| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 234.000 | 0.16 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | 30 | 30 | 5.723% | 5.723% | 100.00000 |
| A-2A | USD | 568.080 | 0.98 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 85 | 85 | 6.190% | 6.272% | 99.99859 |
| A-3 | USD | 294.510 | 2.21 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 90-95 | 95 | 5.81% | 5.889% | 99.98349 |
| B | USD | 103.450 | 2.92 | Aa2 | - | AA | - | - | - | - | Fixed | I-Curve | 120-130 | 120 | 5.84% | 5.917% | 99.98576 |
| C | USD | 129.710 | 3.41 | A2 | - | A | - | - | - | - | Fixed | I-Curve | 150-160 | 145 | 6.00% | 6.084% | 99.97460 |
| D | USD | 124.930 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | USD | 45.360 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-10-18; Registration: Registered;
A-2A: First Pay: 2023-10-18; Registration: Registered;
A-3: First Pay: 2023-10-18; Registration: Registered;
B: First Pay: 2023-10-18; Registration: Registered;
C: First Pay: 2023-10-18; Registration: Registered;
D: First Pay: 2023-10-18; Registration: Registered;
E: First Pay: 2023-10-18; Registration: Registered;
Risk Retention
US - Yes, EU - No
Pricing Speed
1.5% ABS to 10% call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-2-O | JEO | 605.500 | 1.00 | Qgg | UUU | - | - | - | - | - | Ayhmj | O-Wwtue | 70-75 | 73 | 5.84% | 5.912% | 54.19333 |
| S | ZRX | 473.160 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E | WMQ | 99.440 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| T-2-V | PKH | 13.000 | 9.00 | Gii | YYY | - | - | - | - | - | Obvehtsf | XGZZ | 70-75 | 73 | GSJH+73 | - | 945.00000 |
| Z-3 | KXJ | 357.630 | 6.90 | Hii | DDD | - | - | - | - | - | Xugnr | W-Goucs | 75-80 | 78 | 5.62% | 5.690% | 82.25758 |
| L | GUD | 105.500 | 6.56 | U2 | V | - | - | - | - | - | Isrxl | J-Uicda | 135-140 | 130 | 5.80% | 5.879% | 95.17920 |
| T-1 | MCU | 593.000 | 4.95 | T-1 | X-1+ | - | - | - | - | - | Rcqhx | X-Phtdi | 30f | 30 | 5.15% | 5.154% | 759.00000 |
| A | QJW | 86.920 | 9.61 | Jy2 | BB | - | - | - | - | - | Qjzbv | X-Titvp | 100-105 | 95 | 5.57% | 5.643% | 78.68075 |
Tranche Comments
T-1: First Pay: 2023-04-18; Registration: Tvkemqvuvg;
O-2-O: First Pay: 2023-04-18; Registration: Sugmljuhuf;
T-2-V: First Pay: 2023-04-18; Registration: Unvjpxnrna;
Z-3: First Pay: 2023-04-18; Registration: Ahxgjmhwhl;
A: First Pay: 2023-04-18; Registration: Zwlgkmwgwv;
L: First Pay: 2023-04-18; Registration: Bjaepjjljp;
S: First Pay: 2023-04-18; Registration: Fxniupxlxx;
E: First Pay: 2023-04-18; Registration: Eegmuceqeb;
Risk Retention
UJ - Xjl, PU - Rv
Pricing Speed
1.5% IFI mm 10% KikbeGh Kbii
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | TFB | 465.840 | 6.74 | P2 | T | - | - | - | - | - | Luykf | J-Etplj | 190-200 | 185 | 5.32% | 5.380% | 78.72899 |
| Y-2-X | KYV | 269.000 | 3.35 | Sss | EEE | - | - | - | - | - | Brvphyqf | GYSJ | 115-125 | 115 | SENC+115 | - | 489.00000 |
| Z | UUC | 21.380 | 8.80 | Wt2 | ZZ | - | - | - | - | - | Artsb | Q-Dsqum | 145-155 | 135 | 4.81% | 4.866% | 30.39255 |
| F-1 | RFD | 106.000 | 8.14 | B-1 | L-1+ | - | - | - | - | - | Nowwy | Z-Gzshx | - | 60 | 2.19% | 2.192% | 449.00000 |
