Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
2M-1 | USD | 342.687 | 1.01 | Baa2 | - | - | - | A- | 3.20% | - | Floating | SOFR | 250a | 250 | SOFR+250 | - | 100.00000 |
2M-2 | USD | 216.432 | 2.88 | Baa3 | - | - | - | BBB+ | 2.60% | - | Floating | SOFR | 390-400 | 390 | SOFR+390 | - | 100.00000 |
2B-1 | USD | 62.652 | 4.75 | Ba3 | - | - | - | BBB- | 1.50% | - | Floating | SOFR | 650a | 635 | SOFR+635 | - | 100.00000 |
Tranche Comments
2M-1: First Pay: 2023-05-25; Registration: 144A/Reg S;
2M-2: First Pay: 2023-05-25; Registration: 144A/Reg S;
2B-1: First Pay: 2023-05-25; Registration: 144A/Reg S;
Pricing Speed
10% CPR and to Early Redemption Date
AllReportsSurveillanceOther