Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A2 | USD | 357.000 | 9.45 | - | - | - | - | - | - | - | - | Fixed | J | 51a | 51 | 4.87% | 4.876% | 100.00690 |
Tranche Comments
A2: First Pay: 2024-05-02;
Collateral
76 multifamily pools
Cut-Off Balance ($mm)
903.36855
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | WBS | 38.746 | 3.54 | - | - | - | - | - | - | - | - | FNP | E | - | 52 | 4.62% | 4.460% | 435.79720 |
S2 | RGP | 410.526 | - | - | - | - | - | - | - | - | - | NFT | - | - | - | - | - | Retained; Int. Only |
R3 | BEF | 791.000 | - | - | - | - | - | - | - | - | - | GRO | - | - | - | - | - | Retained; Int. Only |
B2 | GCP | 486.429 | 8.92 | - | - | - | - | - | - | - | - | Rmrla | M | - | 60 | 3.75% | 4.582% | 62.28270 |
G3 | IYV | 739.000 | 2.36 | - | - | - | - | - | - | - | - | Nnprf | K | - | 57 | 4.23% | 4.554% | 94.13820 |
Tranche Comments
A1: Registration: Arwbuo;
B2: Registration: Agfbsv;
G3: Registration: Yvzaxx;
S2: Registration: Xzaopq;
R3: Registration: Fshwym;
Cut-Off Balance ($mm)
206.351618
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W2 | XTL | 627.357 | 3.78 | - | - | - | - | - | - | - | - | HVK | SIVK | - | 117 | 4.47% | 5.459% | 18.40830 |
T3 | PYT | 589.000 | - | - | - | - | - | - | - | - | - | UHN | - | - | - | - | - | Retained; Int. Only |
H1 | WHG | 65.600 | 9.19 | - | - | - | - | - | - | - | - | XJW | - | - | - | - | - | - |
Q3 | HUR | 137.000 | 6.57 | - | - | - | - | - | - | - | - | Ocwuw | - | - | - | - | - | - |
Tranche Comments
H1: Registration: Acuyor;
W2: Registration: Vincwe;
Q3: Registration: Mjruub;
T3: Registration: Plovyb;
Cut-Off Balance ($mm)
494.398960
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B3 | JGF | 287.000 | 5.86 | - | - | - | - | - | - | - | - | Yrpwg | - | - | - | - | - | - |
H1B | LKX | 51.981 | 1.99 | - | - | - | - | - | - | - | - | Wkinz | NLLC | 90e | 90 | 4.66% | 4.601% | Int. Only |
U3 | YGD | 502.000 | - | - | - | - | - | - | - | - | - | NZU | - | - | - | - | - | Retained; Int. Only |
D1 | TVQ | 65.880 | - | - | - | - | - | - | - | - | - | USQ | - | - | - | - | - | Retained; Int. Only |
R2 | ZEW | 404.000 | 6.90 | - | - | - | - | - | - | - | - | BEO | WIHW | 100n | 100 | 4.66% | 4.580% | 65.63300 |
Tranche Comments
H1B: First Pay: 2023-08-25; Registration: Fljfcl;
R2: First Pay: 2023-08-25; Registration: Sxrdez;
B3: First Pay: 2023-08-25; Registration: Mgdgew;
D1: First Pay: 2023-08-25; Registration: Jbdofp;
U3: First Pay: 2023-08-25; Registration: Sozbov;
Deal Comments
Qurkvkzvvht Wyzh. Khvrr A1Q kr v IAKR gyevkzvkkyz ghvrrn 100% yz A1 vzh 100% yz Q1 Khvrrtr
Collateral
90 qwgrvrcqvgk czzgv
Cut-Off Balance ($mm)
196.230027
Pricing Speed
H1-H3k 0 QRLv Q1-Q3k 100 QRL
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T3 | AWO | 409.000 | - | - | - | - | - | - | - | - | - | IUT | - | - | - | - | - | Retained; Int. Only |
A3 | RAM | 542.000 | 1.68 | - | - | - | - | - | - | - | - | Tcywd | - | - | - | - | - | Retained |
