| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 124.300 | 0.21 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | - | - | 3.399% | 3.399% | 100.00000 |
| A-2-A | USD | 299.000 | 1.10 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 80-82 | 73 | 4.34% | 4.381% | 99.99846 |
| A-2-B | USD | 110.000 | 1.10 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 77-79 | 70 | SOFR+70 | - | 100.00000 |
| A-3 | USD | 389.000 | 1.88 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 88-90 | 84 | 4.38% | 4.422% | 99.99686 |
| A-4 | USD | 85.700 | 2.28 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 94-96 | 94 | 4.48% | 4.525% | 99.99378 |
| B | USD | 57.300 | 2.43 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2022-10-17; Registration: 144A/Reg S; Comments: Pre-placed;
A-2-A: First Pay: 2022-10-17; Registration: 144A/Reg S;
A-2-B: First Pay: 2022-10-17; Registration: 144A/Reg S;
A-3: First Pay: 2022-10-17; Registration: 144A/Reg S;
A-4: First Pay: 2022-10-17; Registration: 144A/Reg S;
B: First Pay: 2022-10-17; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$903m to US$1.065bn
Pricing Speed
100% PPC to Maturity
AllReportsSurveillanceOther