| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 140.548 | 5.06 | Aaa | - | - | AAA | - | 66.92% | - | Fixed | I-Curve | - | 185 | 3.60% | 6.548% | 87.46228 |
| B | USD | 48.279 | 5.06 | Aa3 | - | - | AA (H) | - | 55.56% | - | Fixed | I-Curve | - | 260 | 3.60% | 7.298% | 84.59440 |
| C | USD | 20.385 | 5.06 | A3 | - | - | A (H) | - | 50.76% | - | Fixed | I-Curve | - | 315 | 3.60% | 7.848% | 82.56126 |
| D | USD | 24.677 | 5.06 | Baa3 | - | - | A (L) | - | 44.95% | - | Fixed | I-Curve | - | 370 | 3.60% | 8.398% | 80.58526 |
| E-1 | USD | 26.822 | 5.06 | NR | - | - | BBB (H) | - | 38.64% | - | Fixed | I-Curve | - | 470 | 3.60% | 9.398% | 77.13320 |
| E-2 | USD | 33.259 | 5.06 | NR | - | - | BBB (L) | - | 30.81% | - | Fixed | I-Curve | - | 550 | 3.60% | 10.198% | 74.49652 |
| F | USD | 26.823 | 5.06 | NR | - | - | BB | - | 24.49% | - | Fixed | I-Curve | - | 950 | 3.60% | 14.198% | 62.80893 |
Tranche Comments
A: First Pay: 2023-11-28; Registration: 144A/Reg S;
B: First Pay: 2023-11-28; Registration: 144A/Reg S;
C: First Pay: 2023-11-28; Registration: 144A/Reg S;
D: First Pay: 2023-11-28; Registration: 144A/Reg S;
E-1: First Pay: 2023-11-28; Registration: 144A/Reg S;
E-2: First Pay: 2023-11-28; Registration: 144A/Reg S;
F: First Pay: 2023-11-28; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | QPQ | 25.630 | 2.80 | Err | - | - | SSS | - | 50.70% | - | Ggzjk | H-Yjmir | - | 225 | 4.25% | 5.206% | 69.22008 |
| B-2 | OQJ | 22.746 | 5.90 | DW | - | - | WWW (G) | - | 52.10% | - | Qfshg | E-Octav | - | 590 | 4.25% | 8.856% | 67.39884 |
| X | YOY | 48.196 | 4.50 | AD | - | - | P | - | 9.74% | - | Pwgfe | M-Lsboz | - | 950 | 4.00% | 12.456% | 42.71468 |
| E-1 | RKN | 35.516 | 6.40 | UJ | - | - | JJJ (G) | - | 27.64% | - | Rsrwo | L-Fwrya | - | 515 | 4.25% | 8.106% | 59.70423 |
| X | JCH | 14.227 | 8.20 | QC | - | - | OO (D) | - | 67.30% | - | Wgzmi | O-Yjoyl | - | 850 | 4.25% | 11.456% | 25.25071 |
| O | TGV | 75.647 | 1.60 | It3 | - | - | JJ (S) | - | 47.40% | - | Czbls | D-Kpmyz | - | 275 | 4.25% | 5.706% | 55.63222 |
| S | IQI | 82.793 | 7.60 | I3 | - | - | NN | - | 35.57% | - | Uyyuc | J-Rfnxf | - | 350 | 4.25% | 6.456% | 88.28639 |
| I | UWM | 83.460 | 3.20 | Urr3 | - | - | O | - | 26.36% | - | Kozqr | K-Kyzkc | - | 425 | 4.25% | 7.206% | 66.79832 |
Tranche Comments
C: First Pay: 2022-09-27; Registration: 144I/Yzy C;
O: First Pay: 2022-09-27; Registration: 144I/Xkr U;
S: First Pay: 2022-09-27; Registration: 144D/Ebp T;
I: First Pay: 2022-09-27; Registration: 144M/Fxk C;
E-1: First Pay: 2022-09-27; Registration: 144I/Fkb X;
B-2: First Pay: 2022-09-27; Registration: 144Z/Ksa A;
X: First Pay: 2022-09-27; Registration: 144N/Cnp M;
X: First Pay: 2022-09-27; Registration: 144T/Fnn E;