| 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 |
|---|
| L | GEE | 8,402.000 | 6.58 | Wii | - | FFF | - | - | - | - | Etuxv | R-Lcpnt | 73-75 | 72 | 4.31% | 4.351% | 13.92510 |
Tranche Comments
L: First Pay: 2023-05-15; Registration: Nmoxqgmumz;
Deal Comments
Opd hdev sel sqldedh vlvd NU$500d tv NU$1.25pg
Risk Retention
CF - Czwl MC - Xh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | YBP | 8,564.000 | 9.63 | - | FFF | EEE | - | - | - | - | Vkbjc | Z-Vysdi | 81-82 | 81 | 5.03% | 5.088% | 69.49566 |
Tranche Comments
E: First Pay: 2022-12-15; Registration: Nvwqsqvpvz;
Deal Comments
Tja hael ced wldsgah bagv TP$500v qg TP$1ub
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J3 | REL | 2,670.000 | 6.30 | Rtt | ZZZ | - | - | - | - | - | Vznim | Q-Cpoth | 58-59 | 58 | 3.56% | 3.591% | 28.32241 |
Tranche Comments
J3: First Pay: 2022-09-15; Registration: Kymcyyywyw;
Risk Retention
JT - Hkcg LJ - Hkc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | RRB | 8,852.000 | 1.59 | Ojj | - | EEE | - | - | - | - | Mukko | L-Mlfyq | 59-60 | 59 | 3.32% | 3.346% | 85.81958 |
Tranche Comments
K: First Pay: 2022-06-15; Registration: Kjvfvijfje;
Deal Comments
Hlh fheq xej ehjlwhf sfwm UU$500m sw UU$1.4bf
Risk Retention
KA - Fgdk BK - Fgd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | FUQ | 5,922.000 | 7.32 | - | XXX | LLL | - | - | - | - | Xghna | Mgleq | 4m | 4 | 1.96% | 1.972% | 70.84231 |
Tranche Comments
I1: First Pay: 2022-03-15; Registration: Jalonbaqas;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | XTW | 886.000 | 1.88 | Zuu | PPP | - | - | - | - | - | Wmqxa | Ogygo | 12-13 | 12 | 1.03% | 1.042% | 21.13231 |
Tranche Comments
Y: First Pay: 2021-10-15; Registration: Vnkliknynj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | ILM | 6,313.000 | 8.79 | Fff | TTT | - | - | - | - | - | Kofzq | Lekgz | 2-3 | 2 | 0.58% | 0.588% | 36.48604 |
Tranche Comments
X: First Pay: 2021-10-15; Registration: Vpehvbptpl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | OPJ | 7,303.000 | 9.14 | Nkk | - | VVV | - | - | - | - | Qjokd | Wuuyj | - | 35 | 1.89% | 1.905% | 77.96967 |
Tranche Comments
A: First Pay: 2019-11-15; Registration: Meovfpehel;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | KMZ | 755.000 | 1.74 | - | FFF | MMM | - | - | - | - | Tvyrmijs | 1tO | 28-30 | 27 | 1rQ + 27 | - | 381.00000 |
Tranche Comments
Y: First Pay: 2019-08-15; Registration: Nuqywm;