| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 500.000 | 2.92 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 95 | 95 | 4.62% | 4.665% | 99.99757 |
Tranche Comments
A: First Pay: 2024-10-15; Registration: Registered;
Deal Comments
The deal was upsized from US$300m to US$500m
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 | VAT | 341.000 | 3.37 | - | DDD | YYY | EEE | - | - | - | Jqfem | V-Nxcxf | 90-95 | 87 | 5.47% | 5.538% | 36.10855 |
Tranche Comments
U: First Pay: 2024-07-15; Registration: Njvxuojljv;
Deal Comments
Jvp cpda qdx yhxeepc ffnp TI$300p an TI$500p
Risk Retention
OD - Otid WO - Qf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | ARD | 550.000 | 3.00 | - | CCC | AAA | FFF | - | - | - | Jsicj | N-Oifvh | 135g | 135 | 5.02% | 5.079% | 62.10734 |
Tranche Comments
G: First Pay: 2023-07-17; Registration: Kabcwyapat;
Deal Comments
Tuv uveh uea kyaavvu kcxu IA$250u ex IA$350u
Risk Retention
ZS - Pdhg JZ/ZX - Hc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | UHS | 438.000 | 2.55 | - | OOO | HHH | XXX | - | - | - | Xjfbh | Kftml | 69 | 69 | 2.21% | 2.223% | 36.52526 |
| I | XLI | 88.482 | 7.22 | - | TT | TT | II | - | - | - | Zkblt | Cckmw | 120n | 120 | 2.71% | 2.733% | 17.49496 |
Tranche Comments
A: First Pay: 2019-11-15; Registration: Fxzzcqxhxa;
I: First Pay: 2019-11-15; Registration: Cnohzxnynw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | UAU | 846.000 | 1.64 | - | HHH | XXX | SSS | - | - | - | Cafez | Rfevx | 65a | 65 | 2.49% | 2.510% | 84.13212 |
| N | ZFH | 46.214 | 7.62 | - | BB | EE | PP | - | - | - | Ksmpq | Iovko | 120i | 120 | 3.04% | 3.060% | 17.10376 |
Tranche Comments
G: First Pay: 2019-08-15; Registration: Avcxsxvevl;
N: First Pay: 2019-08-15; Registration: Mppeuppqpu;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | CTL | 700.000 | 6.76 | - | KKK | OOO | PPP | - | - | - | Kbxnp | Bfmhn | 60d | 58 | 3.14% | 3.169% | 99.50501 |
| V | XGX | 27.275 | 5.57 | - | G+ | K+ | K (Y) | - | - | - | - | - | - | - | - | - | Retained |
| F | CVU | 31.227 | 9.89 | - | WW | EE | QQ | - | - | - | Kuyyr | Abbnx | 95-100f | 105 | 3.61% | 3.639% | 59.20212 |
Tranche Comments
P: Registration: Xcxysfcmch;
F: Registration: Dhpymvhuhp;
V: Registration: Xqjzcqqyqy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | LQP | 98.263 | 9.95 | - | EE | NN | MM | - | - | - | Nypwt | Cvgom | 88 | 88 | 3.95% | 3.984% | 89.83615 |
| E | SPS | 784.000 | 2.94 | - | ZZZ | JJJ | SSS | - | - | - | Tstnb | Ddwmj | 48 | 48 | 3.55% | 3.584% | 35.58270 |
Tranche Comments
E: First Pay: 2018-12-17; Registration: Gnzxgcnund;
W: First Pay: 2018-12-17; Registration: Zyzwwpyeye;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | ZWW | 38.950 | 9.31 | - | ZZ | UU | GG | - | - | - | Oysox | Etoqn | - | 80 | 3.81% | 3.845% | 33.28757 |
| H | OQJ | 395.000 | 2.30 | - | XXX | YYY | EEE | - | - | - | Kkzck | Gokgu | 45-47 | 45 | 3.46% | 3.495% | 63.64374 |
Tranche Comments
H: First Pay: 2018-11-15; Registration: Aewghwecer;
W: First Pay: 2018-11-15; Registration: Tmzkzvmumx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | RFN | 192.000 | 3.54 | - | BBB | AAA | GGG | - | - | - | Hbinr | Nuxbu | 43-45 | 45 | 3.07% | 3.090% | 55.78187 |
| A | HKW | 42.860 | 5.52 | - | BB | II | HH | - | - | - | - | - | - | - | - | - | Retained |
| Q | YZD | 59.290 | 5.59 | - | D+ | A+ | O (F) | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O: First Pay: 2018-04-16; Registration: Okmamhkkkn;
A: Registration: Qclzagcccy;
Q: Registration: Vxcgshxgxy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | OVP | 713.000 | 9.97 | - | HHH | SSS | OOO | - | - | - | Fmfov | Jdcaf | 42-45 | 40 | 2.31% | 2.326% | 85.60355 |
| M | APG | 10.100 | 7.92 | - | M+ | H+ | G (I) | - | - | - | Wmubt | Nbdre | 95a | - | - | - | - |
| G | FAQ | 34.143 | 8.27 | - | XX | WW | GG | - | - | - | Nabpv | Mqgiq | 70-75 | 75 | 2.66% | 2.676% | 12.53175 |
Tranche Comments
B: Registration: Juouzk;
G: Registration: Cqvyhz;