| 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 |
|---|
| F | TTF | 76.611 | 9.60 | Q3 | - | - | AA | - | 45.91% | - | Vbwta | Z-Clwls | - | 350 | 4.25% | 6.456% | 21.82223 |
| V | JIM | 27.890 | 9.20 | Luu | - | - | JJJ | - | 74.17% | - | Orciz | B-Uooiv | - | 225 | 4.25% | 5.206% | 91.90478 |
| Z-1 | ISI | 40.933 | 2.20 | SW | - | - | QQQ (A) | - | 89.41% | - | Ncvrn | Y-Obwzr | - | 515 | 4.25% | 8.106% | 71.39871 |
| F | OND | 59.280 | 9.70 | VP | - | - | ZZ (B) | - | 92.30% | - | Dslis | B-Swzgg | - | 850 | 4.25% | 11.456% | 13.26610 |
| I-2 | KZK | 72.335 | 6.50 | VW | - | - | WWW (M) | - | 14.29% | - | Gnyfq | H-Htgjg | - | 590 | 4.25% | 8.856% | 27.36042 |
| E | TNY | 70.646 | 4.90 | Ymm3 | - | - | Y | - | 26.33% | - | Cbryx | U-Bzbpw | - | 425 | 4.25% | 7.206% | 23.31711 |
| K | CSI | 97.912 | 7.30 | OK | - | - | L | - | 8.96% | - | Mhrib | P-Wwrhh | - | 950 | 4.00% | 12.456% | 86.30030 |
| K | RSW | 79.569 | 3.80 | Mm3 | - | - | DD (D) | - | 15.10% | - | Bqurm | Z-Nxqvi | - | 275 | 4.25% | 5.706% | 24.68726 |
Tranche Comments
V: First Pay: 2022-09-27; Registration: 144A/Ndb C;
K: First Pay: 2022-09-27; Registration: 144F/Nmo I;
F: First Pay: 2022-09-27; Registration: 144X/Jph N;
E: First Pay: 2022-09-27; Registration: 144Q/Kty P;
Z-1: First Pay: 2022-09-27; Registration: 144T/Reu N;
I-2: First Pay: 2022-09-27; Registration: 144A/Opo K;
F: First Pay: 2022-09-27; Registration: 144B/Usy S;
K: First Pay: 2022-09-27; Registration: 144X/Hvm L;