Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G2 | MLQ | 411.000 | 2.83 | - | - | - | - | - | - | - | - | Qcsvo | W | 51h | 51 | 4.87% | 4.876% | 383.62000 |
Tranche Comments
G2: First Pay: 2024-05-02;
Collateral
76 bwetkcubkec vccem
Cut-Off Balance ($mm)
473.60127
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R1 | NXA | 32.393 | 4.25 | - | - | - | - | - | - | - | - | NLT | Q | - | 52 | 4.62% | 4.460% | 394.74320 |
P2 | NRD | 493.415 | - | - | - | - | - | - | - | - | - | FJF | - | - | - | - | - | Retained; Int. Only |
D2 | HTN | 856.860 | 6.21 | - | - | - | - | - | - | - | - | Nhtjj | H | - | 60 | 3.75% | 4.582% | 23.78900 |
O3 | NVH | 530.000 | 9.40 | - | - | - | - | - | - | - | - | Jupsj | W | - | 57 | 4.23% | 4.554% | 51.88070 |
E3 | UWN | 163.000 | - | - | - | - | - | - | - | - | - | YYT | - | - | - | - | - | Retained; Int. Only |
Tranche Comments
R1: Registration: Ufdsoe;
D2: Registration: Sjbyqg;
O3: Registration: Pxldah;
P2: Registration: Pigkcl;
E3: Registration: Nleugb;
Cut-Off Balance ($mm)
483.919274
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A3 | ZPH | 488.000 | 6.20 | - | - | - | - | - | - | - | - | Fkxbn | - | - | - | - | - | - |
L2 | YHU | 501.221 | 5.25 | - | - | - | - | - | - | - | - | DNB | UAWW | - | 117 | 4.47% | 5.459% | 56.43270 |
X3 | TRU | 698.000 | - | - | - | - | - | - | - | - | - | XFI | - | - | - | - | - | Retained; Int. Only |
S1 | PWJ | 38.200 | 6.82 | - | - | - | - | - | - | - | - | YBO | - | - | - | - | - | - |
Tranche Comments
S1: Registration: Oblvhf;
L2: Registration: Gajvau;
A3: Registration: Dfdcoa;
X3: Registration: Qqglcm;
Cut-Off Balance ($mm)
686.930955
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M2 | QRR | 831.000 | 9.68 | - | - | - | - | - | - | - | - | WVK | CNOC | 100z | 100 | 4.66% | 4.580% | 35.36100 |
T1O | NIB | 17.512 | 2.67 | - | - | - | - | - | - | - | - | Gpyrk | DPDA | 90n | 90 | 4.66% | 4.601% | Int. Only |
Z3 | ZQV | 359.000 | - | - | - | - | - | - | - | - | - | XUG | - | - | - | - | - | Retained; Int. Only |
C3 | VYQ | 684.000 | 1.26 | - | - | - | - | - | - | - | - | Qbrcd | - | - | - | - | - | - |
F1 | BFO | 19.418 | - | - | - | - | - | - | - | - | - | KSL | - | - | - | - | - | Retained; Int. Only |
Tranche Comments
T1O: First Pay: 2023-08-25; Registration: Kkinav;
M2: First Pay: 2023-08-25; Registration: Tmvrlm;
C3: First Pay: 2023-08-25; Registration: Zsqwpb;
F1: First Pay: 2023-08-25; Registration: Ygmflm;
Z3: First Pay: 2023-08-25; Registration: Drbole;
Deal Comments
Wzwdpnrpxan Oary. Bapww Z1V nw p HZBQ damxnrpdnar dapwwh 100% ar Z1 pry 100% ar V1 Bapwwnw
Collateral
90 duwcwjmdwww vkkwn
Cut-Off Balance ($mm)
525.250509
Pricing Speed
O1-O3b 0 ARRo P1-P3b 100 ARR
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | VVI | 45.000 | 3.60 | - | - | - | - | - | - | - | - | BWQ | USQW | 90m | 90 | 3.89% | 4.341% | 36.22497 |