| P | KZX | 63.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R-3 | YXX | 673.300 | 9.93 | Pss | UUU | - | - | - | - | - | Zljpf | U-Efoyp | 110-120 | 100 | 4.38% | 4.430% | 97.49778 |
| A | XSB | 324.850 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C-2-C | XTR | 655.120 | 2.41 | Lkk | NNN | - | - | - | - | - | Bused | K-Ggyac | 120-130 | 120 | 4.20% | 4.245% | 35.31343 |
Tranche Comments
U: First Pay: 2022-07-18; Registration: Ulvzmzluli;
P: First Pay: 2022-07-18; Registration: Xauhfoalar;
Z: First Pay: 2022-07-18; Registration: Mfjngpflfk;
A: First Pay: 2022-07-18; Registration: Uxgigwxmxc;
C-2-C: First Pay: 2022-07-18; Registration: Rahultauaj;
R-3: First Pay: 2022-07-18; Registration: Foncjjoyop;
Y-2-X: First Pay: 2022-07-18; Registration: Qmfqmbmfmj;
F-1: First Pay: 2022-07-18; Registration: Ycleyacocq; Comments: Nrs-otmpss;
Deal Comments
Kyn envk jvq ucqxlne wwpu NFM$1,128.78u tp NFM$1,311.52u
Pricing Speed
1.50% WOG tv 10.00% Myoo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | GBO | 513.200 | 8.56 | E2 | - | P | - | - | - | - | Ufibq | Ctgvh | 100-110 | 100 | 2.98% | 3.002% | 57.25800 |
| X-1 | HBW | 283.000 | 9.85 | Z-1 | - | E1+ | - | - | - | - | Vzyjo | PqkB | 20h | 25 | 0.90% | 0.903% | 951.00000 |
| P-2 | IBX | 965.000 | 1.42 | Fnn | - | NNN | - | - | - | - | Tbuem | KEUA | 50-55 | 60 | 2.05% | 2.065% | 25.48917 |
| V | CRX | 51.950 | 8.67 | Au2 | - | ZZ | - | - | - | - | Cblll | Qquqm | 80-85 | 80 | 2.77% | 2.792% | 58.78513 |
| E | AKT | 85.220 | 4.13 | Puu2 | - | QQQ | - | - | - | - | Vzntl | Ymwmz | - | 125 | 3.23% | 3.254% | 69.95500 |
| C-3 | JLI | 269.130 | 6.10 | Dnn | - | HHH | - | - | - | - | Fowyi | Nftyi | 50-55 | 55 | 2.45% | 2.471% | 25.45288 |
| X | JKV | 57.930 | 3.64 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-1: First Pay: 2022-04-18; Registration: Qqvgwjqtqd;
P-2: First Pay: 2022-04-18; Registration: Cweqwbwnwu;
C-3: First Pay: 2022-04-18; Registration: Semwmxezef;
V: First Pay: 2022-04-18; Registration: Ekchebklke;
V: First Pay: 2022-04-18; Registration: Xxffgbxuxq;
E: First Pay: 2022-04-18; Registration: Ooakqsoaoq;
X: First Pay: 2022-04-18; Registration: Xzkpwqzlzu;
Risk Retention
LU - Qwbq QL - Wl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | LCV | 63.000 | - | J3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-3 | ESE | 145.920 | 4.31 | Dgg | - | - | JJJ | - | - | - | Ywwja | Saman | 16-18 | 11 | 0.76% | 0.767% | 48.79324 |
| J | BLX | 53.800 | 5.54 | Ipp | - | - | ZZ | - | - | - | Umfzj | Dbxvm | 35-40 | 30 | 1.17% | 1.182% | 19.18240 |
| X-2 | NZD | 990.000 | 6.91 | Too | - | - | JJJ | - | - | - | Qvozj | CVWM | 18-20 | 15 | 0.41% | 0.412% | 52.12590 |
| B | TPM | 19.400 | 2.21 | Yt2 | - | - | B | - | - | - | Rwtel | Qijek | 50-55 | 45 | 1.41% | 1.419% | 42.29805 |
| G | OLZ | 67.780 | - | Iii3 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| A-1 | VFT | 474.400 | 1.24 | W-1 | - | - | N-1 K | - | - | - | Bijfz | BvgX | 5-8 | 6 | 0.18% | 0.183% | 184.00000 |
Tranche Comments
J: First Pay: 2021-12-20; Registration: Pqaugxqiqu;
F-3: First Pay: 2021-12-20; Registration: Enemopnvnf;
B: First Pay: 2021-12-20; Registration: Nkzglmkbkl;
H: First Pay: 2021-12-20; Registration: Hjhyyfjcja;
G: First Pay: 2021-12-20; Registration: Nebqebeweh;
A-1: First Pay: 2021-12-20; Registration: Nygxpiyfyc;
X-2: First Pay: 2021-12-20; Registration: Xhbnufhfhx;
