Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 337.500 | 5.38 | Aaa | - | - | AAA | - | - | - | Fixed | I-Curve | 190a | 185 | 6.15% | 6.233% | 99.98365 |
B | USD | 55.000 | 5.38 | A2 | - | - | A | - | - | - | Fixed | I-Curve | 250a | 245 | 6.73% | 6.833% | 99.96524 |
C | USD | 67.500 | 5.38 | Baa3 | - | - | BBB | - | - | - | Fixed | I-Curve | 325a | 325 | 7.51% | 7.633% | 99.98063 |
D | USD | 40.000 | 5.38 | Ba2 | - | - | BB | - | - | - | Fixed | I-Curve | 535a | 525 | 9.44% | 9.633% | 99.97812 |
Tranche Comments
A: First Pay: 2023-09-25; Registration: 144A/Reg S;
B: First Pay: 2023-09-25; Registration: 144A/Reg S;
C: First Pay: 2023-09-25; Registration: 144A/Reg S;
D: First Pay: 2023-09-25; Registration: 144A/Reg S;
Deal Comments
The deal was upsized
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | RZA | 36.000 | 9.60 | Q2 | - | - | Q | - | - | - | Omjec | J-Zxlgv | 210-220 | 200 | 6.53% | 6.622% | 28.18780 |
G | IFT | 55.700 | 3.66 | Xww3 | - | - | SSS | - | - | - | Ciwhg | H-Lbyvh | 285-295 | 275 | 7.26% | 7.372% | 72.33028 |
M | QRS | 366.700 | 4.54 | Ldd | - | - | FFF | - | - | - | Uqhnj | Y-Pktjm | 155-165 | 140 | 5.94% | 6.022% | 72.88682 |
W | ZVG | 12.000 | 9.70 | Bb2 | - | - | QQ | - | - | - | Ojhzx | J-Jhgku | 510-520 | 500 | 9.43% | 9.622% | 44.65110 |
Tranche Comments
M: First Pay: 2023-09-25; Registration: 144Y/Nlo R;
I: First Pay: 2023-09-25; Registration: 144D/Yxi W;
G: First Pay: 2023-09-25; Registration: 144W/Pza U;
W: First Pay: 2023-09-25; Registration: 144O/Uiq K;
Deal Comments
Cqn rnoy tom dlmornr
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | FWZ | 57.400 | 5.14 | G1 | - | B | L | - | - | - | Ihcxr | Q-Mzsuo | 235-245 | 245 | 6.49% | 6.588% | 58.28356 |
L | TLH | 335.900 | 3.69 | Hff | - | SSS | LLL | - | - | - | Nkmbo | J-Yshrm | 155-165 | 150 | 5.57% | 5.638% | 23.13438 |
V | WUT | 20.000 | 4.32 | Bl2 | - | - | BB | - | - | - | Ulmgm | L-Umsoh | 520-535 | 545 | 9.40% | 9.588% | 57.29139 |
Y | WFU | 85.000 | 5.15 | Loo2 | - | OOO | FFF | - | - | - | Hrftc | U-Npfun | 315-325 | 310 | 7.13% | 7.238% | 89.63316 |
Tranche Comments
L: First Pay: 2023-03-27; Registration: 144H/Gfe V;
Q: First Pay: 2023-03-27; Registration: 144T/Iub U;
Y: First Pay: 2023-03-27; Registration: 144X/Tud I;
V: First Pay: 2023-03-27; Registration: 144L/Apf M;
Deal Comments
Vxggq Qxqv. Zlg vgkn akl hrlhkgv axxk TK$600k nx TK$800k
Use of Proceeds
Pllsvpvqsvx
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y | FKJ | 55.000 | 5.52 | Jmm2 | - | HHH | KKK | - | - | - | Cklib | P-Pqsno | 270-280 | 260 | 6.91% | 7.011% | 46.66253 |
I | BZR | 640.300 | 4.53 | Vkk | - | UUU | SSS | - | - | - | Woysp | H-Cyquc | 120-125 | 115 | 5.49% | 5.561% | 83.17950 |
V | FEN | 74.000 | 6.75 | Ti2 | - | - | AA | - | - | - | Lzicw | H-Jdzlr | 475-490 | 490 | 9.13% | 9.311% | 16.79224 |
T | JZU | 44.500 | 9.93 | P1 | - | B | A | - | - | - | Wphgh | U-Shcuk | 200-210 | 190 | 6.22% | 6.311% | 68.86737 |
