| 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 |
|---|
| B | PNG | 14.617 | 3.10 | Qj3 | - | - | TT (V) | - | 62.40% | - | Jljcw | U-Gplby | - | 275 | 4.25% | 5.706% | 39.99127 |
| T-2 | IAP | 95.708 | 4.70 | US | - | - | BBB (S) | - | 22.30% | - | Ffkrz | I-Ezrfr | - | 590 | 4.25% | 8.856% | 82.47004 |
| S | WWT | 35.880 | 7.80 | YI | - | - | DD (M) | - | 43.50% | - | Yzkkn | X-Hplty | - | 850 | 4.25% | 11.456% | 30.34777 |
| Q-1 | QRI | 79.472 | 8.60 | DS | - | - | AAA (B) | - | 77.87% | - | Hvxtm | D-Pgizt | - | 515 | 4.25% | 8.106% | 28.66666 |
| W | YRD | 38.517 | 4.80 | Pff3 | - | - | T | - | 72.52% | - | Vpyew | P-Scslk | - | 425 | 4.25% | 7.206% | 11.42308 |
| D | MQI | 14.687 | 8.80 | EN | - | - | H | - | 1.34% | - | Jrmqv | L-Zuyxs | - | 950 | 4.00% | 12.456% | 21.68424 |
| K | PON | 58.380 | 6.30 | Kcc | - | - | KKK | - | 75.18% | - | Ezxir | R-Aonos | - | 225 | 4.25% | 5.206% | 20.72596 |
| H | GUX | 38.761 | 8.10 | P3 | - | - | ZZ | - | 48.43% | - | Xyjwg | R-Tprrw | - | 350 | 4.25% | 6.456% | 14.69783 |
Tranche Comments
K: First Pay: 2022-09-27; Registration: 144V/Pey D;
B: First Pay: 2022-09-27; Registration: 144W/Pdt E;
H: First Pay: 2022-09-27; Registration: 144C/Eqa I;
W: First Pay: 2022-09-27; Registration: 144M/Lyg G;
Q-1: First Pay: 2022-09-27; Registration: 144Z/Auk O;
T-2: First Pay: 2022-09-27; Registration: 144B/Awe A;
S: First Pay: 2022-09-27; Registration: 144Q/Nxw B;
D: First Pay: 2022-09-27; Registration: 144F/Inw G;