| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 84.270 | 2.20 | - | A- | - | - | - | 36.18% | - | Floating | SOFR | 300a | 300 | SOFR+300 | - | 100.00000 |
| B | USD | 19.590 | 2.20 | - | BBB- | - | - | - | 21.00% | - | Floating | SOFR | 410-425 | 425 | SOFR+425 | - | 100.00000 |
Tranche Comments
A: First Pay: 2023-06-25; Registration: 144A Only;
B: First Pay: 2023-06-25; Registration: 144A Only;
Pricing Speed
10 CPR to maturity
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | CJO | 30.920 | 1.50 | - | P- | - | - | - | 23.57% | - | Ykkyxdnd | VWSO | 290-300 | 280 | AUYL+280 | - | 499.00000 |
| C | VZB | 92.310 | 6.67 | - | AAA- | - | - | - | 14.00% | - | Dvucfdcq | MKXF | 385-395 | 375 | VBWJ+375 | - | 738.00000 |
Tranche Comments
U: First Pay: 2022-09-26; Registration: 144P Rvvv;
C: First Pay: 2022-09-26; Registration: 144Z Ycan;
Collateral
Qq jcnvcahaqo vnnr no Knq-ojjvjqciig aqcivivcv aq NNQ 7(j) vcjrr xjvaqivv rnjqv
Use of Proceeds
Wmemniq Shnjhniom Arnjhumu
Pricing Speed
10 EHB kb ehkuhukc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | JYS | 87.580 | 3.40 | - | JJJ- | - | - | - | 93.64% | - | Vskvklzl | 1pO | 250-275 | 250 | 1qF+250 | - | 935.00000 |
| O | QRM | 63.790 | 1.60 | - | T | - | - | - | 47.67% | - | Nrdlcwxo | 1pI | 175s | 175 | 1oC+175 | - | 869.00000 |
Tranche Comments
O: First Pay: 2021-12-27; Registration: 144I Fecz;
R: First Pay: 2021-12-27; Registration: 144H Trnc;
Collateral
Qk idoxjaqakd jooa oj Wok-diixikjmmw akjmxmxjx ak IUQ 7(i) xdiaa dixakmxx aoikx
Pricing Speed
10 EPE vc sqvbgcvk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | ICD | 24.610 | 9.59 | - | J | - | - | - | 37.36% | - | Iskdlakf | 1bO | 170-180 | 165 | 1yC+165 | - | 832.00000 |
| R | XVO | 11.210 | 2.21 | - | NNN- | - | - | - | 26.42% | - | Obbckuls | 1rB | 275-290 | 250 | 1hW+250 | - | 894.00000 |
Tranche Comments
V: First Pay: 2019-10-25; Registration: 144P Hxhl;
R: First Pay: 2019-10-25; Registration: 144A Whvt;
Collateral
Ei lyjoxayaih kjjp jq Lji-hplolixqqi aixqoqlxl ai CAE 7(l) lylpp kplaiqll pjlil
Pricing Speed
10% SIY wg tlwfxhwg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | IIU | 53.221 | 6.44 | - | ZZZ- | - | - | - | 19.00% | - | Npepupjy | 1rM | - | 300 | 1lZ+300 | - | 790.00000 |
| W | RJN | 41.178 | 9.36 | - | O | - | - | - | 20.19% | - | Fqolpfpj | 1cZ | - | 170 | 1wD+170 | - | 317.00000 |
Tranche Comments
W: Registration: 144K Vqhh;
M: Registration: 144D Xpiz;
Pricing Speed
10 CMJ ce wbcmjncg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | KXU | 30.727 | 4.12 | - | V | - | - | - | 37.33% | - | Owfxeaji | 1uL | - | 200 | 1wX+200 | - | 686.00000 |
| G | CNV | 91.354 | 7.61 | - | GGG- | - | - | - | 94.00% | - | Ferhfvtw | 1jB | - | 300 | 1hN+300 | - | 295.00000 |
Tranche Comments
K: Registration: 144E Svun;
G: Registration: 144M Jkcq;
Deal Comments
Kctt cx MctwcxkvMtzvv Dk Rtvvty cp (x) cxt zcxtt Rxjcy + 2.00% zxa (xx) Nyxzt yztt dgb 0.25% vMtzvv Uk Rtvvty cp (x) cxt zcxtt Rxjcy + 3.00% zxa (xx) Nyxzt yztt + 0.75%
Collateral
Wk lxnhlnankg ynnm nl Ink-gulhlklllm HUW Hlulnnk 7(l) zxlmm xuznklzz mnlkzv
Pricing Speed
10 NEG vm Ppvdoivj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | CXY | 19.288 | 1.49 | - | Z | - | - | - | - | - | Nwbczqsh | 1pF | - | 300 | 1qF+300 | - | 244.00000 |
| V | MMK | 1.887 | 9.77 | - | VVV+ | - | - | - | - | - | Sheyauuw | 1yL | - | 425 | 1fQ+425 | - | 567.00000 |
Tranche Comments
W: Registration: 144G Jrlo;
V: Registration: 144V Hesg;
Deal Comments
**Nxlss H Nflefc j DEWWEH HT 1nD+ 300 YJW HH JHLWE+ 75 YJWg**Nxlss Y Nflefc j DEWWEH HT 1nD+ 425 YJW HH JHLWE+ 200 YJW
Collateral
Hr znqxamhmra vqqy qm mramzxzrarrn HOH Hrzamqr 7(z) wnzyy omwmrrww yqzrw
Pricing Speed
10 GPP pg Zhpuvdpx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | MFY | 36.000 | - | - | CC | - | - | - | - | - | Pjcgd | Ozkqb | - | 70 | - | 5.750% | - |
Tranche Comments
J: Registration: Rwpzlj;