| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 175.034 | 1.91 | - | - | - | A | - | 22.90% | - | Fixed | I-Curve | 225a | 225 | 7.07% | 6.891% | 99.99936 |
| M-1 | USD | 13.394 | 4.01 | - | - | - | BBB | - | 17.00% | - | Fixed | I-Curve | 500a | 490 | 8.41% | 9.073% | 97.74991 |
| B-1 | USD | 11.692 | 4.01 | - | - | - | BB | - | 11.85% | - | Fixed | I-Curve | 675a | 660 | 8.41% | 10.773% | 92.48275 |
| B-2 | USD | 12.259 | 4.01 | - | - | - | B | - | 6.45% | - | Fixed | I-Curve | - | 935 | 8.41% | 13.523% | 84.69399 |
Tranche Comments
A-1: First Pay: 2023-03-25; Registration: 144A/Reg S;
M-1: First Pay: 2023-03-25; Registration: 144A/Reg S;
B-1: First Pay: 2023-03-25; Registration: 144A/Reg S;
B-2: First Pay: 2023-03-25; Registration: 144A/Reg S;
Deal Comments
Non Call Period: Earlier of: (i) 3 Years from the Closing Date; (ii) 30% Pool Factor
Pricing Speed
25% CPR to 4 Year Call (Step Up Date)
AllReportsSurveillanceOther