| 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 |
|---|
| E3 | GVT | 49.200 | 3.30 | - | - | - | XXX (N) | - | 2.34% | - | Bczng | V-Qnaxh | - | 800 | 3.00% | 12.271% | 24.31186 |
| E2 | XKO | 36.800 | 5.40 | - | - | - | P (M) | - | 7.80% | - | Prams | K-Dcloi | - | 565 | 3.00% | 9.921% | 48.64156 |
| X1 | IFM | 84.300 | 9.90 | - | - | - | JJ (Q) | - | 27.13% | - | Xpzwl | D-Todjt | - | 390 | 3.00% | 8.171% | 15.38868 |
| G | VUV | 643.800 | 6.80 | - | - | - | DDD | - | 80.60% | - | Svsua | E-Ldkyr | - | 265 | 3.00% | 7.657% | 79.96280 |
Tranche Comments
G: First Pay: 2023-07-25; Registration: 144F/Hvf G;
X1: First Pay: 2023-07-25; Registration: 144M/Jyj X;
E2: First Pay: 2023-07-25; Registration: 144V/Boc S;
E3: First Pay: 2023-07-25; Registration: 144T/Zef G;
Collateral
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