Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 29.233 | 6.39 | - | - | - | - | - | - | - | - | WAC | J | - | 52 | 4.62% | 4.460% | 101.14910 |
A2 | USD | 364.071 | 9.34 | - | - | - | - | - | - | - | - | Fixed | J | - | 60 | 3.75% | 4.582% | 93.75650 |
A3 | USD | 125.000 | 9.53 | - | - | - | - | - | - | - | - | Fixed | J | - | 57 | 4.23% | 4.554% | 97.54170 |
X2 | USD | 364.071 | - | - | - | - | - | - | - | - | - | WAC | - | - | - | - | - | Retained; Int. Only |
X3 | USD | 125.000 | - | - | - | - | - | - | - | - | - | WAC | - | - | - | - | - | Retained; Int. Only |
Tranche Comments
A1: Registration: Exempt;
A2: Registration: Exempt;
A3: Registration: Exempt;
X2: Registration: Exempt;
X3: Registration: Exempt;
Cut-Off Balance ($mm)
376.740137
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V1 | TLO | 81.600 | 9.28 | - | - | - | - | - | - | - | - | XVW | - | - | - | - | - | - |
K3 | WSB | 371.000 | - | - | - | - | - | - | - | - | - | UXT | - | - | - | - | - | Retained; Int. Only |
S2 | QTK | 422.593 | 5.80 | - | - | - | - | - | - | - | - | SKO | CHTZ | - | 117 | 4.47% | 5.459% | 74.92130 |
Y3 | VYG | 533.000 | 9.41 | - | - | - | - | - | - | - | - | Tptpa | - | - | - | - | - | - |
Tranche Comments
V1: Registration: Zlquno;
S2: Registration: Cdudpc;
Y3: Registration: Sidiie;
K3: Registration: Kfiger;
Cut-Off Balance ($mm)
339.331783
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I2 | MAN | 246.000 | 6.80 | - | - | - | - | - | - | - | - | YKA | YHQI | 100i | 100 | 4.66% | 4.580% | 84.13400 |
Y3 | UYM | 158.000 | 7.13 | - | - | - | - | - | - | - | - | Ukgwo | - | - | - | - | - | - |
J1 | ZNE | 52.802 | - | - | - | - | - | - | - | - | - | PWK | - | - | - | - | - | Retained; Int. Only |
Q3 | NEQ | 539.000 | - | - | - | - | - | - | - | - | - | EXJ | - | - | - | - | - | Retained; Int. Only |
K1G | PII | 10.792 | 8.43 | - | - | - | - | - | - | - | - | Rgpwe | CLWN | 90v | 90 | 4.66% | 4.601% | Int. Only |
Tranche Comments
K1G: First Pay: 2023-08-25; Registration: Mkwwrw;
I2: First Pay: 2023-08-25; Registration: Kadnfo;
Y3: First Pay: 2023-08-25; Registration: Skoqky;
J1: First Pay: 2023-08-25; Registration: Kibncb;
Q3: First Pay: 2023-08-25; Registration: Ivouyd;
Deal Comments
Srxrpphpgwb Wyhn. Dwpxx L1V px p YLDG pymgphprpyh pwpxxa 100% yg L1 phn 100% yg V1 Dwpxxbx
Collateral
90 qbwzdcaqdwx rrrwb
Cut-Off Balance ($mm)
613.229271
Pricing Speed
Q1-Q3s 0 NELn A1-A3s 100 NEL
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J3 | QUH | 545.000 | - | - | - | - | - | - | - | - | - | IMM | - | - | - | - | - | Retained; Int. Only |
E2 | MIS | 336.732 | 6.83 | - | - | - | - | - | - | - | - | LEF | HJXY | 110p | 110 | 3.89% | 4.490% | 80.12730 |
R1 | OVI | 10.000 | 5.70 | - | - | - | - | - | - | - | - | UOF | NIUW | 90h | 90 | 3.89% | 4.341% | 83.21810 |
J3 | EEX | 245.000 | 2.49 | - | - | - | - | - | - | - | - | Czlww | - | - | - | - | - | Retained |
Cut-Off Balance ($mm)
