| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 58.500 | 0.25 | - | - | - | - | K1+ | - | - | Fixed | I-Curve | 45a | 50 | 5.748% | 5.748% | 100.00000 |
| A2 | USD | 178.000 | 1.26 | - | - | - | - | AAA | - | - | Fixed | I-Curve | 140a | 140 | 6.27% | 6.353% | 99.99934 |
| A3 | USD | 95.130 | 2.78 | - | - | - | - | AAA | - | - | Fixed | I-Curve | 180a | 180 | 5.96% | 6.035% | 99.99870 |
| B | USD | 28.550 | 3.65 | - | - | - | - | AA | - | - | Fixed | I-Curve | 200-215 | 210 | 6.09% | 6.168% | 99.99929 |
| C | USD | 21.780 | 4.09 | - | - | - | - | A | - | - | Fixed | I-Curve | - | - | - | - | - |
| D | USD | 34.690 | 4.66 | - | - | - | - | BBB- | - | - | Fixed | I-Curve | - | - | - | - | - |
Tranche Comments
A1: First Pay: 2023-07-17; Registration: 144A/Reg S;
A2: First Pay: 2023-07-17; Registration: 144A/Reg S;
A3: First Pay: 2023-07-17; Registration: 144A/Reg S;
B: First Pay: 2023-07-17; Registration: 144A/Reg S;
C: First Pay: 2023-07-17; Registration: 144A/Reg S; Comments: Pre-Placed;
D: First Pay: 2023-07-17; Registration: 144A/Reg S; Comments: Pre-Placed;
Pricing Speed
1.40% ABS to 5% Clean-Up Call
AllReportsSurveillanceOther