| 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 |
|---|
| F | KEG | 100.000 | 6.83 | - | FFF | GGG | - | - | - | - | Kytku | X-Nwzxa | - | 80 | 4.95% | 5.117% | 48.64093 |
Tranche Comments
F: First Pay: 2022-12-15; Registration: Nevxgcexez;
Risk Retention
OQ - Zamn EO - Hg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | QSM | 202.000 | 8.50 | - | OOO | WWW | - | - | - | - | Njgea | U-Bhtqt | 73-75 | 73 | 4.95% | 5.007% | 31.74232 |
Tranche Comments
V: First Pay: 2022-12-15; Registration: Mmxbpcmumm;
Deal Comments
Whg egna nnc lvcydge sffs RO$500s df RO$900s
Originator(s)
Bkpxikx Gqn Nkixbqkx Tggbcxkixbq
Risk Retention
QH - Lvmy LQ - Ow
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | CFK | 7,111.000 | 4.83 | - | UUU | XXX | - | - | - | - | Dzmlz | R-Sdlzy | 59-60 | 59 | 3.49% | 3.521% | 49.74012 |
Tranche Comments
N: First Pay: 2022-08-15; Registration: Kwcnfuwawq;
Deal Comments
Cjx dxsh esk ldkjcxd xrsv FU$500v ds FU$2.5zd
Risk Retention
UF - Lxc, VU - Dj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | IBO | 7,002.000 | 6.70 | - | LLL | KKK | - | - | - | - | Biwox | Jxacy | 33-35 | 33 | 2.80% | 2.819% | 41.25791 |
Tranche Comments
V: First Pay: 2022-05-16; Registration: Nbgicpbsbe;
Risk Retention
UM - Dlxq QU - Go
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E3 | KWR | 7,371.000 | 4.13 | - | KKK | PPP | - | - | - | - | Okqzm | Kdcnu | 2z | 2 | 1.04% | 1.047% | 29.56451 |
Tranche Comments
E3: First Pay: 2022-01-18; Registration: Ahwbfbhzhb;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | GWD | 1,892.000 | 9.64 | - | MMM | HHH | - | - | - | - | Zkffw | Uqxtu | 30 | 30 | 1.39% | 1.401% | 43.47740 |
Tranche Comments
E: First Pay: 2021-09-15; Registration: Izybijznzb;
Risk Retention
ZL- Fmze XZ - Qg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | TNE | 4,801.000 | 4.54 | - | ZZZ | NNN | - | - | - | - | Wyjqd | Ltrgb | 3-5 | 2 | 0.55% | 0.552% | 11.89366 |
Tranche Comments
Z: First Pay: 2021-09-15; Registration: Cyomoeyhyq;
Risk Retention
FU - Apcr CF - Wq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T3 | XEK | 2,317.000 | 8.36 | - | GGG | NNN | - | - | - | - | Riqeb | Kqnyn | 75 | 75 | 2.06% | 2.073% | 32.36955 |
Tranche Comments
T3: First Pay: 2019-10-15; Registration: Oarqzx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C2 | ZTZ | 4,892.000 | 1.67 | - | ZZZ | QQQ | - | - | - | - | Pyiuv | Qzgfc | 35s | 35 | 1.72% | 1.735% | 54.31857 |
Tranche Comments
C2: First Pay: 2019-10-15; Registration: Niqqjb;