| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 149.520 | 0.89 | Aa2 | - | - | - | AA- | - | - | Fixed | I-Curve | 225-235 | 225 | 7.120% | 7.235% | 99.99330 |
| B | USD | 24.090 | 2.33 | A2 | - | - | - | A- | - | - | Fixed | I-Curve | 315a | 325 | 7.17% | 7.279% | 99.99821 |
| C | USD | 20.820 | 2.81 | Baa3 | - | - | - | BBB | - | - | Fixed | I-Curve | 450a | 460 | 8.32% | 8.472% | 99.98495 |
| D | USD | 20.030 | 2.89 | NR | - | - | - | BB | - | - | Fixed | I-Curve | 725a | 790 | 11.46% | 11.745% | 99.98252 |
Tranche Comments
A: First Pay: 2023-06-15; Registration: 144A Only;
B: First Pay: 2023-06-15; Registration: 144A Only;
C: First Pay: 2023-06-15; Registration: 144A Only;
D: First Pay: 2023-06-15; Registration: 144A Only;
Risk Retention
US - Yes, EU - No
Pricing Speed
1.75 ABS 15% call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | ZKP | 26.780 | 3.93 | Lbb3 | - | - | - | FFF | - | - | Agxap | Rgziy | 240 | 240 | 5.03% | 5.087% | 44.56477 |
| F | RNI | 519.970 | 6.13 | Iv2 | - | - | - | PP | - | - | Lyapl | VNOI | 150l | 160 | 3.47% | 3.500% | 51.83668 |
| Z | QZI | 46.180 | 5.99 | OB | - | - | - | WW+ | - | - | Gpzfk | Wgwus | 475-485 | 465 | 7.23% | 7.349% | 85.98250 |
| N | ZYK | 97.360 | 5.90 | R1 | - | - | - | Q | - | - | Rjxcz | Lquct | 180 | 180 | 4.39% | 4.434% | 48.19564 |
Tranche Comments
F: Registration: 144E/Mhd X;
N: Registration: 144A/Tzj N;
R: Registration: 144H/Vlx O;
Z: Registration: 144G/Nzc Z;
Risk Retention
HV - Uigh PH - Ck
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | NFV | 10.350 | 5.22 | Ngg3 | - | - | - | SSS | - | - | Tsfeb | Lvkzg | 125-135 | 115 | 1.49% | 1.503% | 76.99692 |
| Y | QVD | 21.500 | 5.22 | - | - | - | - | LL | - | - | Blfuv | Zolty | 325e | 325 | 3.64% | 3.676% | 31.90508 |
| O | YHC | 347.650 | 8.79 | Z1 | - | - | - | Y | - | - | Ephap | XDWZ | 85-90 | 75 | 0.92% | 0.922% | 90.26003 |
Tranche Comments
O: Registration: 144J/Lfi D;
G: Registration: 144N/Fby J;
Y: Registration: 144O/Hzq Z;
Risk Retention
CK - Ukeq DC - Ks
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | OEQ | 11.920 | 2.53 | - | - | - | - | T | - | - | Nkpay | Ibilp | - | 500 | 5.64% | 5.715% | 28.52593 |
| V | XKG | 89.360 | 3.55 | Uff1 | - | - | - | AAA | - | - | Lyixp | Hdepy | - | 150 | 2.19% | 2.204% | 50.20150 |
| Z | ECO | 330.600 | 7.78 | N1 | - | - | - | D | - | - | Jutng | NZQD | - | 90 | 1.67% | 1.678% | 76.73200 |
| Y | KVR | 65.520 | 6.69 | - | - | - | - | II | - | - | Hsggd | Fffgp | - | 230 | 2.99% | 3.014% | 52.30480 |
Tranche Comments
Z: First Pay: 2020-04-15; Registration: 144E/Mip W;
V: First Pay: 2020-04-15; Registration: 144N/Kdh J;
Y: First Pay: 2020-04-15; Registration: 144M/Hfl O;
O: First Pay: 2020-04-15; Registration: 144P/Jbi F;
Risk Retention
VO Bgip Bykyhkgnhr Syi. UV Bgip Bykyhkgnhr En.
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | VXR | 238.800 | 7.15 | - | - | - | - | XX | - | - | Xnsxl | UAKQ | - | 85 | 3.63% | 3.666% | 37.58723 |
| M | ROH | 53.380 | 4.50 | - | - | - | - | L | - | - | Tohja | Jbxod | - | 105 | 4.05% | 4.085% | 14.32207 |
| C | BEL | 39.260 | 7.36 | - | - | - | - | EEE | - | - | Mhgfy | Vorrg | - | 165 | 4.65% | 4.705% | 84.47759 |
| L | WON | 82.800 | 2.69 | - | - | - | - | II | - | - | Kixjo | Cfyul | - | 275 | 5.74% | 5.816% | 81.36722 |
Tranche Comments
Z: Registration: 144G Djjt;
M: Registration: 144D Wdec;
C: Registration: 144U Jesp;
L: Registration: 144X Mnzj;
Pricing Speed
1.5 ECV 15% rmcyt-ec rymm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | WSE | 23.280 | 6.82 | - | - | - | - | SS | - | - | - | - | - | - | - | - | Retained |
| K | KCE | 543.490 | 4.36 | - | - | - | - | C | - | - | Uzhpq | ANSI | 135h | 125 | 2.84% | 2.858% | 80.31340 |
| K | QFH | 33.830 | 3.77 | - | - | - | - | CCC | - | - | Kafqd | Eqivm | 210-225 | 215 | 3.98% | 4.021% | 88.70047 |
Tranche Comments
K: Registration: 144V Oeez;
K: Registration: 144D Ocug;
U: Registration: 144U Oump;
Pricing Speed
1.50% RXG ky 15% Nyvjo-Qv Njyy