| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 217.000 | 0.23 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | - | - | 5.316% | 5.316% | 100.00000 |
| A-2a | USD | 230.000 | 1.10 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 77-79 | 71 | 5.25% | 5.316% | 99.99151 |
| A-2b | USD | 153.000 | 1.10 | - | AAA | AAA | - | - | - | - | Floating | SOFR | - | 71 | SOFR+71 | - | 100.00000 |
| A-3 | USD | 297.200 | 2.55 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 84-86 | 81 | 4.66% | 4.715% | 99.97770 |
| A-4 | USD | 99.500 | 3.73 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 100a | 102 | 4.68% | 4.726% | 99.99965 |
| B | USD | 31.390 | 3.82 | - | AA | AA | - | - | - | - | Fixed | I-Curve | 125a | - | - | - | Retained |
| C | USD | 15.740 | 3.82 | - | A | A | - | - | - | - | Fixed | I-Curve | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-05-15; Registration: Registered; Comments: Pre-placed;
A-2a: First Pay: 2023-05-15; Registration: Registered;
A-2b: First Pay: 2023-05-15; Registration: Registered;
A-3: First Pay: 2023-05-15; Registration: Registered;
A-4: 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$879.8m to US$1.043bn
Pricing Speed
1.30% ABS to 10% call
AllReportsSurveillanceOther