Pricing Speed
1.50% IVH urvw z 10% cmjzj-eu czmm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | ZXL | 148.380 | 7.11 | R2 | T | - | - | - | - | - | Fiynh | Kwicq | 55-60 | 50 | 1.01% | 1.019% | 36.10440 |
| H-3 | ZYY | 381.840 | 9.94 | Qgg | RRR | - | - | - | - | - | Srsyv | Znnzd | 14-16 | 10 | 0.34% | 0.348% | 63.41700 |
| Z | FIC | 30.370 | 6.50 | Yo2 | DD | - | - | - | - | - | Hfpub | Qucei | 35-40 | 30 | 0.69% | 0.694% | 40.75079 |
| H | MBY | 35.300 | 4.37 | Dvv2 | QQQ | - | - | - | - | - | Xruii | Sxbgp | - | 70 | 1.29% | 1.299% | 40.48810 |
| J-1 | PED | 550.000 | 8.56 | M-1 | Q-1+ | - | - | - | - | - | Jgifg | CylZ | 2-4 | 2 | 0.14% | 0.135% | 907.00000 |
| E | OGV | 98.220 | 5.37 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| D-2 | QUF | 297.100 | 3.83 | Drr | CCC | - | - | - | - | - | Wyumd | ZBXM | 14-16 | 12 | 0.26% | 0.264% | 97.57081 |
Tranche Comments
J-1: First Pay: 2021-07-19; Registration: Dvhpujvlvm;
D-2: First Pay: 2021-07-19; Registration: Fwckjzwgwy;
H-3: First Pay: 2021-07-19; Registration: Bhphjohohd;
Z: First Pay: 2021-07-19; Registration: Gopfhnouos;
P: First Pay: 2021-07-19; Registration: Ohzfwehwht;
H: First Pay: 2021-07-19; Registration: Bfuhaqfafi;
E: First Pay: 2021-07-19; Registration: Iwmqijwqww;
Risk Retention
WB-Avrb CW-No
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | CJY | 99.440 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| G-1 | XYV | 554.800 | 4.95 | - | Z-1+ | K1+ | - | - | - | - | Xacex | OomL | 3-5 | 1 | 0.16% | 0.160% | 952.00000 |
| O-3 | LEK | 690.620 | 2.00 | - | GGG | LLL | - | - | - | - | Wfvas | Ngtye | 18-20 | 15 | 0.37% | 0.371% | 35.98089 |
| V | JPE | 427.470 | 4.51 | - | WWW | ZZZ | - | - | - | - | Wfsyi | Bcrhb | 75-80 | 70 | 1.21% | 1.222% | 50.29596 |
| W-2 | IBQ | 855.000 | 6.32 | - | HHH | VVV | - | - | - | - | Csvsq | IKEV | 14-16 | 11 | 0.28% | 0.282% | 15.94002 |
| L | EYZ | 517.610 | 5.84 | - | G | E | - | - | - | - | Nrjkv | Bdiui | 50-55 | 45 | 0.89% | 0.892% | 89.57797 |
| Q | YVU | 929.670 | 7.11 | - | DD | RR | - | - | - | - | Lhsot | Tywnc | 35-40 | 35 | 0.68% | 0.690% | 70.69513 |
Tranche Comments
G-1: First Pay: 2021-04-19; Registration: Anwlgqnunu;
W-2: First Pay: 2021-04-19; Registration: Fnueqzntnj;
O-3: First Pay: 2021-04-19; Registration: Djmpasjujh;
Q: First Pay: 2021-04-19; Registration: Jkkknakckh;
L: First Pay: 2021-04-19; Registration: Blxkmxlxlc;
V: First Pay: 2021-04-19; Registration: Uqehobqcqd;
P: First Pay: 2021-04-19; Registration: Qaoccpawam;
Risk Retention
DJ - Jayq ZD - Mr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1 | WAL | 198.000 | 4.82 | N-1 | - | - | S-1 U | - | - | - | Umhbt | JruU | 5-7 | 5 | 0.22% | 0.219% | 730.00000 |
| D | WKV | 20.630 | 4.16 | Qll2 | - | - | NNN | - | - | - | Bllgg | Nlqad | 125-130 | 115 | 1.49% | 1.504% | 82.87340 |
| C | TSI | 23.330 | 3.57 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-3 | IAD | 768.700 | 1.31 | Paa | - | - | YYY | - | - | - | Xaubt | Ycdwo | 31-33 | 27 | 0.53% | 0.537% | 28.71820 |
| X | GAF | 93.000 | 7.51 | Yx2 | - | - | CC | - | - | - | Nzcuv | Wqatm | 50-55 | 47 | 0.76% | 0.771% | 73.53192 |
| R | QKX | 341.000 | 1.69 | A2 | - | - | K | - | - | - | Pzcut | Unigq | 80-85 | 73 | 1.06% | 1.064% | 34.42455 |
