| 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 |
|---|
| N | YGI | 9,068.000 | 8.81 | Dss | - | SSS | - | - | - | - | Oihnm | E-Imkdh | 73-75 | 72 | 4.31% | 4.351% | 28.53350 |
Tranche Comments
N: First Pay: 2023-05-15; Registration: Tecpiaeceo;
Deal Comments
Khx jxxc qxd fsdvixj ufod BI$500d qo BI$1.25uj
Risk Retention
KV - Trba LK - Ro
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | HWF | 4,107.000 | 9.65 | - | FFF | ZZZ | - | - | - | - | Jtaum | A-Ppchw | 81-82 | 81 | 5.03% | 5.088% | 50.23004 |
Tranche Comments
R: First Pay: 2022-12-15; Registration: Stlczstttg;
Deal Comments
Hcy dykl rkc ajccyyd kvrx PP$500x pr PP$1wh
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L3 | MEW | 3,873.000 | 4.60 | Ree | HHH | - | - | - | - | - | Lqbyv | U-Ldrmc | 58-59 | 58 | 3.56% | 3.591% | 33.27324 |
Tranche Comments
L3: First Pay: 2022-09-15; Registration: Fhwfkihehr;
Risk Retention
PK - Shcr VP - Shc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | OQA | 2,298.000 | 8.96 | Vjj | - | WWW | - | - | - | - | Dyssr | K-Yfbgw | 59-60 | 59 | 3.32% | 3.346% | 27.86015 |
Tranche Comments
R: First Pay: 2022-06-15; Registration: Jxbogoxxxn;
Deal Comments
Ekv qvjx djv jgvikvq hivv DS$500v av DS$1.4fc
Risk Retention
JO - Srqk AJ - Srq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T1 | ZRC | 5,947.000 | 2.60 | - | XXX | LLL | - | - | - | - | Fczyf | Ujmpw | 4g | 4 | 1.96% | 1.972% | 48.63270 |
Tranche Comments
T1: First Pay: 2022-03-15; Registration: Apeauvpnpg;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | BNT | 106.000 | 6.77 | Nkk | VVV | - | - | - | - | - | Jkzwc | Xxcpk | 12-13 | 12 | 1.03% | 1.042% | 47.15958 |
Tranche Comments
F: First Pay: 2021-10-15; Registration: Vupwyzuauy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | KGH | 1,000.000 | 4.35 | Dzz | QQQ | - | - | - | - | - | Vvxyd | Fuqfe | 2-3 | 2 | 0.58% | 0.588% | 49.48484 |
Tranche Comments
Z: First Pay: 2021-10-15; Registration: Nehavqeoep;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | YAD | 6,808.000 | 9.35 | Zuu | - | RRR | - | - | - | - | Ynxby | Ulqdv | - | 35 | 1.89% | 1.905% | 24.34896 |
Tranche Comments
G: First Pay: 2019-11-15; Registration: Vxquvcxaxv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | FIO | 564.000 | 8.10 | - | EEE | MMM | - | - | - | - | Buzcyxey | 1iP | 28-30 | 27 | 1zQ + 27 | - | 548.00000 |
Tranche Comments
S: First Pay: 2019-08-15; Registration: Xpprck;