Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 179.782 | 2.96 | Aaa | - | - | - | AAA | 55.88% | - | Fixed | I-Curve | 240-250 | 250 | 3.40% | 6.753% | 91.10327 |
B | USD | 51.937 | 2.96 | Aa3 | - | - | - | AA+ | 43.14% | - | Fixed | I-Curve | 320-330 | 330 | 4.15% | 7.553% | 91.09766 |
C | USD | 21.307 | 2.96 | A3 | - | - | - | AA | 37.91% | - | Fixed | I-Curve | 375-385 | 385 | 4.45% | 8.103% | 90.53946 |
D | USD | 27.966 | 2.96 | Baa3 | - | - | - | A | 31.05% | - | Fixed | I-Curve | 450-460 | 500 | 4.45% | 9.253% | 87.81265 |
E-1 | USD | 55.134 | 2.96 | NR | - | - | - | BBB+ | 17.52% | - | Fixed | I-Curve | 625-650 | 680 | 6.30% | 11.053% | 88.33574 |
E-2 | USD | 31.428 | 2.96 | NR | - | - | - | BBB- | 9.80% | - | Fixed | I-Curve | - | 750 | 6.30% | 11.753% | 86.77151 |
F | USD | 39.952 | - | NR | - | - | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-01-17; Registration: 144A/Reg S;
B: First Pay: 2023-01-17; Registration: 144A/Reg S;
C: First Pay: 2023-01-17; Registration: 144A/Reg S;
D: First Pay: 2023-01-17; Registration: 144A/Reg S;
E-1: First Pay: 2023-01-17; Registration: 144A/Reg S;
E-2: First Pay: 2023-01-17; Registration: 144A/Reg S;
F: First Pay: 2023-01-17; Registration: 144A/Reg S;
Risk Retention
US - Yes; EU - No