| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 134.100 | 0.21 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 24-26 | 20 | 5.250% | 5.250% | 100.00000 |
| A-2-A | USD | 325.000 | 1.06 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 84-86 | 75 | 5.47% | 5.539% | 99.99391 |
| A-2-B | USD | 142.500 | 1.06 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 84-86 | 75 | SOFR+75 | - | 100.00000 |
| A-3 | USD | 407.100 | 1.86 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 110-115 | 105 | 5.15% | 5.207% | 99.99772 |
| A-4 | USD | 78.500 | 2.26 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 130a | 125 | 5.17% | 5.231% | 99.98978 |
| B | USD | 61.800 | 2.38 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2023-06-15; Registration: 144A/Reg S;
A-2-A: First Pay: 2023-06-15; Registration: 144A/Reg S;
A-2-B: First Pay: 2023-06-15; Registration: 144A/Reg S;
A-3: First Pay: 2023-06-15; Registration: 144A/Reg S;
A-4: First Pay: 2023-06-15; Registration: 144A/Reg S;
B: First Pay: 2023-06-15; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$951m to US$1.149bn
Pricing Speed
100% PPC to Maturity
AllReportsSurveillanceOther