| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 32.100 | 0.27 | NR | - | - | - | K1+ | - | - | Fixed | I-Curve | 80 | 80 | 5.960% | 5.961% | 100.00000 |
| A2 | USD | 209.633 | 1.79 | A2 | - | - | - | AAA | - | - | Fixed | I-Curve | 235-250 | 235 | 6.57% | 6.661% | 99.99791 |
| B | USD | 42.303 | 3.46 | A2 | - | - | - | AA- | - | - | Fixed | I-Curve | 300a | 300 | 6.77% | 6.869% | 99.99013 |
| C | USD | 20.907 | 3.47 | Baa1 | - | - | - | A- | - | - | Fixed | I-Curve | 475 | 475 | 7.88% | 8.618% | 98.23899 |
Tranche Comments
A1: First Pay: 2023-06-15; Registration: 144A Only;
A2: First Pay: 2023-06-15; Registration: 144A Only;
B: First Pay: 2023-06-15; Registration: 144A Only;
C: First Pay: 2023-06-15; Registration: 144A Only;
Risk Retention
US - Yes; EU - No
Pricing Speed
1.5 ABS 20% call
AllReportsSurveillanceOther