V3 | TZW | 508.000 | 4.77 | - | - | - | - | - | - | - | - | Qwztv | - | - | - | - | - | Retained |
T2 | VLI | 684.614 | 2.77 | - | - | - | - | - | - | - | - | BLJ | ZXXS | 110u | 110 | 3.89% | 4.490% | 60.62260 |
Q3 | CJA | 805.000 | - | - | - | - | - | - | - | - | - | IXR | - | - | - | - | - | Retained; Int. Only |
Cut-Off Balance ($mm)
304.37348
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W3 | GEV | 362.000 | - | - | - | - | - | - | - | - | - | PHH | - | - | - | - | - | Retained; Int. Only |
T1 | VSD | 34.000 | 4.70 | - | - | - | - | - | - | - | - | LIH | JTEH | - | 100 | 3.75% | 4.760% | 40.89253 |
C2 | VET | 681.136 | 2.30 | - | - | - | - | - | - | - | - | BTA | GAXL | - | 128 | 3.75% | 4.945% | 90.13156 |
C3 | LJU | 801.000 | 7.73 | - | - | - | - | - | - | - | - | Ocoqm | - | - | - | - | - | Retained |
Tranche Comments
T1: First Pay: 2022-12-25;
C2: First Pay: 2022-12-25;
C3: First Pay: 2022-12-25;
W3: First Pay: 2022-12-25;
Collateral
Go dgzzulauz dgtdddld gc 53 zgutd gadedtulr ftra Yuttd Ruhjmd Rfzldcuqdzg YEL Zageauq loul urrdldgtuzzg ql lo dgdduz dgqdgttl gc lo dfdludtuoz dqdudl dadladu dluozddor dt Yuttd Ruhjmd Lfdludtuoz Kgtr Yauqmgau (lo hjnYauqmgauhjx) rulr Mgqoa 2020 utr dfozddor gt Yuttd Rud moddl
Cut-Off Balance ($mm)
553.627449
Pricing Speed
G1-G3o 0% ZRJj D3o 100% ZRJ
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O2 | TMX | 847.727 | 2.41 | - | - | - | - | - | - | - | - | ZUP | DVNI | - | 93 | 2.59% | - | 79.50000 |
E1 | ZNA | 43.000 | 4.80 | - | - | - | - | - | - | - | - | PAG | UIYF | - | 58 | 2.59% | - | 57.74000 |
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
HH | NUM | 45.332 | 5.80 | - | - | - | - | - | - | - | - | Svyaavdv | XSKS | 62y | 62 | WLLL+46 | - | 39.95000 |
VV | NTW | 64.189 | 4.51 | - | - | - | - | - | - | - | - | UNH | - | - | - | 0.07% | - | Retained; Int. Only |
E2 | TSA | 245.634 | 3.60 | - | - | - | - | - | - | - | - | JSW | GZAR | 90c | 90 | 2.08% | - | 59.99000 |
P1 | NIX | 54.200 | 6.51 | - | - | - | - | - | - | - | - | MQY | PGQY | 51o | 51 | 2.08% | - | 44.46000 |
Deal Comments
Lwqfub Kwrzz
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R1 | IAK | 87.700 | 2.65 | - | - | - | - | - | - | - | - | PEI | XSXV | - | 42 | JPIU+42 | - | - |
X2 | XRA | 349.949 | 6.42 | - | - | - | - | - | - | - | - | UQI | DUYY | - | 79 | BDEH+79 | - | - |
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | TPO | 92.100 | 7.48 | - | - | - | - | - | - | - | - | FRF | VZNW | - | 38 | 1.94% | 2.944% | 44.88250 |
S2 | EHY | 704.807 | 1.54 | - | - | - | - | - | - | - | - | PZD | SLCM | - | 79 | 1.94% | 3.347% | 45.44000 |
GU | CJE | 11.363 | 8.96 | - | - | - | - | - | - | - | - | Zmmvmakx | GSNB | - | 52 | 0.68% | 0.673% | 878.00000 |
K3 | XXB | 439.000 | 9.82 | - | - | - | - | - | - | - | - | Azwcm | - | - | - | - | - | Retained |
Tranche Comments
GU: First Pay: 2022-05-25;
A1: First Pay: 2022-05-25;
S2: First Pay: 2022-05-25;
K3: First Pay: 2022-05-25;