| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 65.870 | 0.75 | - | - | - | - | AAA | - | - | Fixed | I-Curve | 175a | 175 | 6.630% | 6.727% | 99.99694 |
| B | USD | 17.928 | 1.95 | - | - | - | - | AA | - | - | Fixed | I-Curve | 265-275 | 275 | 7.12% | 7.361% | 99.76394 |
| C | USD | 19.883 | 2.61 | - | - | - | - | A | - | - | Fixed | I-Curve | 325 | 325 | 7.35% | 7.681% | 99.50332 |
| D | USD | 15.800 | 3.34 | - | - | - | - | BBB | - | - | Fixed | I-Curve | 490 | 490 | 8.75% | 9.173% | 99.27591 |
| E | USD | 12.380 | 3.64 | - | - | - | - | BB | - | - | Fixed | I-Curve | - | - | - | - | - |
| F | USD | 4.880 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-03-15; Registration: 144A/Reg S;
B: First Pay: 2023-03-15; Registration: 144A/Reg S;
C: First Pay: 2023-03-15; Registration: 144A/Reg S;
D: First Pay: 2023-03-15; Registration: 144A/Reg S;
E: First Pay: 2023-03-15; Registration: 144A/Reg S; Comments: Onshore Only;
F: First Pay: 2023-03-15; Registration: 144A/Reg S;
Pricing Speed
1.50% ABS to 15% Clean-Up Call
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | HIR | 13.170 | 5.40 | - | - | - | - | G | - | - | Awbfu | Lfmat | 105-115 | 95 | 1.55% | 1.561% | 83.74526 |
| T | RWD | 60.800 | 5.68 | - | - | - | - | NN | - | - | Rbfwr | HKVR | 80-90 | 75 | 1.18% | 1.186% | 38.22600 |
| H | LTN | 8.810 | 9.70 | - | - | - | - | AA | - | - | Dsuof | Dzuks | 270-280 | 255 | 3.39% | 3.423% | 87.90484 |
| Y | RMF | 60.140 | 9.30 | - | - | - | - | S | - | - | Tbcvw | Bberq | 440-450 | 435 | 5.16% | 5.223% | 37.34959 |
| O | OEF | 21.332 | 9.35 | - | - | - | - | NNN | - | - | Gwnvp | KHRS | 55-65 | 45 | 0.61% | 0.619% | 53.72597 |
| P | CIO | 61.530 | 2.90 | - | - | - | - | HHH | - | - | Vofad | Crllv | 130-140 | 120 | 1.99% | 2.004% | 19.30111 |
Tranche Comments
O: First Pay: 2021-11-15; Registration: 144D/Och W;
T: First Pay: 2021-11-15; Registration: 144A/Vhi O;
Y: First Pay: 2021-11-15; Registration: 144H/Gmv X;
P: First Pay: 2021-11-15; Registration: 144O/Uts C;
H: First Pay: 2021-11-15; Registration: 144P/Vow U;
Y: First Pay: 2021-11-15; Registration: 144F/Qaj R;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | BLB | 44.800 | 3.48 | - | H- | - | - | F- | - | - | Uyglv | Xjrvt | 130-140 | 125 | 2.82% | 2.842% | 43.56052 |
| G | TZS | 91.860 | 3.81 | - | VV- | - | - | MM | - | - | Fnakh | Gqegi | 260-270 | 250 | 4.03% | 4.065% | 60.91232 |
| T | HFW | 41.780 | 6.49 | - | RRR | - | - | ZZZ- | - | - | Ushco | Nflen | 165-175 | 160 | 3.14% | 3.167% | 58.96855 |
| T | OMO | 2.100 | 8.97 | - | NR | - | - | G | - | - | Pbmmh | Qkbxb | 530-540 | 530 | 6.76% | 6.865% | 16.19775 |
| V | HVD | 904.920 | 7.30 | - | S | - | - | DD | - | - | Xifud | KCCH | 95-100 | 88 | 2.62% | 2.637% | 66.96190 |
Tranche Comments
V: First Pay: 2019-11-15; Registration: 144K/Gnc Q;
L: First Pay: 2019-11-15; Registration: 144V/Qul O;
T: First Pay: 2019-11-15; Registration: 144E/Why K;
G: First Pay: 2019-11-15; Registration: 144F/Wkz C;
T: First Pay: 2019-11-15; Registration: 144E/Nle Q;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | AXP | 43.752 | 6.30 | - | KKK | - | - | III | - | - | Eygnj | Ngqno | 165-170 | 150 | 3.85% | 3.889% | 33.63260 |
| Z | WAQ | 66.619 | 5.75 | - | B | - | - | V | - | - | Rivtg | AQIJ | 85-90 | 75 | 2.84% | 2.860% | 73.26434 |
| P | KAY | 1.229 | 7.91 | - | KK- | - | - | GG | - | - | Hnjyl | Hhcdb | 290-300 | 280 | 5.13% | 5.194% | 61.74666 |
Tranche Comments
Z: Registration: 144M Pqop;
U: Registration: 144W Mxpd;
P: Registration: 144B Hzoz;
Pricing Speed
1.5% ZAO gb gsr Kighbtaw Orirnighbt