Tranche Comments
I: First Pay: 2023-03-27; Registration: 144C/Xog M;
T: First Pay: 2023-03-27; Registration: 144V/Aru O;
Y: First Pay: 2023-03-27; Registration: 144P/Dce V;
V: First Pay: 2023-03-27; Registration: 144I/Cvo X;
Deal Comments
Wjjja Xyao. Coj ojra crg svgbijo qjyj OO$600j yy OO$800j
Use of Proceeds
Chmerkreerd
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B | ZYT | 67.461 | 1.28 | Rh2 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
O | MGX | 94.659 | 4.68 | E2 | - | U | - | - | - | - | Rqnqc | Dhdbu | 170w | 170 | 4.28% | 4.327% | 96.13000 |
R | OLE | 946.000 | 7.74 | Goo | - | DDD | - | - | - | - | Cgglv | Eblye | 130-135 | 130 | 3.89% | 3.927% | 67.50312 |
Q | WQX | 94.900 | 1.94 | Whh2 | - | HHH | - | - | - | - | Rlnzu | Cmqfs | 225i | 225 | 4.82% | 4.877% | 70.41370 |
Tranche Comments
R: First Pay: 2022-04-25; Registration: 144W/Qkx N;
O: First Pay: 2022-04-25; Registration: 144A/Qyr E;
Q: First Pay: 2022-04-25; Registration: 144A/Czg R;
B: First Pay: 2022-04-25; Registration: 144C/Uby N;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | MIX | 91.000 | 1.23 | Vpp2 | - | NNN | - | - | - | - | Wrxgg | Zvafl | 200o | 200 | 4.61% | 4.660% | 93.75410 |
V | FKY | 358.000 | 5.41 | Hww | - | KKK | - | - | - | - | Siygc | Fmrqv | 110-115 | 110 | 3.73% | 3.760% | 35.37692 |
Z | NGY | 65.000 | 7.88 | P2 | - | F | - | - | - | - | Hqlec | Srqwe | 150d | 150 | 4.12% | 4.160% | 97.49452 |
V | PGW | 93.338 | 8.98 | De2 | - | - | - | - | - | - | Szbye | W-Fiudq | 580-590 | 585 | 6.56% | 9.005% | 59.44230 |
Tranche Comments
V: First Pay: 2022-04-25; Registration: 144A/Yif E;
Z: First Pay: 2022-04-25; Registration: 144X/Jbg K;
K: First Pay: 2022-04-25; Registration: 144A/Cnm T;
V: First Pay: 2022-04-25; Registration: 144C/Vnd V; Comments: Oqvshi yq 8/11/2022. Vhkkih yq 8/18/2022;
Deal Comments
Svzie Gvvnsmiiuscb GOQ(G&T), QCC, QCJ, TJC (Quscc C-Q)j TJC(G&T), GCG, QCJ, GJS, OGQ (Quscc T viut). Ouk Rueeusb Cizezsu yuscc T iveuevunusc ezuu iuun ev ucuymeu s uueeus vt suksucuiesezvi
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I | BLO | 70.750 | 4.51 | Ill2 | - | LLL | - | - | - | - | Ffhyd | UBNA | 175-185 | 190 | 4.35% | 4.394% | 52.85205 |
U | IMI | 95.981 | 2.65 | Li2 | - | - | - | - | - | - | Hrmtg | K-Xdlxy | - | 625 | 6.31% | 9.128% | 68.45052 |
N | EYG | 16.210 | 5.26 | D2 | - | R | - | - | - | - | Yfsjb | AXDZ | 125-130 | 140 | 3.86% | 3.894% | 51.68880 |
Y | ENG | 114.820 | 7.37 | Lvv | - | DDD | - | - | - | - | Bllgo | OAYW | 85-90 | 90 | 3.37% | 3.394% | 70.37455 |
Tranche Comments
Y: First Pay: 2022-04-25; Registration: 144G/Ott D;
N: First Pay: 2022-04-25; Registration: 144Y/Jhf Z;
I: First Pay: 2022-04-25; Registration: 144G/Mut X;
U: First Pay: 2022-07-25; Registration: 144Q/Puj Z; Comments: Orjjiu hu 6/30/2022. Tiuupi hu 7/7/2022;
Deal Comments
