| 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 | 0.28 | P-1 | - | F1+ | - | - | - | - | Fixed | I-Curve | 34-36 | 27 | 5.424% | 5.424% | 100.00000 |
| A-2A | USD | 227.500 | 1.04 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 72-74 | 65 | 5.34% | 5.400% | 99.99999 |
| A-2B | USD | 225.000 | 1.04 | Aaa | - | AAA | - | - | - | - | Floating | SOFR | 72-74 | 65 | SOFR+65 | - | 100.00000 |
| A-3 | USD | 402.500 | 2.28 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 85-87 | 85 | 4.91% | 4.969% | 99.98233 |
| A-4 | USD | 95.000 | 3.55 | Aaa | - | AAA | - | - | - | - | Fixed | I-Curve | 100-105 | 105 | 4.85% | 4.900% | 99.99786 |
Tranche Comments
A-1: First Pay: 2023-05-15; Registration: Registered;
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;
Deal Comments
The deal was upsized from US$1bn to US$1.25bn
Risk Retention
US - Yes; EU - No
Pricing Speed
1.30% ABS to 5% Call
AllReportsSurveillanceOther