| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 207.600 | 1.59 | - | - | - | AAA | - | 24.41% | - | Fixed | - | - | 170 | 3.00% | 6.480% | 94.98838 |
| M-1 | USD | 19.300 | 3.01 | - | - | - | AA (L) | - | 17.38% | - | Fixed | - | - | 265 | 3.00% | 7.086% | 89.21922 |
| M-2 | USD | 14.200 | 3.01 | - | - | - | A (L) | - | 12.21% | - | Fixed | - | - | 425 | 3.00% | 8.686% | 85.36546 |
| M-3 | USD | 13.800 | 3.01 | - | - | - | BBB (L) | - | 7.19% | - | Fixed | - | - | 625 | 3.00% | 10.686% | 80.82686 |
| M-4 | USD | 13.700 | 3.01 | - | - | - | BB (L) | - | 2.20% | - | Fixed | - | - | 950 | 3.00% | 13.936% | 74.05739 |
Deal Comments
The Class M4 Notes may only be allocated to US persons
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D3 | GGL | 32.200 | 3.50 | - | - | - | PPP (G) | - | 7.20% | - | Arszx | E-Onhjg | - | 800 | 3.00% | 12.271% | 52.74827 |
| A2 | LJL | 18.200 | 7.50 | - | - | - | M (R) | - | 9.10% | - | Wsylz | H-Vjsah | - | 565 | 3.00% | 9.921% | 95.42190 |
| P | YAN | 885.400 | 3.80 | - | - | - | UUU | - | 13.80% | - | Bufqi | T-Hqhmi | - | 265 | 3.00% | 7.657% | 51.91870 |
| W1 | LTE | 82.700 | 7.70 | - | - | - | XX (R) | - | 28.37% | - | Bouyk | P-Npbcj | - | 390 | 3.00% | 8.171% | 32.19095 |
Tranche Comments
P: First Pay: 2023-07-25; Registration: 144A/Lbu K;
W1: First Pay: 2023-07-25; Registration: 144K/Jya U;
A2: First Pay: 2023-07-25; Registration: 144N/Xfg C;
D3: First Pay: 2023-07-25; Registration: 144W/Iej Z;
Collateral
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