S&P: Hyundai Auto Lease Securitization Trust 2016-C $1.088 Billion Notes Assigned Ratings
The note issuance is an asset-backed securities transaction backed by prime auto lease receivables.
The ratings reflect: The availability of approximately 25.5% and 21.7% credit enhancement for the class A and B notes, respectively, in the form of 3.45% subordination to the class A notes; 13.00% overcollateralization, which will build to a target of 15.00% of the initial securitization value and stepping down to 13.50% non-amortizing after payment in full of the class A-2 notes; a 0.50% nonamortizing reserve account; and the estimated excess spread (all percentages are measured in terms of the pool's initial aggregate securitization value).The credit quality of the underlying collateral, which comprises prime auto lease receivables that have a 743 weighted average FICO score. The diversified mix of vehicle models in the pool. The distribution of the expected residuals' maturities. Automotive Lease Guide's forecast of each vehicle's lease-inception and current residual value. The timely interest and full principal payments by the notes' legal final maturity dates made under cash flow scenarios that were stressed for credit and residual losses and are consistent with the assigned ratings. The transaction's payment and legal structures.
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