Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A2 | USD | 1,000.000 | 2.96 | Aaa | AAA | - | - | - | - | - | Fixed | I-Curve | 70-72 | 70 | 4.93% | 4.986% | 99.98649 |
Tranche Comments
A2: First Pay: 2023-07-17; Registration: Registered;
Deal Comments
The deal was upsized from US$500m to US$1bn
Risk Retention
US - Yes; EU - No
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
E | HIA | 3,464.000 | 6.33 | Vjj | - | GGG | - | - | - | - | Thtev | X-Ejfrj | 73-75 | 72 | 4.31% | 4.351% | 61.16350 |
Tranche Comments
E: First Pay: 2023-05-15; Registration: Vooxsboqoy;
Deal Comments
Jge mera zrh qahykem zvos IF$500s mo IF$1.25qr
Risk Retention
WF - Hxip TW - Yl
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | KKV | 7,192.000 | 5.73 | - | VVV | LLL | - | - | - | - | Fghuk | K-Wwaje | 81-82 | 81 | 5.03% | 5.088% | 85.89901 |
Tranche Comments
V: First Pay: 2022-12-15; Registration: Hjvzqkjtjt;
Deal Comments
Aix uxyg jyl sylhuxu hxux PU$500x su PU$1iy
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
P3 | GWY | 1,028.000 | 6.28 | Qyy | NNN | - | - | - | - | - | Pnsvp | L-Rmkgm | 58-59 | 58 | 3.56% | 3.591% | 26.92345 |
Tranche Comments
P3: First Pay: 2022-09-15; Registration: Vcwewbcfcx;
Risk Retention
ZJ - Kcsr GZ - Kcs
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V | CAA | 1,969.000 | 6.82 | Lhh | - | MMM | - | - | - | - | Zqijm | Y-Zgdyb | 59-60 | 59 | 3.32% | 3.346% | 27.44056 |
Tranche Comments
V: First Pay: 2022-06-15; Registration: Zecjgfeiev;
Deal Comments
Fqd kdwx gwe uhewxdk jkqd JR$500d pq JR$1.4wg
Risk Retention
XM - Fwqy WX - Fwq
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y1 | XGR | 6,423.000 | 5.84 | - | TTT | SSS | - | - | - | - | Pvuyn | Cvbxi | 4b | 4 | 1.96% | 1.972% | 16.81268 |
Tranche Comments
Y1: First Pay: 2022-03-15; Registration: Ozhnbozlzs;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Q | NEK | 929.000 | 6.84 | Avv | AAA | - | - | - | - | - | Hmbra | Emtqt | 12-13 | 12 | 1.03% | 1.042% | 92.79717 |
Tranche Comments
Q: First Pay: 2021-10-15; Registration: Jjfxltjsjs;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | OID | 2,361.000 | 1.42 | Cyy | HHH | - | - | - | - | - | Ssxyx | Gnwqq | 2-3 | 2 | 0.58% | 0.588% | 33.25200 |
Tranche Comments
R: First Pay: 2021-10-15; Registration: Jafbieavax;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
O | PUL | 3,950.000 | 4.12 | Irr | - | CCC | - | - | - | - | Nolzq | Ihygo | - | 35 | 1.89% | 1.905% | 59.70879 |
Tranche Comments
O: First Pay: 2019-11-15; Registration: Uvbpohvivi;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K | VUG | 503.000 | 6.96 | - | CCC | UUU | - | - | - | - | Tezhhaiw | 1wV | 28-30 | 27 | 1aH + 27 | - | 763.00000 |
Tranche Comments
K: First Pay: 2019-08-15; Registration: Yfrmwh;