Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 338.000 | 0.38 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 40a | 35 | 5.330% | 5.330% | 100.00000 |
A2 | USD | 693.890 | 1.95 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 100-105 | 90 | 5.51% | 5.583% | 99.98345 |
A3 | USD | 268.510 | 3.69 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 125-130 | 120 | 5.42% | 5.490% | 99.97275 |
Tranche Comments
A1: First Pay: 2023-03-20; Registration: 144A Only;
A2: First Pay: 2023-03-20; Registration: 144A Only;
A3: First Pay: 2023-03-20; Registration: 144A Only;
Deal Comments
The deal was upsized from US$1bn to US$1.3bn
Risk Retention
US - Yes, EU - No
AllReportsSurveillanceOther