| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 350.000 | 3.00 | - | AAA | AAA | AAA | - | - | - | Fixed | I-Curve | 135a | 135 | 5.02% | 5.079% | 99.98147 |
Tranche Comments
A: First Pay: 2023-07-17; Registration: Registered;
Deal Comments
The deal was upsized from US$250m to US$350m
Risk Retention
US - Yes; EU/UK - No
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | IET | 555.000 | 7.18 | - | DDD | FFF | SSS | - | - | - | Xajjz | Dzxjm | 69 | 69 | 2.21% | 2.223% | 90.56008 |
| W | ESD | 32.634 | 2.37 | - | YY | SS | YY | - | - | - | Mlvos | Dlium | 120q | 120 | 2.71% | 2.733% | 88.72884 |
Tranche Comments
U: First Pay: 2019-11-15; Registration: Cmkglvmgmp;
W: First Pay: 2019-11-15; Registration: Ihwkjwhghl;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | QBK | 938.000 | 8.74 | - | EEE | LLL | KKK | - | - | - | Zcyyt | Flimu | 65k | 65 | 2.49% | 2.510% | 49.53426 |
| Y | TGW | 14.570 | 5.19 | - | OO | SS | PP | - | - | - | Ufofg | Bzofj | 120j | 120 | 3.04% | 3.060% | 75.64297 |
Tranche Comments
E: First Pay: 2019-08-15; Registration: Hbuealbmbh;
Y: First Pay: 2019-08-15; Registration: Mzqzjqzwzm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | RBC | 251.000 | 2.34 | - | III | MMM | LLL | - | - | - | Kqkbi | Axvgi | 60z | 58 | 3.14% | 3.169% | 41.35033 |
| M | EBP | 47.215 | 5.50 | - | XX | CC | UU | - | - | - | Xnrkl | Snjrz | 95-100v | 105 | 3.61% | 3.639% | 41.19735 |
| K | BGI | 58.332 | 6.63 | - | D+ | I+ | V (K) | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
B: Registration: Rllxaclqlh;
M: Registration: Gfwksbftfw;
K: Registration: Fkaogqkukf;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | ZUN | 96.721 | 1.68 | - | TT | DD | YY | - | - | - | Zfssc | Ztgci | 88 | 88 | 3.95% | 3.984% | 41.71962 |
| K | FPQ | 950.000 | 8.47 | - | KKK | ZZZ | UUU | - | - | - | Jofed | Xcmhd | 48 | 48 | 3.55% | 3.584% | 57.39743 |
Tranche Comments
K: First Pay: 2018-12-17; Registration: Oqbaywqvqb;
N: First Pay: 2018-12-17; Registration: Czzaolznzn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | ZUJ | 12.589 | 5.14 | - | JJ | LL | VV | - | - | - | Gmtba | Mbvyz | - | 80 | 3.81% | 3.845% | 20.54937 |
| Y | BBL | 259.000 | 5.34 | - | MMM | UUU | LLL | - | - | - | Njfke | Dzmog | 45-47 | 45 | 3.46% | 3.495% | 93.87360 |
Tranche Comments
Y: First Pay: 2018-11-15; Registration: Ruozxwuquz;
Y: First Pay: 2018-11-15; Registration: Qbckwyblbb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | GQG | 298.000 | 4.71 | - | ZZZ | UUU | CCC | - | - | - | Fiacg | Mztzh | 43-45 | 45 | 3.07% | 3.090% | 89.15829 |
| U | XEU | 21.770 | 5.45 | - | Y+ | L+ | K (G) | - | - | - | - | - | - | - | - | - | Retained |
| J | EZP | 14.700 | 3.31 | - | PP | OO | WW | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
I: First Pay: 2018-04-16; Registration: Oyfjpjymyj;
J: Registration: Qqbllnquqp;
U: Registration: Iyawsoykym;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | GGF | 27.400 | 5.52 | - | Z+ | X+ | X (O) | - | - | - | Ywuzz | Phfor | 95a | - | - | - | - |
| I | CNZ | 689.000 | 1.57 | - | JJJ | WWW | JJJ | - | - | - | Ygsqx | Jvnpr | 42-45 | 40 | 2.31% | 2.326% | 91.80263 |
| D | NTW | 30.462 | 9.41 | - | KK | XX | II | - | - | - | Hwxrp | Xdeha | 70-75 | 75 | 2.66% | 2.676% | 66.38802 |
Tranche Comments
I: Registration: Ocwkus;
D: Registration: Rbwjnt;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | JSE | 310.000 | 2.00 | - | GGG | FFF | RRR | - | - | - | Zbkkv | Iyfrs | 39t | 40 | 1.98% | 1.994% | 70.31150 |
Tranche Comments
M: Registration: Yxrmib;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | JAK | 841.000 | 2.82 | - | NNN | TTT | DDD | - | - | - | Zwroq | Nujmm | 43-45 | 45 | 2.12% | 2.133% | 25.59541 |
| A | XJL | 39.998 | 5.52 | - | OO | HH | PP | - | - | - | Dcpob | Wrzat | - | - | - | - | Retained |
| K | OJL | 67.000 | 4.98 | - | Q+ | Q+ | C | - | - | - | Syffd | Mtyxs | - | - | - | - | Retained |
Tranche Comments
N: Registration: Puslkx;
A: Registration: Spuwpg;
K: Registration: Xqhyjo;