Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 148.400 | 0.64 | Aaa | AAA | - | - | AAA | - | - | Fixed | I-Curve | - | 100 | 5.890% | 5.963% | 99.99938 |
B | USD | 33.600 | 1.63 | Aaa | AA | - | - | AA | - | - | Fixed | I-Curve | - | 130 | 5.61% | 5.682% | 99.99043 |
C | USD | 61.400 | 2.32 | Aa3 | A | - | - | A | - | - | Fixed | I-Curve | - | 195 | 5.96% | 6.036% | 99.99635 |
D | USD | 54.990 | 3.27 | Baa3 | BBB | - | - | BBB- | - | - | Fixed | I-Curve | - | 270 | 6.47% | 6.561% | 99.99039 |
E | USD | 36.400 | 3.61 | NR | BB- | - | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-06-12; Registration: 144A/Reg S;
B: First Pay: 2023-06-12; Registration: 144A/Reg S;
C: First Pay: 2023-06-12; Registration: 144A/Reg S;
D: First Pay: 2023-06-12; Registration: 144A/Reg S;
E: First Pay: 2023-06-12; Registration: 144A/Reg S;
Risk Retention
US - Horizontal
Pricing Speed
1.70% ABS; 15% Call
AllReportsSurveillanceOther