Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-1-A | USD | 501.273 | - | - | - | AAA | - | - | - | - | Fixed | - | - | - | 4.500% | - | Retained |
A-1-B | USD | 2.881 | - | - | - | AA+ | - | - | - | - | Fixed | - | - | - | 4.500% | - | Retained |
A-1 | USD | 504.154 | - | - | - | AA+ | - | - | - | - | Fixed | - | - | - | 4.500% | - | - |
A-2 | USD | 30.249 | - | - | - | A+ | - | - | - | - | Fixed | I-Curve | - | - | 4.798% | - | - |
A-3 | USD | 9.507 | - | - | - | A- | - | - | - | - | Fixed | I-Curve | - | - | 4.798% | - | - |
M-1 | USD | 11.523 | - | - | - | BBB- | - | - | - | - | Fixed | I-Curve | - | - | 4.798% | - | - |
B-1 | USD | 7.779 | - | - | - | BB- | - | - | - | - | Fixed | I-Curve | - | - | 4.798% | - | - |
B-2 | USD | 5.185 | - | - | - | B- | - | - | - | - | Fixed | I-Curve | - | - | 4.798% | - | - |
B-3 | USD | 7.779 | - | - | - | NR | - | - | - | - | Fixed | I-Curve | - | - | 4.798% | - | - |
R | USD | 0.000 | - | - | - | NR | - | - | - | - | - | - | - | - | - | - | - |
A-IO-S | USD | 576.176 | - | - | - | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1-A: First Pay: 2024-01-25; Registration: 144A/Reg S;
A-1-B: First Pay: 2024-01-25; Registration: 144A/Reg S;
A-1: First Pay: 2024-01-25; Registration: 144A/Reg S;
A-2: First Pay: 2024-01-25; Registration: 144A/Reg S;
A-3: First Pay: 2024-01-25; Registration: 144A/Reg S;
M-1: First Pay: 2024-01-25; Registration: 144A/Reg S;
B-1: First Pay: 2024-01-25; Registration: 144A/Reg S;
B-2: First Pay: 2024-01-25; Registration: 144A/Reg S;
B-3: First Pay: 2024-01-25; Registration: 144A/Reg S;
R: First Pay: 2024-01-25; Registration: 144A Only;
A-IO-S: First Pay: 2024-01-25; Registration: 144A Only;
Deal Comments
Tranches A-1-A and A-1-B are Exchange Certificates
Pricing Speed
10% CPR to 4 year call