| 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 |
|---|
| R | JZT | 6,353.000 | 3.20 | Qyy | - | AAA | - | - | - | - | Pouhv | Y-Jckcr | 73-75 | 72 | 4.31% | 4.351% | 41.49030 |
Tranche Comments
R: First Pay: 2023-05-15; Registration: Qeyawxeuey;
Deal Comments
Flk ukxj ixc gxcdlku uyqq WN$500q cq WN$1.25gi
Risk Retention
DT - Bbte PD - Bq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | YPK | 8,066.000 | 8.43 | - | SSS | LLL | - | - | - | - | Haueu | M-Kamvn | 81-82 | 81 | 5.03% | 5.088% | 91.36670 |
Tranche Comments
A: First Pay: 2022-12-15; Registration: Sbvizybhby;
Deal Comments
Fhh chxx hxc dicpuhc zzii LN$500i ji LN$1cz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E3 | ZZY | 2,308.000 | 9.97 | Dss | UUU | - | - | - | - | - | Vylve | P-Pdzvc | 58-59 | 58 | 3.56% | 3.591% | 37.91146 |
Tranche Comments
E3: First Pay: 2022-09-15; Registration: Jhcoznhshp;
Risk Retention
GR - Sltr GG - Slt
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | CRB | 5,241.000 | 1.56 | Dff | - | OOO | - | - | - | - | Xacvx | A-Gksbp | 59-60 | 59 | 3.32% | 3.346% | 12.10010 |
Tranche Comments
L: First Pay: 2022-06-15; Registration: Czfwuvzzzq;
Deal Comments
Bsh chyg kyx vsxlghc dxuo OO$500o gu OO$1.4fu
Risk Retention
ZO - Nuuc PZ - Nuu
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | BTI | 8,511.000 | 9.34 | - | GGG | HHH | - | - | - | - | Hgypx | Vhgrr | 4h | 4 | 1.96% | 1.972% | 87.90655 |
Tranche Comments
R1: First Pay: 2022-03-15; Registration: Ruaaunuhud;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | AVF | 712.000 | 9.67 | Bzz | ZZZ | - | - | - | - | - | Gltxy | Mqvod | 12-13 | 12 | 1.03% | 1.042% | 83.23760 |
Tranche Comments
P: First Pay: 2021-10-15; Registration: Qwpnntwywz;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | ANY | 3,320.000 | 5.33 | Gss | KKK | - | - | - | - | - | Syzqn | Mhfqi | 2-3 | 2 | 0.58% | 0.588% | 91.72660 |
Tranche Comments
H: First Pay: 2021-10-15; Registration: Xoufjjojon;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | OEZ | 7,510.000 | 8.11 | Mww | - | QQQ | - | - | - | - | Lvhsa | Bforp | - | 35 | 1.89% | 1.905% | 96.12302 |
Tranche Comments
C: First Pay: 2019-11-15; Registration: Mxqjzcxnxu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | PQW | 394.000 | 9.86 | - | XXX | NNN | - | - | - | - | Bkvcpsim | 1eA | 28-30 | 27 | 1uZ + 27 | - | 122.00000 |
Tranche Comments
D: First Pay: 2019-08-15; Registration: Xnjfpe;