| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 613.080 | 4.99 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 110-115 | 100 | 4.02% | 4.017% | 99.99743 |
| A-2 | USD | 600.000 | 12.09 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 175a | 170 | 4.72% | 4.719% | 99.99371 |
| A-3 | USD | 500.000 | 16.96 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 190a | 183 | 5.08% | 5.078% | 99.99505 |
| A-4 | USD | 1,149.960 | 22.42 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 200-210 | 190 | 5.21% | 5.209% | 99.99859 |
| A-5 | USD | 1,036.920 | 27.94 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 205-215 | 195 | 5.10% | 5.097% | 99.99058 |
Tranche Comments
A-1: First Pay: 2023-06-01; Registration: Registered;
A-2: First Pay: 2023-06-01; Registration: Registered;
A-3: First Pay: 2023-06-01; Registration: Registered;
A-4: First Pay: 2023-06-01; Registration: Registered;
A-5: First Pay: 2023-06-01; Registration: Registered;
Deal Comments
Active Bookrunners: CTI(B&D), BRC, GSC. Passive Bookrunners: BAM, CSG, JPM, MIZ
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1 | LXR | 422.000 | 7.28 | Knn | LLL | - | - | - | - | - | Slaev | V-Wbnyj | 90-95 | 60 | 3.59% | 3.594% | 98.35913 |
| J-4 | ASV | 1,369.000 | 48.50 | Ann | QQQ | - | - | - | - | - | Caqzk | T-Rhgqz | 160-165 | 125 | 4.45% | 4.451% | 30.80585 |
| F-5 | GKY | 650.000 | 28.40 | Jss | HHH | - | - | - | - | - | Styvz | O-Hbppc | 195-200 | 160 | 4.67% | 4.674% | 34.32515 |
| Z-3 | KCO | 358.000 | 79.42 | Uvv | RRR | - | - | - | - | - | Yoygy | X-Gttum | 155-160 | 125 | 4.38% | 4.377% | 18.25812 |
| V-2 | CAA | 521.000 | 33.50 | Taa | OOO | - | - | - | - | - | Rcajs | J-Fbjsh | 125-135 | 125 | 4.26% | 4.263% | 37.86049 |
Tranche Comments
S-1: First Pay: 2022-12-01; Registration: Zubiibuiuv;
V-2: First Pay: 2022-12-01; Registration: Iyzezvyzyo;
Z-3: First Pay: 2022-12-01; Registration: Xpolnfphpt;
J-4: First Pay: 2022-12-01; Registration: Gnkxkbnbnl;
F-5: First Pay: 2022-12-01; Registration: Bvaeosvsvk;
Deal Comments
Iclxtz Zzzbykwwzyvp KWX(Z&D), QIK, HWE. Whvvxtz Zzzbykwwzyvp ZYK, ZXW, QWQ, EWG