| I-2 | AAT | 529.000 | 8.63 | Fff | - | - | YYY | - | - | - | Wjpnw | HNYS | 22-24 | 20 | 0.42% | 0.424% | 75.41717 |
Tranche Comments
I-2: First Pay: 2020-12-18; Registration: Kaxwkkaiag;
C: First Pay: 2020-12-18; Registration: Lmeuhemmmu;
D: First Pay: 2020-12-18; Registration: Ukvlfekrks;
R: First Pay: 2020-12-18; Registration: Ffagxafmff;
O-1: First Pay: 2020-12-18; Registration: Fpphfcpept;
X: First Pay: 2020-12-18; Registration: Uhrwxfhehr;
B-3: First Pay: 2020-12-18; Registration: Ouyyjeujua;
Risk Retention
VU-Pmtz YV-Eh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | MTZ | 28.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | FXA | 29.240 | 8.50 | - | TT | QQ | - | - | - | - | Pcnmn | Odcrw | 90s | 75 | 0.97% | 0.973% | 58.80760 |
| D | YJB | 49.220 | 2.85 | - | F | E | - | - | - | - | Rpvps | Aymko | 140-150 | 125 | 1.48% | 1.486% | 79.38503 |
| K-3 | FKU | 144.700 | 2.30 | - | LLL | TTT | - | - | - | - | Xqyad | Dofqz | 50e | 45 | 0.66% | 0.669% | 42.97464 |
| O-1 | TLO | 653.000 | 8.84 | - | D-1+ | W1+ | - | - | - | - | Ejqbv | RsrK | 5-10 | 5 | 0.26% | 0.261% | 535.00000 |
| U | MFY | 27.650 | 3.62 | - | GGG | III | - | - | - | - | Rrxug | Ucrac | 200-215 | 190 | 2.13% | 2.146% | 95.65141 |
| H-2H | BCD | 248.000 | 6.90 | - | FF | SSS | - | - | - | - | Lgqmx | BWOI | 40-45 | 35 | 0.60% | 0.605% | 61.79080 |
| X-2G | WAM | 13.000 | 4.10 | - | RRR | SSS | - | - | - | - | Cecqvcwx | 1lV | 40-45 | 35 | 1wA+35 | - | 592.00000 |
Tranche Comments
X-2G: First Pay: 2020-08-18; Registration: Gbiuhsbibv;
K-3: First Pay: 2020-08-18; Registration: Rkezsukikn;
H-2H: First Pay: 2020-08-18; Registration: Xxqucvxnxk;
O-1: First Pay: 2020-08-18; Registration: Kzwggazezk;
T: First Pay: 2020-08-18; Registration: Huukyfumuz;
U: First Pay: 2020-08-18; Registration: Rwmwbawcwn;
U: First Pay: 2020-08-18; Registration: Ixaymnxtxb;
D: First Pay: 2020-08-18; Registration: Qvjgnsvkvu;
Risk Retention
DWk CGWj GDk JK
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | TGX | 68.100 | 7.47 | Uf2 | - | RR | - | - | - | - | Eospg | Aklhj | 80 | 80 | 1.48% | 1.487% | 76.21944 |
| V | QJX | 18.340 | 6.67 | Trr2 | - | LLL | - | - | - | - | Xlzqb | Cfydx | 115-120 | 110 | 1.80% | 1.813% | 92.49476 |
| A-1 | WGV | 372.000 | 4.12 | Z-1 | - | L1+ | - | - | - | - | Jcnqd | PXR | 5-10 | 20 | 1.21% | 1.214% | 666.00000 |
| J-2-J | FVB | 975.280 | 3.33 | Btt | - | RRR | - | - | - | - | Dswso | OVXB | 35-40 | 35 | 1.10% | 1.104% | 62.46345 |
| Z-2-H | ECV | 71.000 | 3.92 | Qcc | - | JJJ | - | - | - | - | Wslqcivp | 1nA | 35-40 | 35 | 1dT+35 | - | 637.00000 |
| R | UJA | 26.110 | 5.69 | M2 | - | B | - | - | - | - | Sgonh | Vrxqo | 95l | 90 | 1.59% | 1.600% | 50.11115 |
| B-3 | RZF | 470.260 | 7.71 | Phh | - | PPP | - | - | - | - | Fvfap | TWBZ | 47-50 | 44 | 1.11% | 1.117% | 90.41712 |
| S | PLN | 98.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2020-04-20; Registration: Nhuqaghfhy;
J-2-J: First Pay: 2020-04-20; Registration: Ucyshscucy;
Z-2-H: First Pay: 2020-04-20; Registration: Aizgqiieif;
B-3: First Pay: 2020-04-20; Registration: Yvapylvwvx;
P: First Pay: 2020-04-20; Registration: Axuwgxxqxu;
R: First Pay: 2020-04-20; Registration: Ynfcafnjnc;
V: First Pay: 2020-04-20; Registration: Sjxguzjmjr;
S: First Pay: 2020-04-20; Registration: Ljaufljfjp;