| 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 |
|---|
| Y | BHP | 5,275.000 | 8.39 | Unn | - | LLL | - | - | - | - | Kmjys | A-Torkc | 73-75 | 72 | 4.31% | 4.351% | 52.81000 |
Tranche Comments
Y: First Pay: 2023-05-15; Registration: Yfkvhlfkfh;
Deal Comments
Rwy yygy jga qkakcyy aaxw IA$500w ox IA$1.25xg
Risk Retention
GC - Itrz YG - Ue
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | JHU | 1,620.000 | 2.85 | - | QQQ | HHH | - | - | - | - | Yvpki | N-Iyrql | 81-82 | 81 | 5.03% | 5.088% | 84.47047 |
Tranche Comments
B: First Pay: 2022-12-15; Registration: Bvamjpvtvs;
Deal Comments
Wku iuxz vxd ejdcwui zswu GY$500u vw GY$1ig
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | FSP | 5,243.000 | 4.57 | Gpp | GGG | - | - | - | - | - | Uqnno | F-Wdnmj | 58-59 | 58 | 3.56% | 3.591% | 16.61495 |
Tranche Comments
A3: First Pay: 2022-09-15; Registration: Mawkfhakaw;
Risk Retention
WU - Tcua AW - Tcu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | NZM | 6,963.000 | 3.91 | Utt | - | AAA | - | - | - | - | Ivyzx | Y-Fuwrq | 59-60 | 59 | 3.32% | 3.346% | 90.26915 |
Tranche Comments
A: First Pay: 2022-06-15; Registration: Ifgqjlfqfo;
Deal Comments
Avj kjxh dxw gpwiyjk vpzg EU$500g oz EU$1.4io
Risk Retention
RX - Peup CR - Peu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1 | CVN | 3,793.000 | 2.21 | - | PPP | PPP | - | - | - | - | Nutrm | Hwbdg | 4x | 4 | 1.96% | 1.972% | 23.94734 |
Tranche Comments
P1: First Pay: 2022-03-15; Registration: Fneylynfno;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | WAS | 828.000 | 3.21 | Gbb | SSS | - | - | - | - | - | Sopox | Smjjd | 12-13 | 12 | 1.03% | 1.042% | 25.37668 |
Tranche Comments
Y: First Pay: 2021-10-15; Registration: Tqxyowqiqq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | AMM | 1,821.000 | 2.53 | Prr | EEE | - | - | - | - | - | Kjxgo | Dofcs | 2-3 | 2 | 0.58% | 0.588% | 97.68922 |
Tranche Comments
C: First Pay: 2021-10-15; Registration: Ypcloepypu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | ELE | 3,467.000 | 5.75 | Hvv | - | GGG | - | - | - | - | Tszzz | Gmvlk | - | 35 | 1.89% | 1.905% | 48.16071 |
Tranche Comments
Z: First Pay: 2019-11-15; Registration: Kxhauqxcxs;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | HPC | 508.000 | 2.93 | - | GGG | QQQ | - | - | - | - | Mkrhffyk | 1yC | 28-30 | 27 | 1sW + 27 | - | 778.00000 |
Tranche Comments
H: First Pay: 2019-08-15; Registration: Chfiuc;