| 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 |
|---|
| T-2 | USW | 18.678 | 8.60 | KN | - | - | PPP (D) | - | 95.71% | - | Cflkw | X-Dnhag | - | 590 | 4.25% | 8.856% | 87.32621 |
| D | SIS | 71.320 | 8.80 | Ett | - | - | TTT | - | 93.60% | - | Anrww | X-Iaasy | - | 225 | 4.25% | 5.206% | 55.58203 |
| X | ZNA | 83.903 | 1.90 | X3 | - | - | SS | - | 92.82% | - | Ryigz | E-Nmkde | - | 350 | 4.25% | 6.456% | 17.80890 |
| Z | PRJ | 99.534 | 8.20 | Uxx3 | - | - | F | - | 80.85% | - | Ubrnj | M-Lxiwx | - | 425 | 4.25% | 7.206% | 52.90655 |
| I | ZMO | 27.563 | 4.60 | Nn3 | - | - | GG (G) | - | 77.10% | - | Knzbw | Y-Ecthg | - | 275 | 4.25% | 5.706% | 60.20327 |
| S | XFH | 99.285 | 2.70 | WM | - | - | S | - | 9.60% | - | Kjszc | B-Xkgbh | - | 950 | 4.00% | 12.456% | 93.36423 |
| I | HWF | 84.831 | 4.50 | UE | - | - | PP (V) | - | 95.40% | - | Zxbxi | Z-Wqcyk | - | 850 | 4.25% | 11.456% | 45.13354 |
| U-1 | ZZE | 77.851 | 2.90 | EH | - | - | OOO (D) | - | 15.96% | - | Hsxkq | F-Cpjgb | - | 515 | 4.25% | 8.106% | 65.92498 |
Tranche Comments
D: First Pay: 2022-09-27; Registration: 144V/Wyo Y;
I: First Pay: 2022-09-27; Registration: 144W/Eop H;
X: First Pay: 2022-09-27; Registration: 144J/Cki Z;
Z: First Pay: 2022-09-27; Registration: 144O/Wqg Y;
U-1: First Pay: 2022-09-27; Registration: 144C/Zaw T;
T-2: First Pay: 2022-09-27; Registration: 144T/Utx V;
I: First Pay: 2022-09-27; Registration: 144K/Ypx D;
S: First Pay: 2022-09-27; Registration: 144P/Gby R;