| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 304.740 | 0.25 | P-1 | A-1+ | - | - | - | - | - | Fixed | I-Curve | 37-38 | 37 | 3.633% | 3.633% | 100.00000 |
| A-2a | USD | 319.040 | 0.95 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 59-61 | 55 | 4.520% | 4.567% | 99.99630 |
| A-2b | USD | 200.000 | 0.95 | Aaa | AAA | - | - | - | - | - | Floating | SOFR | 56-58 | 52 | SOFR+52 | - | 100.00000 |
| A-3 | USD | 519.040 | 2.13 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 61-63 | 57 | 4.48% | 4.525% | 99.99422 |
| A-4 | USD | 157.180 | 3.28 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 74-76 | 74 | 4.59% | 4.642% | 99.97667 |
| B | USD | 47.370 | 3.48 | Aa1 | AA+ | - | - | - | - | - | Fixed | I-Curve | 125-130 | 120 | 5.03% | 5.084% | 99.99707 |
| C | USD | 31.570 | 3.48 | A1 | AA- | - | - | - | - | - | Fixed | I-Curve | 150-155 | 140 | 5.22% | 5.284% | 99.97875 |
Tranche Comments
A-1: First Pay: 2022-10-17; Registration: Registered;
A-2a: First Pay: 2022-10-17; Registration: Registered;
A-2b: First Pay: 2022-10-17; Registration: Registered;
A-3: First Pay: 2022-10-17; Registration: Registered;
A-4: First Pay: 2022-10-17; Registration: Registered;
B: First Pay: 2022-10-17; Registration: Registered;
C: First Pay: 2022-10-17; Registration: Registered;
Deal Comments
The deal was upsized from US$1.315bn to US$1.578bn. Active Bookrunners: SMB(B&D), BRC, LLY. Passive Bookrunners: MIZ, TDS
Risk Retention
US - Yes; EU - No
Pricing Speed
1.3% ABS to 10% call
AllReportsSurveillanceOther