| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-2 | USD | 416.300 | 4.99 | - | - | A | - | A | - | - | Fixed | I-Curve | 235-250 | 225 | 5.69% | 5.754% | 100.00000 |
| B | USD | 38.000 | 4.99 | - | - | BBB | - | BBB | - | - | Fixed | I-Curve | 385-400 | 360 | 7.00% | 7.104% | 100.00000 |
| C | USD | 80.000 | 4.99 | - | - | BB | - | BB- | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-2: First Pay: 2023-06-20; Registration: 144A/Reg S;
B: First Pay: 2023-06-20; Registration: 144A/Reg S;
C: First Pay: 2023-06-20; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2 | IXN | 236.000 | - | - | - | U | - | W | - | - | Lnlwv | Fhnmm | 125-135 | 115 | 2.311% | 2.322% | 870.00000 |
| O | PMX | 414.000 | - | - | - | YYY | - | MMM | - | - | Yftvw | Hweih | 175-185 | 150 | 2.658% | 2.672% | 678.00000 |
| P | MQT | 755.000 | - | - | - | NN | - | JJ- | - | - | Ymvun | IFC | 4.75-5.0% | - | 4.459% | 4.500% | 801.00000 |
Tranche Comments
Z-2: First Pay: 2022-01-20; Registration: 144D/Blr N;
O: First Pay: 2022-01-20; Registration: 144F/Pkf U;
P: First Pay: 2022-01-20; Registration: 144K/Jwj H;