| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 206.800 | 6.19 | - | - | AA- | - | - | - | - | Fixed | I-Curve | 265-275 | 260 | 5.91% | 6.452% | 97.84977 |
| B | USD | 89.000 | 7.07 | - | - | A- | - | - | - | - | Fixed | I-Curve | 375-385 | 375 | 7.37% | 7.590% | 99.50326 |
| C | USD | 17.600 | 3.47 | - | - | BBB- | - | - | - | - | Fixed | I-Curve | 750a | 750 | 11.31% | 11.584% | 99.98973 |
| D | USD | 8.700 | 3.47 | - | - | BB- | - | - | - | - | Fixed | - | - | - | 14.22% | - | - |
Tranche Comments
A: First Pay: 2023-06-20; Registration: 144A/Reg S;
B: First Pay: 2023-06-20; Registration: 144A/Reg S;
C: First Pay: 2023-06-20; Registration: 144A/Reg S;
D: First Pay: 2023-06-20; Registration: 144A/Reg S;
Risk Retention
US - 5% Vertical; EU: EU Article 6(3)(a) - Yes, Article 7 - No
Pricing Speed
80% PPC to 10% Cleanup Call
AllReportsSurveillanceOther