Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1 | USD | 286.000 | 0.25 | - | A-1+ | F1+ | - | - | - | - | Fixed | - | - | 34 | 4.450% | 4.450% | 100.00000 |
A-2a | USD | 437.400 | 1.05 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 78-80 | 78 | 5.35% | 5.416% | 99.99381 |
A-2b | USD | 100.000 | 1.05 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 78-80 | 78 | SOFR+78 | - | 100.00000 |
A-3 | USD | 487.400 | 2.36 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 90-92 | 92 | 5.39% | 5.451% | 99.99952 |
A-4 | USD | 101.100 | 3.48 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 115a | 115 | 5.52% | 5.588% | 99.98699 |
B | USD | 27.420 | 3.87 | - | AA+ | AA+ | - | - | - | - | - | - | - | - | - | - | Retained |
C | USD | 45.670 | 4.08 | - | AA | A+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2022-12-15; Registration: Registered; Comments: Pre-placed;
A-2a: First Pay: 2022-12-15; Registration: Registered;
A-2b: First Pay: 2022-12-15; Registration: Registered;
A-3: First Pay: 2022-12-15; Registration: Registered;
A-4: First Pay: 2022-12-15; Registration: Registered;
B: First Pay: 2022-12-15; Registration: Registered;
C: First Pay: 2022-12-15; Registration: Registered;
Risk Retention
US - Yes; EU - No
Pricing Speed
1.3 ABS to 5% call
AllReportsSurveillanceOther