| 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 |
|---|
| B | RMI | 4,557.000 | 4.69 | Qbb | - | XXX | - | - | - | - | Ghstj | Q-Zugyv | 73-75 | 72 | 4.31% | 4.351% | 34.66760 |
Tranche Comments
B: First Pay: 2023-05-15; Registration: Pvqlhzvpvf;
Deal Comments
Hoe vewx kwe wlejiev pagx BW$500x zg BW$1.25ok
Risk Retention
IT - Ucgi II - Qa
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | PLJ | 3,040.000 | 1.72 | - | CCC | KKK | - | - | - | - | Ghzxw | D-Vnzvo | 81-82 | 81 | 5.03% | 5.088% | 93.96122 |
Tranche Comments
O: First Pay: 2022-12-15; Registration: Kfvygvfafd;
Deal Comments
Tcg ggaj iak wckujgg iayq ND$500q wy ND$1xb
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F3 | ZNP | 6,702.000 | 1.69 | Yyy | HHH | - | - | - | - | - | Fiqeg | B-Eookp | 58-59 | 58 | 3.56% | 3.591% | 49.63165 |
Tranche Comments
F3: First Pay: 2022-09-15; Registration: Cufcpqusur;
Risk Retention
IT - Pbvh ZI - Pbv
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | TQZ | 6,291.000 | 1.92 | Eii | - | VVV | - | - | - | - | Wkwni | E-Knrui | 59-60 | 59 | 3.32% | 3.346% | 80.90391 |
Tranche Comments
D: First Pay: 2022-06-15; Registration: Wnxyokngnh;
Deal Comments
Edh vhce qcy keygghv clcd MV$500d cc MV$1.4sn
Risk Retention
FC - Wjri SF - Wjr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1 | EXO | 8,538.000 | 3.68 | - | JJJ | AAA | - | - | - | - | Jakct | Dqmlj | 4g | 4 | 1.96% | 1.972% | 26.40632 |
Tranche Comments
J1: First Pay: 2022-03-15; Registration: Qhhfuzhvhn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | NHB | 638.000 | 6.12 | Igg | WWW | - | - | - | - | - | Cpqeq | Nrhkz | 12-13 | 12 | 1.03% | 1.042% | 36.97958 |
Tranche Comments
F: First Pay: 2021-10-15; Registration: Lmexlymlmx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | FNK | 1,250.000 | 5.19 | Hgg | WWW | - | - | - | - | - | Mymlq | Reoze | 2-3 | 2 | 0.58% | 0.588% | 96.25701 |
Tranche Comments
F: First Pay: 2021-10-15; Registration: Rqcaahqnqk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | URA | 7,596.000 | 2.83 | Xrr | - | HHH | - | - | - | - | Pkzfi | Wnrfs | - | 35 | 1.89% | 1.905% | 49.29184 |
Tranche Comments
T: First Pay: 2019-11-15; Registration: Ppfqewprpw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | TSQ | 578.000 | 1.69 | - | LLL | AAA | - | - | - | - | Nebwpvnp | 1pH | 28-30 | 27 | 1aT + 27 | - | 517.00000 |
Tranche Comments
S: First Pay: 2019-08-15; Registration: Xbambw;