Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 96.714 | 3.32 | - | AAA | AAA | - | - | 68.65% | - | Fixed | I-Curve | 165-175 | 165 | 5.83% | 5.911% | 99.97269 |
B | USD | 63.286 | 3.32 | - | A | A | - | - | 46.50% | - | Fixed | I-Curve | 215-225 | 215 | 6.32% | 6.411% | 99.98006 |
C | USD | 63.571 | 3.32 | - | BBB | BBB | - | - | 24.25% | - | Fixed | I-Curve | 350 | 350 | 7.63% | 7.761% | 99.97680 |
D | USD | 26.429 | 3.32 | - | BB- | BB- | - | - | 15.00% | - | Fixed | I-Curve | - | 650 | 10.52% | 10.761% | 99.98088 |
Tranche Comments
A: First Pay: 2022-11-21; Registration: 144A/Reg S;
B: First Pay: 2022-11-21; Registration: 144A/Reg S;
C: First Pay: 2022-11-21; Registration: 144A/Reg S;
D: First Pay: 2022-11-21; Registration: 144A Only;
Pricing Speed
15% CPR to 10% call
AllReportsSurveillanceOther