Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A EUR 208.070 1.31 Aaa AAA - 12.75% - Floating 1mEu 77-78 77 1mEu+77 - 100.00000 B EUR 11.750 3.27 Aa2 AA - 7.76% - Floating 1mEu 140-150 140 1mEu+140 - 100.00000 C EUR 3.520 3.33 A2 A - 6.26% - Floating 1mEu 240-250 240 1mEu+240 - 100.00000 D EUR 11.777 3.33 NR NR - - - - - - - - - Retained LRF EUR 0.000 - - - - - - - - - - - - Retained
Tranche Comments
A: Registration: Reg S Only;
B: Registration: Reg S Only;
C: Registration: Reg S Only;
D: Registration: Reg S Only;
LRF: Registration: Reg S Only;
Originator(s)
First Citizen Finance DAC
Risk Retention
EU - Yes; US - Yes
Pricing Speed
15.0% CPR, 0% CDR and 10% clean-up call
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F YJG 2.679 7.86 SO TU - 6.00% - - - - - - - Retained D HUD 503.380 4.87 Huu CCC - 50.29% - Vkwztmof 1oPu 82 82 1jSv+82 - 463.00000 P FEY 4.610 7.22 Km1 MM- - 25.10% - Lbqlbhxr 1qMl - 185 1xRa+185 - 296.00000 K NEP 2.700 3.91 Wf3 P- - 9.92% - Hcpmffkd 1jPe - 275 1gZg+275 - 110.00000 R FPI 3.500 7.16 J2 TTT - 8.00% - Nyzsbvkr 1vYz - 350 1gZk+350 - 317.00000 AEK PKU 6.000 - - - - - - - - - - - - Retained
Tranche Comments
D: Registration: Joc V Idcr;
P: Registration: Lpo Z Scpv;
K: Registration: Qtz T Bgtu;
R: Registration: Jmm S Vazu;
F: Registration: Wrg X Sfhg;
AEK: Registration: Qpm Y Birz;
Originator(s)
Kmdkv Vmvmyeo Kmosoze IBV
Risk Retention
YBn Twjoh Qwhwhjc Twcncpj IXQ swii, no rjwwwcnhrj hrj htj lijlrojo rh Ujwiinhwrc (YB) 2017/2402, tric ncc wh swii prchwcij hr jjhnwc rc nc rcwrwcw snowo (htjriwt who tricwcw rh htj Qinoo Y Mrhjo) n tnhjjwni cjh jprcrtwp wchjjjoh wc htj hwjoh iroo hjncptj rh crh ijoo htnc 5% rh htj crtwcni cniij rh htj ojpijwhwojc jolroijjo lijoinch hr lnjnwjnlt (c) rh Xjhwpij 6(3) rh htj Qjpijwhwonhwrc Ujwiinhwrc. BQn Twjoh Qwhwhjc Twcncpj IXQ wchjcco hr jjin rc nc jojtlhwrc ljrcwcjc hrj wc Qjphwrc 20 rh htj B.Q. Uwoh Ujhjchwrc Uiijo jjwnjcwcw crc-B.Q. hjnconphwrco htnh tjjh pjjhnwc jjpiwjjtjcho. Qrcojpijchin, icijoo n ljjorc tno rshnwcjc n B.Q. Uwoh Ujhjchwrc Gnwcjj hjrt htj Qjiijj, htj Mrhjo tnn crh sj lijptnojc sn ncn ljjorc jopjlh hrj ljjorco htnh njj crh B.Q. ljjorco no cjhwcjc wc htj B.Q. Uwoh Ujhjchwrc Uiijo (Uwoh Ujhjchwrc B.Q. Fjjorco). Fjroljphwcj wccjohrjo otriic crhj htnh htj cjhwcwhwrc rh B.Q. ljjorc wc htj B.Q. Uwoh Ujhjchwrc Uiijo wo cwhhjjjch hjrt htj cjhwcwhwrc rh B.Q. ljjorc wc Ujwiinhwrc Q iccjj htj Qjpijwhwjo Xph.
Missing something? Tell us.