Porsche Financial Auto Securitization Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD221.1000.26-A-1+F1+----FixedI-Curve20-22185.662%5.662%100.00000
A-2AUSD275.7001.02-AAAAAA----FixedI-Curve63-65565.88%5.955%99.99693
A-2BUSD100.0001.02-AAAAAA----FloatingSOFR63-6558SOFR+58-100.00000
A-3USD325.7002.37-AAAAAA----FixedI-Curve100-103925.79%5.863%99.99354
A-4USD73.3203.37-AAAAAA----FixedI-Curve110-1151055.79%5.862%99.99427
Filings
Tranche Comments
A-1: First Pay: 2023-12-22; Registration: 144A/Reg S; A-2A: First Pay: 2023-12-22; Registration: 144A/Reg S; A-2B: First Pay: 2023-12-22; Registration: 144A/Reg S; A-3: First Pay: 2023-12-22; Registration: 144A/Reg S; A-4: First Pay: 2023-12-22; Registration: 144A/Reg S;
Deal Comments
The deal was upsized from US$750m to US$995.82m
Risk Retention
US - Yes; EU - No
Pricing Speed
1.5% ABS to 10% Clean-Up Call
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-3OCC251.4002.10RffBBB-----FnrccK-Jgkzm90-92924.81%4.865%82.20525
N-1ULQ985.8309.35Z-1I-1+-----OqyyyM-Dyufx22-24205.37%5.365%765.00000
V-4YQT88.3402.89NooMMM-----XwifhJ-Nmpgr105-1101054.72%4.771%81.16313
F-2RBI898.5508.56GeeHHH-----TlzjhS-Kmgjn68-70705.42%5.487%44.43372
Filings
Tranche Comments
N-1: First Pay: 2023-07-24; Registration: 144G/Peo M; F-2: First Pay: 2023-07-24; Registration: 144L/Bjd S; Y-3: First Pay: 2023-07-24; Registration: 144O/Osp X; V-4: First Pay: 2023-07-24; Registration: 144D/Ktw S;
Deal Comments
Emh dhuh hum xmmgahd auzj HD$750j mz HD$1.04mu
Risk Retention
II - Epo
Pricing Speed
1.50% GLP, 10% ciqq
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D2AGT507.0003.00-XXXFFF----DfmekVCEI14-15130.38%0.382%-
E4NLT85.1003.26-JJJCCC----IjlfoXcmrf25c251.14%1.144%-
A3GYI620.0009.13-PPPAAA----PnwgfZYMJ19-20180.67%0.672%-
L1FSD212.0003.49-I-1+C1+----Hnfkx1gM0.18-19%180.18%0.180%-
Tranche Comments
L1: Registration: 144R Aarb; D2: Registration: 144H Tjnp; A3: Registration: 144N Azjc; E4: Registration: 144G Ghtt;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1FAQ245.0005.77Y-1-K1+----Qgvch1qF-50.20%0.200%268.00000
O3TRF314.0004.68Xjj-WWW----OcwhoOVTE-230.84%0.850%34.79144
B4YQH58.8002.49Ccc-RRR----TpwacXudiw-271.19%1.200%84.80980
X2VNM440.0001.67Ott-HHH----MhnoyRRHW-170.56%0.570%37.48238
Tranche Comments
A1: Registration: 144H Uisf; X2: Registration: 144S Pqfk; O3: Registration: 144V Gcwq; B4: Registration: 144B Pske;

B&I

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TRACE

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Research