Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 149.900 | 5.73 | - | - | AA- | - | NR | - | - | Fixed | I-Curve | 175-180 | 165 | 5.32% | 5.445% | 99.70545 |
B | USD | 38.600 | 5.89 | - | - | A- | - | A | - | - | Fixed | I-Curve | 325-335 | 325 | 6.92% | 7.039% | 99.92091 |
C | USD | 14.400 | 2.06 | - | - | BBB | - | BBB- | - | - | Fixed | I-Curve | 450-475 | 450 | 8.48% | 8.928% | 99.46460 |
D | USD | 7.100 | 2.06 | - | - | BB | - | BB- | - | - | Fixed | I-Curve | High 800s | - | - | - | - |
Tranche Comments
A: First Pay: 2023-03-20; Registration: 144A/Reg S;
B: First Pay: 2023-03-20; Registration: 144A/Reg S;
C: First Pay: 2023-03-20; Registration: 144A/Reg S;
D: First Pay: 2023-03-20; Registration: 144A/Reg S;
Risk Retention
US - Yes: 5% Vertical; EU - Yes: Article 6(3)(a), No: Article 7
Pricing Speed
10% CPR to 15% Cleanup Call
AllReportsSurveillanceOther