| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 254.320 | 0.26 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | 33-35 | 33 | 4.594% | 4.594% | 100.00000 |
| A-2A | USD | 300.340 | 0.99 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 78-80 | 76 | 5.370% | 5.438% | 99.99311 |
| A-2B | USD | 160.000 | 0.99 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 78-80 | 76 | SOFR+76 | - | 100.00000 |
| A-3 | USD | 460.340 | 2.30 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 100-110 | 95 | 5.27% | 5.335% | 99.98585 |
| A-4 | USD | 75.000 | 3.43 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 125-135 | 120 | 5.30% | 5.364% | 99.98447 |
| B | USD | 39.480 | 3.48 | Aa1 | - | AA+ | - | - | - | - | Fixed | I-Curve | 190-200 | 190 | 5.98% | 6.056% | 99.99716 |
| C | USD | 26.300 | 3.48 | A1 | - | A+ | - | - | - | - | Fixed | I-Curve | 250-260 | 240 | 6.46% | 6.556% | 99.97473 |
Tranche Comments
A-1: First Pay: 2022-12-15; Registration: Registered;
A-2A: First Pay: 2022-12-15; Registration: Registered;
A-2B: First Pay: 2022-12-15; Registration: Registered;
A-3: First Pay: 2022-12-15; Registration: Registered;
A-4: First Pay: 2022-12-15; Registration: Registered;
B: First Pay: 2022-12-15; Registration: Registered;
C: First Pay: 2022-12-15; Registration: Registered;
Deal Comments
Active Bookrunners: JPM(B&D), CTI, SCO. Passive Bookrunners: CAG, CSG. The deal was upsized from US$1.052bn to US$1.315bn
Pricing Speed
1.30% ABS to 10% Clean-Up Call
AllReportsSurveillanceOther