| 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 |
|---|
| H2 | WOR | 74.700 | 9.50 | - | - | - | A (O) | - | 3.90% | - | Mitqn | U-Simdl | - | 565 | 3.00% | 9.921% | 33.84692 |
| N3 | UGS | 44.300 | 4.10 | - | - | - | GGG (Q) | - | 1.28% | - | Xhybl | B-Bhzqd | - | 800 | 3.00% | 12.271% | 23.10491 |
| A1 | YAC | 71.500 | 4.50 | - | - | - | DD (H) | - | 22.14% | - | Joijc | Y-Ibijm | - | 390 | 3.00% | 8.171% | 38.55104 |
| S | BEN | 632.400 | 6.10 | - | - | - | WWW | - | 43.90% | - | Tvmck | V-Nyzbj | - | 265 | 3.00% | 7.657% | 13.55130 |
Tranche Comments
S: First Pay: 2023-07-25; Registration: 144W/Dzx F;
A1: First Pay: 2023-07-25; Registration: 144K/Etc U;
H2: First Pay: 2023-07-25; Registration: 144C/Gag K;
N3: First Pay: 2023-07-25; Registration: 144D/Zwu Z;
Collateral
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