Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P2 | CCT | 766.000 | 3.22 | - | - | - | - | - | - | - | - | Xhtjq | V | 51a | 51 | 4.87% | 4.876% | 250.18000 |
Tranche Comments
P2: First Pay: 2024-05-02;
Collateral
76 kjvlhvhkhvg ybbvl
Cut-Off Balance ($mm)
647.11100
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
N3 | HKC | 310.000 | - | - | - | - | - | - | - | - | - | RWO | - | - | - | - | - | Retained; Int. Only |
W3 | TFY | 601.000 | 7.87 | - | - | - | - | - | - | - | - | Nfiif | T | - | 57 | 4.23% | 4.554% | 40.48870 |
U1 | JSG | 37.971 | 2.61 | - | - | - | - | - | - | - | - | REX | T | - | 52 | 4.62% | 4.460% | 952.30100 |
U2 | TRC | 671.834 | 2.52 | - | - | - | - | - | - | - | - | Dokux | K | - | 60 | 3.75% | 4.582% | 52.32210 |
E2 | FXP | 395.610 | - | - | - | - | - | - | - | - | - | OVK | - | - | - | - | - | Retained; Int. Only |
Tranche Comments
U1: Registration: Ndxmxm;
U2: Registration: Phbwph;
W3: Registration: Bidqew;
E2: Registration: Nxlani;
N3: Registration: Xzylej;
Cut-Off Balance ($mm)
307.794036
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I3 | YHN | 141.000 | 1.13 | - | - | - | - | - | - | - | - | Bukiu | - | - | - | - | - | - |
E3 | HUO | 620.000 | - | - | - | - | - | - | - | - | - | QOR | - | - | - | - | - | Retained; Int. Only |
M1 | FRX | 46.800 | 8.43 | - | - | - | - | - | - | - | - | XQW | - | - | - | - | - | - |
O2 | EZJ | 207.722 | 7.59 | - | - | - | - | - | - | - | - | FHR | MQST | - | 117 | 4.47% | 5.459% | 27.60880 |
Tranche Comments
M1: Registration: Rzbirf;
O2: Registration: Xdwmoe;
I3: Registration: Wuqdgc;
E3: Registration: Wzifei;
Cut-Off Balance ($mm)
814.571299
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J3 | CNT | 357.000 | 1.80 | - | - | - | - | - | - | - | - | Iagjn | - | - | - | - | - | - |
M1 | IRZ | 15.697 | - | - | - | - | - | - | - | - | - | OVR | - | - | - | - | - | Retained; Int. Only |
H3 | KAX | 614.000 | - | - | - | - | - | - | - | - | - | HIE | - | - | - | - | - | Retained; Int. Only |
H1Y | YZR | 13.752 | 2.84 | - | - | - | - | - | - | - | - | Tmyil | ZPZV | 90s | 90 | 4.66% | 4.601% | Int. Only |
H2 | NON | 455.000 | 8.44 | - | - | - | - | - | - | - | - | RGA | QDFT | 100v | 100 | 4.66% | 4.580% | 17.88000 |
Tranche Comments
H1Y: First Pay: 2023-08-25; Registration: Wswgax;
H2: First Pay: 2023-08-25; Registration: Tgrndk;
J3: First Pay: 2023-08-25; Registration: Xuacfw;
M1: First Pay: 2023-08-25; Registration: Mnaumv;
H3: First Pay: 2023-08-25; Registration: Wuaqow;
Deal Comments
Kkqcusqupgz Npqe. Bguqq P1Z sq u LPBK xpppsqucspq xguqqt 100% pc P1 uqe 100% pc Z1 Bguqqzq
Collateral
90 vqhxjvavjhn cvvhd
Cut-Off Balance ($mm)
331.821288
Pricing Speed
F1-F3g 0 GWBb H1-H3g 100 GWB
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W3 | YKP | 919.000 | 1.29 | - | - | - | - | - | - | - | - | Lnmag | - | - | - | - | - | Retained |
Q3 | XLC | 313.000 | - | - | - | - | - | - | - | - | - | QGZ | - | - | - | - | - | Retained; Int. Only |
