| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 335.060 | 0.20 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 45a | 40 | 5.167% | 5.167% | 100.00000 |
| A2A | USD | 364.400 | 0.91 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 80a | 75 | 5.190% | 5.253% | 99.99422 |
| A2B | USD | 200.000 | 0.91 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 80-82 | 75 | SOFR+75 | - | 100.00000 |
| A3 | USD | 503.900 | 2.04 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 83-85 | 80 | 4.58% | 4.629% | 99.99024 |
| A4 | USD | 125.000 | 3.03 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 93-95 | 93 | 4.48% | 4.526% | 99.98890 |
| B | USD | 29.700 | 3.40 | - | AA+ | AA+ | - | - | - | - | - | - | - | - | - | - | Retained |
| C | USD | 49.500 | 3.58 | - | AA | A+ | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: First Pay: 2023-05-15; Registration: Registered;
A2A: First Pay: 2023-05-15; Registration: Registered;
A2B: First Pay: 2023-05-15; Registration: Registered;
A3: First Pay: 2023-05-15; Registration: Registered;
A4: First Pay: 2023-05-15; Registration: Registered;
B: First Pay: 2023-05-15; Registration: Registered;
C: First Pay: 2023-05-15; Registration: Registered;
Deal Comments
The deal was upsized from US$1.263bn to US$1.607bn
AllReportsSurveillanceOther