| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 53.700 | 0.12 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 35a | 33 | 5.592% | 5.592% | 100.00000 |
| A2 | USD | 150.000 | 0.52 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 90-95 | 80 | 5.870% | 5.945% | 99.99871 |
| A3 | USD | 59.741 | 1.15 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 105a | 97 | 5.60% | 5.670% | 99.99546 |
| B | USD | 109.256 | 1.79 | - | AA | AA | - | - | - | - | Fixed | I-Curve | 150a | 150 | 5.61% | 5.678% | 99.99671 |
| C | USD | 91.218 | 2.62 | - | A | A | - | - | - | - | Fixed | I-Curve | 205a | 200 | 5.75% | 5.826% | 99.98424 |
| D | USD | 95.982 | 3.55 | - | BBB | BBB | - | - | - | - | Fixed | I-Curve | 285a | 275 | 6.32% | 6.410% | 99.98096 |
| E | USD | 62.967 | 4.49 | - | BB | BB | - | - | - | - | Fixed | I-Curve | 685-700 | 640 | 9.75% | 9.955% | 99.98351 |
Tranche Comments
A1: First Pay: 2023-06-15; Registration: Registered;
A2: First Pay: 2023-06-15; Registration: Registered;
A3: First Pay: 2023-06-15; Registration: Registered;
B: First Pay: 2023-06-15; Registration: Registered;
C: First Pay: 2023-06-15; Registration: Registered;
D: First Pay: 2023-06-15; Registration: Registered;
E: First Pay: 2023-06-15; Registration: 144A/Reg S;
Pricing Speed
1.50% ABS to 5% Call
AllReportsSurveillanceOther