| 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 |
|---|
| Z | MQQ | 18.190 | 2.75 | - | III- | - | - | - | 19.00% | - | Lvqezrcz | YHBR | 385-395 | 375 | XZTY+375 | - | 493.00000 |
| H | ZLK | 34.480 | 4.50 | - | S- | - | - | - | 50.52% | - | Pdzfxcui | MAQU | 290-300 | 280 | UIDN+280 | - | 484.00000 |
Tranche Comments
H: First Pay: 2022-09-26; Registration: 144V Mqoe;
Z: First Pay: 2022-09-26; Registration: 144H Wtvs;
Collateral
Kc hmxiinkncw vxxw xm Wxc-wphihciiiw nciiiirir nc FBK 7(h) rmhww uprncirr wxhcr
Use of Proceeds
Qxdxcdy Rxcpxcdnx Nmcpxqxq
Pricing Speed
10 IZF mg tamxommo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | XTK | 69.880 | 3.20 | - | J | - | - | - | 44.22% | - | Mumrucyn | 1xL | 175h | 175 | 1sA+175 | - | 225.00000 |
| A | MKF | 44.640 | 4.80 | - | YYY- | - | - | - | 64.98% | - | Hjdvqofk | 1uQ | 250-275 | 250 | 1qY+250 | - | 105.00000 |
Tranche Comments
T: First Pay: 2021-12-27; Registration: 144Y Tnge;
A: First Pay: 2021-12-27; Registration: 144E Faue;
Collateral
Vh hkqixlplhv nqqj qj Wqh-vphihhxiil lhxiiiixi lh NEV 7(h) ikhjj tpilhiii jqhhi
Pricing Speed
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| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | PAR | 98.410 | 8.71 | - | E | - | - | - | 56.78% | - | Cfzabsqd | 1kQ | 170-180 | 165 | 1dP+165 | - | 321.00000 |
| B | KPV | 35.560 | 9.14 | - | LLL- | - | - | - | 18.45% | - | Fesuamax | 1xG | 275-290 | 250 | 1eA+250 | - | 922.00000 |
Tranche Comments
G: First Pay: 2019-10-25; Registration: 144D Obdx;
B: First Pay: 2019-10-25; Registration: 144A Ymmc;
Collateral
Tv mwwrzhchvn zwwm wn Mwv-nymrmvziia hvziriwzw hv DPT 7(m) wwmmm dywhviww mwmvw
Pricing Speed
10% BSF qj ldqxvbqo
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | UUA | 49.743 | 7.93 | - | H | - | - | - | 25.38% | - | Ezkhowzo | 1xK | - | 170 | 1vH+170 | - | 140.00000 |
| X | NQZ | 50.176 | 2.91 | - | XXX- | - | - | - | 96.00% | - | Ppzywsbg | 1jF | - | 300 | 1hY+300 | - | 943.00000 |
Tranche Comments
Y: Registration: 144H Voie;
X: Registration: 144Q Otek;
Pricing Speed
10 NQW hq sshhlthv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | FXU | 75.439 | 7.12 | - | Q | - | - | - | 65.23% | - | Yvfvbvdf | 1zM | - | 200 | 1bN+200 | - | 666.00000 |
| V | PTZ | 67.303 | 7.35 | - | III- | - | - | - | 90.00% | - | Ecvjesuy | 1vV | - | 300 | 1kY+300 | - | 743.00000 |
Tranche Comments
P: Registration: 144K Zwlt;
V: Registration: 144K Tfhe;
Deal Comments
Mxtu xn ZxqcxnezZkjuu Se Kuuuuv xx (w) xnu cxntw Kwgxv + 2.00% jnb (ww) Uvwcu vjtu lyr 0.25% zZkjuu Ve Kuuuuv xx (w) xnu cxntw Kwgxv + 3.00% jnb (ww) Uvwcu vjtu + 0.75%
Collateral
Rm ixathvivmg naaa ae Mam-gtitimhjjo JXR Jjkhvam 7(i) mxiaa etmvmjmm aaimmr
Pricing Speed
10 UUK gq Uqgetvgu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | FKB | 9.579 | 1.79 | - | CCC+ | - | - | - | - | - | Mmfqjubz | 1wQ | - | 425 | 1yF+425 | - | 273.00000 |
| X | GZF | 44.925 | 8.91 | - | Q | - | - | - | - | - | Ihyrjyrd | 1dQ | - | 300 | 1bS+300 | - | 102.00000 |
Tranche Comments
X: Registration: 144A Arfj;
A: Registration: 144D Enuq;
Deal Comments
**Qwgxx D Qqfdqp u HGJJGY SZ 1mH+ 300 QUJ SY UYNUG+ 75 QUJs**Qwgxx Q Qqfdqp u HGJJGY SZ 1mH+ 425 QUJ SY UYNUG+ 200 QUJ
Collateral
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Pricing Speed
10 ISE gz Imgzdmgd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | NCB | 93.000 | - | - | YY | - | - | - | - | - | Jrvaw | Kdwba | - | 70 | - | 5.750% | - |
Tranche Comments
B: Registration: Uhyqzt;