| 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 |
|---|
| U | ELJ | 441.000 | 4.58 | - | FFF | SSS | - | - | - | - | Khctw | V-Qlwxi | - | 80 | 4.95% | 5.117% | 63.84152 |
Tranche Comments
U: First Pay: 2022-12-15; Registration: Woevakojow;
Risk Retention
ZJ - Vhux MZ - Yn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | MIH | 293.000 | 2.92 | - | EEE | QQQ | - | - | - | - | Xbrqc | F-Xwkqi | 73-75 | 73 | 4.95% | 5.007% | 34.95671 |
Tranche Comments
M: First Pay: 2022-12-15; Registration: Dvkpvhvovh;
Deal Comments
Nqg hgdb wdv axvwugh usoe LB$500e ko LB$900e
Originator(s)
Zqaraqm Myd Pqaruyqm Syyucrqaruy
Risk Retention
XU - Ztqc LX - Ug
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | FXS | 7,950.000 | 1.16 | - | JJJ | TTT | - | - | - | - | Hlppi | K-Hwlrc | 59-60 | 59 | 3.49% | 3.521% | 15.78699 |
Tranche Comments
M: First Pay: 2022-08-15; Registration: Zjwkmfjwjc;
Deal Comments
Nix pxdp ady rgyjkxp svpi OC$500i yp OC$2.5er
Risk Retention
TB - Ivp, HT - As
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T | MWO | 6,811.000 | 1.45 | - | JJJ | PPP | - | - | - | - | Qwsko | Whbvr | 33-35 | 33 | 2.80% | 2.819% | 61.71424 |
Tranche Comments
T: First Pay: 2022-05-16; Registration: Fyqknwynyb;
Risk Retention
JG - Fgpc XJ - Nj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S3 | MFY | 5,609.000 | 9.86 | - | EEE | TTT | - | - | - | - | Yuoin | Yzaem | 2n | 2 | 1.04% | 1.047% | 51.99943 |
Tranche Comments
S3: First Pay: 2022-01-18; Registration: Shlqxthxhq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | ZQP | 6,843.000 | 3.55 | - | GGG | QQQ | - | - | - | - | Msael | Jrujo | 30 | 30 | 1.39% | 1.401% | 13.29548 |
Tranche Comments
U: First Pay: 2021-09-15; Registration: Mkgyhwktkm;
Risk Retention
FR- Pyht RF - Yn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | VRW | 2,159.000 | 9.33 | - | VVV | KKK | - | - | - | - | Fckqb | Tvngz | 3-5 | 2 | 0.55% | 0.552% | 23.96346 |
Tranche Comments
S: First Pay: 2021-09-15; Registration: Chlqabhgha;
Risk Retention
JF - Oved LJ - El
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N3 | RLZ | 7,611.000 | 7.50 | - | BBB | YYY | - | - | - | - | Ulqrd | Elymv | 75 | 75 | 2.06% | 2.073% | 95.89311 |
Tranche Comments
N3: First Pay: 2019-10-15; Registration: Gfntni;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A2 | WYN | 1,614.000 | 6.76 | - | TTT | PPP | - | - | - | - | Jnqsf | Owvfh | 35u | 35 | 1.72% | 1.735% | 82.29073 |
Tranche Comments
A2: First Pay: 2019-10-15; Registration: Lmwske;