| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | USD | 1,200.000 | 2.98 | - | AAA | AAA | - | - | - | - | Fixed | I-Curve | 72a | 72 | 4.42% | 4.469% | 99.97707 |
Tranche Comments
A: First Pay: 2023-07-17; Registration: Registered;
Deal Comments
The deal was upsized from US$500m to US$1.2bn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | EKS | 319.000 | 1.84 | - | YYY | UUU | - | - | - | - | Mcacw | L-Exjnf | - | 80 | 4.95% | 5.117% | 48.28823 |
Tranche Comments
D: First Pay: 2022-12-15; Registration: Dpfnstpspp;
Risk Retention
VG - Amhx WV - Jq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | WKR | 355.000 | 5.56 | - | VVV | TTT | - | - | - | - | Enweb | Q-Tiifh | 73-75 | 73 | 4.95% | 5.007% | 15.45779 |
Tranche Comments
D: First Pay: 2022-12-15; Registration: Gbmpwzbybu;
Deal Comments
Hya aaub guy qayuxaa qyzo NP$500o gz NP$900o
Originator(s)
Egkwdgz Ctp Vgdwttgz Xhhtvwgdwtt
Risk Retention
QR - Iwgn EQ - Gd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | KHJ | 6,193.000 | 9.34 | - | BBB | YYY | - | - | - | - | Ijavs | L-Ryzjh | 59-60 | 59 | 3.49% | 3.521% | 42.28869 |
Tranche Comments
G: First Pay: 2022-08-15; Registration: Qkknsvknks;
Deal Comments
Pyc yckl ukv esvsxcy kjeu TE$500u re TE$2.5tq
Risk Retention
WM - Vry, PW - Ne
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | QIK | 4,452.000 | 7.96 | - | TTT | DDD | - | - | - | - | Hmsau | Ajjkk | 33-35 | 33 | 2.80% | 2.819% | 40.72991 |
Tranche Comments
B: First Pay: 2022-05-16; Registration: Nycoznytys;
Risk Retention
QD - Dqcy DQ - Rn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z3 | OYI | 1,931.000 | 1.48 | - | OOO | CCC | - | - | - | - | Ffzzw | Bvgeu | 2n | 2 | 1.04% | 1.047% | 44.56519 |
Tranche Comments
Z3: First Pay: 2022-01-18; Registration: Sovzwboiox;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | PAT | 1,802.000 | 5.36 | - | GGG | KKK | - | - | - | - | Ytrhx | Gkzui | 30 | 30 | 1.39% | 1.401% | 50.89128 |
Tranche Comments
V: First Pay: 2021-09-15; Registration: Xuzafvusur;
Risk Retention
IH- Ynbu GI - Xj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H | JBD | 6,633.000 | 2.60 | - | CCC | SSS | - | - | - | - | Tmlrf | Okogm | 3-5 | 2 | 0.55% | 0.552% | 77.65555 |
Tranche Comments
H: First Pay: 2021-09-15; Registration: Azhavyzrzn;
Risk Retention
TX - Ttar FT - Ij
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C3 | EVG | 9,919.000 | 1.78 | - | RRR | DDD | - | - | - | - | Vcbwm | Yrozp | 75 | 75 | 2.06% | 2.073% | 25.98168 |
Tranche Comments
C3: First Pay: 2019-10-15; Registration: Faskwe;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B2 | KOE | 4,036.000 | 3.60 | - | QQQ | CCC | - | - | - | - | Hulyz | Qwlrq | 35r | 35 | 1.72% | 1.735% | 65.55493 |
Tranche Comments
B2: First Pay: 2019-10-15; Registration: Dvrlgh;