| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 133.950 | 0.60 | Aaa | AAA | - | - | AAA | - | - | Fixed | I-Curve | 165-170 | 165 | 6.200% | 6.288% | 99.99599 |
| B | USD | 18.620 | 1.47 | Aaa | AA | - | - | AA | - | - | Fixed | I-Curve | 230-240 | 215 | 6.75% | 6.854% | 99.98887 |
| C | USD | 75.620 | 2.15 | Aa2 | A | - | - | A- | - | - | Fixed | I-Curve | 335-345 | 335 | 7.86% | 8.000% | 99.98089 |
| D | USD | 50.160 | 3.19 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| E | USD | 38.570 | 3.57 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-12-13; Registration: 144A/Reg S;
B: First Pay: 2022-12-13; Registration: 144A/Reg S;
C: First Pay: 2022-12-13; Registration: 144A/Reg S;
D: First Pay: 2022-12-13; Registration: 144A/Reg S;
E: First Pay: 2022-12-13; Registration: 144A/Reg S;
Deal Comments
Joint Bookrunners: JPM(B&D) (A), CTI(B&D) (B-C). The deal was upsized from US$180.150 to US$228.190
Pricing Speed
1.70% ABS to 15% Clean-Up Call
AllReportsSurveillanceOther