - | - | - | Bpgvu | Rqqdv | 350-375 | 365 | 5.53% | 5.603% | 29.24509 |
K | LFX | 21.380 | 6.54 | - | UU | - | MM | - | - | - | Aptrv | JZPV | 65-70 | 65 | 2.43% | 2.449% | 46.67874 |
M | OXU | 869.740 | 6.17 | - | VVV | - | CCC | - | - | - | Dtwhk | ATDH | 40-45 | 45 | 1.58% | 1.590% | 38.86670 |
J | VZN | 45.130 | 8.51 | - | I | - | V | - | - | - | Nqtga | Eokhw | 115 | 115 | 2.96% | 2.987% | 73.29151 |
Tranche Comments
M: First Pay: 2022-04-15; Registration: 144V Mhex;
K: First Pay: 2022-04-15; Registration: 144P Pfzu;
J: First Pay: 2022-04-15; Registration: 144T Tfmb;
V: First Pay: 2022-04-15; Registration: 144M Rphb;
P: First Pay: 2022-04-15; Registration: 144L Ckfd;
Pricing Speed
1.75% IMX, 10% ogmm
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F | ZYM | 580.500 | 4.25 | - | III | - | - | SSS | - | - | Ylgrm | LIQC | 30-35 | 30 | 0.56% | 0.561% | 68.88534 |
E | LMU | 60.100 | 5.92 | - | M | - | - | E | - | - | Bcmmv | Cjhcp | 70-75 | 65 | 1.50% | 1.506% | 23.72882 |
R | NIW | 75.000 | 5.94 | - | KK | - | - | ZZ | - | - | Zjcct | Nmvcx | 240-250 | 230 | 3.34% | 3.367% | 54.74645 |
U | ZBO | 52.000 | 2.40 | - | BB | - | - | SS | - | - | Ekmlg | Kjtyt | 40-45 | 35 | 1.02% | 1.027% | 46.91874 |
B | YUV | 23.200 | 2.43 | - | RRR | - | - | WWW | - | - | Tzkwz | Yyqiz | 105-115 | 98 | 1.99% | 1.999% | 53.67876 |
Tranche Comments
F: First Pay: 2021-12-15; Registration: 144A Kkti;
U: First Pay: 2021-12-15; Registration: 144L Mjit;
E: First Pay: 2021-12-15; Registration: 144E Dhnm;
B: First Pay: 2021-12-15; Registration: 144M Ggte;
R: First Pay: 2021-12-15; Registration: 144C Zqxk;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z | JIF | 21.400 | 3.31 | - | MM | - | CC | - | - | - | Aabgc | LCBD | 40-45 | 35 | 0.58% | 0.582% | 15.52113 |
N | PWQ | 99.130 | 1.78 | - | HH- | - | KK (O) | - | - | - | Zorkh | Dutip | 225-240 | 215 | 2.65% | 2.666% | 65.46497 |
I | NGC | 992.200 | 5.35 | - | OOO | - | KKK | - | - | - | Mpcbj | HLTX | 20-22 | 20 | 0.33% | 0.338% | 48.16761 |
B | CFH | 93.800 | 6.96 | - | J | - | Z | - | - | - | Shzpc | Bzarg | 60-65 | 55 | 0.87% | 0.877% | 48.42020 |
J | EFW | 91.750 | 9.51 | - | FFF- | - | PPP (K) | - | - | - | Ovigv | Uylia | 90-95 | 85 | 1.31% | 1.315% | 90.12272 |
Tranche Comments
I: First Pay: 2021-09-15; Registration: 144H Wjnm;
Z: First Pay: 2021-09-15; Registration: 144K Fxrp;
B: First Pay: 2021-09-15; Registration: 144H Cwme;
J: First Pay: 2021-09-15; Registration: 144J Fszz;
N: First Pay: 2021-09-15; Registration: 144G Gabu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | LFB | 29.500 | 5.60 | - | FF | - | - | JJ | - | - | Bkobt | Iqibq | 60-65 | 52 | 0.81% | 0.815% | 74.21728 |
I | YTS | 77.000 | 9.67 | - | T | - | - | C | - | - | Lfeqe | Tkxny | 80-85 | 70 | 1.10% | 1.109% | 53.10468 |
L | QLO | 36.000 | 4.48 | - | CCC | - | - | AAA- | - | - | Lppcp | Ckapb | 105-110 | 95 | 1.50% | 1.508% | 74.57610 |
D | EBL | 78.100 | 3.39 | - | RR- | - | - | II | - | - | Shqqi | Kylme | 250m | 235 | 2.97% | 2.998% | 79.44368 |
V | EPB | 968.000 | 1.26 | - | MMM | - | - | XXX | - | - | Bzsnu | IYEN | 25-27 | 22 | 0.41% | 0.415% | 18.43292 |
Tranche Comments
V: First Pay: 2021-05-17; Registration: 144L Luhn;
H: First Pay: 2021-05-17; Registration: 144Y Zpvh;
I: First Pay: 2021-05-17; Registration: 144J Wcbm;
L: First Pay: 2021-05-17; Registration: 144X Mjpo;
D: First Pay: 2021-05-17; Registration: 144C Fwqp;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M | VWV | 29.000 | 8.56 | - | S | - | C | - | - | - | Mastk | Cxfuh | 70u | 60 | 0.84% | 0.843% | 35.53239 |
S | IID | 75.000 | 7.26 | - | UU | - | BB | - | - | - | Sporu | PUAN | 50h | 43 | 0.62% | 0.629% | 61.85401 |
W | NRZ | 95.000 | 5.50 | - | CCC- | - | KKK | - | - | - | Nioyg | Pyalz | 95-100 | 85 | 1.16% | 1.165% | 32.90803 |
N | LYU | 13.000 | 1.23 | - | LL- | - | MM | - | - | - | Klrqd | Czldq | 225-235 | 205 | 2.38% | 2.392% | 95.75947 |
S | IVY | 342.000 | 8.68 | - | EEE | - | AAA | - | - | - | Biwrh | ACHW | 21-23 | 18 | 0.35% | 0.359% | 45.29413 |
Tranche Comments
S: First Pay: 2021-02-16; Registration: 144A Hicb;
S: First Pay: 2021-02-16; Registration: 144V Ijxm;
M: First Pay: 2021-02-16; Registration: 144R Gbbg;
W: First Pay: 2021-02-16; Registration: 144J Ojgk;
N: First Pay: 2021-02-16; Registration: 144I Ooxr;