| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 238.200 | 1.61 | - | - | - | - | AA | - | - | Fixed | I-Curve | 285 | 285 | 7.00% | 7.705% | 99.12858 |
| B | USD | 53.320 | 2.93 | - | - | - | - | A- | - | - | Fixed | I-Curve | 355 | 355 | 7.86% | 7.991% | 99.99997 |
| C | USD | 21.920 | 2.93 | - | - | - | - | BBB- | - | - | Fixed | I-Curve | 475 | 475 | 8.50% | 9.191% | 98.66615 |
| D | USD | 10.870 | 2.93 | - | - | - | - | BB- | - | - | Fixed | I-Curve | - | 825 | 5.00% | 12.691% | 81.96537 |
Tranche Comments
A: First Pay: 2023-12-20; Registration: 144A/Reg S;
B: First Pay: 2023-12-20; Registration: 144A/Reg S;
C: First Pay: 2023-12-20; Registration: 144A/Reg S;
D: First Pay: 2023-12-20; Registration: 144A Only;