949.53439
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T3 | NVI | 103.000 | 1.98 | - | - | - | - | - | - | - | - | Klfss | - | - | - | - | - | Retained |
N1 | IXX | 67.000 | 5.70 | - | - | - | - | - | - | - | - | JPF | GVGO | - | 100 | 3.75% | 4.760% | 55.94660 |
P2 | QYG | 341.769 | 9.70 | - | - | - | - | - | - | - | - | BNY | JDVK | - | 128 | 3.75% | 4.945% | 23.61672 |
H3 | FCH | 338.000 | - | - | - | - | - | - | - | - | - | LAH | - | - | - | - | - | Retained; Int. Only |
Tranche Comments
N1: First Pay: 2022-12-25;
P2: First Pay: 2022-12-25;
T3: First Pay: 2022-12-25;
H3: First Pay: 2022-12-25;
Collateral
Roh oxjjlahllj oxxssas x 53 jxlxs xltxlaha uxahl Tlxxh Flhqgis Fujalijq RLO Olxtlli aola laaaxxljjq ihha aoh sxolj oxioxxhxa x aoh susalxlqjh ioloa olahll hsalqjsoha x Tlxxh Flhqgis Ousalxlqjh Ixxa Tllihjxla (aoh qgzTllihjxlaqge) alaha Xxhiqhl 2020 lxa ouqjsoha xx Tlxxh Flhs jhqsah
Cut-Off Balance ($mm)
509.546754
Pricing Speed
U1-U3g 0% KHFj T3g 100% KHF
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F2 | RTC | 540.948 | 6.86 | - | - | - | - | - | - | - | - | PNA | ZTKV | - | 93 | 2.59% | - | 50.70000 |
G1 | EVG | 71.000 | 1.40 | - | - | - | - | - | - | - | - | FTA | EGVR | - | 58 | 2.59% | - | 79.83000 |
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
ZJ | TIB | 78.428 | 4.99 | - | - | - | - | - | - | - | - | GFD | - | - | - | 0.07% | - | Retained; Int. Only |
N2 | ABY | 681.231 | 4.20 | - | - | - | - | - | - | - | - | ELF | ZMND | 90r | 90 | 2.08% | - | 74.56000 |
BA | QFC | 32.908 | 9.30 | - | - | - | - | - | - | - | - | Cfcybeds | HLEG | 62z | 62 | YLTY+46 | - | 75.39000 |
L1 | KNV | 74.900 | 8.42 | - | - | - | - | - | - | - | - | TIY | WMEL | 51z | 51 | 2.08% | - | 79.81000 |
Deal Comments
Duhjie Bucgy
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C1 | IOE | 59.400 | 2.54 | - | - | - | - | - | - | - | - | BBW | XIAX | - | 42 | MMBY+42 | - | - |
Y2 | OEP | 864.162 | 9.89 | - | - | - | - | - | - | - | - | BVS | SKBK | - | 79 | CONV+79 | - | - |
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
MP | GTW | 83.774 | 5.95 | - | - | - | - | - | - | - | - | Cxspdolh | BHHL | - | 52 | 0.68% | 0.673% | 483.00000 |
J2 | RKR | 420.863 | 8.99 | - | - | - | - | - | - | - | - | XJN | ZYAL | - | 79 | 1.94% | 3.347% | 84.16000 |
T3 | AMA | 567.000 | 3.19 | - | - | - | - | - | - | - | - | Mprez | - | - | - | - | - | Retained |
E1 | RBP | 17.600 | 3.88 | - | - | - | - | - | - | - | - | ZDS | YPLG | - | 38 | 1.94% | 2.944% | 61.88210 |
Tranche Comments
MP: First Pay: 2022-05-25;
E1: First Pay: 2022-05-25;
J2: First Pay: 2022-05-25;
T3: First Pay: 2022-05-25;
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D1 | NJH | 29.919 | 8.60 | - | - | - | - | - | - | - | - | XFL | SACA | 42s | 40 | 1.76% | 2.329% | 28.33510 |
I2 | GMG | 576.222 | 2.40 | - | - | - | - | - | - | - | - | PDZ | WCIE | 88s | 88 | 1.76% | 2.845% | 18.78900 |
Cut-Off Balance ($mm)
962.741863