| 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 |
|---|
| A | YUI | 41.100 | 1.64 | - | - | - | - | HH | - | - | Lilan | KDEA | 80-90 | 75 | 1.18% | 1.186% | 74.37150 |
| A | MGT | 70.530 | 9.20 | - | - | - | - | U | - | - | Bcvee | Wcrpn | 105-115 | 95 | 1.55% | 1.561% | 13.78026 |
| C | XSB | 69.431 | 2.80 | - | - | - | - | DDD | - | - | Fvsfo | YWWO | 55-65 | 45 | 0.61% | 0.619% | 99.16919 |
| O | FPC | 4.230 | 8.60 | - | - | - | - | JJ | - | - | Ticba | Jyvel | 270-280 | 255 | 3.39% | 3.423% | 16.93097 |
| O | EGT | 57.710 | 8.20 | - | - | - | - | FFF | - | - | Lurgg | Gxkur | 130-140 | 120 | 1.99% | 2.004% | 23.76758 |
| E | CNK | 55.270 | 8.40 | - | - | - | - | S | - | - | Tjqth | Ghmfi | 440-450 | 435 | 5.16% | 5.223% | 82.24706 |
Tranche Comments
C: First Pay: 2021-11-15; Registration: 144Q/Atp Z;
A: First Pay: 2021-11-15; Registration: 144N/Vdn Q;
A: First Pay: 2021-11-15; Registration: 144Q/Nez W;
O: First Pay: 2021-11-15; Registration: 144M/Ypg P;
O: First Pay: 2021-11-15; Registration: 144O/Vnu T;
E: First Pay: 2021-11-15; Registration: 144O/Qyf F;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | WFW | 20.340 | 4.30 | - | GG- | - | - | TT | - | - | Rvuku | Lojqb | 260-270 | 250 | 4.03% | 4.065% | 44.64819 |
| C | NBT | 82.400 | 7.83 | - | I- | - | - | B- | - | - | Oiurr | Uwyyj | 130-140 | 125 | 2.82% | 2.842% | 11.50731 |
| D | KZT | 213.620 | 5.20 | - | M | - | - | KK | - | - | Jasbx | PMAD | 95-100 | 88 | 2.62% | 2.637% | 81.61260 |
| T | AYO | 33.240 | 4.13 | - | SSS | - | - | KKK- | - | - | Lryoo | Zcyrz | 165-175 | 160 | 3.14% | 3.167% | 30.16616 |
| B | CZB | 1.700 | 7.56 | - | PF | - | - | V | - | - | Bougu | Kkerj | 530-540 | 530 | 6.76% | 6.865% | 88.90579 |
Tranche Comments
D: First Pay: 2019-11-15; Registration: 144V/Ycq R;
C: First Pay: 2019-11-15; Registration: 144H/Cny H;
T: First Pay: 2019-11-15; Registration: 144F/Zyn Z;
G: First Pay: 2019-11-15; Registration: 144H/Uiw X;
B: First Pay: 2019-11-15; Registration: 144A/Kqk O;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | OAD | 36.472 | 6.69 | - | R | - | - | T | - | - | Hzrqn | JBCT | 85-90 | 75 | 2.84% | 2.860% | 80.18487 |
| H | EXB | 2.861 | 4.48 | - | MM- | - | - | DD | - | - | Yrzmp | Jlymg | 290-300 | 280 | 5.13% | 5.194% | 47.32568 |
| U | ZAA | 28.320 | 8.43 | - | GGG | - | - | RRR | - | - | Fkxvl | Tjbre | 165-170 | 150 | 3.85% | 3.889% | 73.82220 |
Tranche Comments
G: Registration: 144G Jedn;
U: Registration: 144Y Ojnw;
H: Registration: 144D Cilq;
Pricing Speed
1.5% XVX cs cbp Kzcysuqo Rpoppzcysu