| 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 |
|---|
| A | QSO | 29.505 | 3.20 | Ox3 | - | - | DD (X) | - | 33.40% | - | Fvgkh | F-Ztbvd | - | 275 | 4.25% | 5.706% | 23.39974 |
| Q | NXM | 76.958 | 7.20 | Gee3 | - | - | B | - | 91.63% | - | Nlubp | D-Aswhg | - | 425 | 4.25% | 7.206% | 24.58107 |
| A-1 | VFS | 92.798 | 4.20 | EN | - | - | NNN (X) | - | 31.74% | - | Wjjnb | A-Gbobt | - | 515 | 4.25% | 8.106% | 73.97788 |
| B | ESF | 69.368 | 6.70 | B3 | - | - | RR | - | 25.67% | - | Azkez | F-Ebfve | - | 350 | 4.25% | 6.456% | 79.55516 |
| M | YVD | 96.524 | 4.40 | MS | - | - | WW (O) | - | 11.10% | - | Mlfrv | T-Kgrlq | - | 850 | 4.25% | 11.456% | 53.14419 |
| Z-2 | RAZ | 84.584 | 3.90 | CY | - | - | OOO (Y) | - | 87.89% | - | Xsgme | Q-Hhjcz | - | 590 | 4.25% | 8.856% | 55.32163 |
| M | LOU | 34.790 | 2.60 | Jaa | - | - | TTT | - | 18.15% | - | Nylan | D-Hdhoi | - | 225 | 4.25% | 5.206% | 35.50149 |
| S | UGJ | 33.693 | 9.60 | WL | - | - | U | - | 6.29% | - | Lclio | S-Gaqcm | - | 950 | 4.00% | 12.456% | 46.94149 |
Tranche Comments
M: First Pay: 2022-09-27; Registration: 144F/Eqr N;
A: First Pay: 2022-09-27; Registration: 144P/Rjq X;
B: First Pay: 2022-09-27; Registration: 144G/Doe M;
Q: First Pay: 2022-09-27; Registration: 144T/Ydm X;
A-1: First Pay: 2022-09-27; Registration: 144M/Cuc T;
Z-2: First Pay: 2022-09-27; Registration: 144T/Oiz G;
M: First Pay: 2022-09-27; Registration: 144N/Jve G;
S: First Pay: 2022-09-27; Registration: 144E/Onv P;