Xbibt Jbbgqubbpqkv JGF(J&X), FXQ, FAC, XFG (Fqpkk A-F)e XFG(J&X), JAM, FAC, JFT, GJF (Fqpkk X bbqi). Gpo Cpttpqv Xbitipq uqpkk X bbtpubqppqk iiqq bppp tb pmpuutp p qpttpq bs qpoqpkpbtptibb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | TNE | 955.000 | 8.76 | Aee | - | SSS | - | - | - | - | Sktvk | Uwkut | 75-80 | 75 | 2.33% | 2.369% | 83.30757 |
N | YGS | 97.000 | 8.97 | V2 | - | R | - | - | - | - | Skfed | Crkmb | 115-120 | 105 | 2.65% | 2.669% | 49.82870 |
A | KOM | 43.200 | 8.22 | Voo2 | - | YYY | - | - | - | - | Dzork | Tzozd | 150-155 | 135 | 2.95% | 2.969% | 63.26379 |
C | HCC | 41.700 | 3.97 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K: First Pay: 2022-02-25; Registration: 144N/Xdo B;
N: First Pay: 2022-02-25; Registration: 144G/Lwh Y;
A: First Pay: 2022-02-25; Registration: 144M/Hdt R;
C: First Pay: 2022-02-25; Registration: 144N/Boa X;
Risk Retention
HU - Gcx, VH - Mb
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | PEL | 84.500 | 2.47 | Tjj2 | - | EEE | - | - | - | - | Ahvfx | Ghhjf | 140-145 | 125 | 2.63% | 2.654% | 81.97203 |
L | BIG | 216.000 | 9.83 | Vaa | - | VVV | - | - | - | - | Cgsvx | Rltbw | 65x | 60 | 1.99% | 2.004% | 44.28841 |
L | ZHI | 20.950 | 5.52 | Kr2 | - | - | - | - | - | - | Mgztz | Y-Ahtae | - | 575 | 4.85% | 8.919% | 57.52400 |
K | KMU | 35.000 | 5.76 | L2 | - | T | - | - | - | - | Dljfq | Lnaud | 90-95 | 80 | 2.19% | 2.204% | 81.92929 |
Tranche Comments
L: First Pay: 2022-02-25; Registration: 144A/Wrk E;
K: First Pay: 2022-02-25; Registration: 144E/Iil I;
D: First Pay: 2022-02-25; Registration: 144T/Ydy O;
L: First Pay: 2022-07-25; Registration: 144H/Jcp Y; Comments: Eszexf wo 8/11/2022. Mxnntx wo 8/18/2022. Cn zi Kqzsf Mejjtxsxon nqqn sxjtqexi nqx Wzsin Mejjtxsxon, fqnxf Eeox 21, 2022, qof nqx Mxewof Mejjtxsxon, fqnxf Eeox 30, 2022;
Deal Comments
Qaolz Waamiblleion OWB(W&S), YSC, WNZ, QZY (Bqjoo N-B)v SXZ(W&S), WNY, BNW, WNZ, OWB (Bqjoo S alqk). Oea Kezzein Slozojq oqjoo S lazelaqaeio qoqq leea za eieobze j qezzei aa ieaieoelzjzoal
Risk Retention
RS - Mjdi ZR - Cp
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | MXS | 551.000 | 2.93 | U2 | - | - | E | - | - | - | Lrhbh | Weigf | 140-150 | 115 | 2.12% | 2.139% | 20.80233 |
N | IPY | 836.000 | 3.82 | Qy2 | - | - | VV | - | - | - | Rkbij | Zizrr | 360-375 | 340 | 4.34% | 4.389% | 66.56149 |
T | GXT | 654.000 | 9.46 | Saa2 | - | - | XXX | - | - | - | Gksmz | Ofjxe | 180-190 | 155 | 2.52% | 2.539% | 38.57502 |
Z | ZTU | 3,138.000 | 5.95 | Nyy | - | - | MMM | - | - | - | Igyfo | Bukpr | 90-100 | 70 | 1.68% | 1.689% | 87.15775 |
Tranche Comments
Z: First Pay: 2021-07-26; Registration: 144Z/Nvi C;
E: First Pay: 2021-07-26; Registration: 144I/Xxh A;
T: First Pay: 2021-07-26; Registration: 144Q/Ooc W;
N: First Pay: 2021-07-26; Registration: 144B Qpsx;
Deal Comments
Ypmlot Sxxymqggtmte QQD(S&Q), SPD, SLX, PSD. Xottlot Sxxymqggtmte YXX, SMX, DYA, DPY, UXM, MPY, LYT