| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 273.510 | 0.23 | - | A-1+ | - | - | K1+ | - | - | Fixed | I-Curve | 32-35 | 33 | 5.266% | 5.266% | 100.00000 |
| A-2-A | USD | 361.830 | 0.91 | - | AAA | - | - | AAA | - | - | Fixed | I-Curve | 72-75 | 75 | 5.870% | 5.948% | 99.99503 |
| A-2-B | USD | 75.000 | 0.91 | - | AAA | - | - | AAA | - | - | Floating | SOFR | 72-75 | 75 | SOFR+75 | - | 100.00000 |
| A-3 | USD | 145.580 | 1.64 | - | AAA | - | - | AAA | - | - | Fixed | I-Curve | 82-85 | 82 | 5.80% | 5.873% | 99.99626 |
| B | USD | 102.600 | 2.00 | - | AA | - | - | AA | - | - | Fixed | I-Curve | 115-125 | 125 | 6.14% | 6.227% | 99.98552 |
| C | USD | 96.730 | 2.32 | - | A+ | - | - | A | - | - | Fixed | I-Curve | 150-160 | 150 | 6.29% | 6.376% | 99.99371 |
| D | USD | 161.210 | 2.81 | - | BBB | - | - | BBB | - | - | Fixed | I-Curve | 250-260 | 240 | 7.01% | 7.122% | 99.97824 |
| E | USD | 83.540 | 3.00 | - | BB+ | - | - | BB | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-04-17; Registration: 144A/Reg S;
A-2-A: First Pay: 2023-04-17; Registration: 144A/Reg S;
A-2-B: First Pay: 2023-04-17; Registration: 144A/Reg S;
A-3: First Pay: 2023-04-17; Registration: 144A/Reg S;
B: First Pay: 2023-04-17; Registration: 144A/Reg S;
C: First Pay: 2023-04-17; Registration: 144A/Reg S;
D: First Pay: 2023-04-17; Registration: 144A/Reg S;
E: First Pay: 2023-04-17; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$898.3m to US$1.3bn
AllReportsSurveillanceOther