| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 218.680 | 2.03 | - | - | AAA | AAA | - | 33.75% | - | Fixed | I-Curve | - | 185 | 6.46% | 6.295% | 99.99929 |
| A-2 | USD | 31.524 | 2.03 | - | - | AA | AA | - | 24.20% | - | Fixed | I-Curve | - | 200 | 6.61% | 6.445% | 99.99863 |
| A-3 | USD | 23.436 | 2.03 | - | - | A | A | - | 17.10% | - | Fixed | I-Curve | - | 215 | 6.76% | 6.595% | 99.99987 |
| M-1 | USD | 17.989 | 3.99 | - | - | BBB- | BBB (L) | - | 11.65% | - | Fixed | I-Curve | - | 390 | 7.32% | 7.882% | 97.97211 |
Tranche Comments
A-1: First Pay: 2023-06-26; Registration: 144A/Reg S;
A-2: First Pay: 2023-06-26; Registration: 144A/Reg S;
A-3: First Pay: 2023-06-26; Registration: 144A/Reg S;
M-1: First Pay: 2023-06-26; Registration: 144A/Reg S;
Deal Comments
Non Call Period: Earlier of 3 years and 30% UPB. Pricing Speed: 25% CPR to earlier of 4 year call (step up date) and 30% UPB
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1 | QED | 613.150 | 9.60 | - | - | QQQ | RRR | - | 21.10% | - | Tbtwe | Q-Dzjah | 150k | 150 | 6.18% | 6.128% | 71.80880 |
| W-1 | EXL | 87.720 | 9.80 | - | - | MMM | EEE (T) | - | 92.17% | - | Aohbm | B-Toadf | 425u | 425 | 7.05% | 8.462% | 85.64917 |
| S-3 | OJD | 48.660 | 5.10 | - | - | L | A (E) | - | 23.80% | - | Tsfqa | G-Baufh | 230e | 230 | 6.90% | 6.928% | 89.85408 |
| E-2 | BPK | 82.942 | 9.50 | - | - | CC | ZZ (D) | - | 55.30% | - | Kyqkv | N-Fnxox | 195-200 | 195 | 6.74% | 6.578% | 73.22318 |
Tranche Comments
T-1: First Pay: 2023-03-27; Registration: 144B/Tph Z;
E-2: First Pay: 2023-03-27; Registration: 144T/Uww P;
S-3: First Pay: 2023-03-27; Registration: 144I/Aqs Q;
W-1: First Pay: 2023-03-27; Registration: 144O/Zqc M;
Deal Comments
Nzh Wkcc Ypnqzal Lkncqpn zt 3 hpknv kha 30% AYN
Pricing Speed
25% DSQ tj qnkqtqk js 4 rqnk tnqq non 30% FSH