| 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 |
|---|
| R | IZS | 625.000 | 3.52 | - | XXX | XXX | - | - | - | - | Dsiwo | J-Udoze | - | 80 | 4.95% | 5.117% | 45.55115 |
Tranche Comments
R: First Pay: 2022-12-15; Registration: Rqqouhqeqh;
Risk Retention
WI - Pudt OW - Ax
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | FHR | 807.000 | 2.73 | - | ZZZ | XXX | - | - | - | - | Gyals | B-Ihusu | 73-75 | 73 | 4.95% | 5.007% | 13.84197 |
Tranche Comments
V: First Pay: 2022-12-15; Registration: Ebunlabxbk;
Deal Comments
Tak hknw lnn nanijkh bweq IR$500q be IR$900q
Originator(s)
Zzmwtzy Tja Jztwfjzy Immfkwztwfj
Risk Retention
QT - Ctsi WQ - Yf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | EKE | 6,821.000 | 6.31 | - | BBB | DDD | - | - | - | - | Ackeq | U-Dsxdl | 59-60 | 59 | 3.49% | 3.521% | 96.43378 |
Tranche Comments
E: First Pay: 2022-08-15; Registration: Mlfgerlzlr;
Deal Comments
Evq eqvt lvi cgiddqe jidi IC$500i fd IC$2.5te
Risk Retention
RC - Frd, ZR - Mk
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | KFQ | 9,165.000 | 3.78 | - | UUU | FFF | - | - | - | - | Yaahc | Sqnzs | 33-35 | 33 | 2.80% | 2.819% | 86.39036 |
Tranche Comments
S: First Pay: 2022-05-16; Registration: Gulahauzuq;
Risk Retention
KQ - Vexy BK - Qj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | QFI | 8,814.000 | 1.12 | - | NNN | LLL | - | - | - | - | Oyoaw | Yltku | 2m | 2 | 1.04% | 1.047% | 43.38948 |
Tranche Comments
A3: First Pay: 2022-01-18; Registration: Xhnqgvhxhk;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | XSF | 8,598.000 | 6.88 | - | UUU | MMM | - | - | - | - | Nqprn | Knkar | 30 | 30 | 1.39% | 1.401% | 95.13645 |
Tranche Comments
W: First Pay: 2021-09-15; Registration: Tvleitvuvr;
Risk Retention
VT- Yeyi TV - Dj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | OOL | 9,779.000 | 6.90 | - | RRR | OOO | - | - | - | - | Yqhzv | Rlgit | 3-5 | 2 | 0.55% | 0.552% | 99.39294 |
Tranche Comments
J: First Pay: 2021-09-15; Registration: Kwyqciwvwh;
Risk Retention
OS - Pvsp BO - Sx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R3 | RIF | 5,843.000 | 3.74 | - | MMM | LLL | - | - | - | - | Urlpw | Qoznq | 75 | 75 | 2.06% | 2.073% | 97.62659 |
Tranche Comments
R3: First Pay: 2019-10-15; Registration: Ezvgzm;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F2 | LUE | 2,975.000 | 1.80 | - | XXX | GGG | - | - | - | - | Dtuqs | Rmeok | 35r | 35 | 1.72% | 1.735% | 89.67219 |
Tranche Comments
F2: First Pay: 2019-10-15; Registration: Thiaxy;