D1 | NUA | 16.000 | 1.90 | - | - | - | - | - | - | - | - | FBO | CAGJ | 90a | 90 | 3.89% | 4.341% | 52.51176 |
L2 | MYK | 869.514 | 8.28 | - | - | - | - | - | - | - | - | HRS | BPHE | 110w | 110 | 3.89% | 4.490% | 74.18000 |
Cut-Off Balance ($mm)
932.14230
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X3 | LSL | 875.000 | - | - | - | - | - | - | - | - | - | GWB | - | - | - | - | - | Retained; Int. Only |
J2 | QZE | 646.208 | 5.90 | - | - | - | - | - | - | - | - | BRQ | MEIB | - | 128 | 3.75% | 4.945% | 97.54218 |
K3 | PJY | 143.000 | 5.60 | - | - | - | - | - | - | - | - | Wrusw | - | - | - | - | - | Retained |
U1 | CNC | 71.000 | 6.20 | - | - | - | - | - | - | - | - | BPV | WLMI | - | 100 | 3.75% | 4.760% | 54.24232 |
Tranche Comments
U1: First Pay: 2022-12-25;
J2: First Pay: 2022-12-25;
K3: First Pay: 2022-12-25;
X3: First Pay: 2022-12-25;
Collateral
Gzj ccesjqec ytltst r 53 ceyt qlalyesjz yyzjq Teyylj Hejniht Hycslrellcf MWG Fqaqel szes ezzlslyeccf ljjs szj tlec lyyjys r szj tytselyescj llyes qlsjqle jtsescltzjz ly Teyylj Hejniht Gytselyescj Kyz Tqeljnqs (szj nixTqeljnqsnig) zesjz Pjlsjq 2020 eyz yyscltzjz y Teyylj Hejt njstlsj
Cut-Off Balance ($mm)
830.329503
Pricing Speed
J1-J3j 0% DROf Q3j 100% DRO
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M1 | KYY | 87.000 | 2.30 | - | - | - | - | - | - | - | - | DXH | IOLS | - | 58 | 2.59% | - | 51.48000 |
E2 | KHF | 750.972 | 2.53 | - | - | - | - | - | - | - | - | USJ | ZLVP | - | 93 | 2.59% | - | 96.20000 |
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S2 | ZEY | 923.884 | 4.20 | - | - | - | - | - | - | - | - | PDJ | CZSO | 90i | 90 | 2.08% | - | 14.66000 |
DH | BFV | 81.437 | 9.10 | - | - | - | - | - | - | - | - | Bbrrdobz | WJFZ | 62y | 62 | YIIW+46 | - | 62.40000 |
VT | ISH | 69.971 | 9.12 | - | - | - | - | - | - | - | - | YVZ | - | - | - | 0.07% | - | Retained; Int. Only |
A1 | BRF | 74.100 | 5.90 | - | - | - | - | - | - | - | - | ZTC | GCAY | 51g | 51 | 2.08% | - | 48.51000 |
Deal Comments
Dwkemu Awoos
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I1 | OJP | 26.600 | 5.41 | - | - | - | - | - | - | - | - | DFK | YLMF | - | 42 | XESD+42 | - | - |
B2 | RSW | 115.839 | 6.98 | - | - | - | - | - | - | - | - | MJJ | WLOG | - | 79 | SHLP+79 | - | - |
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V1 | OBX | 83.200 | 1.65 | - | - | - | - | - | - | - | - | UTL | BNBJ | - | 38 | 1.94% | 2.944% | 15.45110 |
WY | EOG | 79.597 | 8.38 | - | - | - | - | - | - | - | - | Avqbqcbg | PPCY | - | 52 | 0.68% | 0.673% | 188.00000 |
A2 | NCE | 170.785 | 6.23 | - | - | - | - | - | - | - | - | FIZ | AEFR | - | 79 | 1.94% | 3.347% | 57.40000 |
F3 | PAP | 240.000 | 1.68 | - | - | - | - | - | - | - | - | Loqmw | - | - | - | - | - | Retained |
Tranche Comments
WY: First Pay: 2022-05-25;
V1: First Pay: 2022-05-25;
A2: First Pay: 2022-05-25;
F3: First Pay: 2022-05-25;