| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 33.400 | 0.22 | P-1 | A-1+ | - | - | - | 89.40% | - | Fixed | I-Curve | - | 27 | 5.678% | 5.678% | 100.00000 |
| A2 | USD | 105.300 | 1.06 | Aaa | AAA | - | - | - | 57.00% | - | Fixed | I-Curve | - | 77 | 5.95% | 6.030% | 99.99431 |
| A3 | USD | 70.000 | 2.30 | Aaa | AAA | - | - | - | 35.20% | - | Fixed | I-Curve | - | 105 | 5.63% | 5.704% | 99.98416 |
| A4 | USD | 57.900 | 3.47 | Aaa | AAA | - | - | - | 17.10% | - | Fixed | I-Curve | - | 150 | 5.79% | 5.869% | 99.97339 |
| B | USD | 12.600 | 4.32 | Aa1 | AA | - | - | - | 13.20% | - | Fixed | I-Curve | - | 170 | 5.87% | 5.945% | 99.98984 |
| C | USD | 11.000 | 4.50 | A1 | A | - | - | - | 9.70% | - | Fixed | I-Curve | - | 220 | 6.33% | 6.419% | 99.98128 |
| D | USD | 9.800 | 4.50 | Baa2 | BBB | - | - | - | 6.70% | - | Fixed | I-Curve | - | 310 | 7.20% | 7.319% | 99.96238 |
Tranche Comments
A1: First Pay: 2023-09-15; Registration: 144A Only;
A2: First Pay: 2023-09-15; Registration: 144A Only;
A3: First Pay: 2023-09-15; Registration: 144A Only;
A4: First Pay: 2023-09-15; Registration: 144A Only;
B: First Pay: 2023-09-15; Registration: 144A Only;
C: First Pay: 2023-09-15; Registration: 144A Only;
D: First Pay: 2023-09-15; Registration: 144A Only;
Risk Retention
US - Yes, EU - No
Pricing Speed
1.3 ABS to 10% Call