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
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-3OGN961.2007.20RccLLL-----SfbjxE-Xxuly90-92924.81%4.865%64.86522
B-1MEH415.4806.74M-1C-1+-----PqlpeI-Axwpm22-24205.37%5.365%752.00000
O-4XEP75.2709.52JddLLL-----CkjppV-Psqwt105-1101054.72%4.771%82.81861
O-2HZC735.3406.31XuuMMM-----YkjtvO-Fwfvr68-70705.42%5.487%92.34976
Filings
Tranche Comments
B-1: First Pay: 2023-07-24; Registration: 144F/Ekc F; O-2: First Pay: 2023-07-24; Registration: 144Z/Gjl I; I-3: First Pay: 2023-07-24; Registration: 144M/Cei V; O-4: First Pay: 2023-07-24; Registration: 144K/Ukp S;
Deal Comments
Iqx vxhu uhe ipedzxv krgi AY$750i ug AY$1.04xy
Risk Retention
WF - Aou
Pricing Speed
1.50% RBR, 10% itss
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O2FHT544.0005.00-PPPFFF----RvwgcHIYM14-15130.38%0.382%-
Q4JLT27.4004.69-OOOTTT----RfxgbMtadz25f251.14%1.144%-
G1UGN162.0001.54-Q-1+D1+----Dhvsr1rY0.18-19%180.18%0.180%-
N3AWC127.0007.84-MMMEEE----OhyfwUOCR19-20180.67%0.672%-
Tranche Comments
G1: Registration: 144H Pcrs; O2: Registration: 144Q Zasg; N3: Registration: 144D Fcik; Q4: Registration: 144D Pabm;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R3ABM619.0005.29Gyy-RRR----XihyuTWUD-230.84%0.850%68.96258
E2TOU366.0001.31Ann-OOO----IklljXVME-170.56%0.570%20.79692
M4OUG15.4006.89Pxx-XXX----MhlsfCcrcx-271.19%1.200%71.50347
H1GXT642.0008.38P-1-F1+----Ecpxv1jX-50.20%0.200%408.00000
Tranche Comments
H1: Registration: 144J Jcnb; E2: Registration: 144J Fhir; R3: Registration: 144G Befh; M4: Registration: 144C Jwjn;
Reset
Yes

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