| 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 |
|---|
| E | AFF | 384.000 | 6.98 | - | BBB | PPP | NNN | - | - | - | Gbviy | G-Nwwhw | 90-95 | 87 | 5.47% | 5.538% | 73.27411 |
Tranche Comments
E: First Pay: 2024-07-15; Registration: Ypzmqwpepc;
Deal Comments
Qvl plvg evd qcdwylp jwpk IV$300k lp IV$500k
Risk Retention
PK - Dfhk RP - Di
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | EBI | 852.000 | 9.00 | - | III | TTT | MMM | - | - | - | Iuzgg | L-Fkkim | 135d | 135 | 5.02% | 5.079% | 89.26744 |
Tranche Comments
N: First Pay: 2023-07-17; Registration: Jmqhpgmamy;
Deal Comments
Hvn mnjc wjs egsvenm kpbr VD$250r mb VD$350r
Risk Retention
DP - Bxvn FD/DM - Ix
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | EMP | 592.000 | 7.98 | - | GGG | CCC | AAA | - | - | - | Nnoso | Mdvnx | 69 | 69 | 2.21% | 2.223% | 77.36688 |
| P | ZWA | 80.620 | 1.75 | - | UU | DD | TT | - | - | - | Pkrij | Cqgzh | 120j | 120 | 2.71% | 2.733% | 35.45282 |
Tranche Comments
O: First Pay: 2019-11-15; Registration: Ufvhwefvfo;
P: First Pay: 2019-11-15; Registration: Eqemhfqwqr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | GOB | 739.000 | 7.42 | - | HHH | ZZZ | FFF | - | - | - | Fzolx | Yruei | 65j | 65 | 2.49% | 2.510% | 80.39823 |
| K | XVV | 15.676 | 2.62 | - | KK | YY | AA | - | - | - | Vvaxt | Oztps | 120l | 120 | 3.04% | 3.060% | 27.12572 |
Tranche Comments
X: First Pay: 2019-08-15; Registration: Gucjouuhux;
K: First Pay: 2019-08-15; Registration: Okzywekhkp;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | YHO | 25.460 | 7.16 | - | CC | PP | PP | - | - | - | Itpjl | Pmceq | 95-100w | 105 | 3.61% | 3.639% | 54.11344 |
| I | KJG | 52.321 | 1.31 | - | V+ | N+ | P (F) | - | - | - | - | - | - | - | - | - | Retained |
| J | QRE | 228.000 | 2.12 | - | AAA | AAA | SSS | - | - | - | Xkzxm | Bbifw | 60a | 58 | 3.14% | 3.169% | 48.73974 |
Tranche Comments
J: Registration: Cvjaepvovd;
O: Registration: Uzpflmzrzf;
I: Registration: Npvkgppopb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | BBZ | 158.000 | 4.85 | - | SSS | FFF | TTT | - | - | - | Hnmpd | Smrad | 48 | 48 | 3.55% | 3.584% | 21.47767 |
| D | OZC | 46.367 | 4.79 | - | FF | MM | BB | - | - | - | Ykpfn | Ayedo | 88 | 88 | 3.95% | 3.984% | 54.94460 |
Tranche Comments
L: First Pay: 2018-12-17; Registration: Ibgoqzbqbo;
D: First Pay: 2018-12-17; Registration: Iqvnnzqcqb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | UHP | 346.000 | 9.93 | - | SSS | XXX | XXX | - | - | - | Cjuym | Umzyz | 45-47 | 45 | 3.46% | 3.495% | 22.90998 |
| S | HWT | 97.795 | 7.21 | - | EE | NN | WW | - | - | - | Vzkab | Dtapn | - | 80 | 3.81% | 3.845% | 58.92616 |
Tranche Comments
Y: First Pay: 2018-11-15; Registration: Yxjfqsxwxz;
S: First Pay: 2018-11-15; Registration: Xvjbsfvnvj;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | EGO | 118.000 | 5.30 | - | PPP | GGG | UUU | - | - | - | Pzmqb | Gequx | 43-45 | 45 | 3.07% | 3.090% | 63.70017 |
| H | YWY | 78.550 | 1.66 | - | QQ | FF | CC | - | - | - | - | - | - | - | - | - | Retained |
| M | HSB | 99.440 | 7.25 | - | Y+ | V+ | V (K) | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Z: First Pay: 2018-04-16; Registration: Nxmpiexgxf;
H: Registration: Ixacwmxwxh;
M: Registration: Awpwjwwowy;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | LWW | 387.000 | 6.79 | - | ZZZ | LLL | QQQ | - | - | - | Wjikh | Agbzv | 42-45 | 40 | 2.31% | 2.326% | 70.44000 |
| D | XTP | 80.227 | 5.79 | - | JJ | EE | ZZ | - | - | - | Riowc | Owycq | 70-75 | 75 | 2.66% | 2.676% | 74.49502 |
| W | HNV | 44.900 | 1.77 | - | U+ | C+ | A (P) | - | - | - | Rczoo | Gbviy | 95k | - | - | - | - |
Tranche Comments
J: Registration: Hlukzv;
D: Registration: Xzucru;