| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 44.000 | 0.23 | P-1 | A-1+ | - | - | - | 86.30% | - | Fixed | I-Curve | - | 35 | 5.615% | 5.615% | 100.00000 |
| A2 | USD | 112.500 | 1.04 | Aaa | AAA | - | - | - | 50.10% | - | Fixed | I-Curve | - | 100 | 5.97% | 6.054% | 99.99002 |
| A3 | USD | 75.600 | 2.31 | Aaa | AAA | - | - | - | 25.70% | - | Fixed | I-Curve | - | 140 | 5.56% | 5.633% | 99.98187 |
| A4 | USD | 35.600 | 3.37 | Aaa | AAA | - | - | - | 14.30% | - | Fixed | I-Curve | - | 170 | 5.59% | 5.659% | 99.98875 |
| B | USD | 11.800 | 3.96 | Aaa | AA | - | - | - | 10.50% | - | Fixed | I-Curve | - | 205 | 5.86% | 5.938% | 99.97847 |
| C | USD | 10.500 | 4.20 | Aa1 | A | - | - | - | 7.12% | - | Fixed | I-Curve | - | 260 | 6.37% | 6.459% | 99.98511 |
| D | USD | 10.000 | 4.21 | A3 | BBB | - | - | - | 3.90% | - | Fixed | I-Curve | - | - | - | - | Retained |
Tranche Comments
A1: First Pay: 2023-07-17; Registration: 144A Only;
A2: First Pay: 2023-07-17; Registration: 144A Only;
A3: First Pay: 2023-07-17; Registration: 144A Only;
A4: First Pay: 2023-07-17; Registration: 144A Only;
B: First Pay: 2023-07-17; Registration: 144A Only;
C: First Pay: 2023-07-17; Registration: 144A Only;
D: First Pay: 2023-07-17; Registration: 144A Only;
Risk Retention
US - Yes; EU - No
Pricing Speed
1.3 ABS to 10% Call