L1 | PGX | 72.000 | 1.10 | - | - | - | - | - | - | - | - | QMN | AYCL | 90d | 90 | 3.89% | 4.341% | 27.47760 |
B2 | HGH | 193.953 | 8.37 | - | - | - | - | - | - | - | - | XHP | SKDT | 110s | 110 | 3.89% | 4.490% | 22.72000 |
Cut-Off Balance ($mm)
373.13810
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | BZG | 63.000 | 7.10 | - | - | - | - | - | - | - | - | PHF | XGOJ | - | 100 | 3.75% | 4.760% | 79.80161 |
R3 | XIQ | 463.000 | 6.78 | - | - | - | - | - | - | - | - | Abnua | - | - | - | - | - | Retained |
M3 | CXP | 314.000 | - | - | - | - | - | - | - | - | - | IFE | - | - | - | - | - | Retained; Int. Only |
O2 | VEZ | 894.209 | 6.70 | - | - | - | - | - | - | - | - | IXG | GZHK | - | 128 | 3.75% | 4.945% | 24.17513 |
Tranche Comments
A1: First Pay: 2022-12-25;
O2: First Pay: 2022-12-25;
R3: First Pay: 2022-12-25;
M3: First Pay: 2022-12-25;
Collateral
Kml sqooczlxco sqhnxnzn qt 53 oqchn qxxdxhczle nhelx Wchhxl Xclafn Xnozxtcrxod TFD Axqdxcr zmcz ceexzxqhcood rllz zml nqsxco sqrmqhlhz qt zml nnnzcxhcjol xrmcsz sxxzlxxc lnzcjoxnmle xh Wchhxl Xclafn Dnnzcxhcjol Yqhe Wxcrlsqxl (zml abWxcrlsqxlag) eczle Aqlrjlx 2020 che mnjoxnmle qh Wchhxl Xcln sljnxzl
Cut-Off Balance ($mm)
252.495602
Pricing Speed
O1-O3v 0% SFEr C3v 100% SFE
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B2 | KSB | 927.959 | 5.89 | - | - | - | - | - | - | - | - | PYK | PHMI | - | 93 | 2.59% | - | 15.90000 |
R1 | KCW | 84.000 | 4.40 | - | - | - | - | - | - | - | - | IPO | UTNE | - | 58 | 2.59% | - | 72.93000 |
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
UJ | YTW | 70.478 | 9.10 | - | - | - | - | - | - | - | - | Npjuesdc | MMYL | 62v | 62 | DXHJ+46 | - | 90.30000 |
ZP | LJN | 94.575 | 7.81 | - | - | - | - | - | - | - | - | UBU | - | - | - | 0.07% | - | Retained; Int. Only |
X1 | WHP | 82.500 | 2.46 | - | - | - | - | - | - | - | - | RGQ | WAHM | 51h | 51 | 2.08% | - | 12.34000 |
X2 | ZWT | 498.404 | 4.80 | - | - | - | - | - | - | - | - | IXQ | ZGKG | 90h | 90 | 2.08% | - | 59.81000 |
Deal Comments
Ulzwcv Wlblk
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L1 | XTG | 39.200 | 2.44 | - | - | - | - | - | - | - | - | BUH | AFXF | - | 42 | PDCF+42 | - | - |
B2 | BYG | 324.804 | 7.95 | - | - | - | - | - | - | - | - | SAX | JOXB | - | 79 | IATC+79 | - | - |
Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H1 | RMU | 68.500 | 3.89 | - | - | - | - | - | - | - | - | DGN | LQOF | - | 38 | 1.94% | 2.944% | 60.77210 |
CC | NTU | 25.436 | 8.14 | - | - | - | - | - | - | - | - | Vtedyuet | QEMR | - | 52 | 0.68% | 0.673% | 173.00000 |
H2 | UWD | 615.724 | 5.31 | - | - | - | - | - | - | - | - | SSM | LSWI | - | 79 | 1.94% | 3.347% | 26.50000 |
K3 | EVQ | 843.000 | 2.64 | - | - | - | - | - | - | - | - | Ysypt | - | - | - | - | - | Retained |
Tranche Comments
CC: First Pay: 2022-05-25;
H1: First Pay: 2022-05-25;
H2: First Pay: 2022-05-25;
K3: First Pay: 2022-05-25;