| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 350.000 | 0.26 | - | A-1+ | F1+ | - | - | - | - | Fixed | I-Curve | 20-22 | 19 | 5.593% | 5.593% | 100.00000 |
| A-2A | USD | 345.000 | 1.01 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 50-52 | 43 | 5.72% | 5.793% | 99.99548 |
| A-2B | USD | 180.000 | 1.01 | - | AAA | AAA | - | - | - | - | Floating | SOFR | 50-52 | 43 | SOFR+43 | - | 100.00000 |
| A-3 | USD | 525.000 | 2.30 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 81-83 | 76 | 5.47% | 5.541% | 99.98228 |
| A-4 | USD | 100.000 | 3.62 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 92-94 | 86 | 5.25% | 5.313% | 99.98284 |
Tranche Comments
A-1: First Pay: 2023-08-25; Registration: Registered;
A-2A: First Pay: 2023-08-25; Registration: Registered;
A-2B: First Pay: 2023-08-25; Registration: Registered;
A-3: First Pay: 2023-08-25; Registration: Registered;
A-4: First Pay: 2023-08-25; Registration: Registered;
Deal Comments
The deal was upsized from US$1.25bn to US$1.5bn
Pricing Speed
1.40% ABS to 5% clean up call
AllReportsSurveillanceOther