| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 300.000 | 0.24 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 45-50 | 40 | 5.028% | 5.028% | 100.00000 |
| A-2a | USD | 359.000 | 1.05 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 80-85 | 72 | 5.14% | 5.199% | 99.99661 |
| A-2b | USD | 235.000 | 1.05 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 80-85 | 72 | SOFR+72 | - | 100.00000 |
| A-3 | USD | 510.000 | 2.43 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 85-90 | 75 | 4.65% | 4.700% | 99.98957 |
| A-4 | USD | 96.000 | 3.57 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 95-100 | 83 | 4.56% | 4.613% | 99.96966 |
| B | USD | 47.330 | 3.63 | - | AA+ | AA+ | - | - | - | - | Fixed | I-Curve | 135-140 | 135 | 5.07% | 5.127% | 99.99004 |
| C | USD | 31.610 | 3.63 | - | AA- | A+ | - | - | - | - | Fixed | I-Curve | 175-180 | 180 | 5.51% | 5.577% | 99.98949 |
Tranche Comments
A-1: First Pay: 2023-04-17; Registration: Registered;
A-2a: First Pay: 2023-04-17; Registration: Registered;
A-2b: First Pay: 2023-04-17; Registration: Registered;
A-3: First Pay: 2023-04-17; Registration: Registered;
A-4: First Pay: 2023-04-17; Registration: Registered;
B: First Pay: 2023-04-17; Registration: Registered;
C: First Pay: 2023-04-17; Registration: Registered;
Deal Comments
The deal was upsized from US$1.3bn to US$1.578bn. Active Bookrunners: BNP (B&D), DEU, MIZ. Passive Bookrunners: BRC, SCO
Risk Retention
US - Yes, EU - No
Pricing Speed
1.3% ABS to 10% Clean Up Call
AllReportsSurveillanceOther