Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 45.000 | 0.12 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | 45-47 | 43 | 4.457% | 4.457% | 100.00000 |
A2 | USD | 175.000 | 0.60 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 125a | 110 | 5.730% | 5.800% | 99.99906 |
A3 | USD | 69.810 | 1.41 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 140a | 120 | 5.70% | 5.776% | 99.98934 |
B | USD | 103.760 | 2.07 | Aa1 | - | AA | - | - | - | - | Fixed | I-Curve | 190a | 175 | 6.03% | 6.109% | 99.99453 |
C | USD | 90.610 | 2.88 | A1 | - | A | - | - | - | - | Fixed | I-Curve | 260a | 225 | 6.32% | 6.407% | 99.99148 |
D | USD | 73.320 | 3.70 | Baa3 | - | BBB | - | - | - | - | Fixed | I-Curve | 450a | 415 | 8.03% | 8.175% | 99.97027 |
E | USD | 67.090 | 4.55 | - | - | BB | - | - | - | - | Fixed | I-Curve | 800 | 800 | 11.61% | 11.897% | 99.99039 |
Tranche Comments
A1: First Pay: 2023-01-17; Registration: Registered;
A2: First Pay: 2023-01-17; Registration: Registered;
A3: First Pay: 2023-01-17; Registration: Registered;
B: First Pay: 2023-01-17; Registration: Registered;
C: First Pay: 2023-01-17; Registration: Registered;
D: First Pay: 2023-01-17; Registration: Registered;
E: First Pay: 2023-01-17; Registration: 144A/Reg S;
Pricing Speed
1.50% ABS to 5% call
AllReportsSurveillanceOther